Uses of Class
org.drip.state.volatility.ExplicitBootVolatilityCurve

Packages that use ExplicitBootVolatilityCurve

Package	Description
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of ExplicitBootVolatilityCurve in org.drip.state.nonlinear

Subclasses of ExplicitBootVolatilityCurve in org.drip.state.nonlinear

Modifier and Type	Class	Description
class	FlatForwardVolatilityCurve	FlatForwardVolatilityCurve manages the Volatility Latent State, using the Forward Volatility as the State Response Representation.

Methods in org.drip.state.nonlinear with parameters of type ExplicitBootVolatilityCurve

Modifier and Type	Method	Description
static boolean	NonlinearCurveBuilder.VolatilityCurve(ValuationParams valuationParams, Component[] calibrationComponentArray, double[] calibrationValueArray, java.lang.String[] calibrationMeasureArray, double bump, boolean flat, ExplicitBootVolatilityCurve explicitBootVolatilityCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Boot-strap a Volatility Curve from the set of calibration components
static double	NonlinearCurveBuilder.VolatilityCurveNode(ValuationParams valuationParams, Component calibrationComponent, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootVolatilityCurve explicitBootVolatilityCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Single Volatility Curve Segment from the corresponding Component