Uses of Class
org.drip.state.curve.DerivedZeroRate

Packages that use DerivedZeroRate

Package	Description
org.drip.state.curve	Basis Spline Based Latent States

Uses of DerivedZeroRate in org.drip.state.curve

Methods in org.drip.state.curve that return DerivedZeroRate

Modifier and Type	Method	Description
static DerivedZeroRate	DerivedZeroRate.FromBaseCurve(int frequency, java.lang.String dayCount, java.lang.String calendar, boolean applyEOMAdjustment, java.util.List<CompositePeriod> couponPeriodList, int workoutDate, int valuationDate, int cashPayDate, DiscountCurve discountCurve, double bump, ValuationCustomizationParams valuationCustomizationParams, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an Instance from the Input Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromDiscountCurve(int zeroCurveFrequency, java.lang.String zeroCurveDayCount, java.lang.String zeroCurveCalendar, boolean zeroCurveApplyEOMAdjustment, java.util.List<CompositePeriod> couponPeriodList, int workoutDate, int valuationDate, int cashPayDate, DiscountCurve discountCurve, double zeroCurveBump, ValuationCustomizationParams valuationCustomizationParams, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an Instance from the Discount Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromGovvieCurve(int zeroCurveFrequency, java.lang.String zeroCurveDayCountConvention, java.lang.String zeroCurveCalendar, boolean zeroCurveApplyEOMAdjustment, java.util.List<CompositePeriod> couponPeriodList, int workoutDate, int valuationDate, int cashPayDate, GovvieCurve govvieCurve, double zeroCurveBump, ValuationCustomizationParams valuationCustomizationParams, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an Instance from the Govvie Curve and the related Parameters