Package | Description |
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org.drip.param.creator | |
org.drip.param.definition | |
org.drip.param.market | |
org.drip.param.quote |
Modifier and Type | Method and Description |
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static ProductQuote |
QuoteBuilder.CreateProductQuote()
Constructor: Constructs an Empty Product Quote instance.
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Modifier and Type | Method and Description |
---|---|
static CurveSurfaceQuoteContainer |
MarketParamsBuilder.Create(MergedDiscountForwardCurve dcFunding,
ForwardCurve fc,
GovvieCurve gc,
CreditCurve cc,
java.lang.String strComponentCode,
ProductQuote compQuote,
CaseInsensitiveTreeMap<ProductQuote> mTSYQuotes,
LatentStateFixingsContainer lsfc)
Create a Market Parameters instance with the funding discount curve, the forward discount curve, the
govvie curve, the credit curve, the component quote, the map of treasury benchmark quotes, and the
Latent State Fixings Instance.
|
static CurveSurfaceQuoteContainer |
MarketParamsBuilder.Create(MergedDiscountForwardCurve dcFunding,
GovvieCurve gc,
CreditCurve cc,
java.lang.String strComponentCode,
ProductQuote compQuote,
CaseInsensitiveTreeMap<ProductQuote> mTSYQuotes,
LatentStateFixingsContainer lsfc)
Create a Market Parameters Instance with the Funding Curve, the Govvie Curve, the Credit Curve, the
component quote, the map of treasury benchmark quotes, and the Latent State Fixings Container
|
Modifier and Type | Method and Description |
---|---|
static CurveSurfaceQuoteContainer |
MarketParamsBuilder.Create(MergedDiscountForwardCurve dcFunding,
ForwardCurve fc,
GovvieCurve gc,
CreditCurve cc,
java.lang.String strComponentCode,
ProductQuote compQuote,
CaseInsensitiveTreeMap<ProductQuote> mTSYQuotes,
LatentStateFixingsContainer lsfc)
Create a Market Parameters instance with the funding discount curve, the forward discount curve, the
govvie curve, the credit curve, the component quote, the map of treasury benchmark quotes, and the
Latent State Fixings Instance.
|
static CurveSurfaceQuoteContainer |
MarketParamsBuilder.Create(MergedDiscountForwardCurve dcFunding,
GovvieCurve gc,
CreditCurve cc,
java.lang.String strComponentCode,
ProductQuote compQuote,
CaseInsensitiveTreeMap<ProductQuote> mTSYQuotes,
LatentStateFixingsContainer lsfc)
Create a Market Parameters Instance with the Funding Curve, the Govvie Curve, the Credit Curve, the
component quote, the map of treasury benchmark quotes, and the Latent State Fixings Container
|
Modifier and Type | Method and Description |
---|---|
abstract ProductQuote |
ScenarioMarketParams.componentQuote(java.lang.String strComponentID)
Retrieve the quote for the given component
|
abstract ProductQuote |
ScenarioMarketParams.tsyQuote(java.lang.String strBenchmark)
Get the named Treasury Quote Map corresponding to the desired benchmark
|
Modifier and Type | Method and Description |
---|---|
abstract CaseInsensitiveTreeMap<ProductQuote> |
ScenarioMarketParams.componentQuotes()
Retrieve the full map of component quotes
|
abstract CaseInsensitiveTreeMap<ProductQuote> |
ScenarioMarketParams.tsyQuotes()
Get the full set of named Treasury Quote Map
|
Modifier and Type | Method and Description |
---|---|
abstract boolean |
ScenarioMarketParams.addComponentQuote(java.lang.String strComponentID,
ProductQuote cqComponent)
Add the component quote
|
abstract boolean |
ScenarioMarketParams.addTSYQuote(java.lang.String strBenchmark,
ProductQuote pqTSY)
Add the named Treasury Quote
|
Modifier and Type | Method and Description |
---|---|
abstract boolean |
ScenarioMarketParams.addComponentQuote(CaseInsensitiveTreeMap<ProductQuote> mapComponentQuote)
Add the full map of component quotes
|
abstract boolean |
ScenarioMarketParams.setTSYQuotes(CaseInsensitiveTreeMap<ProductQuote> mapCQTSY)
Set the full set of named Treasury Quote Map
|
Modifier and Type | Method and Description |
---|---|
ProductQuote |
CurveSurfaceScenarioContainer.componentQuote(java.lang.String strComponentID) |
ProductQuote |
CurveSurfaceQuoteContainer.productQuote(java.lang.String strProductCode)
Retrieve the Product Quote
|
ProductQuote |
CurveSurfaceScenarioContainer.tsyQuote(java.lang.String strBenchmark) |
Modifier and Type | Method and Description |
---|---|
CaseInsensitiveTreeMap<ProductQuote> |
CurveSurfaceScenarioContainer.componentQuotes() |
CaseInsensitiveTreeMap<ProductQuote> |
CurveSurfaceQuoteContainer.quoteMap()
Retrieve the Full Set of Quotes
|
CaseInsensitiveTreeMap<ProductQuote> |
CurveSurfaceScenarioContainer.tsyQuotes() |
Modifier and Type | Method and Description |
---|---|
boolean |
CurveSurfaceScenarioContainer.addComponentQuote(java.lang.String strComponentID,
ProductQuote cqComponent) |
boolean |
CurveSurfaceScenarioContainer.addTSYQuote(java.lang.String strBenchmark,
ProductQuote pqTSY) |
boolean |
CurveSurfaceQuoteContainer.setProductQuote(java.lang.String strProductCode,
ProductQuote pq)
(Re)-set the Product Quote
|
Modifier and Type | Method and Description |
---|---|
boolean |
CurveSurfaceScenarioContainer.addComponentQuote(CaseInsensitiveTreeMap<ProductQuote> mapComponentQuote) |
boolean |
CurveSurfaceQuoteContainer.setQuoteMap(CaseInsensitiveTreeMap<ProductQuote> mapQuote)
(Re)-set the Map of Quote
|
boolean |
CurveSurfaceScenarioContainer.setTSYQuotes(CaseInsensitiveTreeMap<ProductQuote> mapCQTSY) |
Modifier and Type | Class and Description |
---|---|
class |
ProductMultiMeasure
ProductMultiMeasureQuote holds the different types of quotes for a given component.
|
Modifier and Type | Method and Description |
---|---|
ProductQuote |
ProductTick.productQuote()
Retrieve the Product Quote
|
Constructor and Description |
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ProductTick(java.lang.String strProductID,
ProductQuote pq,
java.lang.String strCounterParty,
java.lang.String strSource,
boolean bIsMark)
ProductTick constructor
|