Package org.drip.state.repo

Class ExplicitBootRepoCurve

java.lang.Object

org.drip.state.repo.RepoCurve

org.drip.state.repo.ExplicitBootRepoCurve

All Implemented Interfaces:

Curve, ExplicitBootCurve, RepoEstimator, LatentState

Direct Known Subclasses:

FlatForwardRepoCurve

public abstract class ExplicitBootRepoCurve
extends RepoCurve
implements ExplicitBootCurve

ExplicitBootRepoCurve exposes the functionality associated with the bootstrapped Repo Curve.

Module	Product Core Module
Library	Fixed Income Analytics
Project	Latent State Inference and Creation Utilities
Package	Latent State Repo Curve Estimator

Author:

Lakshmi Krishnamurthy

Field Summary

Fields inherited from class org.drip.state.repo.RepoCurve

LATENT_STATE_REPO, QUANTIFICATION_METRIC_REPO_RATE

Method Summary

Methods inherited from class org.drip.state.repo.RepoCurve

calibComp, component, currency, customTweakManifestMeasure, customTweakQuantificationMetric, epoch, label, manifestMeasure, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, repo, repo, setCCIS, shiftManifestMeasure

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.drip.analytics.definition.Curve

calibComp, currency, epoch, label, manifestMeasure, setCCIS

Methods inherited from interface org.drip.analytics.definition.ExplicitBootCurve

bumpNodeValue, setFlatValue, setNodeValue

Methods inherited from interface org.drip.state.representation.LatentState

customTweakManifestMeasure, customTweakQuantificationMetric, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure

Methods inherited from interface org.drip.state.repo.RepoEstimator

repo