public class DiscountForwardEstimator extends java.lang.Object implements ForwardRateEstimator
Constructor and Description |
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DiscountForwardEstimator(DiscountFactorEstimator dfe,
FloatingRateIndex fri)
DiscountForwardEstimator constructor
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Modifier and Type | Method and Description |
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double |
forward(double dblDate)
Calculate the Forward Rate to the given Date
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double |
forward(JulianDate dt)
Calculate the Forward Rate to the given date
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double |
forward(java.lang.String strTenor)
Calculate the Forward Rate to the tenor implied by the given date
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FloatingRateIndex |
index()
Retrieve the Forward Rate Index
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java.lang.String |
tenor()
Retrieve the Forward Rate Tenor
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public DiscountForwardEstimator(DiscountFactorEstimator dfe, FloatingRateIndex fri) throws java.lang.Exception
dfe
- The Discount Factor Estimatorfri
- The Floating Rate Indexjava.lang.Exception
- Thrown if the Inputs are invalidpublic FloatingRateIndex index()
ForwardRateEstimator
index
in interface ForwardRateEstimator
public java.lang.String tenor()
ForwardRateEstimator
tenor
in interface ForwardRateEstimator
public double forward(JulianDate dt) throws java.lang.Exception
ForwardRateEstimator
forward
in interface ForwardRateEstimator
dt
- Datejava.lang.Exception
- Thrown if the Forward Rate cannot be calculatedpublic double forward(double dblDate) throws java.lang.Exception
ForwardRateEstimator
forward
in interface ForwardRateEstimator
dblDate
- Datejava.lang.Exception
- Thrown if the Forward Rate cannot be calculatedpublic double forward(java.lang.String strTenor) throws java.lang.Exception
ForwardRateEstimator
forward
in interface ForwardRateEstimator
strTenor
- The Tenorjava.lang.Exception
- Thrown if the Forward Rate cannot be calculated