Uses of Class
org.drip.state.nonlinear.FlatForwardDiscountCurve

Packages that use FlatForwardDiscountCurve

Package	Description
org.drip.state.csa	Credit Support Annex Latent State
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.discount	Discount Curve Spline Latent State
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of FlatForwardDiscountCurve in org.drip.state.csa

Subclasses of FlatForwardDiscountCurve in org.drip.state.csa

Modifier and Type	Class	Description
class	MultilateralFlatForwardCurve	MultilateralFlatForwardCurve implements the CSA Cash Rate Curve using a Flat Forward CSA Rate.

Uses of FlatForwardDiscountCurve in org.drip.state.curve

Methods in org.drip.state.curve that return FlatForwardDiscountCurve

Modifier and Type	Method	Description
FlatForwardDiscountCurve	ForeignCollateralizedDiscountCurve.createBasisRateShiftedCurve(int[] dateArray, double[] basisArray)
FlatForwardDiscountCurve	BasisSplineGovvieYield.flatForward(int[] dateArray)	Construct a Flat Forward Instance of the Curve at the specified Date Nodes
FlatForwardDiscountCurve	BasisSplineGovvieYield.flatForward(java.lang.String[] tenorArray)	Construct a Flat Forward Instance of the Curve at the specified Date Node Tenors
FlatForwardDiscountCurve	ForeignCollateralizedDiscountCurve.parallelShiftManifestMeasure(java.lang.String manifestMeasure, double shift)
FlatForwardDiscountCurve	ForeignCollateralizedDiscountCurve.parallelShiftQuantificationMetric(double shift)
FlatForwardDiscountCurve	ForeignCollateralizedDiscountCurve.shiftManifestMeasure(int spanIndex, java.lang.String manifestMeasure, double shift)

Uses of FlatForwardDiscountCurve in org.drip.state.discount

Methods in org.drip.state.discount that return FlatForwardDiscountCurve

Modifier and Type	Method	Description
FlatForwardDiscountCurve	DiscountCurve.flatForward(java.lang.String dayCount, int frequency, int[] dateArray)	Construct a Flat Forward Instance of the Curve at the specified Date Nodes
FlatForwardDiscountCurve	DiscountCurve.flatNativeForward(int[] dateArray, double bump)	Construct Flat Native Forward Instance of the Curve at the specified Date Nodes
FlatForwardDiscountCurve	DiscountCurve.flatNativeForward(java.lang.String[] tenorArray, double bump)	Construct Flat Native Forward Instance of the Curve at the specified Date Node Tenors
FlatForwardDiscountCurve	DiscountCurve.flatNativeForwardEI(int[] dateArray, int bumpNodeIndex, double bump)	Construct Flat Native Forward Instance of the Curve at the specified Date Nodes with (Exclusive/Inclusive) Bumps applied within the Tenors

Uses of FlatForwardDiscountCurve in org.drip.state.nonlinear

Methods in org.drip.state.nonlinear that return FlatForwardDiscountCurve

Modifier and Type	Method	Description
FlatForwardDiscountCurve	FlatForwardDiscountCurve.createBasisRateShiftedCurve(int[] dateArray, double[] basisArray)
FlatForwardDiscountCurve	FlatForwardDiscountCurve.parallelShiftManifestMeasure(java.lang.String manifestMeasure, double shift)
FlatForwardDiscountCurve	FlatForwardDiscountCurve.parallelShiftQuantificationMetric(double shift)
FlatForwardDiscountCurve	FlatForwardDiscountCurve.shiftManifestMeasure(int spanIndex, java.lang.String manifestMeasure, double shift)