BasisEstimator

All Known Implementing Classes:: BasisCurve, BasisSplineBasisCurve

public interface BasisEstimator

BasisEstimator is the interface that exposes the calculation of the Basis between any two latent states. It exposes the following functions:

Retrieve the Reference Index
Retrieve the Derived Index
Calculate the Basis to the given Date
Calculate the Basis to the given Tenor

Module	Product Core Module
Library	Fixed Income Analytics
Project	Latent State Inference and Creation Utilities
Package	Basis State Curve Construction/Estimation

Author:: Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
`double`	`basis(int date)`	Calculate the Basis to the given Date
`double`	`basis(java.lang.String tenor)`	Calculate the Basis to the given Tenor
`double`	`basis(JulianDate date)`	Calculate the Basis to the given Date
`ForwardLabel`	`derivedIndex()`	Retrieve the Derived Index
`ForwardLabel`	`referenceIndex()`	Retrieve the Reference Index

Method Details
- referenceIndex
  
  ForwardLabel referenceIndex()
  
  Retrieve the Reference Index
  
  Returns:
  
  The Reference Index
- derivedIndex
  
  ForwardLabel derivedIndex()
  
  Retrieve the Derived Index
  
  Returns:
  
  The Derived Index
- basis
  
  double basis(int date) throws java.lang.Exception
  
  Calculate the Basis to the given Date
  
  Parameters:
  
  date - Date
  
  Returns:
  
  The Basis
  
  Throws:
  
  java.lang.Exception - Thrown if the Basis cannot be calculated
- basis
  
  double basis(JulianDate date) throws java.lang.Exception
  
  Calculate the Basis to the given Date
  
  Parameters:
  
  date - Date
  
  Returns:
  
  The Basis
  
  Throws:
  
  java.lang.Exception - Thrown if the Basis cannot be calculated
- basis
  
  double basis(java.lang.String tenor) throws java.lang.Exception
  
  Calculate the Basis to the given Tenor
  
  Parameters:
  
  tenor - The Tenor
  
  Returns:
  
  The Basis
  
  Throws:
  
  java.lang.Exception - Thrown if the Basis cannot be calculated