Package org.drip.state.credit

Class ExplicitBootCreditCurve

java.lang.Object

org.drip.state.credit.CreditCurve

org.drip.state.credit.ExplicitBootCreditCurve

All Implemented Interfaces:

Curve, ExplicitBootCurve, LatentState

Direct Known Subclasses:

ForwardHazardCreditCurve

public abstract class ExplicitBootCreditCurve
extends CreditCurve
implements ExplicitBootCurve

ExplicitBootCreditCurve exposes the functionality associated with the bootstrapped Credit Curve.

Module	Product Core Module
Library	Fixed Income Analytics
Project	Latent State Inference and Creation Utilities
Package	Credit Latent State Curve Representation

Author:

Lakshmi Krishnamurthy

Method Summary

Methods inherited from class org.drip.state.credit.CreditCurve

calibComp, currency, effectiveRecovery, effectiveRecovery, effectiveRecovery, effectiveSurvival, effectiveSurvival, effectiveSurvival, epoch, flatCurve, hazard, hazard, hazard, label, manifestMeasure, recovery, recovery, recovery, setCCIS, setInstrCalibInputs, setSpecificDefault, survival, survival, survival, unsetSpecificDefault

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.drip.analytics.definition.Curve

calibComp, currency, epoch, label, manifestMeasure, setCCIS

Methods inherited from interface org.drip.analytics.definition.ExplicitBootCurve

bumpNodeValue, setFlatValue, setNodeValue

Methods inherited from interface org.drip.state.representation.LatentState

customTweakManifestMeasure, customTweakQuantificationMetric, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure