Interface Curve

All Superinterfaces:
LatentState
All Known Subinterfaces:
ExplicitBootCurve
All Known Implementing Classes:
BasisCurve, BasisSplineBasisCurve, BasisSplineDeterministicVolatility, BasisSplineForwardRate, BasisSplineFXForward, BasisSplineGovvieYield, BasisSplineMarketSurface, BasisSplineRepoCurve, BasisSplineTermStructure, CreditCurve, DerivedZeroRate, DeterministicCollateralChoiceDiscountCurve, DiscountCurve, DiscountFactorDiscountCurve, ExplicitBootCreditCurve, ExplicitBootDiscountCurve, ExplicitBootFXCurve, ExplicitBootGovvieCurve, ExplicitBootRepoCurve, ExplicitBootVolatilityCurve, FlatForwardDiscountCurve, FlatForwardForwardCurve, FlatForwardFXCurve, FlatForwardGovvieCurve, FlatForwardRepoCurve, FlatForwardVolatilityCurve, FlatYieldGovvieCurve, ForeignCollateralizedDiscountCurve, ForwardCurve, ForwardHazardCreditCurve, FXCurve, GovvieCurve, MarketSurface, MergedDiscountForwardCurve, MultilateralFlatForwardCurve, 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 Details

    • 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