Package org.drip.state.discount

Discount Curve Spline Latent State
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    DiscountFactorEstimator
    DiscountFactorEstimator is the interface that exposes the calculation of the Discount Factor for a specific Sovereign/Jurisdiction Span.
  • Class Summary
    Class Description
    DiscountCurve
    DiscountCurve Interface combines the Interfaces of Latent State Curve Representation and Discount Factor Estimator.
    ExplicitBootDiscountCurve
    ExplicitBootDiscountCurve exposes the functionality associated with the bootstrapped Discount Curve.
    MergedDiscountForwardCurve
    MergedDiscountForwardCurve is the Stub for the Merged Discount and Forward Curve Functionality.
    TurnListDiscountFactor
    TurnListDiscountFactor implements the discounting based off of the turns list.
    ZeroCurve
    ZeroCurve exposes the node set containing the zero curve node points.