/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model.curve.forward; /** * */ public class ForwardCurveValuePropertyNames { /** Property name for the forward curve interpolator */ public static final String PROPERTY_FORWARD_CURVE_INTERPOLATOR = "ForwardCurveInterpolator"; /** Property name for the forward curve left extrapolator */ public static final String PROPERTY_FORWARD_CURVE_LEFT_EXTRAPOLATOR = "ForwardCurveLeftExtrapolator"; /** Property name for the forward curve right extrapolator */ public static final String PROPERTY_FORWARD_CURVE_RIGHT_EXTRAPOLATOR = "ForwardCurveRightExtrapolator"; /** Property name for the forward curve calculation method */ public static final String PROPERTY_FORWARD_CURVE_CALCULATION_METHOD = "ForwardCurveCalculationMethod"; /** Name indicating that the forward curve was constructed from yield curves and a spot rate */ public static final String PROPERTY_YIELD_CURVE_IMPLIED_METHOD = "YieldCurveImplied"; /** Name indicating that the forward curve was constructed from market quotes */ public static final String PROPERTY_MARKET_QUOTES_METHOD = "MarketQuotes"; /** Name indicating that the forward curve was constructed from a future curve*/ public static final String PROPERTY_FUTURE_PRICE_METHOD = "FuturePriceMethod"; /** Property name for the forward curve name */ public static final String PROPERTY_FORWARD_CURVE_NAME = "ForwardCurveName"; }