Uses of Interface
org.drip.measure.bridge.BrokenDateInterpolator

Packages that use BrokenDateInterpolator

Package	Description
org.drip.exposure.mpor	Margin Period Collateral Amount Estimation
org.drip.measure.bridge	Broken Date Brownian Bridge Interpolator

Uses of BrokenDateInterpolator in org.drip.exposure.mpor

Methods in org.drip.exposure.mpor that return BrokenDateInterpolator

Modifier and Type	Method	Description
BrokenDateInterpolator	CollateralAmountEstimator.brokenDateBridge()	Retrieve the Stochastic Value Broken Date Bridge Estimator

Constructors in org.drip.exposure.mpor with parameters of type BrokenDateInterpolator

Constructor	Description
CollateralAmountEstimator(PositionGroupSpecification positionGroupSpecification, BrokenDateInterpolator brokenDateInterpolator, double currentBalance)	CollateralAmountEstimator Constructor

Uses of BrokenDateInterpolator in org.drip.measure.bridge

Classes in org.drip.measure.bridge that implement BrokenDateInterpolator

Modifier and Type	Class	Description
class	BrokenDateInterpolatorBrownian3P	BrokenDateInterpolatorBrownian3P Interpolates the Broken Dates using Three Stochastic Value Nodes using the Three Point Brownian Bridge Scheme.
class	BrokenDateInterpolatorLinearT	BrokenDateInterpolatorLinearT Interpolates using Two Stochastic Value Nodes with Linear Scheme.
class	BrokenDateInterpolatorSqrtT	BrokenDateInterpolatorSqrtT Interpolates using Two Stochastic Value Nodes with Linear Scheme.