AbstractTermStructure

Documentation of 'org.jquantlib.termstructures.AbstractTermStructure' Java class AbstractTermStructure

Prev Class
Next Class

All Classes

Summary:
Nested |
Field |
Constr |
Method

Detail:
Field |
Constr |
Method

java.lang.Object
- org.jquantlib.termstructures.AbstractTermStructure

All Implemented Interfaces:

Extrapolator, TermStructure, Observable, Observer

Direct Known Subclasses:

AbstractYieldTermStructure, CapVolatilityStructure, InflationTermStructure, SwaptionVolatilityStructure, VolatilityTermStructure
```
public abstract class AbstractTermStructure
extends java.lang.Object
implements TermStructure
```
Basic term-structure functionality.
More Details about constructors:
There are three ways in which a term structure can keep track of its reference date:
such date is fixed;
such date is determined by advancing the current date of a given number of business days;
such date is based on the reference date of some other structure.

Case 1: The constructor taking a date is to be used. The default implementation of TermStructure.referenceDate() will then return such date.

Case 2: The constructor taking a number of days and a calendar is to be used so that TermStructure.referenceDate() will return a date calculated based on the current evaluation date and the term structure and observers will be notified when the evaluation date changes.

Case 3: The TermStructure.referenceDate() method must be overridden in derived classes so that it fetches and return the appropriate date.

Constructor Summary

Constructors
Constructor and Description
`AbstractTermStructure()` This constructor requires an override of method `TermStructure.referenceDate()` in derived classes so that it fetches and return the appropriate reference date.
`AbstractTermStructure(Date referenceDate, Calendar calendar)` Initialize with a fixed reference date
`AbstractTermStructure(Date referenceDate, Calendar calendar, DayCounter dc)` Initialize with a fixed reference date
`AbstractTermStructure(DayCounter dc)` This constructor requires an override of method `TermStructure.referenceDate()` in derived classes so that it fetches and return the appropriate reference date.
`AbstractTermStructure(int settlementDays, Calendar calendar)` Calculate the reference date based on the global evaluation date
`AbstractTermStructure(int settlementDays, Calendar calendar, DayCounter dc)` Calculate the reference date based on the global evaluation date

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`void`	`addObserver(Observer observer)` Attaches a observer to the Observable.
`boolean`	`allowsExtrapolation()` tells whether extrapolation is enabled
`Calendar`	`calendar()` Return the calendar used for reference date calculation
`int`	`countObservers()` Counts how many Observers were attached to this class.
`DayCounter`	`dayCounter()` Return the day counter used for date/double conversion
`void`	`deleteObserver(Observer observer)` Detaches a previously attached observer to the observable.
`void`	`deleteObservers()` Detaches all previously attached observer to the observable.
`void`	`disableExtrapolation()` disable extrapolation in subsequent calls
`void`	`enableExtrapolation()` enable extrapolation in subsequent calls
`java.util.List<Observer>`	`getObservers()` Returns list of observers registered with the Observable.
`double`	`maxTime()` Returns the latest double for which the curve can return values
`void`	`notifyObservers()` Notifies all attached observers about changes in the observable.
`void`	`notifyObservers(java.lang.Object arg)` Notifies all attached observers about changes in the observable.
`Date`	`referenceDate()` Returns the Date at which discount = 1.0 and/or variance = 0.0
`int`	`settlementDays()` Returns the settlementDays used for reference date calculation
`double`	`timeFromReference(Date date)` This method performs a date to double conversion which represents the fraction of the year between the reference date and the date passed as parameter.
`void`	`update()` This method is called whenever the observed object is changed.

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.jquantlib.termstructures.TermStructure
maxDate

- Constructor Detail
  - AbstractTermStructure
```
public AbstractTermStructure()
```
    This constructor requires an override of method TermStructure.referenceDate() in derived classes so that it fetches and return the appropriate reference date. This is the Case 3 described on the top of this class.
    
    See Also:
    
    documentation for more details about constructors.
  - AbstractTermStructure
```
public AbstractTermStructure(DayCounter dc)
```
    This constructor requires an override of method TermStructure.referenceDate() in derived classes so that it fetches and return the appropriate reference date. This is the Case 3 described on the top of this class.
    
    See Also:
    
    documentation for more details about constructors.
  - AbstractTermStructure
```
public AbstractTermStructure(Date referenceDate,
                             Calendar calendar)
```
    Initialize with a fixed reference date
    This constructor takes a date to be used. The default implementation of TermStructure.referenceDate() will then return such date. This is the Case 1 described on the top of this class.
    
    See Also:
    
    documentation for more details about constructors.
  - AbstractTermStructure
```
public AbstractTermStructure(Date referenceDate,
                             Calendar calendar,
                             DayCounter dc)
```
    Initialize with a fixed reference date
    This constructor takes a date to be used. The default implementation of TermStructure.referenceDate() will then return such date. This is the Case 1 described on the top of this class.
    
    See Also:
    
    documentation for more details about constructors.
  - AbstractTermStructure
```
public AbstractTermStructure(int settlementDays,
                             Calendar calendar)
```
    Calculate the reference date based on the global evaluation date
    This constructor takes a number of days and a calendar to be used so that TermStructure.referenceDate() will return a date calculated based on the current evaluation date and the term structure. This class will be notified when the evaluation date changes. This is the Case 2 described on the top of this class.
    
    See Also:
    
    documentation for more details about constructors.
  - AbstractTermStructure
```
public AbstractTermStructure(int settlementDays,
                             Calendar calendar,
                             DayCounter dc)
```
    Calculate the reference date based on the global evaluation date
    This constructor takes a number of days and a calendar to be used so that TermStructure.referenceDate() will return a date calculated based on the current evaluation date and the term structure. This class will be notified when the evaluation date changes. This is the Case 2 described on the top of this class.
    
    See Also:
    
    documentation for more details about constructors.
- Method Detail
  - calendar
```
public Calendar calendar()
```
    Description copied from interface: TermStructure
    
    Return the calendar used for reference date calculation
    
    Specified by:
    
    calendar in interface TermStructure
    
    Returns:
    
    the calendar used for reference date calculation
  - settlementDays
```
public int settlementDays()
```
    Description copied from interface: TermStructure
    
    Returns the settlementDays used for reference date calculation
    
    Specified by:
    
    settlementDays in interface TermStructure
    
    Returns:
    
    the settlementDays used for reference date calculation
  - timeFromReference
```
public final double timeFromReference(Date date)
```
    Description copied from interface: TermStructure
    
    This method performs a date to double conversion which represents the fraction of the year between the reference date and the date passed as parameter.
    
    Specified by:
    
    timeFromReference in interface TermStructure
    
    Returns:
    
    the fraction of the year as a double
  - dayCounter
```
public DayCounter dayCounter()
```
    Description copied from interface: TermStructure
    
    Return the day counter used for date/double conversion
    
    Specified by:
    
    dayCounter in interface TermStructure
    
    Returns:
    
    the day counter used for date/double conversion
  - maxTime
```
public double maxTime()
```
    Description copied from interface: TermStructure
    
    Returns the latest double for which the curve can return values
    
    Specified by:
    
    maxTime in interface TermStructure
    
    Returns:
    
    the latest double for which the curve can return values
  - referenceDate
```
public Date referenceDate()
```
    Description copied from interface: TermStructure
    
    Returns the Date at which discount = 1.0 and/or variance = 0.0
    
    Specified by:
    
    referenceDate in interface TermStructure
  - allowsExtrapolation
```
public final boolean allowsExtrapolation()
```
    Description copied from interface: Extrapolator
    
    tells whether extrapolation is enabled
    
    Specified by:
    
    allowsExtrapolation in interface Extrapolator
    
    Returns:
  - disableExtrapolation
```
public void disableExtrapolation()
```
    Description copied from interface: Extrapolator
    
    disable extrapolation in subsequent calls
    
    Specified by:
    
    disableExtrapolation in interface Extrapolator
  - enableExtrapolation
```
public void enableExtrapolation()
```
    Description copied from interface: Extrapolator
    
    enable extrapolation in subsequent calls
    
    Specified by:
    
    enableExtrapolation in interface Extrapolator
  - update
```
public void update()
```
    Description copied from interface: Observer
    
    This method is called whenever the observed object is changed.
    
    Specified by:
    
    update in interface Observer
  - addObserver
```
public void addObserver(Observer observer)
```
    Description copied from interface: Observable
    
    Attaches a observer to the Observable. After attachment the observer gets informed about changes in the Observable.
    
    Specified by:
    
    addObserver in interface Observable
    
    Parameters:
    
    observer - The observer to attach to the observable
  - countObservers
```
public int countObservers()
```
    Description copied from interface: Observable
    
    Counts how many Observers were attached to this class.
    
    Specified by:
    
    countObservers in interface Observable
    
    Returns:
    
    the number of Observers
    
    See Also:
    
    Observer
  - deleteObserver
```
public void deleteObserver(Observer observer)
```
    Description copied from interface: Observable
    
    Detaches a previously attached observer to the observable. After detachment the observer does no longer receive change notifications from the observable.
    
    Specified by:
    
    deleteObserver in interface Observable
    
    Parameters:
    
    observer - The observer to detach from the observable
  - notifyObservers
```
public void notifyObservers()
```
    Description copied from interface: Observable
    
    Notifies all attached observers about changes in the observable.
    
    Specified by:
    
    notifyObservers in interface Observable
  - notifyObservers
```
public void notifyObservers(java.lang.Object arg)
```
    Description copied from interface: Observable
    
    Notifies all attached observers about changes in the observable.
    
    Specified by:
    
    notifyObservers in interface Observable
    
    Parameters:
    
    arg - an arbitrary Object to be passed to the Observer
  - deleteObservers
```
public void deleteObservers()
```
    Description copied from interface: Observable
    
    Detaches all previously attached observer to the observable. After detachment observers do not longer receive change notifications from the observable.
    
    Specified by:
    
    deleteObservers in interface Observable
  - getObservers
```
public java.util.List<Observer> getObservers()
```
    Description copied from interface: Observable
    
    Returns list of observers registered with the Observable. List returned is unmodifiable list.
    
    Specified by:
    
    getObservers in interface Observable
    
    Returns:
    
    list of observers

Class AbstractTermStructure

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.jquantlib.termstructures.TermStructure

Constructor Detail

AbstractTermStructure

AbstractTermStructure

AbstractTermStructure

AbstractTermStructure

AbstractTermStructure

AbstractTermStructure

Method Detail

calendar

settlementDays

timeFromReference

dayCounter

maxTime

referenceDate

allowsExtrapolation

disableExtrapolation

enableExtrapolation

update

addObserver

countObservers

deleteObserver

notifyObservers

notifyObservers

deleteObservers

getObservers