Uses of Class
org.drip.param.market.CurveSurfaceQuoteContainer

Packages that use CurveSurfaceQuoteContainer

Package	Description
org.drip.analytics.cashflow
org.drip.analytics.input
org.drip.analytics.support
org.drip.historical.engine
org.drip.param.creator
org.drip.param.definition
org.drip.param.market
org.drip.product.credit
org.drip.product.definition
org.drip.product.fra
org.drip.product.fx
org.drip.product.govvie
org.drip.product.option
org.drip.product.rates
org.drip.state.creator
org.drip.state.estimator
org.drip.state.inference

Uses of CurveSurfaceQuoteContainer in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
CompositePeriodAccrualMetrics	CompositePeriod.accrualMetrics(int iValueDate, CurveSurfaceQuoteContainer csqs) Compute the Coupon Accrual Measures to the specified Accrual End Date
abstract double	ComposableUnitPeriod.baseRate(CurveSurfaceQuoteContainer csqs) Get the Period Base Coupon Rate
double	ComposableUnitFloatingPeriod.baseRate(CurveSurfaceQuoteContainer csqs) Retrieve the Reference Rate for the Floating Period
double	ComposableUnitFixedPeriod.baseRate(CurveSurfaceQuoteContainer csqs)
CompositePeriodCouponMetrics	CompositePeriod.couponMetrics(int iValueDate, CurveSurfaceQuoteContainer csqs) Compute the Full Period Coupon Measures
double	CompositePeriod.df(CurveSurfaceQuoteContainer csqs) Coupon Period Discount Factor
PredictorResponseWeightConstraint	CompositePeriod.forwardFundingPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the Merged Forward/Funding Predictor/Response Constraint
PredictorResponseWeightConstraint	CompositePeriod.forwardPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the Forward Predictor/Response Constraint
double	ComposableUnitPeriod.fullCouponRate(CurveSurfaceQuoteContainer csqs) Get the Period Full Coupon Rate
PredictorResponseWeightConstraint	CompositePeriod.fundingPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the Funding Predictor/Response Constraint
PredictorResponseWeightConstraint	Bullet.fundingPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the Funding Predictor/Response Constraint
double	CompositePeriod.fx(CurveSurfaceQuoteContainer csqs) Coupon Period FX
double	Bullet.fx(CurveSurfaceQuoteContainer csqs) Coupon Period FX
PredictorResponseWeightConstraint	CompositePeriod.fxPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the FX Predictor/Response Constraint
java.util.List<LossQuadratureMetrics>	CompositePeriod.lossMetrics(CreditComponent comp, ValuationParams valParams, CreditPricerParams pricerParams, int iWorkoutDate, CurveSurfaceQuoteContainer csqs) Create a set of loss period measures
BulletMetrics	Bullet.metrics(int iValueDate, CurveSurfaceQuoteContainer csqs) Compute the Metrics at the Specified Valuation Date
abstract CompositePeriodQuoteSet	CompositePeriod.periodQuoteSet(ProductQuoteSet pqs, CurveSurfaceQuoteContainer csqs) Retrieve the Period Calibration Quotes from the specified product quote set
CompositePeriodQuoteSet	CompositeFloatingPeriod.periodQuoteSet(ProductQuoteSet pqs, CurveSurfaceQuoteContainer csqs)
CompositePeriodQuoteSet	CompositeFixedPeriod.periodQuoteSet(ProductQuoteSet pqs, CurveSurfaceQuoteContainer csqs)
java.util.List<ConvexityAdjustment>	CompositePeriod.periodWiseConvexityAdjustment(int iValueDate, CurveSurfaceQuoteContainer csqs) Compute the Convexity Adjustment for the composable periods that use arithmetic compounding using the specified value date using the market data provided
double	CompositePeriod.survival(CurveSurfaceQuoteContainer csqs) Coupon Period Survival Probability
ConvexityAdjustment	CompositePeriod.terminalConvexityAdjustment(int iValueDate, CurveSurfaceQuoteContainer csqs) Compute the Convexity Adjustment for the composable periods that use geometric compounding using the specified value date using the market data provided
java.util.List<UnitPeriodConvexityMetrics>	CompositePeriod.unitPeriodConvexityMetrics(int iValueDate, CurveSurfaceQuoteContainer csqs) Compute the Unit Period Convexity Measures
PredictorResponseWeightConstraint	CompositePeriod.volatilityPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the Volatility Predictor/Response Constraint

Uses of CurveSurfaceQuoteContainer in org.drip.analytics.input

Methods in org.drip.analytics.input that return CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
CurveSurfaceQuoteContainer	LatentStateShapePreservingCCIS.marketParameters() Retrieve the Market Parameters
CurveSurfaceQuoteContainer	CurveConstructionInputSet.marketParameters() Retrieve the Market Parameters
CurveSurfaceQuoteContainer	BootCurveConstructionInput.marketParameters()

Constructors in org.drip.analytics.input with parameters of type CurveSurfaceQuoteContainer

Constructor and Description
LatentStateShapePreservingCCIS(LinearLatentStateCalibrator llscShapePreserving, LatentStateStretchSpec[] aStretchSpec, ValuationParams valParam, CreditPricerParams pricerParam, ValuationCustomizationParams vcp, CurveSurfaceQuoteContainer csqs) LatentStateShapePreservingCCIS constructor

Uses of CurveSurfaceQuoteContainer in org.drip.analytics.support

Methods in org.drip.analytics.support with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
static double	FuturesHelper.ForwardBondCreditPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond Credit Basis
static double	FuturesHelper.ForwardBondCreditPrice(Bond bond, ValuationParams valParamsSpot, ValuationParams valParamsForward, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond Credit Basis
static double	FuturesHelper.ForwardBondOASPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond OAS
static double	FuturesHelper.ForwardBondOASPrice(Bond bond, ValuationParams valParamsSpot, ValuationParams valParamsForward, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond OAS
static double	FuturesHelper.ForwardBondYieldPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond Yield
static double	FuturesHelper.ForwardBondYieldPrice(Bond bond, ValuationParams valParamsSpot, ValuationParams valParamsForward, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond Yield
static double	FuturesHelper.ForwardBondZSpreadPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond Z Spread
static double	FuturesHelper.ForwardBondZSpreadPrice(Bond bond, ValuationParams valParamsSpot, ValuationParams valParamsForward, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond Z Spread
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GenerateDayStepLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, int iPeriodUnit, CurveSurfaceQuoteContainer csqs) Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GeneratePeriodUnitLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, int iPeriodUnit, CurveSurfaceQuoteContainer csqs) Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GenerateWholeLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, CurveSurfaceQuoteContainer csqs) Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods
static double	OptionHelper.IntegratedCrossVolQuanto(CurveSurfaceQuoteContainer csqs, java.lang.String strCustomMetricLabel1, java.lang.String strCustomMetricLabel2, int iStartDate, int iEndDate) Compute the Integrated Cross Volatility Quanto Product given the corresponding volatility and the correlation Curves and the date spans
static double	OptionHelper.IntegratedFRACrossVolConvexityAdjuster(CurveSurfaceQuoteContainer csqs, ForwardLabel forwardLabel, FundingLabel fundingLabel, double dblForwardShiftedLogNormalScaler, double dblFundingShiftedLogNormalScaler, int iStartDate, int iEndDate) Compute the Integrated FRA Cross Volatility Convexity Adjuster given the corresponding volatility and the correlation Curves and the date spans
static double	OptionHelper.IntegratedSurfaceVariance(CurveSurfaceQuoteContainer csqs, java.lang.String strCustomMetricLabel, int iStartDate, int iEndDate) Compute the Integrated Surface Variance given the corresponding volatility and the date spans
static double	OptionHelper.MultiplicativeCrossVolQuanto(CurveSurfaceQuoteContainer csqs, java.lang.String strCustomMetricLabel1, java.lang.String strCustomMetricLabel2, int iStartDate, int iEndDate) Compute the Multiplicative Cross Volatility Quanto Product given the corresponding volatility and the correlation Curves, and the date spans

Uses of CurveSurfaceQuoteContainer in org.drip.historical.engine

Methods in org.drip.historical.engine that return CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
CurveSurfaceQuoteContainer	HorizonChangeExplainProcessor.firstMarketParameters() Retrieve the First Date's Market Parameters
CurveSurfaceQuoteContainer	HorizonChangeExplainProcessor.secondMarketParameters() Retrieve the Second Date's Market Parameters

Methods in org.drip.historical.engine that return types with arguments of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
CaseInsensitiveHashMap<CurveSurfaceQuoteContainer>	HorizonChangeExplainProcessor.rollDownMarketParameters() Retrieve the Map of the Roll Down Market Parameters

Constructors in org.drip.historical.engine with parameters of type CurveSurfaceQuoteContainer

Constructor and Description
FixFloatExplainProcessor(FixFloatComponent ffc, int iSettleLag, java.lang.String strMarketMeasureName, double dblMarketMeasureValue, JulianDate dtFirst, JulianDate dtSecond, CurveSurfaceQuoteContainer csqcFirst, CurveSurfaceQuoteContainer csqcSecond, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown) FixFloatExplainProcessor Constructor
TreasuryBondExplainProcessor(TreasuryComponent tsyComponent, java.lang.String strMarketMeasureName, double dblMarketMeasureValue, JulianDate dtFirst, JulianDate dtSecond, CurveSurfaceQuoteContainer csqcFirst, CurveSurfaceQuoteContainer csqcSecond, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown) TreasuryBondExplainProcessor Constructor

Constructor parameters in org.drip.historical.engine with type arguments of type CurveSurfaceQuoteContainer

Constructor and Description
FixFloatExplainProcessor(FixFloatComponent ffc, int iSettleLag, java.lang.String strMarketMeasureName, double dblMarketMeasureValue, JulianDate dtFirst, JulianDate dtSecond, CurveSurfaceQuoteContainer csqcFirst, CurveSurfaceQuoteContainer csqcSecond, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown) FixFloatExplainProcessor Constructor
TreasuryBondExplainProcessor(TreasuryComponent tsyComponent, java.lang.String strMarketMeasureName, double dblMarketMeasureValue, JulianDate dtFirst, JulianDate dtSecond, CurveSurfaceQuoteContainer csqcFirst, CurveSurfaceQuoteContainer csqcSecond, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown) TreasuryBondExplainProcessor Constructor

Uses of CurveSurfaceQuoteContainer in org.drip.param.creator

Methods in org.drip.param.creator that return CurveSurfaceQuoteContainer

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
static CurveSurfaceQuoteContainer	MarketParamsBuilder.Credit(MergedDiscountForwardCurve dcFunding, CreditCurve cc) Create a Market Parameters Instance with the Funding Curve and the credit curve
static CurveSurfaceQuoteContainer	MarketParamsBuilder.Discount(MergedDiscountForwardCurve dcFunding) Create a Market Parameters instance with the Funding Curve alone
static CurveSurfaceQuoteContainer	MarketParamsBuilder.DiscountForward(MergedDiscountForwardCurve dcFunding, ForwardCurve fc) Create a Market Parameters instance with the Funding Curve and the forward Curve
static CurveSurfaceQuoteContainer	MarketParamsBuilder.Govvie(MergedDiscountForwardCurve dcFunding, GovvieCurve gc) Create a Market Parameters instance with the rates discount curve and the treasury discount curve alone

Uses of CurveSurfaceQuoteContainer in org.drip.param.definition

Methods in org.drip.param.definition that return CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
abstract CurveSurfaceQuoteContainer	ScenarioMarketParams.scenarioMarketParams(BasketProduct bp, java.lang.String strScenario) Get the Market Parameters for the given basket product and the scenario
abstract CurveSurfaceQuoteContainer	ScenarioMarketParams.scenarioMarketParams(Component comp, java.lang.String strScenario) Get the Market Parameters corresponding to the component and the scenario
abstract CurveSurfaceQuoteContainer	ScenarioMarketParams.scenarioMarketParams(java.lang.String strScenarioName) Retrieve the Named Scenario Market Parameters

Methods in org.drip.param.definition that return types with arguments of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.creditFlatBump(BasketProduct bp, boolean bBump) Get the Map of credit Flat Bumped Curves for the given Basket Product
abstract CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>>	ScenarioMarketParams.creditTenorBump(BasketProduct bp, boolean bBump) Get the double map of credit Tenor bumped curves for each credit curve for the given Basket Product
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.creditTenorMarketParams(Component comp, boolean bBumpUp) Get the map of tenor credit bumped Market Parameters corresponding to the component
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.fundingFlatBump(BasketProduct bp, boolean bBump) Get the Map of Funding Parallel Bumped Curves for the given Basket Product
abstract CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>>	ScenarioMarketParams.fundingTenorBump(BasketProduct bp, boolean bBump) Get the Double Map of Funding Tenor Bumped Curves for each Funding Curve for the given Basket Product
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.fundingTenorMarketParams(Component comp, boolean bBumpUp) Get the Map of Funding Tenor Bumped Market Parameters corresponding to the Component
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.recoveryFlatBump(BasketProduct bp, boolean bBump) Get the map of Recovery Flat Bumped Curves for the given Basket Product

Methods in org.drip.param.definition with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
abstract boolean	ScenarioMarketParams.addScenarioMarketParams(java.lang.String strScenarioName, CurveSurfaceQuoteContainer csqs) Add the named scenario Market Parameters

Uses of CurveSurfaceQuoteContainer in org.drip.param.market

Methods in org.drip.param.market that return CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
CurveSurfaceQuoteContainer	CurveSurfaceScenarioContainer.scenarioMarketParams(BasketProduct bp, java.lang.String strScenario)
CurveSurfaceQuoteContainer	CurveSurfaceScenarioContainer.scenarioMarketParams(Component comp, java.lang.String strScenario)
CurveSurfaceQuoteContainer	CurveSurfaceScenarioContainer.scenarioMarketParams(java.lang.String strScenarioName)

Methods in org.drip.param.market that return types with arguments of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.creditFlatBump(BasketProduct bp, boolean bBump)
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>>	CurveSurfaceScenarioContainer.creditTenorBump(BasketProduct bp, boolean bBump)
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.creditTenorMarketParams(Component comp, boolean bBumpUp)
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.fundingFlatBump(BasketProduct bp, boolean bBump)
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>>	CurveSurfaceScenarioContainer.fundingTenorBump(BasketProduct bp, boolean bBump)
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.fundingTenorMarketParams(Component comp, boolean bBumpUp)
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.recoveryFlatBump(BasketProduct bp, boolean bBump)

Methods in org.drip.param.market with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
boolean	CurveSurfaceScenarioContainer.addScenarioMarketParams(java.lang.String strScenarioName, CurveSurfaceQuoteContainer csqs)

Uses of CurveSurfaceQuoteContainer in org.drip.product.credit

Methods in org.drip.product.credit with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
double	BondComponent.accrued(int iDate, CurveSurfaceQuoteContainer csqc)
double	BondComponent.aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.aswFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.aswFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.aswFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.aswFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.aswFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.aswFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.aswFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.aswFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.aswFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.aswFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.aswFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.aswFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.bondBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.bondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.bondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.bondBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.bondBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.bondBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.bondBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.bondBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.bondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.bondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.bondBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.bondBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.BondCalibrator.calibDiscCurveSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calibrate the bond Z Spread from the market price.
double	CDSComponent.calibFlatSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Calibrate the CDS's flat spread from the calculated up-front points
CaseInsensitiveTreeMap<java.lang.Double>	CDSComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	BondComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	BondComponent.BondCalibrator.calibrateCreditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblPrice, boolean bFlat) Calibrate the bond Credit Basis from the market price
CDSComponent.SpreadCalibOP	CDSComponent.SpreadCalibrator.calibrateHazardFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPriceCalib) Calibrate the hazard rate from calibration price
double	BondComponent.BondCalibrator.calibrateYieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calibrate the bond yield from the market price using the root bracketing technique.
double	BondComponent.BondCalibrator.calibrateZSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calibrate the bond Z Spread from the market price using the root bracketing technique.
double	BondComponent.BondCalibrator.calibZeroCurveSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calibrate the bond Z Spread from the market price.
double	BondComponent.convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.convexityFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.convexityFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.convexityFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.convexityFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.convexityFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.convexityFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.convexityFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.convexityFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.convexityFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.convexityFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.convexityFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.convexityFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.convexityFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
CompositePeriodCouponMetrics	CDSComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
CompositePeriodCouponMetrics	BondComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
double	BondComponent.creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.creditBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.creditBasisFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.creditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.creditBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.creditBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.creditBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.creditBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.creditBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.creditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.creditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.creditBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.creditBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.currentCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)
double	BondComponent.discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.discountMarginFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.discountMarginFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.discountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.discountMarginFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.discountMarginFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.discountMarginFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.discountMarginFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.discountMarginFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.discountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.discountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.discountMarginFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.discountMarginFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.durationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.durationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.durationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.durationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.durationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.durationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.durationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.durationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.durationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.durationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.durationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.durationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.durationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.effectiveTreasuryBenchmarkYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
WorkoutInfo	BondComponent.exerciseYieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
PredictorResponseWeightConstraint	CDSComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	BondComponent.gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.gSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.gSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.gSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.gSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.gSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.gSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.gSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.gSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.gSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.gSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.gSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.gSSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.iSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.iSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.iSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.iSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.iSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.iSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.iSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.iSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.iSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.iSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.iSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.iSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
WengertJacobian	CDSComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	BondComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
java.util.List<LossQuadratureMetrics>	CDSComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs)
java.util.List<LossQuadratureMetrics>	BondComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc)
java.util.List<LossQuadratureMetrics>	BondComponent.lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.macaulayDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.macaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.macaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.macaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.macaulayDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.macaulayDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.macaulayDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.macaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
WengertJacobian	CDSComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	BondComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	BondComponent.mnacaulayDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.modifiedDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.modifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.modifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.modifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.modifiedDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.modifiedDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.modifiedDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.modifiedDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.modifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.nextCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)
double	BondComponent.oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.oasFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.oasFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.oasFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.oasFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.oasFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.oasFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.oasFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.oasFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.oasFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.oasFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.oasFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.oasFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.pecsFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.pecsFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.pecsFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.pecsFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.pecsFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.pecsFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.pecsFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.pecsFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.pecsFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.pecsFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.pecsFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.pecsFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.previousCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)
double	BondComponent.priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.priceFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.priceFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.priceFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.priceFromCreditCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis, boolean bFlat)
double	BondComponent.priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.priceFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.priceFromFundingCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblBump)
double	BondComponent.priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.priceFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.priceFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.priceFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.priceFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.priceFromTreasuryCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblBump)
double	BondComponent.priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.priceFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.priceFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.priceFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.priceFromZeroCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblBump)
double	BondComponent.priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.priceFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	CDSComponent.pv(ValuationParams valParams, CreditPricerParams pricerParamsIn, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	BondComponent.pv(ValuationParams valParams, CreditPricerParams pricerParamsIn, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double[]	BondComponent.secTreasurySpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
BondRVMeasures	BondComponent.standardMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, WorkoutInfo wi, double dblPrice)
double	BondComponent.tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.tsySpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.tsySpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.tsySpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.tsySpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.tsySpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.tsySpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.tsySpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.tsySpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.tsySpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.tsySpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
CaseInsensitiveTreeMap<java.lang.Double>	CDSComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	BondComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	CDSComponent.valueFromQuotedSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFixCoupon, double dblQuotedSpread)
PredictorResponseWeightConstraint	CDSComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	BondComponent.yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.yield01FromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.yield01FromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.yield01FromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.yield01FromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.yield01FromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.yield01FromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.yield01FromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.yield01FromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.yield01FromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.yield01FromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.yield01FromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.yield01FromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.yield01FromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.yieldFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.yieldFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.yieldFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.yieldFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.yieldFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.yieldFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.yieldFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.yieldFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.yieldFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.yieldFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.yieldFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.yieldFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.yieldSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.yieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.yieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.yieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.yieldSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.yieldSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.yieldSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.yieldSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.yieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.zspreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.zspreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.zspreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.zspreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.zspreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.zspreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.zspreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.zspreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.zspreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.zspreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.zspreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.zspreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.zspreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.zspreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.zspreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.zspreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.zspreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.zspreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.zspreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.zspreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.zspreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.zspreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.zspreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.zspreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.zspreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.zspreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.zspreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.zspreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.zspreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.zspreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.zspreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.zspreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.zspreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.zspreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.zspreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.zspreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)

Uses of CurveSurfaceQuoteContainer in org.drip.product.definition

Methods in org.drip.product.definition with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
abstract double	Bond.accrued(int iDate, CurveSurfaceQuoteContainer csqs) Calculate the bond's accrued for the period identified by the valuation date
abstract double	Bond.aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate ASW from Bond Basis to Maturity
abstract double	Bond.aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate ASW from Bond Basis to Work-out
abstract double	Bond.aswFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate ASW from Bond Basis to Optimal Exercise
abstract double	Bond.aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate ASW from Credit Basis to Maturity
abstract double	Bond.aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate ASW from Credit Basis to Work-out
abstract double	Bond.aswFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate ASW from Credit Basis to Optimal Exercise
abstract double	Bond.aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate ASW from Discount Margin to Maturity
abstract double	Bond.aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate ASW from Discount Margin to Work-out
abstract double	Bond.aswFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate ASW from Discount Margin to Optimal Exercise
abstract double	Bond.aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate ASW from G Spread to Maturity
abstract double	Bond.aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate ASW from G Spread to Work-out
abstract double	Bond.aswFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate ASW from G Spread to Optimal Exercise
abstract double	Bond.aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate ASW from I Spread to Maturity
abstract double	Bond.aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate ASW from I Spread to Work-out
abstract double	Bond.aswFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate ASW from I Spread to Optimal Exercise
abstract double	Bond.aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate ASW from OAS to Maturity
abstract double	Bond.aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate ASW from OAS to Work-out
abstract double	Bond.aswFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate ASW from OAS to Optimal Exercise
abstract double	Bond.aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate ASW from PECS to Maturity
abstract double	Bond.aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate ASW from PECS to Work-out
abstract double	Bond.aswFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate ASW from PECS to Optimal Exercise
abstract double	Bond.aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate ASW from Price to Maturity
abstract double	Bond.aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate ASW from Price to Work-out
abstract double	Bond.aswFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate ASW from Price to Optimal Exercise
abstract double	Bond.aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate ASW from TSY Spread to Maturity
abstract double	Bond.aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate ASW from TSY Spread to Work-out
abstract double	Bond.aswFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate ASW from TSY Spread to Optimal Exercise
abstract double	Bond.aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate ASW from Yield to Maturity
abstract double	Bond.aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate ASW from Yield to Work-out
abstract double	Bond.aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate ASW from Yield Spread to Maturity
abstract double	Bond.aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate ASW from Yield Spread to Work-out
abstract double	Bond.aswFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate ASW from Yield Spread to Optimal Exercise
abstract double	Bond.aswFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate ASW from Yield to Optimal Exercise
abstract double	Bond.aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate ASW from Z Spread to Maturity
abstract double	Bond.aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate ASW from Z Spread to Work-out
abstract double	Bond.aswFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate ASW from Z Spread to Optimal Exercise
abstract double	Bond.bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Bond Basis from ASW to Maturity
abstract double	Bond.bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Bond Basis from ASW to Work-out
abstract double	Bond.bondBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Bond Basis from ASW to Optimal Exercise
abstract double	Bond.bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Bond Basis from Credit Basis to Maturity
abstract double	Bond.bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Bond Basis from Credit Basis to Work-out
abstract double	Bond.bondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Bond Basis from Credit Basis to Optimal Exercise
abstract double	Bond.bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Bond Basis from Discount Margin to Maturity
abstract double	Bond.bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Bond Basis from Discount Margin to Work-out
abstract double	Bond.bondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Bond Basis from Discount Margin to Optimal Exercise
abstract double	Bond.bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Bond Basis from G Spread to Maturity
abstract double	Bond.bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Bond Basis from G Spread to Work-out
abstract double	Bond.bondBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Bond Basis from G Spread to Optimal Exercise
abstract double	Bond.bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Bond Basis from I Spread to Maturity
abstract double	Bond.bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Bond Basis from I Spread to Work-out
abstract double	Bond.bondBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Bond Basis from I Spread to Optimal Exercise
abstract double	Bond.bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Bond Basis from OAS to Maturity
abstract double	Bond.bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Bond Basis from OAS to Work-out
abstract double	Bond.bondBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Bond Basis from OAS to Optimal Exercise
abstract double	Bond.bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Bond Basis from PECS to Maturity
abstract double	Bond.bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Bond Basis from PECS to Work-out
abstract double	Bond.bondBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Bond Basis from PECS to Optimal Exercise
abstract double	Bond.bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Bond Basis from Price to Maturity
abstract double	Bond.bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Bond Basis from Price to Work-out
abstract double	Bond.bondBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Bond Basis from Price to Optimal Exercise
abstract double	Bond.bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Bond Basis from TSY Spread to Maturity
abstract double	Bond.bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Bond Basis from TSY Spread to Work-out
abstract double	Bond.bondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Bond Basis from TSY Spread to Optimal Exercise
abstract double	Bond.bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Bond Basis from Yield to Maturity
abstract double	Bond.bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Bond Basis from Yield to Work-out
abstract double	Bond.bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Bond Basis from Yield Spread to Maturity
abstract double	Bond.bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Bond Basis from Yield Spread to Work-out
abstract double	Bond.bondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Bond Basis from Yield Spread to Optimal Exercise
abstract double	Bond.bondBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Bond Basis from Yield to Optimal Exercise
abstract double	Bond.bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Bond Basis from Z Spread to Maturity
abstract double	Bond.bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Bond Basis from Z Spread to Work-out
abstract double	Bond.bondBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Bond Basis from Z Spread to Optimal Exercise
abstract double	CreditDefaultSwap.calibFlatSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Calibrate the CDS's flat spread from the calculated up-front points
abstract CaseInsensitiveTreeMap<java.lang.Double>	CalibratableComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate a Map of the Calibration Measures
PredictorResponseWeightConstraint	CalibratableComponent.calibPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Component from the Market Inputs.
abstract double	Bond.convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Convexity from ASW to Maturity
abstract double	Bond.convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Convexity from ASW to Work-out
abstract double	Bond.convexityFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Convexity from ASW to Optimal Exercise
abstract double	Bond.convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Convexity from Bond Basis to Maturity
abstract double	Bond.convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Convexity from Bond Basis to Work-out
abstract double	Bond.convexityFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Convexity from Bond Basis to Optimal Exercise
abstract double	Bond.convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Convexity from Credit Basis to Maturity
abstract double	Bond.convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Convexity from Credit Basis to Work-out
abstract double	Bond.convexityFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Convexity from Credit Basis to Optimal Exercise
abstract double	Bond.convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Convexity from Discount Margin to Maturity
abstract double	Bond.convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Convexity from Discount Margin to Work-out
abstract double	Bond.convexityFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Convexity from Discount Margin to Optimal Exercise
abstract double	Bond.convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Convexity from G Spread to Maturity
abstract double	Bond.convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Convexity from G Spread to Work-out
abstract double	Bond.convexityFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Convexity from G Spread to Optimal Exercise
abstract double	Bond.convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Convexity from I Spread to Maturity
abstract double	Bond.convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Convexity from I Spread to Work-out
abstract double	Bond.convexityFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Convexity from I Spread to Optimal Exercise
abstract double	Bond.convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Convexity from OAS to Maturity
abstract double	Bond.convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Convexity from OAS to Work-out
abstract double	Bond.convexityFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Convexity from OAS to Optimal Exercise
abstract double	Bond.convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Convexity from PECS to Maturity
abstract double	Bond.convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Convexity from PECS to Work-out
abstract double	Bond.convexityFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Convexity from PECS to Optimal Exercise
abstract double	Bond.convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Convexity from Price to Maturity
abstract double	Bond.convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Convexity from Price to Work-out
abstract double	Bond.convexityFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Convexity from Price to Optimal Exercise
abstract double	Bond.convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Convexity from TSY Spread to Maturity
abstract double	Bond.convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Convexity from TSY Spread to Work-out
abstract double	Bond.convexityFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Convexity from TSY Spread to Optimal Exercise
abstract double	Bond.convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Convexity from Yield to Maturity
abstract double	Bond.convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Convexity from Yield to Work-out
abstract double	Bond.convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Convexity from Yield Spread to Maturity
abstract double	Bond.convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Convexity from Yield Spread to Work-out
abstract double	Bond.convexityFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Convexity from Yield Spread to Optimal Exercise
abstract double	Bond.convexityFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Convexity from Yield to Optimal Exercise
abstract double	Bond.convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Convexity from Z Spread to Maturity
abstract double	Bond.convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Convexity from Z Spread to Work-out
abstract double	Bond.convexityFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Convexity from Z Spread to Optimal Exercise
double	BasketProduct.coupon(int iDate, CurveSurfaceQuoteContainer csqs) Retrieve the basket product's coupon amount at the given date
abstract CompositePeriodCouponMetrics	Component.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs) Get the Product's coupon Metrics at the specified accrual date
abstract double	Bond.creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Credit Basis from ASW to Maturity
abstract double	Bond.creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Credit Basis from ASW to Work-out
abstract double	Bond.creditBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Credit Basis from ASW to Optimal Exercise
abstract double	Bond.creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Credit Basis from Bond Basis to Maturity
abstract double	Bond.creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Credit Basis from Bond Basis to Work-out
abstract double	Bond.creditBasisFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Credit Basis from Bond Basis to Optimal Exercise
abstract double	Bond.creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Credit Basis from Discount Margin to Maturity
abstract double	Bond.creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Credit Basis from Discount Margin to Work-out
abstract double	Bond.creditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Credit Basis from Discount Margin to Optimal Exercise
abstract double	Bond.creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Credit Basis from G Spread to Maturity
abstract double	Bond.creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Credit Basis from G Spread to Work-out
abstract double	Bond.creditBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Credit Basis from G Spread to Optimal Exercise
abstract double	Bond.creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Credit Basis from I Spread to Maturity
abstract double	Bond.creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Credit Basis from I Spread to Work-out
abstract double	Bond.creditBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Credit Basis from I Spread to Optimal Exercise
abstract double	Bond.creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Credit Basis from OAS to Maturity
abstract double	Bond.creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Credit Basis from OAS to Work-out
abstract double	Bond.creditBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Credit Basis from OAS to Optimal Exercise
abstract double	Bond.creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Credit Basis from PECS to Maturity
abstract double	Bond.creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Credit Basis from PECS to Work-out
abstract double	Bond.creditBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Credit Basis from PECS to Optimal Exercise
abstract double	Bond.creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Credit Basis from Price to Maturity
abstract double	Bond.creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Credit Basis from Price to Work-out
abstract double	Bond.creditBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Credit Basis from Price to Optimal Exercise
abstract double	Bond.creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Credit Basis from TSY Spread to Maturity
abstract double	Bond.creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Credit Basis from TSY Spread to Work-out
abstract double	Bond.creditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Credit Basis from TSY Spread to Optimal Exercise
abstract double	Bond.creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Credit Basis from Yield to Maturity
abstract double	Bond.creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Credit Basis from Yield to Work-out
abstract double	Bond.creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Credit Basis from Yield Spread to Maturity
abstract double	Bond.creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Credit Basis from Yield Spread to Work-out
abstract double	Bond.creditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Credit Basis from Yield Spread to Optimal Exercise
abstract double	Bond.creditBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Credit Basis from Yield to Optimal Exercise
abstract double	Bond.creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Credit Basis from Z Spread to Maturity
abstract double	Bond.creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Credit Basis from Z Spread to Work-out
abstract double	Bond.creditBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Credit Basis from Z Spread to Optimal Exercise
abstract double	Bond.currentCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs) Return the coupon rate for the period corresponding to the specified date
abstract double	Bond.discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Discount Margin from ASW to Maturity
abstract double	Bond.discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Discount Margin from ASW to Work-out
abstract double	Bond.discountMarginFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Discount Margin from ASW to Optimal Exercise
abstract double	Bond.discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Discount Margin from Bond Basis to Maturity
abstract double	Bond.discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Discount Margin from Bond Basis to Work-out
abstract double	Bond.discountMarginFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Discount Margin from Bond Basis to Optimal Exercise
abstract double	Bond.discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Discount Margin from Credit Basis to Maturity
abstract double	Bond.discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Discount Margin from Credit Basis to Work-out
abstract double	Bond.discountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Discount Margin from Credit Basis to Optimal Exercise
abstract double	Bond.discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Discount Margin from G Spread to Maturity
abstract double	Bond.discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Discount Margin from G Spread to Work-out
abstract double	Bond.discountMarginFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Discount Margin from G Spread to Optimal Exercise
abstract double	Bond.discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Discount Margin from I Spread to Maturity
abstract double	Bond.discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Discount Margin from I Spread to Work-out
abstract double	Bond.discountMarginFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Discount Margin from I Spread to Optimal Exercise
abstract double	Bond.discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Discount Margin from OAS to Maturity
abstract double	Bond.discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Discount Margin from OAS to Work-out
abstract double	Bond.discountMarginFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Discount Margin from OAS to Optimal Exercise
abstract double	Bond.discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Discount Margin from PECS to Maturity
abstract double	Bond.discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Discount Margin from PECS to Work-out
abstract double	Bond.discountMarginFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Discount Margin from PECS to Optimal Exercise
abstract double	Bond.discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Discount Margin from Price to Maturity
abstract double	Bond.discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Discount Margin from Price to Work-out
abstract double	Bond.discountMarginFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Discount Margin from Price to Optimal Exercise
abstract double	Bond.discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Discount Margin from TSY Spread to Maturity
abstract double	Bond.discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Discount Margin from TSY Spread to Work-out
abstract double	Bond.discountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Discount Margin from TSY Spread to Optimal Exercise
abstract double	Bond.discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Discount Margin from Yield to Maturity
abstract double	Bond.discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Discount Margin from Yield to Work-out
abstract double	Bond.discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Discount Margin from Yield Spread to Maturity
abstract double	Bond.discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Discount Margin from Yield Spread to Work-out
abstract double	Bond.discountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Discount Margin from Yield Spread to Optimal Exercise
abstract double	Bond.discountMarginFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Discount Margin from Yield to Optimal Exercise
abstract double	Bond.discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Discount Margin from Z Spread to Maturity
abstract double	Bond.discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Discount Margin from Z Spread to Work-out
abstract double	Bond.discountMarginFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Discount Margin from Z Spread to Optimal Exercise
abstract double	Bond.durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Duration from ASW to Maturity
abstract double	Bond.durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Duration from ASW to Work-out
abstract double	Bond.durationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Duration from ASW to Optimal Exercise
abstract double	Bond.durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Duration from Bond Basis to Maturity
abstract double	Bond.durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Duration from Bond Basis to Work-out
abstract double	Bond.durationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Duration from Bond Basis to Optimal Exercise
abstract double	Bond.durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Duration from Credit Basis to Maturity
abstract double	Bond.durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Duration from Credit Basis to Work-out
abstract double	Bond.durationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Duration from Credit Basis to Optimal Exercise
abstract double	Bond.durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Duration from Discount Margin to Maturity
abstract double	Bond.durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Duration from Discount Margin to Work-out
abstract double	Bond.durationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Duration from Discount Margin to Optimal Exercise
abstract double	Bond.durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Duration from G Spread to Maturity
abstract double	Bond.durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Duration from G Spread to Work-out
abstract double	Bond.durationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Duration from G Spread to Optimal Exercise
abstract double	Bond.durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Duration from I Spread to Maturity
abstract double	Bond.durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Duration from I Spread to Work-out
abstract double	Bond.durationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Duration from I Spread to Optimal Exercise
abstract double	Bond.durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Duration from OAS to Maturity
abstract double	Bond.durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Duration from OAS to Work-out
abstract double	Bond.durationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Duration from OAS to Optimal Exercise
abstract double	Bond.durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Duration from PECS to Maturity
abstract double	Bond.durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Duration from PECS to Work-out
abstract double	Bond.durationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Duration from PECS to Optimal Exercise
abstract double	Bond.durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Duration from Price to Maturity
abstract double	Bond.durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Duration from Price to Work-out
abstract double	Bond.durationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Duration from Price to Optimal Exercise
abstract double	Bond.durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Duration from TSY Spread to Maturity
abstract double	Bond.durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Duration from TSY Spread to Work-out
abstract double	Bond.durationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Duration from TSY Spread to Optimal Exercise
abstract double	Bond.durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Duration from Yield to Maturity
abstract double	Bond.durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Duration from Yield to Work-out
abstract double	Bond.durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Duration from Yield Spread to Maturity
abstract double	Bond.durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Duration from Yield Spread to Work-out
abstract double	Bond.durationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Duration from Yield Spread to Optimal Exercise
abstract double	Bond.durationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Duration from Yield to Optimal Exercise
abstract double	Bond.durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Duration from Z Spread to Maturity
abstract double	Bond.durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Duration from Z Spread to Work-out
abstract double	Bond.durationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Duration from Z Spread to Optimal Exercise
abstract double	Bond.effectiveTreasuryBenchmarkYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Retrieve the effective treasury benchmark yield from the valuation, the component market parameters, and the market price
abstract WorkoutInfo	Bond.exerciseYieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Retrieve the work-out information from price
abstract PredictorResponseWeightConstraint	CalibratableComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Forward Factor Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the merged Funding and Forward Latent States from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Funding Curve Discount Factor Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve FX Forward Latent State from the Component's Cash Flows.
abstract double	Bond.gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate G Spread from ASW to Maturity
abstract double	Bond.gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate G Spread from ASW to Work-out
abstract double	Bond.gSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate G Spread from ASW to Optimal Exercise
abstract double	Bond.gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate G Spread from Bond Basis to Maturity
abstract double	Bond.gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate G Spread from Bond Basis to Work-out
abstract double	Bond.gSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate G Spread from Bond Basis to Optimal Exercise
abstract double	Bond.gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate G Spread from Credit Basis to Maturity
abstract double	Bond.gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate G Spread from Credit Basis to Work-out
abstract double	Bond.gSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate G Spread from Credit Basis to Optimal Exercise
abstract double	Bond.gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate G Spread from Discount Margin to Maturity
abstract double	Bond.gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate G Spread from Discount Margin to Work-out
abstract double	Bond.gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate G Spread from I Spread to Maturity
abstract double	Bond.gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate G Spread from I Spread to Work-out
abstract double	Bond.gSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate G Spread from I Spread to Optimal Exercise
abstract double	Bond.gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate G Spread from OAS to Maturity
abstract double	Bond.gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate G Spread from OAS to Work-out
abstract double	Bond.gSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate G Spread from OAS to Optimal Exercise
abstract double	Bond.gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate G Spread from PECS to Maturity
abstract double	Bond.gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate G Spread from PECS to Work-out
abstract double	Bond.gSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate G Spread from PECS to Optimal Exercise
abstract double	Bond.gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate G Spread from Price to Maturity
abstract double	Bond.gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate G Spread from Price to Work-out
abstract double	Bond.gSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate G Spread from Price to Optimal Exercise
abstract double	Bond.gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate G Spread from TSY Spread to Maturity
abstract double	Bond.gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate G Spread from TSY Spread to Work-out
abstract double	Bond.gSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate G Spread from TSY Spread to Optimal Exercise
abstract double	Bond.gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate G Spread from Yield to Maturity
abstract double	Bond.gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate G Spread from Yield to Work-out
abstract double	Bond.gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate G Spread from Yield Spread to Maturity
abstract double	Bond.gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate G Spread from Yield Spread to Work-out
abstract double	Bond.gSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate G Spread from Yield Spread to Optimal Exercise
abstract double	Bond.gSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate G Spread from Yield to Optimal Exercise
abstract double	Bond.gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate G Spread from Z Spread to Maturity
abstract double	Bond.gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate G Spread from Z Spread to Work-out
abstract double	Bond.gSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate G Spread from Z Spread to Optimal Exercise
abstract double	Bond.gSSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate G Spread from Discount Margin to Optimal Exercise
abstract double	Bond.iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate I Spread from ASW to Maturity
abstract double	Bond.iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate I Spread from ASW to Work-out
abstract double	Bond.iSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate I Spread from ASW to Optimal Exercise
abstract double	Bond.iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate I Spread from Bond Basis to Maturity
abstract double	Bond.iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate I Spread from Bond Basis to Work-out
abstract double	Bond.iSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate I Spread from Bond Basis to Optimal Exercise
abstract double	Bond.iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate I Spread from Credit Basis to Maturity
abstract double	Bond.iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate I Spread from Credit Basis to Work-out
abstract double	Bond.iSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate I Spread from Credit Basis to Optimal Exercise
abstract double	Bond.iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate I Spread from Discount Margin to Maturity
abstract double	Bond.iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate I Spread from Discount Margin to Work-out
abstract double	Bond.iSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate I Spread from Discount Margin to Optimal Exercise
abstract double	Bond.iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate I Spread from G Spread to Maturity
abstract double	Bond.iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate I Spread from G Spread to Work-out
abstract double	Bond.iSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate I Spread from G Spread to Optimal Exercise
abstract double	Bond.iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate I Spread from OAS to Maturity
abstract double	Bond.iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate I Spread from OAS to Work-out
abstract double	Bond.iSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate I Spread from OAS to Optimal Exercise
abstract double	Bond.iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate I Spread from PECS to Maturity
abstract double	Bond.iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate I Spread from PECS to Work-out
abstract double	Bond.iSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate I Spread from PECS to Optimal Exercise
abstract double	Bond.iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate I Spread from Price to Maturity
abstract double	Bond.iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate I Spread from Price to Work-out
abstract double	Bond.iSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate I Spread from Price to Optimal Exercise
abstract double	Bond.iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate I Spread from TSY Spread to Maturity
abstract double	Bond.iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate I Spread from TSY Spread to Work-out
abstract double	Bond.iSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate I Spread from TSY Spread to Optimal Exercise
abstract double	Bond.iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate I Spread from Yield to Maturity
abstract double	Bond.iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate I Spread from Yield to Work-out
abstract double	Bond.iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate I Spread from Yield Spread to Maturity
abstract double	Bond.iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate I Spread from Yield Spread to Work-out
abstract double	Bond.iSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate I Spread from Yield Spread to Optimal Exercise
abstract double	Bond.iSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate I Spread from Yield to Optimal Exercise
abstract double	Bond.iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate I Spread from Z Spread to Maturity
abstract double	Bond.iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate I Spread from Z Spread to Work-out
abstract double	Bond.iSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate I Spread from Z Spread to Optimal Exercise
abstract WengertJacobian	CalibratableComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Compute the Jacobian of the Dirty PV to the Calibrated Input Manifest Measures
java.util.List<LossQuadratureMetrics>	CreditComponent.lossFlow(JulianDate dtSpot, CurveSurfaceQuoteContainer csqc) Generate the loss flow for the credit component based on the pricer parameters
abstract java.util.List<LossQuadratureMetrics>	CreditComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc) Generate the loss flow for the credit component based on the pricer parameters
abstract java.util.List<LossQuadratureMetrics>	Bond.lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Get the bond's loss flow from price
abstract double	Bond.macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Macaulay Duration from ASW to Maturity
abstract double	Bond.macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Macaulay Duration from ASW to Work-out
abstract double	Bond.macaulayDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Macaulay Duration from ASW to Optimal Exercise
abstract double	Bond.macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Macaulay Duration from Bond Basis to Maturity
abstract double	Bond.macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Macaulay Duration from Bond Basis to Work-out
abstract double	Bond.macaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Macaulay Duration from Bond Basis to Optimal Exercise
abstract double	Bond.macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Macaulay Duration from Credit Basis to Maturity
abstract double	Bond.macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Macaulay Duration from Credit Basis to Work-out
abstract double	Bond.macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Macaulay Duration from Credit Basis to Optimal Exercise
abstract double	Bond.macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Macaulay Duration from Discount Margin to Maturity
abstract double	Bond.macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Macaulay Duration from Discount Margin to Work-out
abstract double	Bond.macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Macaulay Duration from Discount Margin to Optimal Exercise
abstract double	Bond.macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Macaulay Duration from G Spread to Maturity
abstract double	Bond.macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Macaulay Duration from G Spread to Work-out
abstract double	Bond.macaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Macaulay Duration from G Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Macaulay Duration from I Spread to Maturity
abstract double	Bond.macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Macaulay Duration from I Spread to Work-out
abstract double	Bond.macaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Macaulay Duration from I Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Macaulay Duration from OAS to Maturity
abstract double	Bond.macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Macaulay Duration from OAS to Work-out
abstract double	Bond.macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Macaulay Duration from PECS to Maturity
abstract double	Bond.macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Macaulay Duration from PECS to Work-out
abstract double	Bond.macaulayDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Macaulay Duration from PECS to Optimal Exercise
abstract double	Bond.macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Macaulay Duration from Price to Maturity
abstract double	Bond.macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Macaulay Duration from Price to Work-out
abstract double	Bond.macaulayDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Macaulay Duration from Price to Optimal Exercise
abstract double	Bond.macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Macaulay Duration from TSY Spread to Maturity
abstract double	Bond.macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Macaulay Duration from TSY Spread to Work-out
abstract double	Bond.macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Macaulay Duration from TSY Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Macaulay Duration from Yield to Maturity
abstract double	Bond.macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Macaulay Duration from Yield to Work-out
abstract double	Bond.macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Macaulay Duration from Yield Spread to Maturity
abstract double	Bond.macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Macaulay Duration from Yield Spread to Work-out
abstract double	Bond.macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Macaulay Duration from Yield Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Macaulay Duration from Yield to Optimal Exercise
abstract double	Bond.macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Macaulay Duration from Z Spread to Maturity
abstract double	Bond.macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Macaulay Duration from Z Spread to Work-out
abstract double	Bond.macaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Macaulay Duration from Z Spread to Optimal Exercise
abstract WengertJacobian	CalibratableComponent.manifestMeasureDFMicroJack(java.lang.String strMainfestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Compute the micro-Jacobian of the given measure to the DF
double	Component.measureValue(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strMeasure) Calculate the value of the given Product's measure
double	BasketProduct.measureValue(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strMeasure) Calculate the value of the given basket product measure
abstract double	Bond.mnacaulayDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Macaulay Duration from OAS to Optimal Exercise
abstract double	Bond.modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Modified Duration from ASW to Maturity
abstract double	Bond.modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Modified Duration from ASW to Work-out
abstract double	Bond.modifiedDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Modified Duration from ASW to Optimal Exercise
abstract double	Bond.modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Modified Duration from Bond Basis to Maturity
abstract double	Bond.modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Modified Duration from Bond Basis to Work-out
abstract double	Bond.modifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Modified Duration from Bond Basis to Optimal Exercise
abstract double	Bond.modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Modified Duration from Credit Basis to Maturity
abstract double	Bond.modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Modified Duration from Credit Basis to Work-out
abstract double	Bond.modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Modified Duration from Credit Basis to Optimal Exercise
abstract double	Bond.modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Modified Duration from Discount Margin to Maturity
abstract double	Bond.modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Modified Duration from Discount Margin to Work-out
abstract double	Bond.modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Modified Duration from Discount Margin to Optimal Exercise
abstract double	Bond.modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Modified Duration from G Spread to Maturity
abstract double	Bond.modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Modified Duration from G Spread to Work-out
abstract double	Bond.modifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Modified Duration from G Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Modified Duration from I Spread to Maturity
abstract double	Bond.modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Modified Duration from I Spread to Work-out
abstract double	Bond.modifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Modified Duration from I Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Modified Duration from OAS to Maturity
abstract double	Bond.modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Modified Duration from OAS to Work-out
abstract double	Bond.modifiedDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Modified Duration from OAS to Optimal Exercise
abstract double	Bond.modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Modified Duration from PECS to Maturity
abstract double	Bond.modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Modified Duration from PECS to Work-out
abstract double	Bond.modifiedDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Modified Duration from PECS to Optimal Exercise
abstract double	Bond.modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Modified Duration from Price to Maturity
abstract double	Bond.modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Modified Duration from Price to Work-out
abstract double	Bond.modifiedDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Modified Duration from Price to Optimal Exercise
abstract double	Bond.modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Modified Duration from TSY Spread to Maturity
abstract double	Bond.modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Modified Duration from TSY Spread to Work-out
abstract double	Bond.modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Modified Duration from TSY Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Modified Duration from Yield to Maturity
abstract double	Bond.modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Modified Duration from Yield to Work-out
abstract double	Bond.modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Modified Duration from Yield Spread to Maturity
abstract double	Bond.modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Modified Duration from Yield Spread to Work-out
abstract double	Bond.modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Modified Duration from Yield Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Modified Duration from Yield to Optimal Exercise
abstract double	Bond.modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Modified Duration from Z Spread to Maturity
abstract double	Bond.modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Modified Duration from Z Spread to Work-out
abstract double	Bond.modifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Modified Duration from Z Spread to Optimal Exercise
abstract double	Bond.nextCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs) Return the coupon rate for the period subsequent to the specified date
abstract double	Bond.oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate OAS from ASW to Maturity
abstract double	Bond.oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate OAS from ASW to Work-out
abstract double	Bond.oasFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate OAS from ASW to Optimal Exercise
abstract double	Bond.oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate OAS from Bond Basis to Maturity
abstract double	Bond.oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate OAS from Bond Basis to Work-out
abstract double	Bond.oasFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate OAS from Bond Basis to Optimal Exercise
abstract double	Bond.oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate OAS from Credit Basis to Maturity
abstract double	Bond.oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate OAS from Credit Basis to Work-out
abstract double	Bond.oasFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate OAS from Credit Basis to Optimal Exercise
abstract double	Bond.oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate OAS from Discount Margin to Maturity
abstract double	Bond.oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate OAS from Discount Margin to Work-out
abstract double	Bond.oasFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate OAS from Discount Margin to Optimal Exercise
abstract double	Bond.oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate OAS from G Spread to Maturity
abstract double	Bond.oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate OAS from G Spread to Work-out
abstract double	Bond.oasFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate OAS from G Spread to Optimal Exercise
abstract double	Bond.oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate OAS from I Spread to Maturity
abstract double	Bond.oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate OAS from I Spread to Work-out
abstract double	Bond.oasFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate OAS from I Spread to Optimal Exercise
abstract double	Bond.oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate OAS from PECS to Maturity
abstract double	Bond.oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate OAS from PECS to Work-out
abstract double	Bond.oasFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate OAS from PECS to Optimal Exercise
abstract double	Bond.oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate OAS from Price to Maturity
abstract double	Bond.oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate OAS from Price to Work-out
abstract double	Bond.oasFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate OAS from Price to Optimal Exercise
abstract double	Bond.oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate OAS from TSY Spread to Maturity
abstract double	Bond.oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate OAS from TSY Spread to Work-out
abstract double	Bond.oasFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate OAS from TSY Spread to Optimal Exercise
abstract double	Bond.oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate OAS from Yield to Maturity
abstract double	Bond.oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate OAS from Yield to Work-out
abstract double	Bond.oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate OAS from Yield Spread to Maturity
abstract double	Bond.oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate OAS from Yield Spread to Work-out
abstract double	Bond.oasFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate OAS from Yield Spread to Optimal Exercise
abstract double	Bond.oasFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate OAS from Yield to Optimal Exercise
abstract double	Bond.oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate OAS from Z Spread to Maturity
abstract double	Bond.oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate OAS from Z Spread to Work-out
abstract double	Bond.oasFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate OAS from Z Spread to Optimal Exercise
abstract double	Bond.pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate PECS from ASW to Maturity
abstract double	Bond.pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate PECS from ASW to Work-out
abstract double	Bond.pecsFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate PECS from ASW to Optimal Exercise
abstract double	Bond.pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate PECS from Bond Basis to Maturity
abstract double	Bond.pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate PECS from Bond Basis to Work-out
abstract double	Bond.pecsFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate PECS from Bond Basis to Optimal Exercise
abstract double	Bond.pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate PECS from Credit Basis to Maturity
abstract double	Bond.pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate PECS from Credit Basis to Work-out
abstract double	Bond.pecsFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate PECS from Credit Basis to Optimal Exercise
abstract double	Bond.pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate PECS from Discount Margin to Maturity
abstract double	Bond.pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate PECS from Discount Margin to Work-out
abstract double	Bond.pecsFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate PECS from Discount Margin to Optimal Exercise
abstract double	Bond.pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate PECS from G Spread to Maturity
abstract double	Bond.pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate PECS from G Spread to Work-out
abstract double	Bond.pecsFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate PECS from G Spread to Optimal Exercise
abstract double	Bond.pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate PECS from I Spread to Maturity
abstract double	Bond.pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate PECS from I Spread to Work-out
abstract double	Bond.pecsFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate PECS from I Spread to Optimal Exercise
abstract double	Bond.pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate PECS from OAS to Maturity
abstract double	Bond.pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate PECS from OAS to Work-out
abstract double	Bond.pecsFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate PECS from OAS to Optimal Exercise
abstract double	Bond.pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate PECS from Price to Maturity
abstract double	Bond.pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate PECS from Price to Work-out
abstract double	Bond.pecsFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate PECS from Price to Optimal Exercise
abstract double	Bond.pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate PECS from TSY Spread to Maturity
abstract double	Bond.pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate PECS from TSY Spread to Work-out
abstract double	Bond.pecsFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate PECS from TSY Spread to Optimal Exercise
abstract double	Bond.pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate PECS from Yield to Maturity
abstract double	Bond.pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate PECS from Yield to Work-out
abstract double	Bond.pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate PECS from Yield Spread to Maturity
abstract double	Bond.pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate PECS from Yield Spread to Work-out
abstract double	Bond.pecsFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate PECS from Yield Spread to Optimal Exercise
abstract double	Bond.pecsFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate PECS from Yield to Optimal Exercise
abstract double	Bond.pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate PECS from Z Spread to Maturity
abstract double	Bond.pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate PECS from Z Spread to Work-out
abstract double	Bond.pecsFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate PECS from Z Spread to Optimal Exercise
abstract double	Bond.previousCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs) Return the coupon rate for the period prior to the specified date
abstract double	Bond.priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Price from ASW to Maturity
abstract double	Bond.priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Price from ASW to Work-out
abstract double	Bond.priceFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Price from ASW to Optimal Exercise
abstract double	Bond.priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Price from Bond Basis to Maturity
abstract double	Bond.priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Price from Bond Basis to Work-out
abstract double	Bond.priceFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Price from Bond Basis to Optimal Exercise
abstract double	Bond.priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Price from Credit Basis to Maturity
abstract double	Bond.priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Price from Credit Basis to Work-out
abstract double	Bond.priceFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Price from Credit Basis to Optimal Exercise
abstract double	Bond.priceFromCreditCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis, boolean bFlat) Calculate the bond's credit risky theoretical price from the bumped credit curve
abstract double	Bond.priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Price from Discount Margin to Maturity
abstract double	Bond.priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Price from Discount Margin to Work-out
abstract double	Bond.priceFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Price from Discount Margin to Optimal Exercise
abstract double	Bond.priceFromFundingCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblDCBump) Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
abstract double	Bond.priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Price from G Spread to Maturity
abstract double	Bond.priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Price from G Spread to Work-out
abstract double	Bond.priceFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Price from G Spread to Optimal Exercise
abstract double	Bond.priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Price from I Spread to Maturity
abstract double	Bond.priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Price from I Spread to Work-out
abstract double	Bond.priceFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Price from I Spread to Optimal Exercise
abstract double	Bond.priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Price from OAS to Maturity
abstract double	Bond.priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Price from OAS to Work-out
abstract double	Bond.priceFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Price from OAS to Optimal Exercise
abstract double	Bond.priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Price from PECS to Maturity
abstract double	Bond.priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Price from PECS to Work-out
abstract double	Bond.priceFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Price from PECS to Optimal Exercise
abstract double	Bond.priceFromTreasuryCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblDCBump) Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
abstract double	Bond.priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Price from TSY Spread to Maturity
abstract double	Bond.priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Price from TSY Spread to Work-out
abstract double	Bond.priceFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Price from TSY Spread to Optimal Exercise
abstract double	Bond.priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Price from Yield to Maturity
abstract double	Bond.priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Price from Yield to Work-out
abstract double	Bond.priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Price from Yield Spread to Maturity
abstract double	Bond.priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Price from Yield Spread to Work-out
abstract double	Bond.priceFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Price from Yield Spread to Optimal Exercise
abstract double	Bond.priceFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Price from Yield to Optimal Exercise
abstract double	Bond.priceFromZeroCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblZCBump) Calculate the bond's non-credit risky theoretical price from the Bumped Zero Curve
abstract double	Bond.priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Price from Z Spread to Maturity
abstract double	Bond.priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Price from Z Spread to Work-out
abstract double	Bond.priceFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Price from Z Spread to Optimal Exercise
abstract double	Component.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp) Compute the PV for the specified Market Parameters
abstract double[]	Bond.secTreasurySpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs) Retrieve the array of double for the bond's secondary treasury spreads from the Valuation Parameters and the component market parameters
abstract BondRVMeasures	Bond.standardMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, WorkoutInfo wi, double dblPrice) Calculate the full set of Bond RV Measures from the Price Input
abstract double	Bond.tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate TSY Spread from ASW to Maturity
abstract double	Bond.tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate TSY Spread from ASW to Work-out
abstract double	Bond.tsySpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate TSY Spread from ASW to Optimal Exercise
abstract double	Bond.tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate TSY Spread from Bond Basis to Maturity
abstract double	Bond.tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate TSY Spread from Bond Basis to Work-out
abstract double	Bond.tsySpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate TSY Spread from Bond Basis to Optimal Exercise
abstract double	Bond.tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate TSY Spread from Credit Basis to Maturity
abstract double	Bond.tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate TSY Spread from Credit Basis to Work-out
abstract double	Bond.tsySpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate TSY Spread from Credit Basis to Optimal Exercise
abstract double	Bond.tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate TSY Spread from Discount Margin to Maturity
abstract double	Bond.tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate TSY Spread from Discount Margin to Work-out
abstract double	Bond.tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate TSY Spread from Discount Margin to Optimal Exercise
abstract double	Bond.tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate TSY Spread from G Spread to Maturity
abstract double	Bond.tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate TSY Spread from G Spread to Work-out
abstract double	Bond.tsySpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate TSY Spread from G Spread to Optimal Exercise
abstract double	Bond.tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate TSY Spread from I Spread to Maturity
abstract double	Bond.tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate TSY Spread from I Spread to Work-out
abstract double	Bond.tsySpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate TSY Spread from I Spread to Optimal Exercise
abstract double	Bond.tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate TSY Spread from OAS to Maturity
abstract double	Bond.tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate TSY Spread from OAS to Work-out
abstract double	Bond.tsySpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate TSY Spread from OAS to Optimal Exercise
abstract double	Bond.tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate TSY Spread from PECS to Maturity
abstract double	Bond.tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate TSY Spread from PECS to Work-out
abstract double	Bond.tsySpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate TSY Spread from PECS to Optimal Exercise
abstract double	Bond.tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate TSY Spread from Price to Maturity
abstract double	Bond.tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate TSY Spread from Price to Work-out
abstract double	Bond.tsySpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate TSY Spread from Price to Optimal Exercise
abstract double	Bond.tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate TSY Spread from Yield to Maturity
abstract double	Bond.tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate TSY Spread from Yield to Work-out
abstract double	Bond.tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate TSY Spread from Yield Spread to Maturity
abstract double	Bond.tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate TSY Spread from Yield Spread to Work-out
abstract double	Bond.tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate TSY Spread from Yield Spread to Optimal Exercise
abstract double	Bond.tsySpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate TSY Spread from Yield to Optimal Exercise
abstract double	Bond.tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate TSY Spread from Z Spread to Maturity
abstract double	Bond.tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate TSY Spread from Z Spread to Work-out
abstract double	Bond.tsySpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate TSY Spread from Z Spread to Optimal Exercise
abstract CaseInsensitiveTreeMap<java.lang.Double>	Component.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate a full list of the Product measures for the full input set of market parameters
CaseInsensitiveTreeMap<java.lang.Double>	BasketProduct.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate a full list of the basket product measures for the full input set of market parameters
abstract CaseInsensitiveTreeMap<java.lang.Double>	CreditDefaultSwap.valueFromQuotedSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFixCoupon, double dblQuotedSpread) Value the CDS from the Quoted Spread
abstract PredictorResponseWeightConstraint	CalibratableComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Latent State from the Component's Cash Flows.
abstract double	Bond.yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Yield01 from ASW to Maturity
abstract double	Bond.yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Yield01 from ASW to Work-out
abstract double	Bond.yield01FromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Yield01 from ASW to Optimal Exercise
abstract double	Bond.yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Yield01 from Bond Basis to Maturity
abstract double	Bond.yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Yield01 from Bond Basis to Work-out
abstract double	Bond.yield01FromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Yield01 from Bond Basis to Optimal Exercise
abstract double	Bond.yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Yield01 from Credit Basis to Maturity
abstract double	Bond.yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Yield01 from Credit Basis to Work-out
abstract double	Bond.yield01FromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Yield01 from Credit Basis to Optimal Exercise
abstract double	Bond.yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Yield01 from Discount Margin to Maturity
abstract double	Bond.yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Yield01 from Discount Margin to Work-out
abstract double	Bond.yield01FromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Yield01 from Discount Margin to Optimal Exercise
abstract double	Bond.yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Yield01 from G Spread to Maturity
abstract double	Bond.yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Yield01 from G Spread to Work-out
abstract double	Bond.yield01FromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Yield01 from G Spread to Optimal Exercise
abstract double	Bond.yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Yield01 from I Spread to Maturity
abstract double	Bond.yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Yield01 from I Spread to Work-out
abstract double	Bond.yield01FromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Yield01 from I Spread to Optimal Exercise
abstract double	Bond.yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Yield01 from OAS to Maturity
abstract double	Bond.yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Yield01 from OAS to Work-out
abstract double	Bond.yield01FromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Yield01 from OAS to Optimal Exercise
abstract double	Bond.yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Yield01 from PECS to Maturity
abstract double	Bond.yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Yield01 from PECS to Work-out
abstract double	Bond.yield01FromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Yield01 from PECS to Optimal Exercise
abstract double	Bond.yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Yield01 from Price to Maturity
abstract double	Bond.yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Yield01 from Price to Work-out
abstract double	Bond.yield01FromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Yield01 from Price to Optimal Exercise
abstract double	Bond.yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Yield01 from TSY Spread to Maturity
abstract double	Bond.yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Yield01 from TSY Spread to Work-out
abstract double	Bond.yield01FromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Yield01 from TSY Spread to Optimal Exercise
abstract double	Bond.yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Yield01 from Yield to Maturity
abstract double	Bond.yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Yield01 from Yield to Work-out
abstract double	Bond.yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Yield01 from Yield Spread to Maturity
abstract double	Bond.yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Yield01 from Yield Spread to Work-out
abstract double	Bond.yield01FromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Yield01 from Yield Spread to Optimal Exercise
abstract double	Bond.yield01FromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Yield01 from Yield to Optimal Exercise
abstract double	Bond.yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Yield01 from Z Spread to Maturity
abstract double	Bond.yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Yield01 from Z Spread to Work-out
abstract double	Bond.yield01FromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Yield01 from Z Spread to Optimal Exercise
abstract double	Bond.yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Yield from ASW to Maturity
abstract double	Bond.yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Yield from ASW to Work-out
abstract double	Bond.yieldFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Yield from ASW to Optimal Exercise
abstract double	Bond.yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Yield from Bond Basis to Maturity
abstract double	Bond.yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Yield from Bond Basis to Work-out
abstract double	Bond.yieldFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Yield from Bond Basis to Optimal Exercise
abstract double	Bond.yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Yield from Credit Basis to Maturity
abstract double	Bond.yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Yield from Credit Basis to Work-out
abstract double	Bond.yieldFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Yield from Credit Basis to Optimal Exercise
abstract double	Bond.yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Yield from Discount Margin to Maturity
abstract double	Bond.yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Yield from Discount Margin to Work-out
abstract double	Bond.yieldFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Yield from Discount Margin to Optimal Exercise
abstract double	Bond.yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Yield from G Spread to Maturity
abstract double	Bond.yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Yield from G Spread to Work-out
abstract double	Bond.yieldFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Yield from G Spread to Optimal Exercise
abstract double	Bond.yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Yield from I Spread to Maturity
abstract double	Bond.yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Yield from I Spread to Work-out
abstract double	Bond.yieldFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Yield from I Spread to Optimal Exercise
abstract double	Bond.yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Yield from OAS to Maturity
abstract double	Bond.yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Yield from OAS to Work-out
abstract double	Bond.yieldFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Yield from OAS to Optimal Exercise
abstract double	Bond.yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Yield from PECS to Maturity
abstract double	Bond.yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Yield from PECS to Work-out
abstract double	Bond.yieldFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Yield from PECS to Optimal Exercise
abstract double	Bond.yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Yield from Price to Maturity
abstract double	Bond.yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Yield from Price to Work-out
abstract double	Bond.yieldFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Yield from Price to Optimal Exercise
abstract double	Bond.yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Yield from TSY Spread to Maturity
abstract double	Bond.yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Yield from TSY Spread to Work-out
abstract double	Bond.yieldFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Yield from TSY Spread to Optimal Exercise
abstract double	Bond.yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Yield from Yield Spread to Maturity
abstract double	Bond.yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Yield from Yield Spread to Work-out
abstract double	Bond.yieldFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Yield from Yield Spread to Optimal Exercise
abstract double	Bond.yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Yield from Z Spread to Maturity
abstract double	Bond.yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Yield from Z Spread to Work-out
abstract double	Bond.yieldFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Yield from Z Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Yield Spread from ASW to Maturity
abstract double	Bond.yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Yield Spread from ASW to Work-out
abstract double	Bond.yieldSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Yield Spread from ASW to Optimal Exercise
abstract double	Bond.yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Yield Spread from Bond Basis to Maturity
abstract double	Bond.yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Yield Spread from Bond Basis to Work-out
abstract double	Bond.yieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Yield Spread from Bond Basis to Optimal Exercise
abstract double	Bond.yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Yield Spread from Credit Basis to Maturity
abstract double	Bond.yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Yield Spread from Credit Basis to Work-out
abstract double	Bond.yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Yield Spread from Credit Basis to Optimal Exercise
abstract double	Bond.yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Yield Spread from Discount Margin to Maturity
abstract double	Bond.yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Yield Spread from Discount Margin to Work-out
abstract double	Bond.yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Yield Spread from Discount Margin to Optimal Exercise
abstract double	Bond.yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Yield Spread from G Spread to Maturity
abstract double	Bond.yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Yield Spread from G Spread to Work-out
abstract double	Bond.yieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Yield Spread from G Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Yield Spread from I Spread to Maturity
abstract double	Bond.yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Yield Spread from I Spread to Work-out
abstract double	Bond.yieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Yield Spread from I Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Yield Spread from OAS to Maturity
abstract double	Bond.yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Yield Spread from OAS to Work-out
abstract double	Bond.yieldSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Yield Spread from OAS to Optimal Exercise
abstract double	Bond.yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Yield Spread from PECS to Maturity
abstract double	Bond.yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Yield Spread from PECS to Work-out
abstract double	Bond.yieldSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Yield Spread from PECS to Optimal Exercise
abstract double	Bond.yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Yield Spread from Price to Maturity
abstract double	Bond.yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Yield Spread from Price to Work-out
abstract double	Bond.yieldSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Yield Spread from Price to Optimal Exercise
abstract double	Bond.yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Yield Spread from TSY Spread to Maturity
abstract double	Bond.yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Yield Spread from TSY Spread to Work-out
abstract double	Bond.yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Yield Spread from TSY Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Yield Spread from Yield to Maturity
abstract double	Bond.yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Yield Spread from Yield to Work-out
abstract double	Bond.yieldSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Yield Spread from Yield to Optimal Exercise
abstract double	Bond.yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Yield Spread from Z Spread to Maturity
abstract double	Bond.yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) Calculate Yield Spread from Z Spread to Work-out
abstract double	Bond.yieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) Calculate Yield Spread from Z Spread to Optimal Exercise
abstract double	Bond.zspreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Z Spread from ASW to Maturity
abstract double	Bond.zspreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) Calculate Z Spread from ASW to Work-out
abstract double	Bond.zspreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) Calculate Z Spread from ASW to Optimal Exercise
abstract double	Bond.zspreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Z Spread from Bond Basis to Maturity
abstract double	Bond.zspreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) Calculate Z Spread from Bond Basis to Work-out
abstract double	Bond.zspreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) Calculate Z Spread from Bond Basis to Optimal Exercise
abstract double	Bond.zspreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Z Spread from Credit Basis to Maturity
abstract double	Bond.zspreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) Calculate Z Spread from Credit Basis to Work-out
abstract double	Bond.zspreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) Calculate Z Spread from Credit Basis to Optimal Exercise
abstract double	Bond.zspreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Z Spread from Discount Margin to Maturity
abstract double	Bond.zspreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) Calculate Z Spread from Discount Margin to Work-out
abstract double	Bond.zspreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) Calculate Z Spread from Discount Margin to Optimal Exercise
abstract double	Bond.zspreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Z Spread from G Spread to Maturity
abstract double	Bond.zspreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) Calculate Z Spread from G Spread to Work-out
abstract double	Bond.zspreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) Calculate Z Spread from G Spread to Optimal Exercise
abstract double	Bond.zspreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Z Spread from I Spread to Maturity
abstract double	Bond.zspreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) Calculate Z Spread from I Spread to Work-out
abstract double	Bond.zspreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) Calculate Z Spread from I Spread to Optimal Exercise
abstract double	Bond.zspreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Z Spread from OAS to Maturity
abstract double	Bond.zspreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) Calculate Z Spread from OAS to Work-out
abstract double	Bond.zspreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) Calculate Z Spread from OAS to Optimal Exercise
abstract double	Bond.zspreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Z Spread from PECS to Maturity
abstract double	Bond.zspreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) Calculate Z Spread from PECS to Work-out
abstract double	Bond.zspreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) Calculate Z Spread from PECS to Optimal Exercise
abstract double	Bond.zspreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Z Spread from Price to Maturity
abstract double	Bond.zspreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) Calculate Z Spread from Price to Work-out
abstract double	Bond.zspreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Calculate Z Spread from Price to Optimal Exercise
abstract double	Bond.zspreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Z Spread from TSY Spread to Maturity
abstract double	Bond.zspreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) Calculate Z Spread from TSY Spread to Work-out
abstract double	Bond.zspreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) Calculate Z Spread from TSY Spread to Optimal Exercise
abstract double	Bond.zspreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Z Spread from Yield to Maturity
abstract double	Bond.zspreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) Calculate Z Spread from Yield to Work-out
abstract double	Bond.zspreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Z Spread from Yield Spread to Maturity
abstract double	Bond.zspreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) Calculate Z Spread from Yield Spread to Work-out
abstract double	Bond.zspreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) Calculate Z Spread from Yield Spread to Optimal Exercise
abstract double	Bond.zspreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) Calculate Z Spread from Yield to Optimal Exercise

Uses of CurveSurfaceQuoteContainer in org.drip.product.fra

Methods in org.drip.product.fra with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
double	FRAStandardCapFloor.atmPriceFromVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFlatVolatility) Compute the ATM Cap/Floor Price from the Flat Volatility
double	FRAStandardCapFloor.flatVolatilityFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCalibPrice) Imply the Flat Cap/Floor Volatility from the Calibration Price
PredictorResponseWeightConstraint	FRAStandardComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FRAStandardComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	FRAStandardCapFloorlet.implyVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strCalibMeasure, double dblCalibValue) Imply the Flat Caplet/Floorlet Volatility from the Market Manifest Measure
WengertJacobian	FRAStandardComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	FRAStandardComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	FRAStandardCapFloorlet.price(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblVolatility) Compute the Caplet/Floorlet Price from the Inputs
double	FRAStandardCapFloor.priceFromFlatVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFlatVolatility) Compute the Cap/Floor Price from the Flat Volatility
double	FRAStandardCapFloorlet.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	FRAStandardCapFloor.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
boolean	FRAStandardCapFloor.stripPiecewiseForwardVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCapVolatility, java.util.Map<JulianDate,java.lang.Double> mapDateVol) Strip the Piece-wise Constant Forward Rate Volatility of the Unmarked Segment of the Volatility Term Structure
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardCapFloorlet.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardCapFloor.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAMarketComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardCapFloorlet.valueFromSurfaceVariance(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblIntegratedSurfaceVariance) Generate the Standard FRA Caplet/Floorlet Measures from the Integrated Surface Variance
double	FRAStandardCapFloor.volatilityFromATMPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCalibPrice) Imply the Flat Cap/Floor Volatility from the Calibration ATM Price
PredictorResponseWeightConstraint	FRAStandardCapFloorlet.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FRAStandardCapFloor.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of CurveSurfaceQuoteContainer in org.drip.product.fx

Methods in org.drip.product.fx with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<java.lang.Double>	FXForwardComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CompositePeriodCouponMetrics	FXForwardComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
LatentStateSegmentSpec	ComponentPair.derivedForwardSpec(ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double dblBasis, boolean bBasisOnDerivedComponent, boolean bBasisOnDerivedStream) Generate the Derived Forward Latent State Segment Specification
LatentStateSegmentSpec	ComponentPair.derivedFundingForwardSpec(ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double dblReferenceComponentBasis, boolean bBasisOnDerivedLeg, double dblSwapRate) Generate the Derived Funding/Forward Merged Latent State Segment Specification
PredictorResponseWeightConstraint	FXForwardComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
WengertJacobian	FXForwardComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FXForwardComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	FXForwardComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FXForwardComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	ForeignCollateralizedDomesticForward.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	DomesticCollateralizedForeignForward.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	ComponentPair.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
PredictorResponseWeightConstraint	FXForwardComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of CurveSurfaceQuoteContainer in org.drip.product.govvie

Methods in org.drip.product.govvie with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
CTDEntry	TreasuryFutures.cheapestToDeliver(int iValueDate, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double[] adblCleanPrice, int iForwardPriceMethod) Extract the Cheapest-to-deliver Entry in the Basket Using the Current Market Parameters
CTDEntry	TreasuryFutures.cheapestToDeliverCreditBasis(int iValueDate, CurveSurfaceQuoteContainer csqc, double[] adblCleanPrice) Extract the Cheapest-to-deliver Entry in the Basket Using Bond Credit Basis Metric
CTDEntry	TreasuryFutures.cheapestToDeliverOAS(int iValueDate, CurveSurfaceQuoteContainer csqc, double[] adblCleanPrice) Extract the Cheapest-to-deliver Entry in the Basket Using Bond OAS Metric
CTDEntry	TreasuryFutures.cheapestToDeliverZSpread(int iValueDate, CurveSurfaceQuoteContainer csqc, double[] adblCleanPrice) Extract the Cheapest-to-deliver Entry in the Basket Using Bond Z Spread Metric
CompositePeriodCouponMetrics	TreasuryFutures.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
PredictorResponseWeightConstraint	TreasuryComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	TreasuryFutures.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	TreasuryFutures.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)

Uses of CurveSurfaceQuoteContainer in org.drip.product.option

Methods in org.drip.product.option with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<java.lang.Double>	OptionComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CompositePeriodCouponMetrics	OptionComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
PredictorResponseWeightConstraint	OptionComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
WengertJacobian	OptionComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	OptionComponent.manifestMeasureDFMicroJack(java.lang.String strMainfestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	FixFloatEuropeanOption.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	CDSEuropeanOption.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	FixFloatEuropeanOption.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	CDSEuropeanOption.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	CDSEuropeanOption.valueFromSurfaceVariance(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblIntegratedSurfaceVariance) Generate the Standard CDS European Option Measures from the Integrated Surface Variance
PredictorResponseWeightConstraint	FixFloatEuropeanOption.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSEuropeanOption.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)

Uses of CurveSurfaceQuoteContainer in org.drip.product.rates

Methods in org.drip.product.rates with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<java.lang.Double>	SingleStreamComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	RatesBasket.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	FloatFloatComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	FixFloatComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CompositePeriodCouponMetrics	Stream.coupon(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs) Get the Coupon Metrics for the period corresponding to the specified accrual end date
CompositePeriodCouponMetrics	SingleStreamComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
CompositePeriodCouponMetrics	RatesBasket.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
CompositePeriodCouponMetrics	FloatFloatComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
CompositePeriodCouponMetrics	FixFloatComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
PredictorResponseWeightConstraint	Stream.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the State Loading Constraints for the Forward Latent State
PredictorResponseWeightConstraint	SingleStreamComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the State Loading Constraints for the Merged Forward/Funding Latent State
PredictorResponseWeightConstraint	SingleStreamComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the State Loading Constraints for the Funding Latent State
PredictorResponseWeightConstraint	SingleStreamComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
PredictorResponseWeightConstraint	SingleStreamComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve Yield Latent State from the Component's Cash Flows.
PredictorResponseWeightConstraint	SingleStreamComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
WengertJacobian	Stream.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate the Jacobian of the Dirty PV to the Manifest Measure
WengertJacobian	SingleStreamComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	RatesBasket.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FloatFloatComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FixFloatComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	Stream.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate the micro-Jacobian of the Manifest Measure to the Discount Factor
WengertJacobian	SingleStreamComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	RatesBasket.manifestMeasureDFMicroJack(java.lang.String strMainfestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FloatFloatComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FixFloatComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	Stream.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp) Compute the PV for the specified Market Parameters
double	SingleStreamComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	RatesBasket.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	FloatFloatComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	FixFloatComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	Stream.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate a Value Map for the Stream
CaseInsensitiveTreeMap<java.lang.Double>	SingleStreamComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	RatesBasket.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	FloatFloatComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FixFloatComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
PredictorResponseWeightConstraint	Stream.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Curve Volatility Latent State from the Component's Cash Flows.
PredictorResponseWeightConstraint	SingleStreamComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)

Uses of CurveSurfaceQuoteContainer in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DFRateShapePreserver(java.lang.String strName, ValuationParams valParams, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String[] astrManifestMeasure2, double dblEpochResponse, boolean bZeroSmooth) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.ShapePreservingDFBuild(java.lang.String strCurrency, LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, double dblEpochResponse) Build the Shape Preserving Discount Curve using the Custom Parameters
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, ForwardLabel fri, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, double dblEpochResponse) Build the Shape Preserving Forward Curve using the Custom Parameters
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(java.lang.String strName, ForwardLabel fri, ValuationParams valParams, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote, double dblEpochResponse) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, CurrencyPair cp, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblEpochResponse) Build the Shape Preserving FX Curve using the Custom Parameters
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String strName, CurrencyPair cp, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote, double dblEpochResponse, SegmentCustomBuilderControl scbc) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String strName, CurrencyPair cp, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote, double dblEpochResponse) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static GovvieCurve	ScenarioGovvieCurveBuilder.ShapePreservingGovvieCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, java.lang.String strTreasuryCode, java.lang.String strCurrency, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblEpochResponse) Build the Shape Preserving Govvie Curve using the Custom Parameters
static GovvieCurve	ScenarioGovvieCurveBuilder.ShapePreservingGovvieCurve(java.lang.String strName, java.lang.String strTreasuryCode, java.lang.String strCurrency, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, SegmentInelasticDesignControl sdic, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote) Construct an Instance of the Shape Preserver of the desired Basis Spline Type, using the specified Basis Spline Set Builder Parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.SmoothingGlobalControlBuild(MergedDiscountForwardCurve dcShapePreserver, LinearLatentStateCalibrator llsc, GlobalControlCurveParams gccp, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam) Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.SmoothingLocalControlBuild(MergedDiscountForwardCurve dcShapePreserver, LinearLatentStateCalibrator llsc, LocalControlCurveParams lccp, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam) Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters

Uses of CurveSurfaceQuoteContainer in org.drip.state.estimator

Methods in org.drip.state.estimator with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairDiscountStretch(java.lang.String strName, ComponentPair[] aCCSP, ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double[] adblReferenceComponentBasis, double[] adblSwapRate, boolean bBasisOnDerivedLeg) Construct an instance of LatentStateStretchSpec for the Construction of the Discount Curve from the specified Inputs
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairForwardStretch(java.lang.String strName, ComponentPair[] aCCSP, ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double[] adblBasis, boolean bBasisOnDerivedComponent, boolean bBasisOnDerivedStream) Construct an instance of LatentStateStretchSpec for the Construction of the Forward Curve from the specified Inputs

Uses of CurveSurfaceQuoteContainer in org.drip.state.inference

Methods in org.drip.state.inference with parameters of type CurveSurfaceQuoteContainer

Modifier and Type	Method and Description
OverlappingStretchSpan	LinearLatentStateCalibrator.calibrateSpan(LatentStateStretchSpec[] aStretchSpec, double dblEpochResponse, ValuationParams valParams, CreditPricerParams pricerParams, ValuationCustomizationParams vcp, CurveSurfaceQuoteContainer csqs) Calibrate the Span from the Instruments in the Stretches and their Details.

Constructors in org.drip.state.inference with parameters of type CurveSurfaceQuoteContainer

Constructor and Description

LatentStateSequenceBuilder(double dblEpochResponse, LatentStateStretchSpec stretchSpec, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, Span span, StretchBestFitResponse sbfr, CaseInsensitiveHashMap<PreceedingManifestSensitivityControl> mapPMSC, StretchBestFitResponse sbfrQuoteSensitivity, BoundarySettings bs) LatentStateSequenceBuilder constructor