Package org.jquantlib.termstructures

Interface Summary

Interface	Description
Bootstrap<Curve extends PiecewiseYieldCurve>
TermStructure	Interface for term structures
YieldTermStructure	Interest rate term structure

Class Summary

Class	Description
AbstractTermStructure	Basic term-structure functionality.
AbstractYieldTermStructure	This abstract class defines the interface of concrete rate structures which will be derived from this one.
BlackVarianceTermStructure	Black variance term structure
BlackVolatilityTermStructure	This abstract class acts as an adapter to BlackVolTermStructure allowing the programmer to implement only the method BlackVolTermStructure.blackVolImpl(double, double) in derived classes.
BlackVolTermStructure	Black-volatility term structure
BootstrapError<T extends Traits>
BootstrapHelper<TS extends TermStructure>	Base helper class for bootstrapping
BootstrapHelperSorter<Helper extends BootstrapHelper>
CapletVarianceCurve	Deprecated use the StrippedOptionletAdapter of a StrippedOptionlet instance
CapVolatilityStructure
InflationTermStructure	Base Class for inflation term structures
InterestRate	This class encapsulate the interest rate compounding algebra.
IterativeBootstrap<Curve extends PiecewiseYieldCurve>	Universal piecewise-term-structure boostrapper.
LocalBootstrap<Curve extends PiecewiseYieldCurve>	Localised-term-structure bootstrapper for most curve types.
LocalVolTermStructure	Local volatility term structure base class
RateHelper	Base helper class for yield-curve bootstrapping
RateHelperSorter<T extends RateHelper>	This class implements a Comparator for RateHelper objects.
SwaptionVolatilityStructure
YoYInflationTermStructure	Base class for year-on-year inflation term structures.
ZeroInflationTermStructure	zero-coupon inflation rate Essentially the fair rate for a zero-coupon inflation swap (by definition), i.e.

Enum Summary

Enum	Description
Compounding	Compounding enumeration