Package org.drip.state.basis

Basis State Curve Construction/Estimation

Author:

Lakshmi Krishnamurthy

Interface Summary

Interface	Description
BasisEstimator	BasisEstimator is the interface that exposes the calculation of the Basis between any two latent states.

Class Summary

Class	Description
BasisCurve	BasisCurve is the Stub for the Basis between a Pair of Forward Curves.