/** * 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.interestrate; /** * */ public class MultiYieldCurvePropertiesAndDefaults { /** Root finder absolute tolerance property name */ public static final String PROPERTY_ROOT_FINDER_ABSOLUTE_TOLERANCE = "RootFinderAbsoluteTolerance"; /** Relative tolerance property name */ public static final String PROPERTY_ROOT_FINDER_RELATIVE_TOLERANCE = "RootFinderRelativeTolerance"; /** Absolute tolerance property name */ public static final String PROPERTY_ROOT_FINDER_MAX_ITERATIONS = "RootFinderMaximumIterations"; /** Matrix decomposition property name */ public static final String PROPERTY_DECOMPOSITION = "MatrixDecomposition"; /** Property name denoting whether or not to use finite difference for sensitivity calculations */ public static final String PROPERTY_USE_FINITE_DIFFERENCE = "UseFiniteDifferenceSensitivities"; /** Label setting this function to use the par rate of the instruments in root-finding */ public static final String PAR_RATE_STRING = "ParRate"; /** Label setting this function to use the present value of the instruments in root-finding */ public static final String PRESENT_VALUE_STRING = "PresentValue"; }