com.quantarray.skylark.measure.market

ContinuousForwardCurve

Related Doc: package market

case class ContinuousForwardCurve[M <: Measure](measure: M, f: (DateTime) ⇒ Double) extends TermPriceCurve[M] with (DateTime) ⇒ Double with Product with Serializable

Continuous forward curve.

Linear Supertypes
Serializable, Serializable, Product, Equals, (DateTime) ⇒ Double, TermPriceCurve[M], ForwardCurve[M, DateTime], PriceManifold[M, DateTime], MarketManifold[M, DateTime], AnyRef, Any
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Inherited
  1. ContinuousForwardCurve
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. Function1
  7. TermPriceCurve
  8. ForwardCurve
  9. PriceManifold
  10. MarketManifold
  11. AnyRef
  12. Any
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  1. Public
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Instance Constructors

  1. new ContinuousForwardCurve(measure: M, f: (DateTime) ⇒ Double)

Type Members

  1. type S = PriceSignal[M]

    Definition Classes
    PriceManifoldMarketManifold

Value Members

  1. final def !=(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  4. def andThen[A](g: (Double) ⇒ A): (DateTime) ⇒ A

    Definition Classes
    Function1
    Annotations
    @unspecialized()
  5. def apply(key: DateTime): Double

    Definition Classes
    ContinuousForwardCurve → Function1
  6. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  7. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  8. def compose[A](g: (A) ⇒ DateTime): (A) ⇒ Double

    Definition Classes
    Function1
    Annotations
    @unspecialized()
  9. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  10. val f: (DateTime) ⇒ Double

  11. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  12. def get(key: DateTime): Option[Quantity[M]]

    Gets quantity at key.

    Gets quantity at key.

    Definition Classes
    MarketManifold
  13. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  14. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  15. val measure: M

    Definition Classes
    ContinuousForwardCurveMarketManifold
  16. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  17. final def notify(): Unit

    Definition Classes
    AnyRef
  18. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  19. val signal: PriceSignal[M]

    Definition Classes
    PriceManifoldMarketManifold
  20. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  21. def toString(): String

    Definition Classes
    Function1 → AnyRef → Any
  22. def value(key: DateTime): Option[Double]

    Gets value portion of quantity at key.

    Gets value portion of quantity at key.

    Definition Classes
    ContinuousForwardCurveMarketManifold
  23. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  24. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  25. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from (DateTime) ⇒ Double

Inherited from TermPriceCurve[M]

Inherited from ForwardCurve[M, DateTime]

Inherited from PriceManifold[M, DateTime]

Inherited from MarketManifold[M, DateTime]

Inherited from AnyRef

Inherited from Any

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