public abstract class ZeroCurve extends DiscountCurve
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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abstract double |
getZeroRate(double dblDate)
Retrieve the zero rate corresponding to the given date
|
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
df, forward, zero
calibComp, manifestMeasure, setCCIS
customTweakManifestMeasure, customTweakQuantificationMetric, lsmm, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure
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 map