com.quantarray.skylark.measure.market

DiscreteForwardCurve

Related Docs: object DiscreteForwardCurve | package market

case class DiscreteForwardCurve[M <: Measure](measure: M, points: Seq[(DateTime, Double)]) extends TermPriceCurve[M] with PartialFunction[DateTime, Double] with Product with Serializable

Discrete forward curve.

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

  1. new DiscreteForwardCurve(measure: M, points: Seq[(DateTime, Double)])

Type Members

  1. type S = PriceSignal[M]

    Definition Classes
    PriceManifold → MarketManifold

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[C](k: (Double) ⇒ C): PartialFunction[DateTime, C]

    Definition Classes
    PartialFunction → Function1

  5. def apply(key: DateTime): Double

    Definition Classes
    DiscreteForwardCurve → Function1

  6. def applyOrElse[A1 <: DateTime, B1 >: Double](x: A1, default: (A1) ⇒ B1): B1

    Definition Classes
    PartialFunction

  7. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  8. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  9. def compose[A](g: (A) ⇒ DateTime): (A) ⇒ Double

    Definition Classes
    Function1
    Annotations
    @unspecialized()

  10. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  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. def isDefinedAt(key: DateTime): Boolean

    Definition Classes
    DiscreteForwardCurve → PartialFunction

  15. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  16. def lift: (DateTime) ⇒ Option[Double]

    Definition Classes
    PartialFunction

  17. val measure: M

    Definition Classes
    DiscreteForwardCurve → MarketManifold

  18. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  19. final def notify(): Unit

    Definition Classes
    AnyRef

  20. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  21. def orElse[A1 <: DateTime, B1 >: Double](that: PartialFunction[A1, B1]): PartialFunction[A1, B1]

    Definition Classes
    PartialFunction

  22. val points: Seq[(DateTime, Double)]

  23. def runWith[U](action: (Double) ⇒ U): (DateTime) ⇒ Boolean

    Definition Classes
    PartialFunction

  24. val signal: PriceSignal[M]

    Definition Classes
    PriceManifold → MarketManifold

  25. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef

  26. def toString(): String

    Definition Classes
    Function1 → AnyRef → Any

  27. def value(key: DateTime): Option[Double]

    Gets value portion of quantity at key.

    Gets value portion of quantity at key.

    Definition Classes
    DiscreteForwardCurve → MarketManifold

  28. lazy val values: Map[DateTime, Double]

  29. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  30. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  31. 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 PartialFunction[DateTime, Double]

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

Ungrouped