Uses of Interface
org.drip.state.govvie.YieldEstimator
| Package | Description |
|---|---|
| org.drip.state.curve |
Basis Spline Based Latent States
|
| org.drip.state.govvie |
Govvie Latent State Curve Estimator
|
| org.drip.state.nonlinear |
Nonlinear (i.e., Boot) Latent State Construction
|
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Uses of YieldEstimator in org.drip.state.curve
Classes in org.drip.state.curve that implement YieldEstimator Modifier and Type Class Description classBasisSplineGovvieYieldBasisSplineGovvieYield manages the Basis Spline Latent State, using the Basis as the State Response Representation, for the Govvie Curve with Yield Quantification Metric. -
Uses of YieldEstimator in org.drip.state.govvie
Classes in org.drip.state.govvie that implement YieldEstimator Modifier and Type Class Description classExplicitBootGovvieCurveExplicitBootGovvieCurve exposes the Functionality associated with the bootstrapped Govvie Curve.classGovvieCurveGovvieCurve is the Stub for the Govvie Curve for the specified Govvie/Treasury. -
Uses of YieldEstimator in org.drip.state.nonlinear
Classes in org.drip.state.nonlinear that implement YieldEstimator Modifier and Type Class Description classFlatForwardGovvieCurveFlatForwardGovvieCurve manages the Govvie Latent State, using the Flat Forward Rate as the State Response Representation.classFlatYieldGovvieCurveFlatYieldGovvieCurve manages the Govvie Latent State, using the Flat Yield as the State Response Representation.