public interface ForwardRateEstimator
Modifier and Type | Method and Description |
---|---|
double |
forward(double dblDate)
Calculate the Forward Rate to the given Date
|
double |
forward(JulianDate dt)
Calculate the Forward Rate to the given date
|
double |
forward(java.lang.String strTenor)
Calculate the Forward Rate to the tenor implied by the given date
|
FloatingRateIndex |
index()
Retrieve the Forward Rate Index
|
java.lang.String |
tenor()
Retrieve the Forward Rate Tenor
|
FloatingRateIndex index()
java.lang.String tenor()
double forward(double dblDate) throws java.lang.Exception
dblDate
- Datejava.lang.Exception
- Thrown if the Forward Rate cannot be calculateddouble forward(JulianDate dt) throws java.lang.Exception
dt
- Datejava.lang.Exception
- Thrown if the Forward Rate cannot be calculateddouble forward(java.lang.String strTenor) throws java.lang.Exception
strTenor
- The Tenorjava.lang.Exception
- Thrown if the Forward Rate cannot be calculated