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 classBasisCurveBasisCurve 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 classBasisSplineBasisCurveBasisSplineBasisCurve manages the Basis Latent State, using the Basis as the State Response Representation.