public abstract class ExplicitBootDiscountCurve extends DiscountCurve implements ExplicitBootCurve
LATENT_STATE_DISCOUNT, QUANTIFICATION_METRIC_DISCOUNT_FACTOR, QUANTIFICATION_METRIC_FORWARD_RATE, QUANTIFICATION_METRIC_ZERO_RATE
NULL_SER_STRING, VERSION
Modifier and Type | Method and Description |
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CalibratableComponent[] |
calibComp()
Retrieve the Calibration Components
|
abstract ExplicitBootDiscountCurve |
createBasisRateShiftedCurve(double[] adblDate,
double[] adblBasis)
Create a shifted curve from an array of basis shifts
|
LatentStateMetricMeasure[] |
lsmm()
Retrieve the Array of the LSMM
|
double |
manifestMeasure(java.lang.String strInstrumentCode)
Retrieve the Manifest Measure of the given Instrument used to construct the Curve
|
boolean |
setCCIS(CurveConstructionInputSet ccis)
Set the Curve Construction Input Set Parameters
|
canonicalTruthness, compPVDFJack, compPVDFJack, currency, df, df, effectiveDF, effectiveDF, effectiveDF, epoch, estimateMeasure, forward, forwardRateEstimator, getForwardRateJack, getForwardRateJack, getZeroRateJack, getZeroRateJack, jackDDFDQuote, jackDDFDQuote, jackDDFDQuote, latentStateQuantificationMetric, libor, libor, libor, libor, liborDV01, name, setTurns, turnAdjust, zero
deserialize, getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter, getFieldDelimiter, getObjectTrailer, serialize
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
bumpNodeValue, setFlatValue, setNodeValue
customTweakManifestMeasure, customTweakQuantificationMetric, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure
df, forward, zero
public abstract ExplicitBootDiscountCurve createBasisRateShiftedCurve(double[] adblDate, double[] adblBasis)
adblDate
- Array of datesadblBasis
- Array of basispublic LatentStateMetricMeasure[] lsmm()
LatentState
lsmm
in interface LatentState
public boolean setCCIS(CurveConstructionInputSet ccis)
Curve
public CalibratableComponent[] calibComp()
Curve
public double manifestMeasure(java.lang.String strInstrumentCode) throws java.lang.Exception
Curve
manifestMeasure
in interface Curve
strInstrumentCode
- The Calibration Instrument's Code whose Manifest Measure is soughtjava.lang.Exception