Uses of Class
org.drip.state.forward.ForwardCurve

Packages that use ForwardCurve

Package	Description
org.drip.dynamics.lmm	LMM Based Latent State Evolution
org.drip.param.creator	Market Curves Surfaces Quotes Builder
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.sample.dual	G7 Standard Cross Currency Swap
org.drip.sample.forward	IBOR Spline Forward Curve Construction
org.drip.service.template	Curve Construction Product Builder Templates
org.drip.state.boot	Bootable Discount, Credit, Volatility States
org.drip.state.creator	Scenario State Curve/Surface Builders
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 ForwardCurve in org.drip.dynamics.lmm

Methods in org.drip.dynamics.lmm that return ForwardCurve

Modifier and Type	Method	Description
ForwardCurve	BGMCurveUpdate.forwardCurve()	Retrieve the LIBOR Forward Curve
ForwardCurve	LognormalLIBORPointEvolver.forwardCurve()	Retrieve the Forward Curve Instance
ForwardCurve[]	LognormalLIBORCurveEvolver.simulateTerminalLatentState(int iEvolutionStartDate, int iEvolutionFinishDate, int iEvolutionIncrement, int iViewDate, LSQMCurveUpdate lsqmStart, int iNumSimulation)	Construct an Array of Forward Curves that Result from the Simulation

Methods in org.drip.dynamics.lmm with parameters of type ForwardCurve

Modifier and Type	Method	Description
double[]	LognormalLIBORVolatility.continuousForwardVolatility(int iTargetDate, ForwardCurve fc)	Compute the Volatility of the Continuously Compounded Forward Rate Up to the Target Date
double[]	LognormalLIBORVolatility.continuousForwardVolatilityConstraint(ForwardCurve fc, int iTargetDate)	Compute the Constraint in the Difference in the Volatility of the Continuously Compounded Forward Rate between the Target Date and the Target Date + Forward Tenor
static BGMCurveUpdate	BGMCurveUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, ForwardCurve fc, Span spanLIBORIncrement, MergedDiscountForwardCurve dc, Span spanDiscountFactorIncrement, Span spanContinuousForwardRateIncrement, Span spanSpotRateIncrement, Span spanInstantaneousEffectiveForward, Span spanInstantaneousNominalForward, LognormalLIBORVolatility llv)	Construct an Instance of BGMCurveUpdate

Constructors in org.drip.dynamics.lmm with parameters of type ForwardCurve

Constructor	Description
LognormalLIBORPointEvolver(FundingLabel lslFunding, ForwardLabel lslForward, LognormalLIBORVolatility llv, ForwardCurve fc, MergedDiscountForwardCurve dc)	LognormalLIBORPointEvolver Constructor

Uses of ForwardCurve in org.drip.param.creator

Methods in org.drip.param.creator with parameters of type ForwardCurve

Modifier and Type	Method	Description
static CurveSurfaceQuoteContainer	MarketParamsBuilder.Create(MergedDiscountForwardCurve dcFunding, ForwardCurve fc, GovvieCurve gc, CreditCurve cc, java.lang.String strComponentCode, ProductQuote compQuote, CaseInsensitiveTreeMap<ProductQuote> mTSYQuotes, LatentStateFixingsContainer lsfc)	Create a Market Parameters instance with the funding discount curve, the forward discount curve, the govvie curve, the credit curve, the component quote, the map of treasury benchmark quotes, and the Latent State Fixings Instance.
static CurveSurfaceQuoteContainer	MarketParamsBuilder.DiscountForward(MergedDiscountForwardCurve dcFunding, ForwardCurve fc)	Create a Market Parameters instance with the Funding Curve and the forward Curve

Uses of ForwardCurve in org.drip.param.market

Methods in org.drip.param.market that return ForwardCurve

Modifier and Type	Method	Description
ForwardCurve	CurveSurfaceQuoteContainer.forwardState(ForwardLabel forwardLabel)	Retrieve the Forward State corresponding to the Label

Methods in org.drip.param.market with parameters of type ForwardCurve

Modifier and Type	Method	Description
boolean	CurveSurfaceQuoteContainer.setForwardState(ForwardCurve fc)	(Re)-set the Forward State

Uses of ForwardCurve in org.drip.sample.dual

Methods in org.drip.sample.dual with parameters of type ForwardCurve

Modifier and Type	Method	Description
static void	CCBSForwardCurve.ForwardCurveReferenceComponentBasis(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, MergedDiscountForwardCurve dcDerived, ForwardCurve fc6MDerived, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, boolean bBasisOnDerivedLeg)	Set the Forward Curve Reference Component Basis
static void	CCBSDiscountCurve.MakeDiscountCurve(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, double[] adblSwapRate, boolean bBasisOnDerivedLeg)	Construct the Discount Curve

Uses of ForwardCurve in org.drip.sample.forward

Methods in org.drip.sample.forward that return ForwardCurve

Modifier and Type	Method	Description
static ForwardCurve	IBORCurve.CustomIBORBuilderSample(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrFloatFloatTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatCalibMeasure, java.lang.String[] astrSyntheticFloatFloatTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)	Construct the Custom IBOR Sample Curve
static ForwardCurve	IBORCurve.CustomIBORBuilderSample2(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrComponentPairTenor, double[] adblComponentPairQuote, java.lang.String strComponentPairCalibMeasure, java.lang.String[] astrSyntheticComponentPairTenor, double[] adblSyntheticComponentPairQuote, java.lang.String strSyntheticComponentPairCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)	Construct the Custom IBOR Sample Curve #2
static ForwardCurve	IBOR6MCubicPolyVanilla.Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor, boolean bPrintMetric)	Construct the 6m Forward Curve
static ForwardCurve	IBOR6MQuarticPolyVanilla.Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor)	Construct the 6M Forward

Methods in org.drip.sample.forward with parameters of type ForwardCurve

Modifier and Type	Method	Description
static ForwardCurve	IBORCurve.CustomIBORBuilderSample(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrFloatFloatTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatCalibMeasure, java.lang.String[] astrSyntheticFloatFloatTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)	Construct the Custom IBOR Sample Curve
static ForwardCurve	IBORCurve.CustomIBORBuilderSample2(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrComponentPairTenor, double[] adblComponentPairQuote, java.lang.String strComponentPairCalibMeasure, java.lang.String[] astrSyntheticComponentPairTenor, double[] adblSyntheticComponentPairQuote, java.lang.String strSyntheticComponentPairCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)	Construct the Custom IBOR Sample Curve #2
static void	IBORCurve.ForwardJack(JulianDate dt, java.lang.String strHeaderComment, ForwardCurve fc, java.lang.String strManifestMeasure)	Display the Forward Jacobian

Uses of ForwardCurve in org.drip.service.template

Methods in org.drip.service.template that return ForwardCurve

Modifier and Type	Method	Description
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType)	Construct a Instance of the Smooth/Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, java.lang.String[] fraMaturityTenorArray, double[] fraQuoteArray, java.lang.String fraMeasure, java.lang.String[] fixFloatMaturityTenorArray, double[] fixFloatQuoteArray, java.lang.String fixFloatMeasure, java.lang.String[] floatFloatMaturityTenorArray, double[] floatFloatQuoteArray, java.lang.String floatFloatMeasure, java.lang.String[] syntheticFloatFloatMaturityTenorArray, double[] syntheticFloatFloatQuoteArray, java.lang.String syntheticFloatFloatMeasure, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve referenceForwardCurve, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.ShapePreservingForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference)	Construct a Instance of the Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.SmoothForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference)	Construct a Instance of Smooth Forward Curve off of Exchange/OTC Market Instruments

Methods in org.drip.service.template that return types with arguments of type ForwardCurve

Modifier and Type	Method	Description
static CaseInsensitiveTreeMap<ForwardCurve>	LatentMarketStateBuilder.BumpedForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType, double dblBump, boolean bIsProportional)	Construct a Map of Tenor Bumped Forward Curve Based off of the Input Exchange/OTC Market Instruments

Methods in org.drip.service.template with parameters of type ForwardCurve

Modifier and Type	Method	Description
static CaseInsensitiveTreeMap<ForwardCurve>	LatentMarketStateBuilder.BumpedForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType, double dblBump, boolean bIsProportional)	Construct a Map of Tenor Bumped Forward Curve Based off of the Input Exchange/OTC Market Instruments
static CaseInsensitiveTreeMap<VolatilityCurve>	LatentMarketStateBuilder.BumpedForwardVolatilityCurve(JulianDate dtSpot, ForwardLabel forwardLabel, boolean bIsCap, java.lang.String[] astrMaturityTenor, double[] adblStrike, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc, double dblBump, boolean bIsProportional)	Construct a Tenor + Parallel Forward Volatility Latent State Construction from Cap/Floor Instruments
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType)	Construct a Instance of the Smooth/Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, java.lang.String[] fraMaturityTenorArray, double[] fraQuoteArray, java.lang.String fraMeasure, java.lang.String[] fixFloatMaturityTenorArray, double[] fixFloatQuoteArray, java.lang.String fixFloatMeasure, java.lang.String[] floatFloatMaturityTenorArray, double[] floatFloatQuoteArray, java.lang.String floatFloatMeasure, java.lang.String[] syntheticFloatFloatMaturityTenorArray, double[] syntheticFloatFloatQuoteArray, java.lang.String syntheticFloatFloatMeasure, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve referenceForwardCurve, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
static VolatilityCurve	LatentMarketStateBuilder.ForwardRateVolatilityCurve(JulianDate dtSpot, ForwardLabel forwardLabel, boolean bIsCap, java.lang.String[] astrMaturityTenor, double[] adblStrike, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc)	Forward Rate Volatility Latent State Construction from Cap/Floor Instruments
static ForwardCurve	LatentMarketStateBuilder.ShapePreservingForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference)	Construct a Instance of the Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.SmoothForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference)	Construct a Instance of Smooth Forward Curve off of Exchange/OTC Market Instruments

Uses of ForwardCurve in org.drip.state.boot

Methods in org.drip.state.boot with parameters of type ForwardCurve

Modifier and Type	Method	Description
static VolatilityCurve	VolatilityCurveScenario.Standard(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Volatility Curve
static VolatilityCurve[]	VolatilityCurveScenario.Tenor(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an array of tenor bumped Volatility curves
CaseInsensitiveTreeMap<VolatilityCurve>	VolatilityCurveScenario.TenorMap(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an tenor named map of tenor bumped Volatility curves

Uses of ForwardCurve in org.drip.state.creator

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

Modifier and Type	Method	Description
static ForwardCurve	ScenarioForwardCurveBuilder.FlatForwardForwardCurve(JulianDate startDate, ForwardLabel forwardLabel, double flatForwardRate)	Construct an Instance of the Flat Forward Rate Forward Curve
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(java.lang.String name, ForwardLabel friForwardLabel, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, CalibratableComponent[] calibrationComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, ForwardLabel forwardLabel, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)	Build the Shape Preserving Forward Curve using the Custom Parameters

Methods in org.drip.state.creator with parameters of type ForwardCurve

Modifier and Type	Method	Description
static VolatilityCurve	ScenarioLocalVolatilityBuilder.NonlinearBuild(java.lang.String name, JulianDate spotDate, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer)	Create a Volatility Curve from the Calibration Instruments

Uses of ForwardCurve in org.drip.state.curve

Subclasses of ForwardCurve in org.drip.state.curve

Modifier and Type	Class	Description
class	BasisSplineForwardRate	BasisSplineForwardRate manages the Forward Latent State, using the Forward Rate as the State Response Representation.

Uses of ForwardCurve in org.drip.state.discount

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

Modifier and Type	Method	Description
ForwardCurve	MergedDiscountForwardCurve.nativeForwardCurve(java.lang.String tenor)	Construct the Native Forward Curve for the given Tenor from the Discount Curve

Uses of ForwardCurve in org.drip.state.nonlinear

Subclasses of ForwardCurve in org.drip.state.nonlinear

Modifier and Type	Class	Description
class	FlatForwardForwardCurve	FlatForwardForwardCurve contains an implementation of the flat forward rate forward curve.

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

Modifier and Type	Method	Description
static boolean	NonlinearCurveBuilder.VolatilityCurve(ValuationParams valuationParams, Component[] calibrationComponentArray, double[] calibrationValueArray, java.lang.String[] calibrationMeasureArray, double bump, boolean flat, ExplicitBootVolatilityCurve explicitBootVolatilityCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Boot-strap a Volatility Curve from the set of calibration components
static double	NonlinearCurveBuilder.VolatilityCurveNode(ValuationParams valuationParams, Component calibrationComponent, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootVolatilityCurve explicitBootVolatilityCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Single Volatility Curve Segment from the corresponding Component