Package org.drip.analytics.definition

Interface ExplicitBootCurve

All Superinterfaces:

Curve, LatentState

All Known Implementing Classes:

ExplicitBootCreditCurve, ExplicitBootDiscountCurve, ExplicitBootFXCurve, ExplicitBootGovvieCurve, ExplicitBootRepoCurve, ExplicitBootVolatilityCurve, FlatForwardDiscountCurve, FlatForwardFXCurve, FlatForwardGovvieCurve, FlatForwardRepoCurve, FlatForwardVolatilityCurve, FlatYieldGovvieCurve, ForeignCollateralizedDiscountCurve, ForwardHazardCreditCurve, MultilateralFlatForwardCurve

public interface ExplicitBootCurve
extends Curve

In ExplicitBootCurve, the segment boundaries explicitly line up with the instrument maturity boundaries. This feature is exploited in building a boot-strappable curve. Functionality is provides set the Latent State at the Explicit Node, adjust the Latent State at the given Node, or set a common Flat Value across all Nodes.

• 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

Method Summary

Modifier and Type	Method	Description
boolean	bumpNodeValue(int iIndex, double dblValue)	Bump the node value at the node specified the index by the value
boolean	setFlatValue(double dblValue)	Set the flat value across all the nodes
boolean	setNodeValue(int iIndex, double dblValue)	Set the Value/Slope at the Node specified by the Index

Methods inherited from interface org.drip.analytics.definition.Curve

calibComp, currency, epoch, label, manifestMeasure, setCCIS

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

customTweakManifestMeasure, customTweakQuantificationMetric, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure

Method Details

setNodeValue

boolean setNodeValue(int iIndex,
double dblValue)

Set the Value/Slope at the Node specified by the Index

Parameters:

iIndex - Node Index

dblValue - Node Value

Returns:

Success (true), failure (false)

bumpNodeValue

boolean bumpNodeValue(int iIndex,
double dblValue)

Bump the node value at the node specified the index by the value

Parameters:

iIndex - node index

dblValue - node bump value

Returns:

Success (true), failure (false)

setFlatValue

boolean setFlatValue(double dblValue)

Set the flat value across all the nodes

Parameters:

dblValue - node value

Returns:

Success (true), failure (false)