Interface IsdaCreditCurveNode

    • Method Detail

      • getLabel

        java.lang.String getLabel()
        Gets the label to use for the node.
        Returns:
        the label, not empty
      • getObservableId

        ObservableId getObservableId()
        Get the observable ID.

        The observable ID is the identifier of the market data value.

        Returns:
        the observable ID
      • date

        java.time.LocalDate date​(java.time.LocalDate tradeDate,
                                 ReferenceData refData)
        Calculates the date associated with the node.

        Each curve node has an associated date which defines the x-value in the curve. This is typically the adjusted end date of the instrument.

        Parameters:
        tradeDate - the trade date
        refData - the reference data
        Returns:
        the node date
      • metadata

        default DatedParameterMetadata metadata​(java.time.LocalDate nodeDate)
        Returns metadata for the node from the node date.

        The node date must be computed by date(LocalDate, ReferenceData).

        Parameters:
        nodeDate - the node date used when calibrating the curve
        Returns:
        metadata for the node