Package com.walkfares.odsl.var.curve

Class BasicCurveFunctions

java.lang.Object

com.walkfares.odsl.var.curve.BasicCurveFunctions

public class BasicCurveFunctions
extends Object

Constructor Summary

Constructors

Constructor	Description
BasicCurveFunctions()

Method Summary

Modifier and Type	Method	Description
static void	addTenorOffset(VarContract contract, String timezone)
static VarContracts	asDays(VarContract contract)
static VarContracts	asHours(VarContract contract, String timezone)
static VarContracts	asMonths(VarContract contract)
static VarCurve	asStrips(VarCurve input)
static VarCurve	bootstrapCurve(VarCurve input)
static VarCurve	bootstrapCurve(VarCurve input, String type)
static String	getOffsetText(ZonedDateTime zdt)
static String	getTenorOffset(AbsolutePeriodCode pc, String timezone)
static VarCurve	normalise(VarCurve input)
static VarCurve	shape(VarCurve curve)

Methods inherited from class java.lang.Object

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

Constructor Details

BasicCurveFunctions

public BasicCurveFunctions()

Method Details

asStrips

public static VarCurve asStrips(VarCurve input)

bootstrapCurve

public static VarCurve bootstrapCurve(VarCurve input)

bootstrapCurve

public static VarCurve bootstrapCurve(VarCurve input, String type)

asMonths

public static VarContracts asMonths(VarContract contract)

asDays

public static VarContracts asDays(VarContract contract)

asHours

public static VarContracts asHours(VarContract contract, String timezone)

addTenorOffset

public static void addTenorOffset(VarContract contract, String timezone)

getTenorOffset

public static String getTenorOffset(AbsolutePeriodCode pc, String timezone)

getOffsetText

public static String getOffsetText(ZonedDateTime zdt)

shape

public static VarCurve shape(VarCurve curve)

normalise

public static VarCurve normalise(VarCurve input)