Package org.drip.state.representation

Latent State Merge Sub-stretch
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    LatentState
    LatentState exposes the functionality to manipulate the hidden Variable's Latent State.
  • Class Summary
    Class Description
    LatentStateMergeSubStretch
    LatentStateMergeSubStretch implements merged stretch that is common to multiple latent states.
    LatentStateSpecification
    LatentStateSpecification holds the fields necessary to specify a complete Latent State.
    MergeSubStretchManager
    MergeSubStretchManager manages the different discount-forward merge stretches.