org.jquantlib.termstructures.yieldcurves

Class ZeroYield

java.lang.Object

org.jquantlib.termstructures.yieldcurves.ZeroYield

All Implemented Interfaces:

Traits

public class ZeroYield
extends java.lang.Object
implements Traits

Zero-curve traits

Nested Class Summary

Nested classes/interfaces inherited from interface org.jquantlib.termstructures.yieldcurves.Traits

Traits.Curve

Constructor Summary

Constructors

Constructor and Description
ZeroYield()

Method Summary

Modifier and Type	Method and Description
boolean	dummyInitialValue()
double	guess(YieldTermStructure c, 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

Methods inherited from class java.lang.Object

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

Constructor Detail

ZeroYield

public ZeroYield()

Method Detail

initialValue

public double initialValue(YieldTermStructure curve)

Description copied from interface: Traits

value at reference

Specified by:

initialValue in interface Traits

initialGuess

public double initialGuess()

Description copied from interface: Traits

initial guess

Specified by:

initialGuess in interface Traits

guess

public double guess(YieldTermStructure c,
                    Date d)

Description copied from interface: Traits

further guesses

Specified by:

guess in interface Traits

minValueAfter

public double minValueAfter(int i,
                            double[] data)

Description copied from interface: Traits

possible constraints based on previous values

Specified by:

minValueAfter in interface Traits

maxValueAfter

public double maxValueAfter(int i,
                            double[] data)

Description copied from interface: Traits

possible constraints based on maximum values

Specified by:

maxValueAfter in interface Traits

updateGuess

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

Description copied from interface: Traits

update with new guess

Specified by:

updateGuess in interface Traits

dummyInitialValue

public boolean dummyInitialValue()

Specified by:

dummyInitialValue in interface Traits

initialDate

public Date initialDate(YieldTermStructure curve)

Specified by:

initialDate in interface Traits

maxIterations

public int maxIterations()

Specified by:

maxIterations in interface Traits