public class BasisSplineForwardRate extends ForwardCurve
NULL_SER_STRING, VERSION
Constructor and Description |
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BasisSplineForwardRate(FloatingRateIndex fri,
Span span)
BasisSplineForwardRate constructor
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Modifier and Type | Method and Description |
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Serializer |
deserialize(byte[] ab)
De-serialize from a byte array.
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double |
forward(double dblDate)
Calculate the Forward Rate to the given Date
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byte[] |
serialize()
Serialize into a byte array.
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calibComp, currency, customTweakManifestMeasure, customTweakQuantificationMetric, epoch, forward, forward, index, lsmm, manifestMeasure, name, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, setCCIS, shiftManifestMeasure, tenor
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter, getFieldDelimiter, getObjectTrailer
public BasisSplineForwardRate(FloatingRateIndex fri, Span span) throws java.lang.Exception
fri
- The Floating Rate Indexspan
- The Span over which the Forward Rate Representation is validjava.lang.Exception
- Thrown if the Inputs are Invalidpublic double forward(double dblDate) throws java.lang.Exception
ForwardRateEstimator
dblDate
- Datejava.lang.Exception
- Thrown if the Forward Rate cannot be calculatedpublic byte[] serialize()
Serializer
serialize
in class Serializer
public Serializer deserialize(byte[] ab)
Serializer
deserialize
in class Serializer