org.jquantlib.termstructures.yieldcurves

Interface PiecewiseCurve<I extends Interpolation.Interpolator>

All Superinterfaces:

Extrapolator, Observable, Observer, TermStructure, YieldTermStructure

All Known Implementing Classes:

PiecewiseYieldCurve

public interface PiecewiseCurve<I extends Interpolation.Interpolator>
extends YieldTermStructure

This interface represent a family of piecewise curves.

See Also:

PiecewiseYieldCurve, PiecewiseDefaultCurve, PiecewiseYoYInflationCurve, PiecewiseZeroInflationCurve

Method Summary

Modifier and Type	Method and Description
double	accuracy()
double[]	data()
Date[]	dates()
RateHelper[]	instruments()
Interpolation	interpolation()
Interpolation.Interpolator	interpolator()
Date[]	jumpDates()
double[]	jumpTimes()
Date	maxDate()
java.util.List<Pair<Date,java.lang.Double>>	nodes()
void	setData(double[] data)
void	setDates(Date[] dates)
void	setInterpolation(Interpolation interpolation)
void	setTimes(double[] times)
double[]	times()
Traits	traits()

Methods inherited from interface org.jquantlib.termstructures.YieldTermStructure

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

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.Observer

update

Methods inherited from interface org.jquantlib.util.Observable

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

Method Detail

maxDate

Date maxDate()

Specified by:

maxDate in interface TermStructure

Returns:

the latest date for which the curve can return values

instruments

RateHelper[] instruments()

dates

Date[] dates()

times

double[] times()

accuracy

double accuracy()

jumpDates

Date[] jumpDates()

jumpTimes

double[] jumpTimes()

nodes

java.util.List<Pair<Date,java.lang.Double>> nodes()

data

double[] data()

traits

Traits traits()

interpolator

Interpolation.Interpolator interpolator()

interpolation

Interpolation interpolation()

setInterpolation

void setInterpolation(Interpolation interpolation)

setDates

void setDates(Date[] dates)

setTimes

void setTimes(double[] times)

setData

void setData(double[] data)