Package org.drip.state.govvie
Govvie Latent State Curve Estimator
- Author:
- Lakshmi Krishnamurthy
-
Interface Summary Interface Description YieldEstimator YieldEstimator is the Interface that exposes the Computation of the Yield of a specified Issue. -
Class Summary Class Description ExplicitBootGovvieCurve ExplicitBootGovvieCurve exposes the Functionality associated with the bootstrapped Govvie Curve.GovvieCurve GovvieCurve is the Stub for the Govvie Curve for the specified Govvie/Treasury.