org.jquantlib.termstructures

Class BootstrapHelper<TS extends TermStructure>

java.lang.Object

org.jquantlib.termstructures.BootstrapHelper<TS>

All Implemented Interfaces:

Observable, Observer, PolymorphicVisitable

Direct Known Subclasses:

RateHelper

public abstract class BootstrapHelper<TS extends TermStructure>
extends java.lang.Object
implements Observer, Observable, PolymorphicVisitable

Base helper class for bootstrapping

This class provides an abstraction for the instruments used to bootstrap a term structure.

It is advised that a bootstrap helper for an instrument contains an instance of the actual instrument class to ensure consistancy between the algorithms used during bootstrapping and later instrument pricing. This is not yet fully enforced in the available rate helpers.

Constructor Summary

Constructors

Constructor and Description
BootstrapHelper(double quote)
BootstrapHelper(Handle<Quote> quote)

Method Summary

Modifier and Type	Method and Description
void	accept(PolymorphicVisitor pv) This method is intended to extend the semantics of method Visitable.accept(Visitor)
void	addObserver(Observer observer) Attaches a observer to the Observable.
int	countObservers() Counts how many Observers were attached to this class.
void	deleteObserver(Observer observer) Detaches a previously attached observer to the observable.
void	deleteObservers() Detaches all previously attached observer to the observable.
Date	earliestDate()
java.util.List<Observer>	getObservers() Returns list of observers registered with the Observable.
abstract double	impliedQuote()
Date	latestDate()
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.
double	quoteError()
boolean	quoteIsValid()
void	setTermStructure(TS c)
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

Constructor Detail

BootstrapHelper

public BootstrapHelper(Handle<Quote> quote)

BootstrapHelper

public BootstrapHelper(double quote)

Method Detail

impliedQuote

public abstract double impliedQuote()

quoteError

public double quoteError()

quoteIsValid

public boolean quoteIsValid()

setTermStructure

public void setTermStructure(TS c)

earliestDate

public Date earliestDate()

latestDate

public Date latestDate()

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 final 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 final 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 final 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 final void notifyObservers()

Description copied from interface: Observable

Notifies all attached observers about changes in the observable.

Specified by:

notifyObservers in interface Observable

notifyObservers

public final 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 final 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 final 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

accept

public void accept(PolymorphicVisitor pv)

Description copied from interface: PolymorphicVisitable

This method is intended to extend the semantics of method Visitable.accept(Visitor)

In a conventional Visitor design pattern, the accept method is called when access to visit a data structure is requested. A Visitor object is passed as argument in case permission is granted to that Visitor to access the data structure. Obviously, Visitors and Visitables work in pairs and the class which provides the data structure to be visited also implements Visitable in order to properly grant access when the expected Visitor is received.

In the case of a PolymorphicVisitable, a PolymorphicVisitor is passed instead of a Visitor. A PolymorphicVisitor is in fact, a composition of Visitors and not only a single Visitor. A PolymorphicVisitor is responsible for returning the correct Visitor responsible for processing a certain data structure.

The initial design of pairs made of <Visitor,Visitable> is extended to a concept of a matrix made of multiple Visitors against multiple Visitables. Every class which implements PolymorphicVisitable passes different data structures when querying PolymorphicVisitors.

Specified by:

accept in interface PolymorphicVisitable

See Also:

PolymorphicVisitor#getVisitor(Class)