Uses of Class
org.drip.state.fx.ExplicitBootFXCurve
Package | Description |
---|---|
org.drip.state.nonlinear |
Nonlinear (i.e., Boot) Latent State Construction
|
-
Uses of ExplicitBootFXCurve in org.drip.state.nonlinear
Subclasses of ExplicitBootFXCurve in org.drip.state.nonlinear Modifier and Type Class Description class
FlatForwardFXCurve
FlatForwardFXCurve manages the Volatility Latent State, using the Forward FX as the State Response Representation.