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

Packages that use ExplicitBootDiscountCurve

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

Uses of ExplicitBootDiscountCurve in org.drip.state.creator

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

Modifier and Type	Method	Description
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.CreateFromFlatYield(JulianDate startDate, java.lang.String currency, double yield, java.lang.String compoundingDayCount, int compoundingFrequency)	Create a Discount Curve from the Flat Yield
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.DiscretelyCompoundedFlatRate(JulianDate startDate, java.lang.String currency, double rate, java.lang.String compoundingDayCount, int compoundingFrequency)	Create a Discount Curve from the Discretely Compounded Flat Rate
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.ExponentiallyCompoundedFlatRate(JulianDate startDate, java.lang.String currency, double rate)	Create a Discount Curve from the Exponentially Compounded Flat Rate
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.PiecewiseForward(JulianDate startDate, java.lang.String currency, int[] dateArray, double[] rateArray)	Create a discount curve from an array of dates/rates

Uses of ExplicitBootDiscountCurve in org.drip.state.csa

Subclasses of ExplicitBootDiscountCurve 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 ExplicitBootDiscountCurve in org.drip.state.curve

Subclasses of ExplicitBootDiscountCurve in org.drip.state.curve

Modifier and Type	Class	Description
class	ForeignCollateralizedDiscountCurve	ForeignCollateralizedDiscountCurve computes the discount factor corresponding to one unit of domestic currency collateralized by a foreign collateral.

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

Modifier and Type	Method	Description
ExplicitBootDiscountCurve	ForeignCollateralizedDiscountCurve.customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)

Uses of ExplicitBootDiscountCurve in org.drip.state.discount

Methods in org.drip.state.discount that return ExplicitBootDiscountCurve

Modifier and Type	Method	Description
abstract ExplicitBootDiscountCurve	ExplicitBootDiscountCurve.createBasisRateShiftedCurve(int[] dateArray, double[] basisArray)	Create a shifted curve from an array of basis shifts

Uses of ExplicitBootDiscountCurve in org.drip.state.nonlinear

Subclasses of ExplicitBootDiscountCurve 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.

Methods in org.drip.state.nonlinear that return ExplicitBootDiscountCurve

Modifier and Type	Method	Description
ExplicitBootDiscountCurve	FlatForwardDiscountCurve.customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)

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

Modifier and Type	Method	Description
static boolean	NonlinearCurveBuilder.DiscountCurve(ValuationParams valuationParams, Component[] calibrationComponentArray, double[] calibrationValueArray, java.lang.String[] calibrationMeasureArray, double bump, boolean flat, ExplicitBootDiscountCurve explicitBootDiscountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Boot-strap a Discount Curve from the set of calibration components
static double	NonlinearCurveBuilder.DiscountCurveNode(ValuationParams valuationParams, Component component, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootDiscountCurve explicitBootDiscountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Single Discount Curve Segment from the corresponding Component