Package org.drip.analytics.definition
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
- Module = Product Core Module
- Library = Fixed Income Analytics
- Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities
- Package = Latent State Curves, Surfaces, Turns
- Author:
- Lakshmi Krishnamurthy
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Method Summary
Modifier and Type Method Description CalibratableComponent[]
calibComp()
Retrieve the Calibration Componentsjava.lang.String
currency()
Get the CurrencyJulianDate
epoch()
Get the Epoch DateLatentStateLabel
label()
Get the Curve Latent State Identifier LabelCaseInsensitiveTreeMap<java.lang.Double>
manifestMeasure(java.lang.String strInstrumentCode)
Retrieve the Manifest Measure Map of the given Instrument used to construct the Curveboolean
setCCIS(CurveConstructionInputSet ccis)
Set the Curve Construction Input Set ParametersMethods inherited from interface org.drip.state.representation.LatentState
customTweakManifestMeasure, customTweakQuantificationMetric, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure
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Method Details
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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
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setCCIS
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
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
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