org.drip.product.calib

Class StreamQuoteSet

java.lang.Object

org.drip.product.calib.StreamQuoteSet

public class StreamQuoteSet
extends java.lang.Object

StreamQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Universal Stream.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
StreamQuoteSet() Empty StreamQuoteSet Constructor

Method Summary

Modifier and Type	Method and Description
double	basis() Retrieve the Basis
boolean	containsBasis() Indicate if the Basis Field exists
boolean	containsCouponSpread() Indicate if the Coupon/Spread Field exists
boolean	containsPV() Indicate if the PV Field exists
double	couponSpread() Retrieve the Coupon/Spread
double	pv() Retrieve the PV
boolean	setBasis(double dblBasis) Set the Basis
boolean	setCouponSpread(double dblCouponSpread) Set the Coupon/Spread
boolean	setPV(double dblPV) Set the PV

Methods inherited from class java.lang.Object

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

Constructor Detail

StreamQuoteSet

public StreamQuoteSet()

Empty StreamQuoteSet Constructor

Method Detail

setPV

public boolean setPV(double dblPV)

Set the PV

Parameters:

dblPV - The PV

Returns:

TRUE - PV successfully set

containsPV

public boolean containsPV()

Indicate if the PV Field exists

Returns:

TRUE - PV Field Exists

pv

public double pv()
          throws java.lang.Exception

Retrieve the PV

Returns:

The PV

Throws:

java.lang.Exception - Thrown if the PV Field does not exist

setCouponSpread

public boolean setCouponSpread(double dblCouponSpread)

Set the Coupon/Spread

Parameters:

dblCouponSpread - The Coupon/Spread

Returns:

TRUE - The Coupon/Spread successfully set

containsCouponSpread

public boolean containsCouponSpread()

Indicate if the Coupon/Spread Field exists

Returns:

TRUE - Coupon/Spread Field Exists

couponSpread

public double couponSpread()
                    throws java.lang.Exception

Retrieve the Coupon/Spread

Returns:

The Coupon/Spread

Throws:

java.lang.Exception - Thrown if the Coupon/Spread Field does not exist

setBasis

public boolean setBasis(double dblBasis)

Set the Basis

Parameters:

dblBasis - The Basis

Returns:

TRUE - The Basis successfully set

containsBasis

public boolean containsBasis()

Indicate if the Basis Field exists

Returns:

TRUE - Basis Field Exists

basis

public double basis()
             throws java.lang.Exception

Retrieve the Basis

Returns:

The Basis

Throws:

java.lang.Exception - Thrown if the Basis Field does not exist