Uses of Class
com.walkfares.odsl.var.curve.VarCurve
Package | Description |
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com.walkfares.function | |
com.walkfares.function.interpolation | |
com.walkfares.odsl.curve | |
com.walkfares.odsl.var.adaptor | |
com.walkfares.odsl.var.basic | |
com.walkfares.odsl.var.curve |
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Uses of VarCurve in com.walkfares.function
Methods in com.walkfares.function that return VarCurve Modifier and Type Method Description VarCurve
CurveFunctions. asStrips(OpenDSLContext context, VarCurve input)
VarCurve
CurveFunctions. bootstrapCurve(OpenDSLContext context, VarCurve input)
VarCurve
CurveFunctions. normaliseCurve(VarCurve input)
VarCurve
CurveFunctions. shape(VarCurve curve)
Methods in com.walkfares.function with parameters of type VarCurve Modifier and Type Method Description VarCurve
CurveFunctions. asStrips(OpenDSLContext context, VarCurve input)
VarCurve
CurveFunctions. bootstrapCurve(OpenDSLContext context, VarCurve input)
VarCurve
CurveFunctions. normaliseCurve(VarCurve input)
VarCurve
CurveFunctions. shape(VarCurve curve)
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Uses of VarCurve in com.walkfares.function.interpolation
Methods in com.walkfares.function.interpolation that return VarCurve Modifier and Type Method Description VarCurve
CurveInterpolation. extendCurve(OpenDSLContext context, VarCurve input, VarScalar years)
VarCurve
CurveInterpolation. forwardFillCurve(OpenDSLContext context, VarCurve input)
Methods in com.walkfares.function.interpolation with parameters of type VarCurve Modifier and Type Method Description VarCurve
CurveInterpolation. extendCurve(OpenDSLContext context, VarCurve input, VarScalar years)
VarCurve
CurveInterpolation. forwardFillCurve(OpenDSLContext context, VarCurve input)
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Uses of VarCurve in com.walkfares.odsl.curve
Methods in com.walkfares.odsl.curve that return VarCurve Modifier and Type Method Description VarCurve
CurveExpression. createCurve(String id, VarEventCurve events, OpenDSLContext context)
VarCurve
CurveExpression. createCurve(String id, VarSmartCurve formula, OpenDSLContext context, UTCDate ondate, SmartCurveBuilder.SmartCurveBuildMethod method)
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Uses of VarCurve in com.walkfares.odsl.var.adaptor
Methods in com.walkfares.odsl.var.adaptor that return VarCurve Modifier and Type Method Description VarCurve
VarCurveAdaptor. deserialize(com.google.gson.JsonElement json, Type typeOfT, com.google.gson.JsonDeserializationContext context)
Methods in com.walkfares.odsl.var.adaptor with parameters of type VarCurve Modifier and Type Method Description com.google.gson.JsonElement
VarCurveAdaptor. serialize(VarCurve src, Type typeOfSrc, com.google.gson.JsonSerializationContext context)
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Uses of VarCurve in com.walkfares.odsl.var.basic
Methods in com.walkfares.odsl.var.basic with parameters of type VarCurve Modifier and Type Method Description static VarMatrix
VarConversion. CurveToMatrix(OpenDSLContext context, VarCurve curve, Calendar rc, boolean addAverage)
static VarTimeSeries
VarConversion. CurveToTimeseries(OpenDSLContext context, VarCurve curve)
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Uses of VarCurve in com.walkfares.odsl.var.curve
Subclasses of VarCurve in com.walkfares.odsl.var.curve Modifier and Type Class Description class
VarEventCurve
Methods in com.walkfares.odsl.var.curve that return VarCurve Modifier and Type Method Description VarCurve
VarCurve. add(VarContract contract)
VarCurve
VarCurve. add(VarContracts contracts)
VarCurve
VarCurve. add(String tenor, double value)
VarCurve
VarCurve. add(String tenor, String value)
VarCurve
VarCurve. addNew(VarContract contract)
VarCurve
VarCurve. addNew(VarContracts contracts)
VarCurve
VarCurve. applyPrecision(Precision precision)
static VarCurve
BasicCurveFunctions. asStrips(VarCurve input)
static VarCurve
BasicCurveFunctions. bootstrapCurve(VarCurve input)
static VarCurve
BasicCurveFunctions. bootstrapCurve(VarCurve input, String type)
VarCurve
VarEventCurve. build(OpenDSLContext context)
VarCurve
VarSmartCurve. build(OpenDSLContext context, VarDate ondate)
VarCurve
VarCurve. convert(OpenDSLContext context, String currency, String units)
VarCurve
EventCurveBuilder. createCurve(String id, VarEventCurve events, OpenDSLContext context)
VarCurve
SmartCurveBuilder. createCurve(String id, VarSmartCurve formula, OpenDSLContext context, UTCDate ondate, SmartCurveBuilder.SmartCurveBuildMethod method)
static VarCurve
BasicCurveFunctions. normalise(VarCurve input)
VarCurve
VarCurve. setCurrency(String currency)
VarCurve
VarCurve. setDataid(String dataid)
VarCurve
VarCurve. setDescription(String description)
VarCurve
VarCurve. setMerge(boolean merge)
VarCurve
VarCurve. setName(String name)
VarCurve
VarCurve. setObjid(String objid)
VarCurve
VarCurve. setObjtype(String objtype)
VarCurve
VarCurve. setPrecision(Precision precision)
VarCurve
VarCurve. setProperties(DynamicProperties properties)
VarCurve
VarCurve. setSubstituted(boolean substituted)
VarCurve
VarCurve. setTimezone(String timezone)
VarCurve
VarCurve. setUnits(String units)
static VarCurve
BasicCurveFunctions. shape(VarCurve curve)
VarCurve
VarCurve. withStatus(Status s)
Methods in com.walkfares.odsl.var.curve with parameters of type VarCurve Modifier and Type Method Description static VarCurve
BasicCurveFunctions. asStrips(VarCurve input)
static VarCurve
BasicCurveFunctions. bootstrapCurve(VarCurve input)
static VarCurve
BasicCurveFunctions. bootstrapCurve(VarCurve input, String type)
static VarCurve
BasicCurveFunctions. normalise(VarCurve input)
static VarCurve
BasicCurveFunctions. shape(VarCurve curve)