Package org.drip.service.json

Class LatentStateProcessor

java.lang.Object
org.drip.service.json.LatentStateProcessor
public class LatentStateProcessor
extends java.lang.Object
LatentStateProcessor Sets Up and Executes a JSON Based In/Out Curve Processor. It exposes the following Functions:
  • Construct a Funding Curve from the Input JSON
  • Construct a Treasury Curve from the Input JSON
  • Construct a Credit Curve from the Input JSON
  • JSON Based in/out Funding Curve Sample
  • JSON Based in/out Credit Curve Sample

Module Computational Core Module
Library Computation Support
Project Environment, Product/Definition Containers, and Scenario/State Manipulation APIs
Package JSON Based Valuation Request Service

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    LatentStateProcessor()  

  • Method Summary

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • LatentStateProcessor

      public LatentStateProcessor()