Uses of Interface
org.drip.state.basis.BasisEstimator
Package | Description |
---|---|
org.drip.state.basis |
Basis State Curve Construction/Estimation
|
org.drip.state.curve |
Basis Spline Based Latent States
|
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Uses of BasisEstimator in org.drip.state.basis
Classes in org.drip.state.basis that implement BasisEstimator Modifier and Type Class Description class
BasisCurve
BasisCurve is the Stub for the Basis between a Pair of Forward Curves. -
Uses of BasisEstimator in org.drip.state.curve
Classes in org.drip.state.curve that implement BasisEstimator Modifier and Type Class Description class
BasisSplineBasisCurve
BasisSplineBasisCurve manages the Basis Latent State, using the Basis as the State Response Representation.