Package org.drip.state.credit

Credit Latent State Curve Representation
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    CreditCurve
    CreditCurve is the stub for the survival curve functionality.
    ExplicitBootCreditCurve
    ExplicitBootCreditCurve exposes the functionality associated with the bootstrapped Credit Curve.