Package org.drip.service.api

Class ForwardRates

java.lang.Object
org.drip.service.api.ForwardRates
public class ForwardRates
extends java.lang.Object
ForwardRates contains the array of the forward rates. It provides the following Functions:
  • Empty ForwardRates constructor
  • Add a Forward Rate to the List
  • Convert the List of Forwards to an Array

Module Computational Core Module
Library Computation Support
Project Environment, Product/Definition Containers, and Scenario/State Manipulation APIs
Package Horizon Roll Attribution Service API
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ForwardRates()
    Empty ForwardRates constructor

  • Method Summary

    Modifier and Type Method Description
    boolean addForward​(double rate)
    Add a Forward Rate to the List
    double[] toArray()
    Convert the List of Forwards to an Array
    java.lang.String toString()  

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • ForwardRates

      public ForwardRates()
      Empty ForwardRates constructor

  • Method Details

    • addForward

      public boolean addForward​(double rate)
      Add a Forward Rate to the List
      Parameters:
      rate - The Forward Rate to be added
      Returns:
      TRUE - Successfully added

    • toArray

      public double[] toArray()
      Convert the List of Forwards to an Array
      Returns:
      The Array of Forwards

    • toString

      public java.lang.String toString()
      Overrides:
      toString in class java.lang.Object