Package org.drip.state.fx

Class ExplicitBootFXCurve

java.lang.Object

org.drip.state.fx.FXCurve

org.drip.state.fx.ExplicitBootFXCurve

All Implemented Interfaces:

Curve, ExplicitBootCurve, LatentState

Direct Known Subclasses:

FlatForwardFXCurve

public abstract class ExplicitBootFXCurve
extends FXCurve
implements ExplicitBootCurve

ExplicitBootFXCurve exposes the functionality associated with the bootstrapped FX Curve.

Module	Product Core Module
Library	Fixed Income Analytics
Project	Latent State Inference and Creation Utilities
Package	FX Latent State Curve Estimator

Author:

Lakshmi Krishnamurthy

Method Summary

Methods inherited from class org.drip.state.fx.FXCurve

bootstrapBasis, bootstrapBasisDC, calibComp, currency, currencyPair, customTweakManifestMeasure, customTweakQuantificationMetric, epoch, fx, fx, fx, impliedNodeRates, jackDForwardDManifestMeasure, jackDForwardDManifestMeasure, jackDForwardDManifestMeasure, label, manifestMeasure, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, rate, setCCIS, shiftManifestMeasure, zeroBasis

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.drip.analytics.definition.Curve

calibComp, currency, epoch, label, manifestMeasure, setCCIS

Methods inherited from interface org.drip.analytics.definition.ExplicitBootCurve

bumpNodeValue, setFlatValue, setNodeValue

Methods inherited from interface org.drip.state.representation.LatentState

customTweakManifestMeasure, customTweakQuantificationMetric, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure