Package | Description |
---|---|
org.drip.param.creator | |
org.drip.param.market | |
org.drip.product.creator | |
org.drip.product.definition |
Modifier and Type | Method and Description |
---|---|
static ScenarioMarketParams |
MarketParamsBuilder.CreateMarketParams()
Create MarketParams from the array of calibration instruments
|
Modifier and Type | Class and Description |
---|---|
class |
CurveSurfaceScenarioContainer
CurveSurfaceScenarioContainer extends MarketParams abstract class, and is the place holder for the
comprehensive suite of the market set of curves for the given date.
|
Modifier and Type | Method and Description |
---|---|
static BondProductBuilder |
BondProductBuilder.CreateFromJSONMap(CaseInsensitiveTreeMap<java.lang.String> mapJSON,
ScenarioMarketParams mpc)
Create BondProductBuilder from the JSON Map and the input MPC
|
static BondProductBuilder |
BondProductBuilder.CreateFromResultSet(java.sql.ResultSet rs,
ScenarioMarketParams mpc)
Create BondProductBuilder from the SQL ResultSet and the input MPC
|
boolean |
BondProductBuilder.setFloatSpread(ScenarioMarketParams mpc)
Set the bond's floating rate spread from the MPC
|
boolean |
BondProductBuilder.validate(ScenarioMarketParams mpc)
Validate the state
|
Modifier and Type | Method and Description |
---|---|
CaseInsensitiveTreeMap<java.lang.Double> |
Component.customScenarioMeasures(ValuationParams valParams,
CreditPricerParams pricerParams,
ScenarioMarketParams mpc,
java.lang.String strCustomScenName,
ValuationCustomizationParams vcp,
CaseInsensitiveTreeMap<java.lang.Double> mapBaseMeasures)
Generate a full list of custom measures for the set of scenario market parameters present in
the org.drip.param.definition.MarketParams
|
CaseInsensitiveTreeMap<java.lang.Double> |
BasketProduct.customScenarioMeasures(ValuationParams valParams,
CreditPricerParams pricerParams,
ScenarioMarketParams mpc,
java.lang.String strCustomScenName,
ValuationCustomizationParams vcp,
CaseInsensitiveTreeMap<java.lang.Double> mapBase)
Compute Basket's Custom Scenario Measures
|
ComponentMeasures |
Component.measures(ValuationParams valParams,
CreditPricerParams pricerParams,
ScenarioMarketParams mpc,
ValuationCustomizationParams vcp)
Generate a full list of the Product's measures for the set of scenario market parameters present in
the org.drip.param.definition.MarketParams
|
BasketMeasures |
BasketProduct.measures(ValuationParams valParams,
CreditPricerParams pricerParams,
ScenarioMarketParams mpc,
ValuationCustomizationParams vcp)
Generate a full list of the basket product measures for the set of scenario market parameters present
in the org.drip.param.definition.MarketParams
|