Uses of Package
org.drip.state.basis
| Package | Description |
|---|---|
| org.drip.state.basis |
Basis State Curve Construction/Estimation
|
| org.drip.state.creator |
Scenario State Curve/Surface Builders
|
| org.drip.state.curve |
Basis Spline Based Latent States
|
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Classes in org.drip.state.basis used by org.drip.state.basis Class Description BasisEstimator BasisEstimator is the interface that exposes the calculation of the Basis between any two latent states. -
Classes in org.drip.state.basis used by org.drip.state.creator Class Description BasisCurve BasisCurve is the Stub for the Basis between a Pair of Forward Curves. -
Classes in org.drip.state.basis used by org.drip.state.curve Class Description BasisCurve BasisCurve is the Stub for the Basis between a Pair of Forward Curves.BasisEstimator BasisEstimator is the interface that exposes the calculation of the Basis between any two latent states.