org.drip.state.govvie

Interface YieldEstimator

All Known Implementing Classes:

BasisSplineGovvieYield, ExplicitBootGovvieCurve, FlatYieldGovvieCurve, GovvieCurve

public interface YieldEstimator

YieldEstimator is the Interface that exposes the Computation of the Yield of a specified Issue.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
double	yield(int iDate) Calculate the Yield to the given Date
double	yield(JulianDate dt) Calculate the Yield to the given Date
double	yield(java.lang.String strTenor) Calculate the Yield to the Tenor implied by the given Date
double	yieldDF(int iDate, double dblDCF) Calculate the Discount Factor to the given Date Using the specified DCF

Method Detail

yield

double yield(int iDate)
      throws java.lang.Exception

Calculate the Yield to the given Date

Parameters:

iDate - Date

Returns:

The Yield

Throws:

java.lang.Exception - Thrown if the Yield cannot be calculated

yield

double yield(JulianDate dt)
      throws java.lang.Exception

Calculate the Yield to the given Date

Parameters:

dt - Date

Returns:

The Yield

Throws:

java.lang.Exception - Thrown if the Yield cannot be calculated

yield

double yield(java.lang.String strTenor)
      throws java.lang.Exception

Calculate the Yield to the Tenor implied by the given Date

Parameters:

strTenor - The Tenor

Returns:

The Yield

Throws:

java.lang.Exception - Thrown if the Yield cannot be calculated

yieldDF

double yieldDF(int iDate,
               double dblDCF)
        throws java.lang.Exception

Calculate the Discount Factor to the given Date Using the specified DCF

Parameters:

iDate - Date

dblDCF - The Day Count Fraction

Returns:

Discount Factor

Throws:

java.lang.Exception - Thrown if the Discount Factor cannot be calculated