Package org.drip.template.state

Class ForwardVolatilityState

java.lang.Object
org.drip.template.state.ForwardVolatilityState
public class ForwardVolatilityState
extends java.lang.Object
ForwardVolatilityState sets up the Calibration and the Construction of the Volatility Latent State for the Forward Latent State and examine the Emitted Metrics.


Module Product Core Module
Library Fixed Income Analytics
Project Pricing/Risk Templates for Fixed Income Component Products
Package Standard Latent State Construction Template
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ForwardVolatilityState()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • ForwardVolatilityState

      public ForwardVolatilityState()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Argument Array
      Throws:
      java.lang.Exception - Propagate the Exception Upwards