org.jquantlib.termstructures.yieldcurves

Class FlatForward

java.lang.Object

org.jquantlib.termstructures.AbstractTermStructure

org.jquantlib.termstructures.AbstractYieldTermStructure

org.jquantlib.termstructures.yieldcurves.FlatForward

All Implemented Interfaces:

Extrapolator, TermStructure, YieldTermStructure, Observable, Observer

public class FlatForward
extends AbstractYieldTermStructure

Flat interest-rate curve

Constructor Summary

Constructors

Constructor and Description
FlatForward(Date referenceDate, double forward, DayCounter dayCounter)
FlatForward(Date referenceDate, double forward, DayCounter dayCounter, Compounding compounding)
FlatForward(Date referenceDate, double forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
FlatForward(Date referenceDate, Handle<? extends Quote> forward, DayCounter dayCounter)
FlatForward(Date referenceDate, Handle<? extends Quote> forward, DayCounter dayCounter, Compounding compounding)
FlatForward(Date referenceDate, Handle<? extends Quote> forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
FlatForward(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter)
FlatForward(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter, Compounding compounding)
FlatForward(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
FlatForward(int settlementDays, Calendar calendar, Handle<? extends Quote> forward, DayCounter dayCounter)
FlatForward(int settlementDays, Calendar calendar, Handle<? extends Quote> forward, DayCounter dayCounter, Compounding compounding)
FlatForward(int settlementDays, Calendar calendar, Handle<? extends Quote> forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)

Method Summary

Modifier and Type	Method and Description
Compounding	compounding()
Frequency	compoundingFrequency()
Date	maxDate()
void	update() This method implements Observer#update(Observable, Object)

Methods inherited from class org.jquantlib.termstructures.AbstractYieldTermStructure

discount, discount, discount, discount, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, parRate, parRate, parRate, zeroRate, zeroRate, zeroRate, zeroRate

Methods inherited from class org.jquantlib.termstructures.AbstractTermStructure

addObserver, allowsExtrapolation, calendar, countObservers, dayCounter, deleteObserver, deleteObservers, disableExtrapolation, enableExtrapolation, getObservers, maxTime, notifyObservers, notifyObservers, referenceDate, settlementDays, timeFromReference

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.jquantlib.termstructures.TermStructure

calendar, dayCounter, maxTime, referenceDate, settlementDays, timeFromReference

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

allowsExtrapolation, disableExtrapolation, enableExtrapolation

Methods inherited from interface org.jquantlib.util.Observable

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

Constructor Detail

FlatForward

public FlatForward(Date referenceDate,
                   Handle<? extends Quote> forward,
                   DayCounter dayCounter,
                   Compounding compounding,
                   Frequency frequency)

FlatForward

public FlatForward(Date referenceDate,
                   Handle<? extends Quote> forward,
                   DayCounter dayCounter,
                   Compounding compounding)

FlatForward

public FlatForward(Date referenceDate,
                   Handle<? extends Quote> forward,
                   DayCounter dayCounter)

FlatForward

public FlatForward(Date referenceDate,
                   double forward,
                   DayCounter dayCounter,
                   Compounding compounding,
                   Frequency frequency)

FlatForward

public FlatForward(Date referenceDate,
                   double forward,
                   DayCounter dayCounter,
                   Compounding compounding)

FlatForward

public FlatForward(Date referenceDate,
                   double forward,
                   DayCounter dayCounter)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   Handle<? extends Quote> forward,
                   DayCounter dayCounter,
                   Compounding compounding,
                   Frequency frequency)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   Handle<? extends Quote> forward,
                   DayCounter dayCounter)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   Handle<? extends Quote> forward,
                   DayCounter dayCounter,
                   Compounding compounding)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   double forward,
                   DayCounter dayCounter,
                   Compounding compounding,
                   Frequency frequency)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   double forward,
                   DayCounter dayCounter)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   double forward,
                   DayCounter dayCounter,
                   Compounding compounding)

Method Detail

compounding

public final Compounding compounding()

compoundingFrequency

public final Frequency compoundingFrequency()

maxDate

public final Date maxDate()

Returns:

the latest date for which the curve can return values

update

public void update()

This method implements Observer#update(Observable, Object)

Specified by:

update in interface Observer

Overrides:

update in class AbstractTermStructure

See Also:

Observer#update(Observable, Object)