org.jquantlib.termstructures.yieldcurves

Interface Traits

All Known Implementing Classes:

Discount, ForwardRate, ZeroYield

public interface Traits

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static interface	Traits.Curve

Method Summary

Modifier and Type	Method and Description
boolean	dummyInitialValue()
double	guess(YieldTermStructure curve, Date d) further guesses
Date	initialDate(YieldTermStructure curve)
double	initialGuess() initial guess
double	initialValue(YieldTermStructure curve) value at reference
int	maxIterations()
double	maxValueAfter(int i, double[] data) possible constraints based on maximum values
double	minValueAfter(int i, double[] data) possible constraints based on previous values
void	updateGuess(double[] data, double value, int i) update with new guess

Method Detail

initialValue

double initialValue(YieldTermStructure curve)

value at reference

initialGuess

double initialGuess()

initial guess

guess

double guess(YieldTermStructure curve,
             Date d)

further guesses

minValueAfter

double minValueAfter(int i,
                     double[] data)

possible constraints based on previous values

maxValueAfter

double maxValueAfter(int i,
                     double[] data)

possible constraints based on maximum values

updateGuess

void updateGuess(double[] data,
                 double value,
                 int i)

update with new guess

dummyInitialValue

boolean dummyInitialValue()

initialDate

Date initialDate(YieldTermStructure curve)

maxIterations

int maxIterations()