Uses of Class
org.drip.state.discount.DiscountCurve

Packages that use DiscountCurve

Package	Description
org.drip.service.api	Horizon Roll Attribution Service API
org.drip.service.product	Product Horizon PnL Attribution Decomposition
org.drip.state.csa	Credit Support Annex Latent State
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.discount	Discount Curve Spline Latent State
org.drip.state.govvie	Govvie Latent State Curve Estimator
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of DiscountCurve in org.drip.service.api

Methods in org.drip.service.api that return DiscountCurve

Modifier and Type	Method	Description
DiscountCurve	FixFloatFundingInstrument.fundingState()	Retrieve the Funding State

Uses of DiscountCurve in org.drip.service.product

Methods in org.drip.service.product with parameters of type DiscountCurve

Modifier and Type	Method	Description
static PositionChangeComponents	CreditIndexAPI.HorizonChangeAttribution(DiscountCurve firstDiscountCurve, CreditCurve firstCreditCurve, DiscountCurve secondDiscountCurve, CreditCurve secondCreditCurve, java.lang.String fullCreditIndexName)	Generate the CDS Horizon Change Attribution

Uses of DiscountCurve in org.drip.state.csa

Subclasses of DiscountCurve in org.drip.state.csa

Modifier and Type	Class	Description
class	MultilateralFlatForwardCurve	MultilateralFlatForwardCurve implements the CSA Cash Rate Curve using a Flat Forward CSA Rate.

Uses of DiscountCurve in org.drip.state.curve

Subclasses of DiscountCurve in org.drip.state.curve

Modifier and Type	Class	Description
class	BasisSplineGovvieYield	BasisSplineGovvieYield manages the Basis Spline Latent State, using the Basis as the State Response Representation, for the Govvie Curve with Yield Quantification Metric.
class	DerivedZeroRate	DerivedZeroRate implements the delegated ZeroCurve functionality.
class	DeterministicCollateralChoiceDiscountCurve	DeterministicCollateralChoiceDiscountCurve implements the Dynamically Switchable Collateral Choice Discount Curve among the choice of provided "deterministic" collateral curves.
class	DiscountFactorDiscountCurve	DiscountFactorDiscountCurve manages the Discounting Latent State, using the Discount Factor as the State Response Representation.
class	ForeignCollateralizedDiscountCurve	ForeignCollateralizedDiscountCurve computes the discount factor corresponding to one unit of domestic currency collateralized by a foreign collateral.
class	ZeroRateDiscountCurve	ZeroRateDiscountCurve manages the Discounting Latent State, using the Zero Rate as the State Response Representation.

Methods in org.drip.state.curve with parameters of type DiscountCurve

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

Uses of DiscountCurve in org.drip.state.discount

Subclasses of DiscountCurve in org.drip.state.discount

Modifier and Type	Class	Description
class	ExplicitBootDiscountCurve	ExplicitBootDiscountCurve exposes the functionality associated with the bootstrapped Discount Curve.
class	MergedDiscountForwardCurve	MergedDiscountForwardCurve is the Stub for the Merged Discount and Forward Curve Functionality.
class	ZeroCurve	ZeroCurve exposes the node set containing the zero curve node points.

Uses of DiscountCurve in org.drip.state.govvie

Subclasses of DiscountCurve in org.drip.state.govvie

Modifier and Type	Class	Description
class	ExplicitBootGovvieCurve	ExplicitBootGovvieCurve exposes the Functionality associated with the bootstrapped Govvie Curve.
class	GovvieCurve	GovvieCurve is the Stub for the Govvie Curve for the specified Govvie/Treasury.

Uses of DiscountCurve in org.drip.state.nonlinear

Subclasses of DiscountCurve in org.drip.state.nonlinear

Modifier and Type	Class	Description
class	FlatForwardDiscountCurve	FlatForwardDiscountCurve manages the Discounting Latent State, using the Forward Rate as the State Response Representation.
class	FlatForwardGovvieCurve	FlatForwardGovvieCurve manages the Govvie Latent State, using the Flat Forward Rate as the State Response Representation.
class	FlatYieldGovvieCurve	FlatYieldGovvieCurve manages the Govvie Latent State, using the Flat Yield as the State Response Representation.