public abstract class ZeroCurve extends DiscountCurve
NULL_SER_STRING, VERSION
Constructor and Description |
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ZeroCurve() |
Modifier and Type | Method and Description |
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abstract double |
getZeroRate(double dblDate)
Retrieve the zero rate corresponding to the given date
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boolean |
initializeCalibrationRun(double dblLeftSlope)
Initialize the Calibration Run with the Left Slope
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calcImpliedRate, calcImpliedRate, calcImpliedRate, calcImpliedRate, calcLIBOR, calcLIBOR, calcLIBOR, calcLIBOR, calcLIBORDV01, compPVDFJacobian, compPVDFJacobian, compPVQuoteJacobian, compPVQuoteJacobian, compQuoteDFJacobian, compQuoteDFJacobian, compQuoteZeroJacobian, compQuoteZeroJacobian, createBasisRateShiftedCurve, createParallelRateShiftedCurve, getCalibFixings, getCurrency, getDF, getDF, getDF, getDFJacobian, getDFJacobian, getDFJacobian, getEffectiveDF, getEffectiveDF, getEffectiveDF, getForwardRateJacobian, getForwardRateJacobian, getZeroRateJacobian, getZeroRateJacobian, interpMeasure, setInstrCalibInputs
deserialize, getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter, getFieldDelimiter, getObjectTrailer, serialize
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
buildInterpolator, bumpNodeValue, createParallelShiftedCurve, createTweakedCurve, displayString, getCalibComponents, getCompMeasures, getCompQuotes, getName, getNodeDate, getQuote, getStartDate, numCalibNodes, setFlatValue, setNodeValue
public abstract double getZeroRate(double dblDate) throws java.lang.Exception
dblDate
- Date for which the zero rate is requestedjava.lang.Exception
- Thrown if the date is not represented in the mappublic boolean initializeCalibrationRun(double dblLeftSlope)
Curve
dblLeftSlope
- Left Slope