Package com.walkfares.odsl.var.curve

Interface EventCurveBuilder

All Known Implementing Classes:

CurveExpression

public interface EventCurveBuilder

Method Summary

Modifier and Type	Method	Description
VarCurve	createCurve(String id, VarEventCurve events, OpenDSLContext context)
VarTimeSeries	createTenorTimeSeries(VarEventCurve events, OpenDSLContext context, String tenor, String range, boolean includeData)
VarCurveDates	getCurveDates(VarEventCurve events, OpenDSLContext context, String range)

Method Details

createCurve

VarCurve createCurve(String id, VarEventCurve events, OpenDSLContext context)

getCurveDates

VarCurveDates getCurveDates(VarEventCurve events, OpenDSLContext context, String range)

createTenorTimeSeries

VarTimeSeries createTenorTimeSeries(VarEventCurve events, OpenDSLContext context, String tenor, String range, boolean includeData)