Package org.drip.state.govvie

Class ExplicitBootGovvieCurve

java.lang.Object

org.drip.state.discount.DiscountCurve

org.drip.state.govvie.GovvieCurve

org.drip.state.govvie.ExplicitBootGovvieCurve

All Implemented Interfaces:

Curve, ExplicitBootCurve, DiscountFactorEstimator, YieldEstimator, LatentState

Direct Known Subclasses:

FlatForwardGovvieCurve, FlatYieldGovvieCurve

public abstract class ExplicitBootGovvieCurve
extends GovvieCurve
implements ExplicitBootCurve

ExplicitBootGovvieCurve exposes the Functionality associated with the bootstrapped Govvie Curve.

Module	Product Core Module
Library	Fixed Income Analytics
Project	Latent State Inference and Creation Utilities
Package	Govvie Latent State Curve Estimator

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
CalibratableComponent[]	calibComp()	Retrieve the Calibration Components
CaseInsensitiveTreeMap<java.lang.Double>	manifestMeasure(java.lang.String instrumentCode)	Retrieve the Manifest Measure Map of the given Instrument used to construct the Curve
boolean	setCCIS(CurveConstructionInputSet curveConstructionInputSet)	Set the Curve Construction Input Set Parameters

Methods inherited from class org.drip.state.govvie.GovvieCurve

currency, customTweakManifestMeasure, customTweakQuantificationMetric, dayCount, df, df, df, effectiveDF, effectiveDF, effectiveDF, epoch, forwardYield, freq, jackDForwardDManifestMeasure, jackDForwardDManifestMeasure, jackDForwardDManifestMeasure, label, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure, yieldDF, yld, yld

Methods inherited from class org.drip.state.discount.DiscountCurve

flatForward, flatNativeForward, flatNativeForward, flatNativeForwardEI

Methods inherited from class java.lang.Object

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

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

currency, epoch, label

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

bumpNodeValue, setFlatValue, setNodeValue

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

customTweakManifestMeasure, customTweakQuantificationMetric, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure

Methods inherited from interface org.drip.state.govvie.YieldEstimator

yld

Method Details

setCCIS

public boolean setCCIS(CurveConstructionInputSet curveConstructionInputSet)

Description copied from interface: Curve

Set the Curve Construction Input Set Parameters

Specified by:

setCCIS in interface Curve

Overrides:

setCCIS in class GovvieCurve

Parameters:

curveConstructionInputSet - The Curve Construction Input Set Parameters

Returns:

TRUE - Inputs successfully Set

calibComp

public CalibratableComponent[] calibComp()

Description copied from interface: Curve

Retrieve the Calibration Components

Specified by:

calibComp in interface Curve

Overrides:

calibComp in class GovvieCurve

Returns:

Array of Calibration Components

manifestMeasure

public CaseInsensitiveTreeMap<java.lang.Double> manifestMeasure(java.lang.String instrumentCode)

Description copied from interface: Curve

Retrieve the Manifest Measure Map of the given Instrument used to construct the Curve

Specified by:

manifestMeasure in interface Curve

Overrides:

manifestMeasure in class GovvieCurve

Parameters:

instrumentCode - 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