Package org.drip.state.boot

Bootable Discount, Credit, Volatility States
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    CreditCurveScenario
    CreditCurveScenario uses the hazard rate calibration instruments along with the component calibrator to produce scenario hazard rate curves.
    DiscountCurveScenario
    DiscountCurveScenario uses the interest rate calibration instruments along with the component calibrator to produce scenario interest rate curves.
    VolatilityCurveScenario
    VolatilityCurveScenario uses the Volatility calibration instruments along with the component calibrator to produce scenario Volatility curves.