Uses of Class
org.drip.state.basis.BasisCurve

Packages that use BasisCurve

Package	Description
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.curve	Basis Spline Based Latent States

Uses of BasisCurve in org.drip.state.creator

Methods in org.drip.state.creator that return BasisCurve

Modifier and Type	Method	Description
static BasisCurve	ScenarioBasisCurveBuilder.CubicPolynomialBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray)	Create an Instance of the Cubic Polynomial Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.CustomSplineBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KaklisPandelisBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray)	Create an Instance of the Kaklis-Pandelis Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKHyperbolicBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, double tension)	Create an Instance of the KLK Hyperbolic Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalLinearBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, double tension)	Create an Instance of the KLK Rational Linear Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalQuadraticBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, double tension)	Create an Instance of the KLK Rational Quadratic Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.QuarticPolynomialBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray)	Create an Instance of the Quartic Polynomial Splined Basis Curve

Uses of BasisCurve in org.drip.state.curve

Subclasses of BasisCurve in org.drip.state.curve

Modifier and Type	Class	Description
class	BasisSplineBasisCurve	BasisSplineBasisCurve manages the Basis Latent State, using the Basis as the State Response Representation.