Uses of Interface
org.drip.state.representation.LatentState

Packages that use LatentState

Package	Description
org.drip.analytics.definition	Latent State Curves, Surfaces, Turns
org.drip.state.basis	Basis State Curve Construction/Estimation
org.drip.state.credit	Credit Latent State Curve Representation
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.forward	Forward Latent State Curve Estimator
org.drip.state.fx	FX Latent State Curve Estimator
org.drip.state.govvie	Govvie Latent State Curve Estimator
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction
org.drip.state.repo	Latent State Repo Curve Estimator
org.drip.state.representation	Latent State Merge Sub-stretch
org.drip.state.volatility	Latent State Volatility Curve/Surface

Uses of LatentState in org.drip.analytics.definition

Subinterfaces of LatentState in org.drip.analytics.definition

Modifier and Type	Interface	Description
interface	Curve	Curve extends the Latent State to abstract the functionality required among all financial curve.
interface	ExplicitBootCurve	In ExplicitBootCurve, the segment boundaries explicitly line up with the instrument maturity boundaries.

Classes in org.drip.analytics.definition that implement LatentState

Modifier and Type	Class	Description
class	MarketSurface	MarketSurface exposes the stub that implements the market surface that holds the latent state's Evolution parameters.
class	NodeStructure	NodeStructure exposes the stub that implements the latent state's Node Structure (e.g., a Deterministic Term Structure) - by Construction, this is expected to be non-local.

Methods in org.drip.analytics.definition that return LatentState

Modifier and Type	Method	Description
LatentState	MarketSurface.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState	NodeStructure.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState	MarketSurface.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState	NodeStructure.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState	MarketSurface.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift)
LatentState	NodeStructure.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift)
LatentState	MarketSurface.parallelShiftQuantificationMetric(double dblShift)
LatentState	NodeStructure.parallelShiftQuantificationMetric(double dblShift)
LatentState	MarketSurface.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift)
LatentState	NodeStructure.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift)

Uses of LatentState in org.drip.state.basis

Classes in org.drip.state.basis that implement LatentState

Modifier and Type	Class	Description
class	BasisCurve	BasisCurve is the Stub for the Basis between a Pair of Forward Curves.

Methods in org.drip.state.basis that return LatentState

Modifier and Type	Method	Description
LatentState	BasisCurve.customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState	BasisCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
LatentState	BasisCurve.parallelShiftManifestMeasure(java.lang.String manifestMeasure, double shift)
LatentState	BasisCurve.parallelShiftQuantificationMetric(double shift)
LatentState	BasisCurve.shiftManifestMeasure(int spanIndex, java.lang.String manifestMeasure, double shift)

Uses of LatentState in org.drip.state.credit

Classes in org.drip.state.credit that implement LatentState

Modifier and Type	Class	Description
class	CreditCurve	CreditCurve is the stub for the survival curve functionality.
class	ExplicitBootCreditCurve	ExplicitBootCreditCurve exposes the functionality associated with the bootstrapped Credit Curve.

Uses of LatentState in org.drip.state.csa

Classes in org.drip.state.csa that implement LatentState

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

Uses of LatentState in org.drip.state.curve

Classes in org.drip.state.curve that implement LatentState

Modifier and Type	Class	Description
class	BasisSplineBasisCurve	BasisSplineBasisCurve manages the Basis Latent State, using the Basis as the State Response Representation.
class	BasisSplineDeterministicVolatility	BasisSplineDeterministicVolatility extends the BasisSplineTermStructure for the specific case of the Implementation of the Deterministic Volatility Term Structure.
class	BasisSplineForwardRate	BasisSplineForwardRate manages the Forward Latent State, using the Forward Rate as the State Response Representation.
class	BasisSplineFXForward	BasisSplineFXForward manages the Basis Latent State, using the Basis as the State Response Representation.
class	BasisSplineGovvieYield	BasisSplineGovvieYield manages the Basis Spline Latent State, using the Basis as the State Response Representation, for the Govvie Curve with Yield Quantification Metric.
class	BasisSplineMarketSurface	BasisSplineMarketSurface implements the Market surface that holds the latent state Dynamics parameters.
class	BasisSplineRepoCurve	BasisSplineRepoCurve manages the Basis Latent State, using the Repo as the State Response Representation.
class	BasisSplineTermStructure	BasisSplineTermStructure implements the TermStructure Interface - if holds the latent states Term Structure Parameters.
class	DerivedZeroRate	DerivedZeroRate implements the delegated ZeroCurve functionality.
class	DeterministicCollateralChoiceDiscountCurve	DeterministicCollateralChoiceDiscountCurve implements the Dynamically Switchable Collateral Choice Discount Curve among the choice of provided "deterministic" collateral curves.
class	DiscountFactorDiscountCurve	DiscountFactorDiscountCurve manages the Discounting Latent State, using the Discount Factor as the State Response Representation.
class	ForeignCollateralizedDiscountCurve	ForeignCollateralizedDiscountCurve computes the discount factor corresponding to one unit of domestic currency collateralized by a foreign collateral.
class	ZeroRateDiscountCurve	ZeroRateDiscountCurve manages the Discounting Latent State, using the Zero Rate as the State Response Representation.

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

Modifier and Type	Method	Description
LatentState	DerivedZeroRate.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
LatentState	DerivedZeroRate.parallelShiftQuantificationMetric(double shift)

Uses of LatentState in org.drip.state.discount

Classes in org.drip.state.discount that implement LatentState

Modifier and Type	Class	Description
class	DiscountCurve	DiscountCurve Interface combines the Interfaces of Latent State Curve Representation and Discount Factor Estimator.
class	ExplicitBootDiscountCurve	ExplicitBootDiscountCurve exposes the functionality associated with the bootstrapped Discount Curve.
class	MergedDiscountForwardCurve	MergedDiscountForwardCurve is the Stub for the Merged Discount and Forward Curve Functionality.
class	ZeroCurve	ZeroCurve exposes the node set containing the zero curve node points.

Uses of LatentState in org.drip.state.forward

Classes in org.drip.state.forward that implement LatentState

Modifier and Type	Class	Description
class	ForwardCurve	ForwardCurve is the stub for the forward curve functionality.

Methods in org.drip.state.forward that return LatentState

Modifier and Type	Method	Description
LatentState	ForwardCurve.customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState	ForwardCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
LatentState	ForwardCurve.parallelShiftManifestMeasure(java.lang.String manifestMeasure, double shift)
LatentState	ForwardCurve.parallelShiftQuantificationMetric(double shift)
LatentState	ForwardCurve.shiftManifestMeasure(int spanIndex, java.lang.String manifestMeasure, double shift)

Uses of LatentState in org.drip.state.fx

Classes in org.drip.state.fx that implement LatentState

Modifier and Type	Class	Description
class	ExplicitBootFXCurve	ExplicitBootFXCurve exposes the functionality associated with the bootstrapped FX Curve.
class	FXCurve	FXCurve is the Stub for the FX Curve for the specified Currency Pair.

Methods in org.drip.state.fx that return LatentState

Modifier and Type	Method	Description
LatentState	FXCurve.customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState	FXCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
LatentState	FXCurve.parallelShiftManifestMeasure(java.lang.String manifestMeasure, double shift)
LatentState	FXCurve.parallelShiftQuantificationMetric(double shift)
LatentState	FXCurve.shiftManifestMeasure(int spanIndex, java.lang.String manifestMeasure, double shift)

Uses of LatentState in org.drip.state.govvie

Classes in org.drip.state.govvie that implement LatentState

Modifier and Type	Class	Description
class	ExplicitBootGovvieCurve	ExplicitBootGovvieCurve exposes the Functionality associated with the bootstrapped Govvie Curve.
class	GovvieCurve	GovvieCurve is the Stub for the Govvie Curve for the specified Govvie/Treasury.

Methods in org.drip.state.govvie that return LatentState

Modifier and Type	Method	Description
LatentState	GovvieCurve.customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState	GovvieCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
LatentState	GovvieCurve.parallelShiftManifestMeasure(java.lang.String manifestMeasure, double shift)
LatentState	GovvieCurve.parallelShiftQuantificationMetric(double shift)
LatentState	GovvieCurve.shiftManifestMeasure(int spanIndex, java.lang.String manifestMeasure, double shift)

Uses of LatentState in org.drip.state.nonlinear

Classes in org.drip.state.nonlinear that implement LatentState

Modifier and Type	Class	Description
class	FlatForwardDiscountCurve	FlatForwardDiscountCurve manages the Discounting Latent State, using the Forward Rate as the State Response Representation.
class	FlatForwardForwardCurve	FlatForwardForwardCurve contains an implementation of the flat forward rate forward curve.
class	FlatForwardFXCurve	FlatForwardFXCurve manages the Volatility Latent State, using the Forward FX as the State Response Representation.
class	FlatForwardGovvieCurve	FlatForwardGovvieCurve manages the Govvie Latent State, using the Flat Forward Rate as the State Response Representation.
class	FlatForwardRepoCurve	FlatForwardRepoCurve manages the Repo Latent State, using the Forward Repo Rate as the State Response Representation.
class	FlatForwardVolatilityCurve	FlatForwardVolatilityCurve manages the Volatility Latent State, using the Forward Volatility as the State Response Representation.
class	FlatYieldGovvieCurve	FlatYieldGovvieCurve manages the Govvie Latent State, using the Flat Yield as the State Response Representation.
class	ForwardHazardCreditCurve	ForwardHazardCreditCurve manages the Survival Latent State, using the Hazard Rate as the State Response Representation.

Uses of LatentState in org.drip.state.repo

Classes in org.drip.state.repo that implement LatentState

Modifier and Type	Class	Description
class	ExplicitBootRepoCurve	ExplicitBootRepoCurve exposes the functionality associated with the bootstrapped Repo Curve.
class	RepoCurve	RepoCurve is the Stub for the Re-purchase Rate between applicable to the Specified Entity.

Methods in org.drip.state.repo that return LatentState

Modifier and Type	Method	Description
LatentState	RepoCurve.customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState	RepoCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
LatentState	RepoCurve.parallelShiftManifestMeasure(java.lang.String manifestMeasure, double shift)
LatentState	RepoCurve.parallelShiftQuantificationMetric(double shift)
LatentState	RepoCurve.shiftManifestMeasure(int spanIndex, java.lang.String manifestMeasure, double shift)

Uses of LatentState in org.drip.state.representation

Methods in org.drip.state.representation that return LatentState

Modifier and Type	Method	Description
LatentState	LatentState.customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)	Create a LatentState Instance from the Manifest Measure Tweak Parameters
LatentState	LatentState.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)	Create a LatentState Instance from the Quantification Metric Tweak Parameters
LatentState	LatentState.parallelShiftManifestMeasure(java.lang.String manifestMeasure, double shift)	Create a LatentState Instance from the Manifest Measure Parallel Shift
LatentState	LatentState.parallelShiftQuantificationMetric(double dblShift)	Create a LatentState Instance from the Quantification Metric Parallel Shift
LatentState	LatentState.shiftManifestMeasure(int spanIndex, java.lang.String manifestMeasure, double shift)	Create a LatentState Instance from the Shift of the Specified Manifest Measure

Uses of LatentState in org.drip.state.volatility

Classes in org.drip.state.volatility that implement LatentState

Modifier and Type	Class	Description
class	ExplicitBootVolatilityCurve	ExplicitBootVolatilityCurve exposes the functionality associated with the bootstrapped Volatility Curve.
class	VolatilityCurve	VolatilityCurve exposes the Stub that implements the Latent State's Deterministic Volatility Term Structure Curve - by Construction, this is expected to be non-local.