/*
Copyright (C) 2009 John Martin

This source code is release under the BSD License.

This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/

JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license.  You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.

This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE.  See the license for more details.

JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
 */

package org.jquantlib.termstructures;

import org.jquantlib.termstructures.yieldcurves.PiecewiseYieldCurve;


public interface Bootstrap {

    public void calculate();

    public void setup(Curve curve);
    //XXX
    //    public void setup(
    //            final YieldTermStructure termStructure,
    //            final Bootstrapable bootstrapable,
    //            final RateHelper[] instruments,
    //            final BootstrapTraits traits);
}