/*
Copyright (C) 2008 Richard Gomes
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.
*/
/*
Copyright (C) 2004, 2005, 2006 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib 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.
*/
package org.jquantlib.termstructures;
import org.jquantlib.daycounters.DayCounter;
import org.jquantlib.math.interpolations.Extrapolator;
import org.jquantlib.time.Calendar;
import org.jquantlib.time.Date;
import org.jquantlib.util.Observable;
import org.jquantlib.util.Observer;
/**
* Interface for term structures
*
* @author Richard Gomes
*/
public abstract interface TermStructure extends Extrapolator, Observer, Observable {
/**
* @return the latest date for which the curve can return values
*/
public abstract Date maxDate() /* @ReadOnly */;
/**
* Return the calendar used for reference date calculation
*
* @category Dates and Time
* @return the calendar used for reference date calculation
*/
public abstract Calendar calendar() /* @ReadOnly */;
/**
* Returns the settlementDays used for reference date calculation
*
* @category Dates and Time
* @return the settlementDays used for reference date calculation
*/
public /*@Natural*/ int settlementDays() /* @ReadOnly */;
/**
* This method performs a date to double conversion which represents
* the fraction of the year between the reference date and the date passed as parameter.
*
* @category Dates and Time
* @param date
* @return the fraction of the year as a double
*/
public abstract /*@Time*/ double timeFromReference(final Date date) /* @ReadOnly */;
/**
* Return the day counter used for date/double conversion
*
* @category Dates and Time
* @return the day counter used for date/double conversion
*/
public abstract DayCounter dayCounter() /* @ReadOnly */;
/**
* Returns the latest double for which the curve can return values
*
* @category Dates and Time
* @return the latest double for which the curve can return values
*/
public abstract /*@Time*/ double maxTime() /* @ReadOnly */;
/**
* Returns the Date at which discount = 1.0 and/or variance = 0.0
*
* @note Term structures initialized by means of this
* constructor must manage their own reference date
* by overriding the getReferenceDate() method.
*
* @category Dates and Time
* @returns the Date at which discount = 1.0 and/or variance = 0.0
*/
public abstract Date referenceDate() /* @ReadOnly */;
}
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