Package org.drip.state.repo

Latent State Repo Curve Estimator
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    RepoEstimator
    RepoEstimator is the interface that exposes the calculation of the Repo Rate for a specified Entity.
  • Class Summary
    Class Description
    ExplicitBootRepoCurve
    ExplicitBootRepoCurve exposes the functionality associated with the bootstrapped Repo Curve.
    RepoCurve
    RepoCurve is the Stub for the Re-purchase Rate between applicable to the Specified Entity.