public interface Curve extends LatentState
Modifier and Type | Method and Description |
---|---|
CalibratableComponent[] |
calibComp()
Retrieve the Calibration Components
|
java.lang.String |
currency()
Get the Currency
|
JulianDate |
epoch()
Get the Epoch Date
|
double |
manifestMeasure(java.lang.String strInstrumentCode)
Retrieve the Manifest Measure of the given Instrument used to construct the Curve
|
java.lang.String |
name()
Get the Curve Name
|
boolean |
setCCIS(CurveConstructionInputSet ccis)
Set the Curve Construction Input Set Parameters
|
customTweakManifestMeasure, customTweakQuantificationMetric, lsmm, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure
java.lang.String name()
JulianDate epoch()
java.lang.String currency()
boolean setCCIS(CurveConstructionInputSet ccis)
ccis
- The Curve Construction Input Set ParametersCalibratableComponent[] calibComp()
double manifestMeasure(java.lang.String strInstrumentCode) throws java.lang.Exception
strInstrumentCode
- The Calibration Instrument's Code whose Manifest Measure is soughtjava.lang.Exception