org.drip.analytics.input

Interface CurveConstructionInputSet

All Known Implementing Classes:

BootCurveConstructionInput, LatentStateShapePreservingCCIS

public interface CurveConstructionInputSet

CurveConstructionInputSet interface contains the Parameters needed for the Curve Calibration/Estimation. It's methods expose access to the following: - Calibration Valuation Parameters - Calibration Quoting Parameters - Array of Calibration Instruments - Map of Calibration Quotes - Map of Calibration Measures - Double Map of the Date/Index Fixings

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
CalibratableComponent[]	components() Retrieve the Array of the Calibration Components
LatentStateFixingsContainer	fixing() Retrieve the Latent State Fixings Container
CurveSurfaceQuoteContainer	marketParameters() Retrieve the Market Parameters
CaseInsensitiveTreeMap<java.lang.String[]>	measures() Retrieve the Map containing the array of the Calibration Measures
CreditPricerParams	pricerParameter() Retrieve the Pricer Parameters
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>	quoteMap() Retrieve the Calibration Quote Map
ValuationCustomizationParams	quotingParameter() Retrieve the Quoting Parameter
ValuationParams	valuationParameter() Retrieve the Valuation Parameter

Method Detail

valuationParameter

ValuationParams valuationParameter()

Retrieve the Valuation Parameter

Returns:

The Valuation Parameter

marketParameters

CurveSurfaceQuoteContainer marketParameters()

Retrieve the Market Parameters

Returns:

The Market Parameters

pricerParameter

CreditPricerParams pricerParameter()

Retrieve the Pricer Parameters

Returns:

The Pricer Parameters

quotingParameter

ValuationCustomizationParams quotingParameter()

Retrieve the Quoting Parameter

Returns:

The Quoting Parameter

components

CalibratableComponent[] components()

Retrieve the Array of the Calibration Components

Returns:

The Array of the Calibration Components

quoteMap

CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> quoteMap()

Retrieve the Calibration Quote Map

Returns:

The Calibration Quote Map

measures

CaseInsensitiveTreeMap<java.lang.String[]> measures()

Retrieve the Map containing the array of the Calibration Measures

Returns:

The Map containing the array of the Calibration Measures

fixing

LatentStateFixingsContainer fixing()

Retrieve the Latent State Fixings Container

Returns:

The Latent State Fixings Container