Uses of Class
org.drip.state.credit.ExplicitBootCreditCurve

Packages that use ExplicitBootCreditCurve

Package	Description
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of ExplicitBootCreditCurve in org.drip.state.creator

Methods in org.drip.state.creator that return ExplicitBootCreditCurve

Modifier and Type	Method	Description
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.FlatHazard(int startDate, java.lang.String name, java.lang.String currency, double hazardRate, double recovery)	Create a CreditCurve instance from a single node hazard rate
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Hazard(int startDate, java.lang.String name, java.lang.String currency, double[] hazardRateArray, int[] hazardDateArray, double[] recoveryRateArray, int[] recoveryDateArray, int specificDefaultDate)	Create a credit curve from hazard rate and recovery rate term structures
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Hazard(int startDate, java.lang.String name, java.lang.String currency, double hazardRate, int hazardDate, double recovery)	Create an instance of the CreditCurve object from a solitary hazard rate node
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Hazard(JulianDate startDate, java.lang.String name, java.lang.String currency, int[] dateArray, double[] hazardRateArray, double recovery)	Create a credit curve from an array of dates and hazard rates
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Survival(int startDate, java.lang.String name, java.lang.String currency, int[] survivalDateArray, double[] survivalProbabilityArray, double recovery)	Create a CreditCurve Instance from the Input Array of Survival Probabilities
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Survival(int startDate, java.lang.String name, java.lang.String currency, java.lang.String[] survivalTenorArray, double[] survivalProbabilityArray, double recovery)	Create a CreditCurve Instance from the Input Array of Survival Probabilities

Uses of ExplicitBootCreditCurve in org.drip.state.nonlinear

Subclasses of ExplicitBootCreditCurve in org.drip.state.nonlinear

Modifier and Type	Class	Description
class	ForwardHazardCreditCurve	ForwardHazardCreditCurve manages the Survival Latent State, using the Hazard Rate as the State Response Representation.

Methods in org.drip.state.nonlinear with parameters of type ExplicitBootCreditCurve

Modifier and Type	Method	Description
static boolean	NonlinearCurveBuilder.CreditCurve(ValuationParams valuationParams, Component calibrationComponent, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootCreditCurve explicitBootCreditCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, GovvieCurve govvieCurve, CreditPricerParams creditPricerParams, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams, CalibrationParams calibrationParams)	Calibrate a single Hazard Rate Node from the corresponding Component