Uses of Interface
org.drip.state.discount.DiscountFactorEstimator

Packages that use DiscountFactorEstimator

Package	Description
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 DiscountFactorEstimator in org.drip.state.csa

Subinterfaces of DiscountFactorEstimator in org.drip.state.csa

Modifier and Type	Interface	Description
interface	CashFlowEstimator	CashFlowEstimator estimates the Cash Flow Rate to be applied between the specified Dates.

Classes in org.drip.state.csa that implement DiscountFactorEstimator

Modifier and Type	Class	Description
class	MultilateralBasisCurve	MultilateralBasisCurve implements the CSA Cash Rate Curve as a Basis over an Overnight Curve.
class	MultilateralFlatForwardCurve	MultilateralFlatForwardCurve implements the CSA Cash Rate Curve using a Flat Forward CSA Rate.

Uses of DiscountFactorEstimator in org.drip.state.curve

Classes in org.drip.state.curve that implement DiscountFactorEstimator

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.

Uses of DiscountFactorEstimator in org.drip.state.discount

Classes in org.drip.state.discount that implement DiscountFactorEstimator

Modifier and Type	Class	Description
class	DiscountCurve	DiscountCurve Interface combines the Interfaces of Latent State Curve Representation and Discount Factor Estimator.
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 DiscountFactorEstimator in org.drip.state.govvie

Classes in org.drip.state.govvie that implement DiscountFactorEstimator

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 DiscountFactorEstimator in org.drip.state.nonlinear

Classes in org.drip.state.nonlinear that implement DiscountFactorEstimator

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.