org.drip.param.quoting

Class QuotedSpreadInterpreter

java.lang.Object

org.drip.param.quoting.MeasureInterpreter

org.drip.param.quoting.QuotedSpreadInterpreter

public class QuotedSpreadInterpreter
extends MeasureInterpreter

QuotedSpreadInterpreter holds the fields needed to interpret a Quoted Spread Quote. It contains the contract type and the coupon.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static java.lang.String	CONV_CDS Conventional CDS Contract
static java.lang.String	SNAC_CDS SNAC CDS Contract
static java.lang.String	STEM_CDS STEM CDS Contract

Constructor Summary

Constructors

Constructor and Description
QuotedSpreadInterpreter(java.lang.String strCDSContractType, double dblCouponStrike) QuotedSpreadInterpreter constructor

Method Summary

Modifier and Type	Method and Description
java.lang.String	cdsContractType() Retrieve the CDS Contract Type
double	couponStrike() Retrieve the Coupon Strike

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

SNAC_CDS

public static final java.lang.String SNAC_CDS

SNAC CDS Contract

See Also:

Constant Field Values

CONV_CDS

public static final java.lang.String CONV_CDS

Conventional CDS Contract

See Also:

Constant Field Values

STEM_CDS

public static final java.lang.String STEM_CDS

STEM CDS Contract

See Also:

Constant Field Values

Constructor Detail

QuotedSpreadInterpreter

public QuotedSpreadInterpreter(java.lang.String strCDSContractType,
                               double dblCouponStrike)
                        throws java.lang.Exception

QuotedSpreadInterpreter constructor

Parameters:

strCDSContractType - The CDS Contract Type

dblCouponStrike - The Coupon Strike

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

cdsContractType

public java.lang.String cdsContractType()

Retrieve the CDS Contract Type

Returns:

The CDS Contract Type

couponStrike

public double couponStrike()

Retrieve the Coupon Strike

Returns:

The Coupon Strike