/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.curve;
/**
*
*/
public class CurveCalculationPropertyNamesAndValues {
/**
* Property name indicating the type of the curves (e.g. discounting or forward).
*/
public static final String PROPERTY_CURVE_TYPE = "CurveType";
/**
* Property value indicating that the curve calculation method was root-finding.
*/
public static final String ROOT_FINDING = "RootFinding";
/**
* Property value indicating that any yield curves are discounting curves and that forward rates
* are computed as ratios of discount factors.
*/
public static final String DISCOUNTING = "Discounting";
/**
* Property value indicating that the forward rates are calculated directly.
*/
public static final String FORWARD = "Forward";
/**
* Property value indicating that any yield curves are discounting curves and that forward
* rates are computed as ratios of discount factors, with a convexity adjustment applied
* using the Hull-White one factor method.
*/
public static final String HULL_WHITE_DISCOUNTING = "Hull-White Discounting";
/**
* The property indicating the name of a set of Hull-White parameters
*/
public static final String PROPERTY_HULL_WHITE_PARAMETERS = "HullWhiteOneFactorParameters";
/**
* The property indicating the currency for which the Hull-White parameters apply.
*/
public static final String PROPERTY_HULL_WHITE_CURRENCY = "HullWhiteCurrency";
/**
* The property indicating the name of a set of G2++ parameters
*/
public static final String PROPERTY_G2PP_PARAMETERS = "G2ppParameters";
/**
* The mean reversion property
*/
public static final String PROPERTY_HW_MEAN_REVERSION = "HullWhiteOneFactorMeanReversion";
/**
* The volatilities property
*/
public static final String PROPERTY_HW_VOLATILITIES = "HullWhiteOneFactorVolatilities";
/**
* The volatility times property
*/
public static final String PROPERTY_HW_TIMES = "HullWhiteOneFactorTimes";
}