Uses of Class
org.drip.state.repo.RepoCurve

Packages that use RepoCurve

Package	Description
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction
org.drip.state.repo	Latent State Repo Curve Estimator

Uses of RepoCurve in org.drip.param.market

Methods in org.drip.param.market that return RepoCurve

Modifier and Type	Method	Description
RepoCurve	CurveSurfaceQuoteContainer.repoState(RepoLabel repoLabel)	Retrieve the Repo Latent State Corresponding to the Label

Methods in org.drip.param.market with parameters of type RepoCurve

Modifier and Type	Method	Description
boolean	CurveSurfaceQuoteContainer.setRepoState(RepoCurve repoState)	(Re)-set the Repo State

Uses of RepoCurve in org.drip.state.creator

Methods in org.drip.state.creator that return RepoCurve

Modifier and Type	Method	Description
static RepoCurve	ScenarioRepoCurveBuilder.CubicPolynomialRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray)	Create an Instance of the Cubic Polynomial Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.CustomSplineRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.FlatRateRepoCurve(JulianDate spotDate, Component component, double repoRate)	Construct a Repo Curve using the Flat Repo Rate
static RepoCurve	ScenarioRepoCurveBuilder.KaklisPandelisRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray)	Create an Instance of the Kaklis-Pandelis Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKHyperbolicRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, double tension)	Create an Instance of the KLK Hyperbolic Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKRationalLinearRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, double tension)	Create an Instance of the KLK Rational Linear Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKRationalQuadraticRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, double tension)	Create an Instance of the KLK Rational Quadratic Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.QuarticPolynomialRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray)	Create an Instance of the Quartic Polynomial Splined Repo Curve

Uses of RepoCurve in org.drip.state.curve

Subclasses of RepoCurve in org.drip.state.curve

Modifier and Type	Class	Description
class	BasisSplineRepoCurve	BasisSplineRepoCurve manages the Basis Latent State, using the Repo as the State Response Representation.

Uses of RepoCurve in org.drip.state.nonlinear

Subclasses of RepoCurve in org.drip.state.nonlinear

Modifier and Type	Class	Description
class	FlatForwardRepoCurve	FlatForwardRepoCurve manages the Repo Latent State, using the Forward Repo Rate as the State Response Representation.

Uses of RepoCurve in org.drip.state.repo

Subclasses of RepoCurve in org.drip.state.repo

Modifier and Type	Class	Description
class	ExplicitBootRepoCurve	ExplicitBootRepoCurve exposes the functionality associated with the bootstrapped Repo Curve.