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 classFlatForwardFXCurveFlatForwardFXCurve manages the Volatility Latent State, using the Forward FX as the State Response Representation.