org.drip.analytics.definition

Interface Curve

All Superinterfaces:

LatentState

All Known Subinterfaces:

DiscountCurve, ExplicitBootCurve

All Known Implementing Classes:

BasisCurve, BasisSplineBasisCurve, BasisSplineDeterministicVolatility, BasisSplineForwardRate, BasisSplineFXForward, BasisSplineGovvieYield, BasisSplineMarketSurface, BasisSplineRepoCurve, BasisSplineTermStructure, CreditCurve, DerivedZeroRate, DeterministicCollateralChoiceDiscountCurve, DiscountFactorDiscountCurve, ExplicitBootCreditCurve, ExplicitBootDiscountCurve, ExplicitBootFXCurve, ExplicitBootGovvieCurve, ExplicitBootRepoCurve, ExplicitBootVolatilityCurve, FlatForwardDiscountCurve, FlatForwardForwardCurve, FlatForwardFXCurve, FlatForwardRepoCurve, FlatForwardVolatilityCurve, FlatYieldGovvieCurve, ForeignCollateralizedDiscountCurve, ForwardCurve, ForwardHazardCreditCurve, FXCurve, GovvieCurve, MarketSurface, MergedDiscountForwardCurve, NodeStructure, RepoCurve, VolatilityCurve, ZeroCurve, ZeroRateDiscountCurve

public interface Curve
extends LatentState

Curve extends the Latent State to abstract the functionality required among all financial curve. It exposes the following functionality: - Set the Epoch and the Identifiers - Set up/retrieve the Calibration Inputs - Retrieve the Latent State Metric Measures

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
CalibratableComponent[]	calibComp() Retrieve the Calibration Components
java.lang.String	currency() Get the Currency
JulianDate	epoch() Get the Epoch Date
LatentStateLabel	label() Get the Curve Latent State Identifier Label
CaseInsensitiveTreeMap<java.lang.Double>	manifestMeasure(java.lang.String strInstrumentCode) Retrieve the Manifest Measure Map of the given Instrument used to construct the Curve
boolean	setCCIS(CurveConstructionInputSet ccis) Set the Curve Construction Input Set Parameters

Methods inherited from interface org.drip.state.representation.LatentState

customTweakManifestMeasure, customTweakQuantificationMetric, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure

Method Detail

label

LatentStateLabel label()

Get the Curve Latent State Identifier Label

Returns:

The Curve Latent State Identifier Label

epoch

JulianDate epoch()

Get the Epoch Date

Returns:

The Epoch Date

currency

java.lang.String currency()

Get the Currency

Returns:

Currency

setCCIS

boolean setCCIS(CurveConstructionInputSet ccis)

Set the Curve Construction Input Set Parameters

Parameters:

ccis - The Curve Construction Input Set Parameters

Returns:

TRUE - Inputs successfully Set

calibComp

CalibratableComponent[] calibComp()

Retrieve the Calibration Components

Returns:

Array of Calibration Components

manifestMeasure

CaseInsensitiveTreeMap<java.lang.Double> manifestMeasure(java.lang.String strInstrumentCode)

Retrieve the Manifest Measure Map of the given Instrument used to construct the Curve

Parameters:

strInstrumentCode - The Calibration Instrument's Code whose Manifest Measure Map is sought

Returns:

The Manifest Measure Map of the given Instrument used to construct the Curve