Uses of Class
com.walkfares.odsl.var.curve.VarCurve
| Package | Description |
|---|---|
| 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 VarCurveCurveFunctions. asStrips(OpenDSLContext context, VarCurve input)VarCurveCurveFunctions. bootstrapCurve(OpenDSLContext context, VarCurve input)VarCurveCurveFunctions. normaliseCurve(VarCurve input)VarCurveCurveFunctions. shape(VarCurve curve)Methods in com.walkfares.function with parameters of type VarCurve Modifier and Type Method Description VarCurveCurveFunctions. asStrips(OpenDSLContext context, VarCurve input)VarCurveCurveFunctions. bootstrapCurve(OpenDSLContext context, VarCurve input)VarCurveCurveFunctions. normaliseCurve(VarCurve input)VarCurveCurveFunctions. shape(VarCurve curve) -
Uses of VarCurve in com.walkfares.function.interpolation
Methods in com.walkfares.function.interpolation that return VarCurve Modifier and Type Method Description VarCurveCurveInterpolation. extendCurve(OpenDSLContext context, VarCurve input, VarScalar years)VarCurveCurveInterpolation. forwardFillCurve(OpenDSLContext context, VarCurve input)Methods in com.walkfares.function.interpolation with parameters of type VarCurve Modifier and Type Method Description VarCurveCurveInterpolation. extendCurve(OpenDSLContext context, VarCurve input, VarScalar years)VarCurveCurveInterpolation. forwardFillCurve(OpenDSLContext context, VarCurve input) -
Uses of VarCurve in com.walkfares.odsl.curve
Methods in com.walkfares.odsl.curve that return VarCurve Modifier and Type Method Description VarCurveCurveExpression. createCurve(String id, VarEventCurve events, OpenDSLContext context)VarCurveCurveExpression. createCurve(String id, VarSmartCurve formula, OpenDSLContext context, UTCDate ondate, SmartCurveBuilder.SmartCurveBuildMethod method) -
Uses of VarCurve in com.walkfares.odsl.var.adaptor
Methods in com.walkfares.odsl.var.adaptor that return VarCurve Modifier and Type Method Description VarCurveVarCurveAdaptor. 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.JsonElementVarCurveAdaptor. serialize(VarCurve src, Type typeOfSrc, com.google.gson.JsonSerializationContext context) -
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 VarMatrixVarConversion. CurveToMatrix(OpenDSLContext context, VarCurve curve, Calendar rc, boolean addAverage)static VarTimeSeriesVarConversion. CurveToTimeseries(OpenDSLContext context, VarCurve curve) -
Uses of VarCurve in com.walkfares.odsl.var.curve
Subclasses of VarCurve in com.walkfares.odsl.var.curve Modifier and Type Class Description classVarEventCurveMethods in com.walkfares.odsl.var.curve that return VarCurve Modifier and Type Method Description VarCurveVarCurve. add(VarContract contract)VarCurveVarCurve. add(VarContracts contracts)VarCurveVarCurve. add(String tenor, double value)VarCurveVarCurve. add(String tenor, String value)VarCurveVarCurve. addNew(VarContract contract)VarCurveVarCurve. addNew(VarContracts contracts)VarCurveVarCurve. applyPrecision(Precision precision)static VarCurveBasicCurveFunctions. asStrips(VarCurve input)static VarCurveBasicCurveFunctions. bootstrapCurve(VarCurve input)static VarCurveBasicCurveFunctions. bootstrapCurve(VarCurve input, String type)VarCurveVarEventCurve. build(OpenDSLContext context)VarCurveVarSmartCurve. build(OpenDSLContext context, VarDate ondate)VarCurveVarCurve. convert(OpenDSLContext context, String currency, String units)VarCurveEventCurveBuilder. createCurve(String id, VarEventCurve events, OpenDSLContext context)VarCurveSmartCurveBuilder. createCurve(String id, VarSmartCurve formula, OpenDSLContext context, UTCDate ondate, SmartCurveBuilder.SmartCurveBuildMethod method)static VarCurveBasicCurveFunctions. normalise(VarCurve input)VarCurveVarCurve. setCurrency(String currency)VarCurveVarCurve. setDataid(String dataid)VarCurveVarCurve. setDescription(String description)VarCurveVarCurve. setMerge(boolean merge)VarCurveVarCurve. setName(String name)VarCurveVarCurve. setObjid(String objid)VarCurveVarCurve. setObjtype(String objtype)VarCurveVarCurve. setPrecision(Precision precision)VarCurveVarCurve. setProperties(DynamicProperties properties)VarCurveVarCurve. setSubstituted(boolean substituted)VarCurveVarCurve. setTimezone(String timezone)VarCurveVarCurve. setUnits(String units)static VarCurveBasicCurveFunctions. shape(VarCurve curve)VarCurveVarCurve. withStatus(Status s)Methods in com.walkfares.odsl.var.curve with parameters of type VarCurve Modifier and Type Method Description static VarCurveBasicCurveFunctions. asStrips(VarCurve input)static VarCurveBasicCurveFunctions. bootstrapCurve(VarCurve input)static VarCurveBasicCurveFunctions. bootstrapCurve(VarCurve input, String type)static VarCurveBasicCurveFunctions. normalise(VarCurve input)static VarCurveBasicCurveFunctions. shape(VarCurve curve)