RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addCurve(CurveDefinition curveDefinition,
Currency currency,
RateIndex index,
RateIndex... otherIndices) |
Adds the definition of a curve to the curve group definition which is used to provide
discount rates and forward rates.
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RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addCurve(CurveName curveName,
Currency currency,
RateIndex index,
RateIndex... otherIndices) |
Adds a curve to the curve group definition which is used to provide discount rates and forward rates.
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RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addDiscountCurve(CurveDefinition curveDefinition,
Currency currency,
Currency... otherCurrencies) |
Adds the definition of a discount curve to the curve group definition.
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RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addDiscountCurve(CurveName curveName,
Currency currency,
Currency... otherCurrencies) |
Adds the definition of a discount curve to the curve group definition.
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RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addForwardCurve(CurveDefinition curveDefinition,
Index index,
Index... otherIndices) |
Adds the definition of a forward curve to the curve group definition.
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RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addForwardCurve(CurveName curveName,
Index index,
Index... otherIndices) |
Adds the definition of a forward curve to the curve group definition.
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RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addSeasonality(CurveName curveName,
SeasonalityDefinition seasonalityDefinition) |
Adds a seasonality to the curve group definition.
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static RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinition.builder() |
Returns a mutable builder for building the definition for a curve group.
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RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.computeJacobian(boolean computeJacobian) |
Sets the 'compute Jacobian' flag of the curve group definition.
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RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.computePvSensitivityToMarketQuote(boolean computePvSensitivityToMarketQuote) |
Sets the 'compute PV sensitivity to market quote' flag of the curve group definition.
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RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.name(CurveGroupName name) |
Sets the name of the curve group definition.
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RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinition.toBuilder() |
Converts to builder.
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