Package org.drip.state.forward

Forward Latent State Curve Estimator
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    ForwardRateEstimator
    ForwardRateEstimator is the interface that exposes the calculation of the Forward Rate for a specific Index.
  • Class Summary
    Class Description
    ForwardCurve
    ForwardCurve is the stub for the forward curve functionality.