Package com.walkfares.function

Class CurveFunctions

java.lang.Object

com.walkfares.function.AbstractFunctionHolder

com.walkfares.function.CurveFunctions

All Implemented Interfaces:

FunctionHolder

public class CurveFunctions
extends AbstractFunctionHolder
implements FunctionHolder

Constructor Summary

Constructors

Constructor	Description
CurveFunctions()

Method Summary

Modifier and Type	Method	Description
VarContracts	asDays(VarContract contract)
VarContracts	asHours(VarContract contract)
VarContracts	asHours(VarContract contract, String timezone)
VarContracts	asMonths(VarContract contract)
VarCurve	asStrips(OpenDSLContext context, VarCurve input)
VarCurve	bootstrapCurve(OpenDSLContext context, VarCurve input)
String	getCategory()
List<Function>	getFunctions()
VarCurve	normaliseCurve(VarCurve input)
VarCurve	shape(VarCurve curve)

Methods inherited from class com.walkfares.function.AbstractFunctionHolder

setContext

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.walkfares.odsl.function.FunctionHolder

setContext

Constructor Details

CurveFunctions

public CurveFunctions()

Method Details

getCategory

public String getCategory()

Specified by:

getCategory in interface FunctionHolder

getFunctions

public List<Function> getFunctions()

Specified by:

getFunctions in interface FunctionHolder

asStrips

public VarCurve asStrips(OpenDSLContext context, VarCurve input)

bootstrapCurve

public VarCurve bootstrapCurve(OpenDSLContext context, VarCurve input)

asMonths

public VarContracts asMonths(VarContract contract)

asDays

public VarContracts asDays(VarContract contract)

asHours

public VarContracts asHours(VarContract contract)

asHours

public VarContracts asHours(VarContract contract, String timezone)

shape

public VarCurve shape(VarCurve curve)

normaliseCurve

public VarCurve normaliseCurve(VarCurve input)