org.jquantlib.termstructures

Interface TermStructure

All Superinterfaces:

Extrapolator, Observable, Observer

All Known Subinterfaces:

PiecewiseCurve<I>, Traits.Curve, YieldTermStructure

All Known Implementing Classes:

AbstractTermStructure, AbstractYieldTermStructure, BlackConstantVol, BlackVarianceCurve, BlackVarianceSurface, BlackVarianceTermStructure, BlackVolatilityTermStructure, BlackVolTermStructure, CapletVarianceCurve, CapVolatilityStructure, ConstantOptionletVolatility, FlatForward, ForwardRateStructure, ForwardSpreadedTermStructure, ImpliedTermStructure, ImpliedVolTermStructure, InflationTermStructure, InterpolatedDiscountCurve, InterpolatedForwardCurve, InterpolatedZeroCurve, LocalConstantVol, LocalVolCurve, LocalVolSurface, LocalVolTermStructure, OptionletVolatilityStructure, PiecewiseYieldCurve, SwaptionVolatilityStructure, VolatilityTermStructure, YoYInflationTermStructure, ZeroInflationTermStructure, ZeroSpreadedTermStructure, ZeroYieldStructure

public interface TermStructure
extends Extrapolator, Observer, Observable

Interface for term structures

Method Summary

Modifier and Type	Method and Description
Calendar	calendar() Return the calendar used for reference date calculation
DayCounter	dayCounter() Return the day counter used for date/double conversion
Date	maxDate()
double	maxTime() Returns the latest double for which the curve can return values
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.

Methods inherited from interface org.jquantlib.math.interpolations.Extrapolator

allowsExtrapolation, disableExtrapolation, enableExtrapolation

Methods inherited from interface org.jquantlib.util.Observer

update

Methods inherited from interface org.jquantlib.util.Observable

addObserver, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers

Method Detail

maxDate

Date maxDate()

Returns:

the latest date for which the curve can return values

calendar

Calendar calendar()

Return the calendar used for reference date calculation

Returns:

the calendar used for reference date calculation

settlementDays

int settlementDays()

Returns the settlementDays used for reference date calculation

Returns:

the settlementDays used for reference date calculation

timeFromReference

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.

Parameters:

date -

Returns:

the fraction of the year as a double

dayCounter

DayCounter dayCounter()

Return the day counter used for date/double conversion

Returns:

the day counter used for date/double conversion

maxTime

double maxTime()

Returns the latest double for which the curve can return values

Returns:

the latest double for which the curve can return values

referenceDate

Date referenceDate()

Returns the Date at which discount = 1.0 and/or variance = 0.0