Uses of Interface
org.drip.state.forward.ForwardRateEstimator

Packages that use ForwardRateEstimator

Package	Description
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.discount	Discount Curve Spline Latent State
org.drip.state.forward	Forward Latent State Curve Estimator
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of ForwardRateEstimator in org.drip.state.curve

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

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

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

Modifier and Type	Method	Description
ForwardRateEstimator	DeterministicCollateralChoiceDiscountCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)
ForwardRateEstimator	DiscountFactorDiscountCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)
ForwardRateEstimator	ForeignCollateralizedDiscountCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)
ForwardRateEstimator	ZeroRateDiscountCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)

Uses of ForwardRateEstimator in org.drip.state.discount

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

Modifier and Type	Method	Description
abstract ForwardRateEstimator	MergedDiscountForwardCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)	Retrieve the Forward Curve that might be implied by the Latent State of this Discount Curve Instance corresponding to the specified Floating Rate Index

Uses of ForwardRateEstimator in org.drip.state.forward

Classes in org.drip.state.forward that implement ForwardRateEstimator

Modifier and Type	Class	Description
class	ForwardCurve	ForwardCurve is the stub for the forward curve functionality.

Uses of ForwardRateEstimator in org.drip.state.nonlinear

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

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

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

Modifier and Type	Method	Description
ForwardRateEstimator	FlatForwardDiscountCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)