RepoEstimator

All Known Implementing Classes:: BasisSplineRepoCurve, ExplicitBootRepoCurve, FlatForwardRepoCurve, RepoCurve

public interface RepoEstimator

RepoEstimator is the interface that exposes the calculation of the Repo Rate for a specified Entity. Specifically it exports functions to:

Retrieve the Repo-able Component
Calculate the Repo Rate to the given Date
Calculate the Repo Rate to the given Tenor

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

Author:: Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
`Component`	`component()`	Retrieve the Repo-able Component
`double`	`repo(int date)`	Calculate the Repo Rate to the given Date
`double`	`repo(java.lang.String tenor)`	Calculate the Repo Rate to the given Tenor
`double`	`repo(JulianDate date)`	Calculate the Repo Rate to the given Date

Method Details
- component
  
  Component component()
  
  Retrieve the Repo-able Component
  
  Returns:
  
  The Repo-able component
- repo
  
  double repo(int date) throws java.lang.Exception
  
  Calculate the Repo Rate to the given Date
  
  Parameters:
  
  date - Date
  
  Returns:
  
  The Repo Rate
  
  Throws:
  
  java.lang.Exception - Thrown if the Repo Rate cannot be calculated
- repo
  
  double repo(JulianDate date) throws java.lang.Exception
  
  Calculate the Repo Rate to the given Date
  
  Parameters:
  
  date - Date
  
  Returns:
  
  The Repo Rate
  
  Throws:
  
  java.lang.Exception - Thrown if the Repo Rate cannot be calculated
- repo
  
  double repo(java.lang.String tenor) throws java.lang.Exception
  
  Calculate the Repo Rate to the given Tenor
  
  Parameters:
  
  tenor - The Tenor
  
  Returns:
  
  The Repo Rate
  
  Throws:
  
  java.lang.Exception - Thrown if the Repo Rate cannot be calculated