Package org.drip.state.volatility

Class ExplicitBootVolatilityCurve

java.lang.Object

org.drip.analytics.definition.NodeStructure

org.drip.state.volatility.VolatilityCurve

org.drip.state.volatility.ExplicitBootVolatilityCurve

All Implemented Interfaces:

Curve, ExplicitBootCurve, LatentState

Direct Known Subclasses:

FlatForwardVolatilityCurve

public abstract class ExplicitBootVolatilityCurve
extends VolatilityCurve
implements ExplicitBootCurve

ExplicitBootVolatilityCurve exposes the functionality associated with the bootstrapped Volatility Curve.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Latent State Inference and Creation Utilities
• Package = Latent State Volatility Curve/Surface

Author:

Lakshmi Krishnamurthy

Method Summary

Methods inherited from class org.drip.state.volatility.VolatilityCurve

impliedVol, impliedVol, impliedVol, vol

Methods inherited from class org.drip.analytics.definition.NodeStructure

calibComp, currency, customTweakManifestMeasure, customTweakQuantificationMetric, epoch, label, manifestMeasure, node, node, node, nodeDerivative, nodeDerivative, nodeDerivative, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, 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