org.drip.state.repo

Interface RepoEstimator

All Known Implementing Classes:

BasisSplineRepoCurve, ExplicitBootRepoCurve, FlatForwardRepoCurve, RepoCurve

public interface RepoEstimator

RepoEstimator is the interface that exposes the calculation of the Repo Rate for a specified Entity.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
Component	component() Retrieve the Repo-able Component
double	repo(int iDate) Calculate the Repo Rate to the given Date
double	repo(JulianDate dt) Calculate the Repo Rate to the given Date
double	repo(java.lang.String strTenor) Calculate the Repo Rate to the given Tenor

Method Detail

component

Component component()

Retrieve the Repo-able Component

Returns:

The Repo-able component

repo

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

Calculate the Repo Rate to the given Date

Parameters:

iDate - Date

Returns:

The Repo Rate

Throws:

java.lang.Exception - Thrown if the Repo Rate cannot be calculated

repo

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

Calculate the Repo Rate to the given Date

Parameters:

dt - Date

Returns:

The Repo Rate

Throws:

java.lang.Exception - Thrown if the Repo Rate cannot be calculated

repo

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

Calculate the Repo Rate to the given Tenor

Parameters:

strTenor - The Tenor

Returns:

The Repo Rate

Throws:

java.lang.Exception - Thrown if the Repo Rate cannot be calculated