BondComponent

java.lang.Object
- org.drip.product.definition.Component
- - org.drip.product.definition.CalibratableComponent
  - - org.drip.product.definition.CreditComponent
    - - org.drip.product.definition.Bond
      - org.drip.product.credit.BondComponent

All Implemented Interfaces:

BondProduct, ComponentMarketParamRef

Direct Known Subclasses:

TreasuryComponent
```
public class BondComponent
extends Bond
implements BondProduct
```
BondComponent is the base class that extends CreditComponent abstract class and implements the functionality behind bonds of all kinds. Bond static data is captured in a set of 11 container classes – BondTSYParams, BondCouponParams, BondNotionalParams, BondFloaterParams, BondCurrencyParams, BondIdentifierParams, CompCRValParams, BondCFTerminationEvent, BondFixedPeriodGenerationParams, and one EmbeddedOptionSchedule object instance each for the call and the put objects. Each of these parameter set can be set separately.

Author:

Lakshmi Krishnamurthy

Nested Class Summary

Nested Classes
Modifier and Type	Class and Description
`class`	`BondComponent.BondCalibrator` The BondCalibrator implements a calibrator that calibrates the yield, the credit basis, or the Z Spread for the bond given the price input.

Constructor Summary

Constructors
Constructor and Description

BondComponent()
Constructor: Construct an empty bond object

Constructors
Constructor and Description
`BondComponent()` Constructor: Construct an empty bond object

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`java.lang.String`	`accrualDC()` Return the bond's accrual day count
`double`	`accrued(int iDate, CurveSurfaceQuoteContainer csqc)` Calculate the bond's accrued for the period identified by the valuation date
`double`	`aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate ASW from Bond Basis to Maturity
`double`	`aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate ASW from Bond Basis to Work-out
`double`	`aswFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate ASW from Bond Basis to Optimal Exercise
`double`	`aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate ASW from Credit Basis to Maturity
`double`	`aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate ASW from Credit Basis to Work-out
`double`	`aswFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate ASW from Credit Basis to Optimal Exercise
`double`	`aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate ASW from Discount Margin to Maturity
`double`	`aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate ASW from Discount Margin to Work-out
`double`	`aswFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate ASW from Discount Margin to Optimal Exercise
`double`	`aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate ASW from G Spread to Maturity
`double`	`aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate ASW from G Spread to Work-out
`double`	`aswFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate ASW from G Spread to Optimal Exercise
`double`	`aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate ASW from I Spread to Maturity
`double`	`aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate ASW from I Spread to Work-out
`double`	`aswFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate ASW from I Spread to Optimal Exercise
`double`	`aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate ASW from OAS to Maturity
`double`	`aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate ASW from OAS to Work-out
`double`	`aswFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate ASW from OAS to Optimal Exercise
`double`	`aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate ASW from PECS to Maturity
`double`	`aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate ASW from PECS to Work-out
`double`	`aswFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate ASW from PECS to Optimal Exercise
`double`	`aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate ASW from Price to Maturity
`double`	`aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate ASW from Price to Work-out
`double`	`aswFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate ASW from Price to Optimal Exercise
`double`	`aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate ASW from TSY Spread to Maturity
`double`	`aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate ASW from TSY Spread to Work-out
`double`	`aswFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate ASW from TSY Spread to Optimal Exercise
`double`	`aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate ASW from Yield to Maturity
`double`	`aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate ASW from Yield to Work-out
`double`	`aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate ASW from Yield Spread to Maturity
`double`	`aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate ASW from Yield Spread to Work-out
`double`	`aswFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate ASW from Yield Spread to Optimal Exercise
`double`	`aswFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate ASW from Yield to Optimal Exercise
`double`	`aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate ASW from Z Spread to Maturity
`double`	`aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate ASW from Z Spread to Work-out
`double`	`aswFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate ASW from Z Spread to Optimal Exercise
`double`	`bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Bond Basis from ASW to Maturity
`double`	`bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Bond Basis from ASW to Work-out
`double`	`bondBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Bond Basis from ASW to Optimal Exercise
`double`	`bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Bond Basis from Credit Basis to Maturity
`double`	`bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Bond Basis from Credit Basis to Work-out
`double`	`bondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Bond Basis from Credit Basis to Optimal Exercise
`double`	`bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Bond Basis from Discount Margin to Maturity
`double`	`bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Bond Basis from Discount Margin to Work-out
`double`	`bondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Bond Basis from Discount Margin to Optimal Exercise
`double`	`bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Bond Basis from G Spread to Maturity
`double`	`bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Bond Basis from G Spread to Work-out
`double`	`bondBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Bond Basis from G Spread to Optimal Exercise
`double`	`bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Bond Basis from I Spread to Maturity
`double`	`bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Bond Basis from I Spread to Work-out
`double`	`bondBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Bond Basis from I Spread to Optimal Exercise
`double`	`bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Bond Basis from OAS to Maturity
`double`	`bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Bond Basis from OAS to Work-out
`double`	`bondBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Bond Basis from OAS to Optimal Exercise
`double`	`bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Bond Basis from PECS to Maturity
`double`	`bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Bond Basis from PECS to Work-out
`double`	`bondBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Bond Basis from PECS to Optimal Exercise
`double`	`bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Bond Basis from Price to Maturity
`double`	`bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Bond Basis from Price to Work-out
`double`	`bondBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Bond Basis from Price to Optimal Exercise
`double`	`bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Bond Basis from TSY Spread to Maturity
`double`	`bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Bond Basis from TSY Spread to Work-out
`double`	`bondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Bond Basis from TSY Spread to Optimal Exercise
`double`	`bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Bond Basis from Yield to Maturity
`double`	`bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Bond Basis from Yield to Work-out
`double`	`bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Bond Basis from Yield Spread to Maturity
`double`	`bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Bond Basis from Yield Spread to Work-out
`double`	`bondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Bond Basis from Yield Spread to Optimal Exercise
`double`	`bondBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Bond Basis from Yield to Optimal Exercise
`double`	`bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Bond Basis from Z Spread to Maturity
`double`	`bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Bond Basis from Z Spread to Work-out
`double`	`bondBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Bond Basis from Z Spread to Optimal Exercise
`java.lang.String`	`calculationType()` Return the bond's calculation type
`CaseInsensitiveTreeMap<java.lang.Double>`	`calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)` Generate a Map of the Calibration Measures
`ProductQuoteSet`	`calibQuoteSet(LatentStateSpecification[] aLSS)` Generate the Product Specific Calibration Quote Set
`boolean`	`callable()` Indicate if the bond is callable
`EmbeddedOptionSchedule`	`callSchedule()` Return the bond's embedded call schedule
`CashSettleParams`	`cashSettleParams()` Get the Product's cash settlement parameters
`double`	`convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Convexity from ASW to Maturity
`double`	`convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Convexity from ASW to Work-out
`double`	`convexityFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Convexity from ASW to Optimal Exercise
`double`	`convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Convexity from Bond Basis to Maturity
`double`	`convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Convexity from Bond Basis to Work-out
`double`	`convexityFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Convexity from Bond Basis to Optimal Exercise
`double`	`convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Convexity from Credit Basis to Maturity
`double`	`convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Convexity from Credit Basis to Work-out
`double`	`convexityFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Convexity from Credit Basis to Optimal Exercise
`double`	`convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Convexity from Discount Margin to Maturity
`double`	`convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Convexity from Discount Margin to Work-out
`double`	`convexityFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Convexity from Discount Margin to Optimal Exercise
`double`	`convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Convexity from G Spread to Maturity
`double`	`convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Convexity from G Spread to Work-out
`double`	`convexityFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Convexity from G Spread to Optimal Exercise
`double`	`convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Convexity from I Spread to Maturity
`double`	`convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Convexity from I Spread to Work-out
`double`	`convexityFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Convexity from I Spread to Optimal Exercise
`double`	`convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Convexity from OAS to Maturity
`double`	`convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Convexity from OAS to Work-out
`double`	`convexityFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Convexity from OAS to Optimal Exercise
`double`	`convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Convexity from PECS to Maturity
`double`	`convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Convexity from PECS to Work-out
`double`	`convexityFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Convexity from PECS to Optimal Exercise
`double`	`convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Convexity from Price to Maturity
`double`	`convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Convexity from Price to Work-out
`double`	`convexityFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Convexity from Price to Optimal Exercise
`double`	`convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Convexity from TSY Spread to Maturity
`double`	`convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Convexity from TSY Spread to Work-out
`double`	`convexityFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Convexity from TSY Spread to Optimal Exercise
`double`	`convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Convexity from Yield to Maturity
`double`	`convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Convexity from Yield to Work-out
`double`	`convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Convexity from Yield Spread to Maturity
`double`	`convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Convexity from Yield Spread to Work-out
`double`	`convexityFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Convexity from Yield Spread to Optimal Exercise
`double`	`convexityFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Convexity from Yield to Optimal Exercise
`double`	`convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Convexity from Z Spread to Maturity
`double`	`convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Convexity from Z Spread to Work-out
`double`	`convexityFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Convexity from Z Spread to Optimal Exercise
`CaseInsensitiveTreeMap<java.lang.String>`	`couponCurrency()` Get the Map of Coupon Currencies
`java.lang.String`	`couponDC()` Return the bond's coupon day count
`CompositePeriodCouponMetrics`	`couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqc)` Get the Product's coupon Metrics at the specified accrual date
`java.util.List<CompositePeriod>`	`couponPeriods()` Get the Product's Cash Flow Periods
`CouponSetting`	`couponSetting()` Retrieve the bond coupon setting
`java.lang.String`	`couponType()` Return the bond's coupon type
`double`	`creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Credit Basis from ASW to Maturity
`double`	`creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Credit Basis from ASW to Work-out
`double`	`creditBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Credit Basis from ASW to Optimal Exercise
`double`	`creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Credit Basis from Bond Basis to Maturity
`double`	`creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Credit Basis from Bond Basis to Work-out
`double`	`creditBasisFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Credit Basis from Bond Basis to Optimal Exercise
`double`	`creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Credit Basis from Discount Margin to Maturity
`double`	`creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Credit Basis from Discount Margin to Work-out
`double`	`creditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Credit Basis from Discount Margin to Optimal Exercise
`double`	`creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Credit Basis from G Spread to Maturity
`double`	`creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Credit Basis from G Spread to Work-out
`double`	`creditBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Credit Basis from G Spread to Optimal Exercise
`double`	`creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Credit Basis from I Spread to Maturity
`double`	`creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Credit Basis from I Spread to Work-out
`double`	`creditBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Credit Basis from I Spread to Optimal Exercise
`double`	`creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Credit Basis from OAS to Maturity
`double`	`creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Credit Basis from OAS to Work-out
`double`	`creditBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Credit Basis from OAS to Optimal Exercise
`double`	`creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Credit Basis from PECS to Maturity
`double`	`creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Credit Basis from PECS to Work-out
`double`	`creditBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Credit Basis from PECS to Optimal Exercise
`double`	`creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Credit Basis from Price to Maturity
`double`	`creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Credit Basis from Price to Work-out
`double`	`creditBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Credit Basis from Price to Optimal Exercise
`double`	`creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Credit Basis from TSY Spread to Maturity
`double`	`creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Credit Basis from TSY Spread to Work-out
`double`	`creditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Credit Basis from TSY Spread to Optimal Exercise
`double`	`creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Credit Basis from Yield to Maturity
`double`	`creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Credit Basis from Yield to Work-out
`double`	`creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Credit Basis from Yield Spread to Maturity
`double`	`creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Credit Basis from Yield Spread to Work-out
`double`	`creditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Credit Basis from Yield Spread to Optimal Exercise
`double`	`creditBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Credit Basis from Yield to Optimal Exercise
`double`	`creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Credit Basis from Z Spread to Maturity
`double`	`creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Credit Basis from Z Spread to Work-out
`double`	`creditBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Credit Basis from Z Spread to Optimal Exercise
`CreditLabel`	`creditLabel()` Get the Credit Curve Latent State Identifier Label
`CreditSetting`	`creditSetting()` Retrieve the bond credit Setting
`CreditSetting`	`creditValuationParams()` Get the credit component's Credit Valuation Parameters
`java.lang.String`	`currency()` Return the bond's coupon currency
`double`	`currentCoupon()` Return the current bond coupon
`JulianDate`	`currentCouponDate(JulianDate dt)` Return the coupon date for the period containing the specified date
`double`	`currentCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)` Return the coupon rate for the period corresponding to the specified date
`java.lang.String`	`cusip()` Get the CUSIP
`boolean`	`defaulted()` Indicate if the bond has defaulted
`double`	`discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Discount Margin from ASW to Maturity
`double`	`discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Discount Margin from ASW to Work-out
`double`	`discountMarginFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Discount Margin from ASW to Optimal Exercise
`double`	`discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Discount Margin from Bond Basis to Maturity
`double`	`discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Discount Margin from Bond Basis to Work-out
`double`	`discountMarginFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Discount Margin from Bond Basis to Optimal Exercise
`double`	`discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Discount Margin from Credit Basis to Maturity
`double`	`discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Discount Margin from Credit Basis to Work-out
`double`	`discountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Discount Margin from Credit Basis to Optimal Exercise
`double`	`discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Discount Margin from G Spread to Maturity
`double`	`discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Discount Margin from G Spread to Work-out
`double`	`discountMarginFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Discount Margin from G Spread to Optimal Exercise
`double`	`discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Discount Margin from I Spread to Maturity
`double`	`discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Discount Margin from I Spread to Work-out
`double`	`discountMarginFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Discount Margin from I Spread to Optimal Exercise
`double`	`discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Discount Margin from OAS to Maturity
`double`	`discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Discount Margin from OAS to Work-out
`double`	`discountMarginFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Discount Margin from OAS to Optimal Exercise
`double`	`discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Discount Margin from PECS to Maturity
`double`	`discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Discount Margin from PECS to Work-out
`double`	`discountMarginFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Discount Margin from PECS to Optimal Exercise
`double`	`discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Discount Margin from Price to Maturity
`double`	`discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Discount Margin from Price to Work-out
`double`	`discountMarginFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Discount Margin from Price to Optimal Exercise
`double`	`discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Discount Margin from TSY Spread to Maturity
`double`	`discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Discount Margin from TSY Spread to Work-out
`double`	`discountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Discount Margin from TSY Spread to Optimal Exercise
`double`	`discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Discount Margin from Yield to Maturity
`double`	`discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Discount Margin from Yield to Work-out
`double`	`discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Discount Margin from Yield Spread to Maturity
`double`	`discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Discount Margin from Yield Spread to Work-out
`double`	`discountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Discount Margin from Yield Spread to Optimal Exercise
`double`	`discountMarginFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Discount Margin from Yield to Optimal Exercise
`double`	`discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Discount Margin from Z Spread to Maturity
`double`	`discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Discount Margin from Z Spread to Work-out
`double`	`discountMarginFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Discount Margin from Z Spread to Optimal Exercise
`double`	`durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Duration from ASW to Maturity
`double`	`durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Duration from ASW to Work-out
`double`	`durationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Duration from ASW to Optimal Exercise
`double`	`durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Duration from Bond Basis to Maturity
`double`	`durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Duration from Bond Basis to Work-out
`double`	`durationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Duration from Bond Basis to Optimal Exercise
`double`	`durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Duration from Credit Basis to Maturity
`double`	`durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Duration from Credit Basis to Work-out
`double`	`durationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Duration from Credit Basis to Optimal Exercise
`double`	`durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Duration from Discount Margin to Maturity
`double`	`durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Duration from Discount Margin to Work-out
`double`	`durationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Duration from Discount Margin to Optimal Exercise
`double`	`durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Duration from G Spread to Maturity
`double`	`durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Duration from G Spread to Work-out
`double`	`durationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Duration from G Spread to Optimal Exercise
`double`	`durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Duration from I Spread to Maturity
`double`	`durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Duration from I Spread to Work-out
`double`	`durationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Duration from I Spread to Optimal Exercise
`double`	`durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Duration from OAS to Maturity
`double`	`durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Duration from OAS to Work-out
`double`	`durationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Duration from OAS to Optimal Exercise
`double`	`durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Duration from PECS to Maturity
`double`	`durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Duration from PECS to Work-out
`double`	`durationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Duration from PECS to Optimal Exercise
`double`	`durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Duration from Price to Maturity
`double`	`durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Duration from Price to Work-out
`double`	`durationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Duration from Price to Optimal Exercise
`double`	`durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Duration from TSY Spread to Maturity
`double`	`durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Duration from TSY Spread to Work-out
`double`	`durationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Duration from TSY Spread to Optimal Exercise
`double`	`durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Duration from Yield to Maturity
`double`	`durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Duration from Yield to Work-out
`double`	`durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Duration from Yield Spread to Maturity
`double`	`durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Duration from Yield Spread to Work-out
`double`	`durationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Duration from Yield Spread to Optimal Exercise
`double`	`durationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Duration from Yield to Optimal Exercise
`double`	`durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Duration from Z Spread to Maturity
`double`	`durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Duration from Z Spread to Work-out
`double`	`durationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Duration from Z Spread to Optimal Exercise
`JulianDate`	`effectiveDate()` Get the Effective Date
`double`	`effectiveTreasuryBenchmarkYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Retrieve the effective treasury benchmark yield from the valuation, the component market parameters, and the market price
`boolean`	`exercised()` Indicate if the bond has been exercised
`WorkoutInfo`	`exerciseYieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Retrieve the work-out information from price
`JulianDate`	`finalMaturity()` Return the bond's final maturity
`JulianDate`	`firstCouponDate()` Get the First Coupon Date
`java.lang.String`	`floatCouponConvention()` Return the bond's floating coupon convention
`FloaterSetting`	`floaterSetting()` Retrieve the bond floater setting
`double`	`floatSpread()` Return the floating spread of the bond
`CaseInsensitiveTreeMap<ForwardLabel>`	`forwardLabel()` Get the Map of Forward Curve Latent State Labels
`PredictorResponseWeightConstraint`	`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.
`int`	`freq()` Return the bond's coupon frequency
`PredictorResponseWeightConstraint`	`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.
`FundingLabel`	`fundingLabel()` Get the Funding Curve Latent State Label
`PredictorResponseWeightConstraint`	`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.
`CaseInsensitiveTreeMap<FXLabel>`	`fxLabel()` Get the Map of FX Latent State Identifier Labels
`PredictorResponseWeightConstraint`	`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.
`GovvieLabel`	`govvieLabel()` Get the Govvie Curve Latent State Label
`PredictorResponseWeightConstraint`	`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.
`double`	`gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate G Spread from ASW to Maturity
`double`	`gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate G Spread from ASW to Work-out
`double`	`gSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate G Spread from ASW to Optimal Exercise
`double`	`gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate G Spread from Bond Basis to Maturity
`double`	`gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate G Spread from Bond Basis to Work-out
`double`	`gSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate G Spread from Bond Basis to Optimal Exercise
`double`	`gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate G Spread from Credit Basis to Maturity
`double`	`gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate G Spread from Credit Basis to Work-out
`double`	`gSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate G Spread from Credit Basis to Optimal Exercise
`double`	`gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate G Spread from Discount Margin to Maturity
`double`	`gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate G Spread from Discount Margin to Work-out
`double`	`gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate G Spread from I Spread to Maturity
`double`	`gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate G Spread from I Spread to Work-out
`double`	`gSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate G Spread from I Spread to Optimal Exercise
`double`	`gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate G Spread from OAS to Maturity
`double`	`gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate G Spread from OAS to Work-out
`double`	`gSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate G Spread from OAS to Optimal Exercise
`double`	`gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate G Spread from PECS to Maturity
`double`	`gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate G Spread from PECS to Work-out
`double`	`gSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate G Spread from PECS to Optimal Exercise
`double`	`gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate G Spread from Price to Maturity
`double`	`gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate G Spread from Price to Work-out
`double`	`gSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate G Spread from Price to Optimal Exercise
`double`	`gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate G Spread from TSY Spread to Maturity
`double`	`gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate G Spread from TSY Spread to Work-out
`double`	`gSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate G Spread from TSY Spread to Optimal Exercise
`double`	`gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate G Spread from Yield to Maturity
`double`	`gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate G Spread from Yield to Work-out
`double`	`gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate G Spread from Yield Spread to Maturity
`double`	`gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate G Spread from Yield Spread to Work-out
`double`	`gSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate G Spread from Yield Spread to Optimal Exercise
`double`	`gSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate G Spread from Yield to Optimal Exercise
`double`	`gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate G Spread from Z Spread to Maturity
`double`	`gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate G Spread from Z Spread to Work-out
`double`	`gSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate G Spread from Z Spread to Optimal Exercise
`double`	`gSSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate G Spread from Discount Margin to Optimal Exercise
`IdentifierSet`	`identifierSet()` Retrieve the bond identifier set
`boolean`	`inFirstCouponPeriod(int iDate)` Indicate whether the given date is in the first coupon period
`double`	`initialNotional()` Get the Initial Notional for the Product
`boolean`	`inLastCouponPeriod(int iDate)` Indicate whether the given date is in the final coupon period
`boolean`	`isFloater()` Return whether the bond is a floater
`java.lang.String`	`isin()` Get the ISIN
`double`	`iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate I Spread from ASW to Maturity
`double`	`iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate I Spread from ASW to Work-out
`double`	`iSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate I Spread from ASW to Optimal Exercise
`double`	`iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate I Spread from Bond Basis to Maturity
`double`	`iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate I Spread from Bond Basis to Work-out
`double`	`iSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate I Spread from Bond Basis to Optimal Exercise
`double`	`iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate I Spread from Credit Basis to Maturity
`double`	`iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate I Spread from Credit Basis to Work-out
`double`	`iSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate I Spread from Credit Basis to Optimal Exercise
`double`	`iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate I Spread from Discount Margin to Maturity
`double`	`iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate I Spread from Discount Margin to Work-out
`double`	`iSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate I Spread from Discount Margin to Optimal Exercise
`double`	`iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate I Spread from G Spread to Maturity
`double`	`iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate I Spread from G Spread to Work-out
`double`	`iSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate I Spread from G Spread to Optimal Exercise
`double`	`iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate I Spread from OAS to Maturity
`double`	`iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate I Spread from OAS to Work-out
`double`	`iSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate I Spread from OAS to Optimal Exercise
`double`	`iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate I Spread from PECS to Maturity
`double`	`iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate I Spread from PECS to Work-out
`double`	`iSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate I Spread from PECS to Optimal Exercise
`double`	`iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate I Spread from Price to Maturity
`double`	`iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate I Spread from Price to Work-out
`double`	`iSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate I Spread from Price to Optimal Exercise
`double`	`iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate I Spread from TSY Spread to Maturity
`double`	`iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate I Spread from TSY Spread to Work-out
`double`	`iSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate I Spread from TSY Spread to Optimal Exercise
`double`	`iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate I Spread from Yield to Maturity
`double`	`iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate I Spread from Yield to Work-out
`double`	`iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate I Spread from Yield Spread to Maturity
`double`	`iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate I Spread from Yield Spread to Work-out
`double`	`iSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate I Spread from Yield Spread to Optimal Exercise
`double`	`iSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate I Spread from Yield to Optimal Exercise
`double`	`iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate I Spread from Z Spread to Maturity
`double`	`iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate I Spread from Z Spread to Work-out
`double`	`iSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate I Spread from Z Spread to Optimal Exercise
`WengertJacobian`	`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>`	`lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc)` Generate the loss flow for the credit component based on the pricer parameters
`java.util.List<LossQuadratureMetrics>`	`lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Get the bond's loss flow from price
`double`	`macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Macaulay Duration from ASW to Maturity
`double`	`macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Macaulay Duration from ASW to Work-out
`double`	`macaulayDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Macaulay Duration from ASW to Optimal Exercise
`double`	`macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Macaulay Duration from Bond Basis to Maturity
`double`	`macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Macaulay Duration from Bond Basis to Work-out
`double`	`macaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Macaulay Duration from Bond Basis to Optimal Exercise
`double`	`macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Macaulay Duration from Credit Basis to Maturity
`double`	`macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Macaulay Duration from Credit Basis to Work-out
`double`	`macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Macaulay Duration from Credit Basis to Optimal Exercise
`double`	`macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Macaulay Duration from Discount Margin to Maturity
`double`	`macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Macaulay Duration from Discount Margin to Work-out
`double`	`macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Macaulay Duration from Discount Margin to Optimal Exercise
`double`	`macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Macaulay Duration from G Spread to Maturity
`double`	`macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Macaulay Duration from G Spread to Work-out
`double`	`macaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Macaulay Duration from G Spread to Optimal Exercise
`double`	`macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Macaulay Duration from I Spread to Maturity
`double`	`macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Macaulay Duration from I Spread to Work-out
`double`	`macaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Macaulay Duration from I Spread to Optimal Exercise
`double`	`macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Macaulay Duration from OAS to Maturity
`double`	`macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Macaulay Duration from OAS to Work-out
`double`	`macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Macaulay Duration from PECS to Maturity
`double`	`macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Macaulay Duration from PECS to Work-out
`double`	`macaulayDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Macaulay Duration from PECS to Optimal Exercise
`double`	`macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Macaulay Duration from Price to Maturity
`double`	`macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Macaulay Duration from Price to Work-out
`double`	`macaulayDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Macaulay Duration from Price to Optimal Exercise
`double`	`macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Macaulay Duration from TSY Spread to Maturity
`double`	`macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Macaulay Duration from TSY Spread to Work-out
`double`	`macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Macaulay Duration from TSY Spread to Optimal Exercise
`double`	`macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Macaulay Duration from Yield to Maturity
`double`	`macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Macaulay Duration from Yield to Work-out
`double`	`macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Macaulay Duration from Yield Spread to Maturity
`double`	`macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Macaulay Duration from Yield Spread to Work-out
`double`	`macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Macaulay Duration from Yield Spread to Optimal Exercise
`double`	`macaulayDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Macaulay Duration from Yield to Optimal Exercise
`double`	`macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Macaulay Duration from Z Spread to Maturity
`double`	`macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Macaulay Duration from Z Spread to Work-out
`double`	`macaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Macaulay Duration from Z Spread to Optimal Exercise
`WengertJacobian`	`manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)` Compute the micro-Jacobian of the given measure to the DF
`QuoteConvention`	`marketConvention()` Retrieve the Bond's Market Convention
`JulianDate`	`maturityDate()` Get the Maturity Date
`java.lang.String`	`maturityType()` Return the bond's maturity type
`java.util.Set<java.lang.String>`	`measureNames()` Retrieve the ordered set of the measure names whose values will be calculated
`double`	`mnacaulayDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Macaulay Duration from OAS to Optimal Exercise
`double`	`modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Modified Duration from ASW to Maturity
`double`	`modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Modified Duration from ASW to Work-out
`double`	`modifiedDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Modified Duration from ASW to Optimal Exercise
`double`	`modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Modified Duration from Bond Basis to Maturity
`double`	`modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Modified Duration from Bond Basis to Work-out
`double`	`modifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Modified Duration from Bond Basis to Optimal Exercise
`double`	`modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Modified Duration from Credit Basis to Maturity
`double`	`modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Modified Duration from Credit Basis to Work-out
`double`	`modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Modified Duration from Credit Basis to Optimal Exercise
`double`	`modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Modified Duration from Discount Margin to Maturity
`double`	`modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Modified Duration from Discount Margin to Work-out
`double`	`modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Modified Duration from Discount Margin to Optimal Exercise
`double`	`modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Modified Duration from G Spread to Maturity
`double`	`modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Modified Duration from G Spread to Work-out
`double`	`modifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Modified Duration from G Spread to Optimal Exercise
`double`	`modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Modified Duration from I Spread to Maturity
`double`	`modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Modified Duration from I Spread to Work-out
`double`	`modifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Modified Duration from I Spread to Optimal Exercise
`double`	`modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Modified Duration from OAS to Maturity
`double`	`modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Modified Duration from OAS to Work-out
`double`	`modifiedDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Modified Duration from OAS to Optimal Exercise
`double`	`modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Modified Duration from PECS to Maturity
`double`	`modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Modified Duration from PECS to Work-out
`double`	`modifiedDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Modified Duration from PECS to Optimal Exercise
`double`	`modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Modified Duration from Price to Maturity
`double`	`modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Modified Duration from Price to Work-out
`double`	`modifiedDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Modified Duration from Price to Optimal Exercise
`double`	`modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Modified Duration from TSY Spread to Maturity
`double`	`modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Modified Duration from TSY Spread to Work-out
`double`	`modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Modified Duration from TSY Spread to Optimal Exercise
`double`	`modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Modified Duration from Yield to Maturity
`double`	`modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Modified Duration from Yield to Work-out
`double`	`modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Modified Duration from Yield Spread to Maturity
`double`	`modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Modified Duration from Yield Spread to Work-out
`double`	`modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Modified Duration from Yield Spread to Optimal Exercise
`double`	`modifiedDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Modified Duration from Yield to Optimal Exercise
`double`	`modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Modified Duration from Z Spread to Maturity
`double`	`modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Modified Duration from Z Spread to Work-out
`double`	`modifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Modified Duration from Z Spread to Optimal Exercise
`java.lang.String`	`name()` Get the component name
`JulianDate`	`nextCouponDate(JulianDate dt)` Return the coupon date for the period subsequent to the specified date
`double`	`nextCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)` Return the coupon rate for the period subsequent to the specified date
`ExerciseInfo`	`nextValidExerciseDateOfType(JulianDate dt, boolean bPut)` Return the next exercise info of the given exercise type (call/put) subsequent to the specified date
`ExerciseInfo`	`nextValidExerciseInfo(JulianDate dt)` Return the next exercise info subsequent to the specified date
`double`	`notional(int iDate)` Get the Notional for the Product at the given date
`double`	`notional(int iStartDate, int iEndDate)` Get the time-weighted Notional for the Product between 2 dates
`NotionalSetting`	`notionalSetting()` Retrieve the bond notional Setting
`double`	`oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate OAS from ASW to Maturity
`double`	`oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate OAS from ASW to Work-out
`double`	`oasFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate OAS from ASW to Optimal Exercise
`double`	`oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate OAS from Bond Basis to Maturity
`double`	`oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate OAS from Bond Basis to Work-out
`double`	`oasFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate OAS from Bond Basis to Optimal Exercise
`double`	`oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate OAS from Credit Basis to Maturity
`double`	`oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate OAS from Credit Basis to Work-out
`double`	`oasFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate OAS from Credit Basis to Optimal Exercise
`double`	`oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate OAS from Discount Margin to Maturity
`double`	`oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate OAS from Discount Margin to Work-out
`double`	`oasFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate OAS from Discount Margin to Optimal Exercise
`double`	`oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate OAS from G Spread to Maturity
`double`	`oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate OAS from G Spread to Work-out
`double`	`oasFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate OAS from G Spread to Optimal Exercise
`double`	`oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate OAS from I Spread to Maturity
`double`	`oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate OAS from I Spread to Work-out
`double`	`oasFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate OAS from I Spread to Optimal Exercise
`double`	`oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate OAS from PECS to Maturity
`double`	`oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate OAS from PECS to Work-out
`double`	`oasFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate OAS from PECS to Optimal Exercise
`double`	`oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate OAS from Price to Maturity
`double`	`oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate OAS from Price to Work-out
`double`	`oasFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate OAS from Price to Optimal Exercise
`double`	`oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate OAS from TSY Spread to Maturity
`double`	`oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate OAS from TSY Spread to Work-out
`double`	`oasFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate OAS from TSY Spread to Optimal Exercise
`double`	`oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate OAS from Yield to Maturity
`double`	`oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate OAS from Yield to Work-out
`double`	`oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate OAS from Yield Spread to Maturity
`double`	`oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate OAS from Yield Spread to Work-out
`double`	`oasFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate OAS from Yield Spread to Optimal Exercise
`double`	`oasFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate OAS from Yield to Optimal Exercise
`double`	`oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate OAS from Z Spread to Maturity
`double`	`oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate OAS from Z Spread to Work-out
`double`	`oasFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate OAS from Z Spread to Optimal Exercise
`java.lang.String`	`payCurrency()` Get the Pay Currency
`double`	`pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate PECS from ASW to Maturity
`double`	`pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate PECS from ASW to Work-out
`double`	`pecsFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate PECS from ASW to Optimal Exercise
`double`	`pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate PECS from Bond Basis to Maturity
`double`	`pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate PECS from Bond Basis to Work-out
`double`	`pecsFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate PECS from Bond Basis to Optimal Exercise
`double`	`pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate PECS from Credit Basis to Maturity
`double`	`pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate PECS from Credit Basis to Work-out
`double`	`pecsFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate PECS from Credit Basis to Optimal Exercise
`double`	`pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate PECS from Discount Margin to Maturity
`double`	`pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate PECS from Discount Margin to Work-out
`double`	`pecsFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate PECS from Discount Margin to Optimal Exercise
`double`	`pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate PECS from G Spread to Maturity
`double`	`pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate PECS from G Spread to Work-out
`double`	`pecsFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate PECS from G Spread to Optimal Exercise
`double`	`pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate PECS from I Spread to Maturity
`double`	`pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate PECS from I Spread to Work-out
`double`	`pecsFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate PECS from I Spread to Optimal Exercise
`double`	`pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate PECS from OAS to Maturity
`double`	`pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate PECS from OAS to Work-out
`double`	`pecsFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate PECS from OAS to Optimal Exercise
`double`	`pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate PECS from Price to Maturity
`double`	`pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate PECS from Price to Work-out
`double`	`pecsFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate PECS from Price to Optimal Exercise
`double`	`pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate PECS from TSY Spread to Maturity
`double`	`pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate PECS from TSY Spread to Work-out
`double`	`pecsFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate PECS from TSY Spread to Optimal Exercise
`double`	`pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate PECS from Yield to Maturity
`double`	`pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate PECS from Yield to Work-out
`double`	`pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate PECS from Yield Spread to Maturity
`double`	`pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate PECS from Yield Spread to Work-out
`double`	`pecsFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate PECS from Yield Spread to Optimal Exercise
`double`	`pecsFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate PECS from Yield to Optimal Exercise
`double`	`pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate PECS from Z Spread to Maturity
`double`	`pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate PECS from Z Spread to Work-out
`double`	`pecsFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate PECS from Z Spread to Optimal Exercise
`JulianDate`	`periodFixingDate(int iValueDate)` Get the bond's reset date for the period identified by the valuation date
`boolean`	`perpetual()` Indicate if the bond is perpetual
`JulianDate`	`previousCouponDate(JulianDate dt)` Return the coupon date for the period prior to the specified date
`double`	`previousCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)` Return the coupon rate for the period prior to the specified date
`double`	`priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Price from ASW to Maturity
`double`	`priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Price from ASW to Work-out
`double`	`priceFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Price from ASW to Optimal Exercise
`double`	`priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Price from Bond Basis to Maturity
`double`	`priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Price from Bond Basis to Work-out
`double`	`priceFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Price from Bond Basis to Optimal Exercise
`double`	`priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Price from Credit Basis to Maturity
`double`	`priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Price from Credit Basis to Work-out
`double`	`priceFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Price from Credit Basis to Optimal Exercise
`double`	`priceFromCreditCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis, boolean bFlat)` Calculate the bond's credit risky theoretical price from the bumped credit curve
`double`	`priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Price from Discount Margin to Maturity
`double`	`priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Price from Discount Margin to Work-out
`double`	`priceFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Price from Discount Margin to Optimal Exercise
`double`	`priceFromFundingCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblBump)` Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
`double`	`priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Price from G Spread to Maturity
`double`	`priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Price from G Spread to Work-out
`double`	`priceFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Price from G Spread to Optimal Exercise
`double`	`priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Price from I Spread to Maturity
`double`	`priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Price from I Spread to Work-out
`double`	`priceFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Price from I Spread to Optimal Exercise
`double`	`priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Price from OAS to Maturity
`double`	`priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Price from OAS to Work-out
`double`	`priceFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Price from OAS to Optimal Exercise
`double`	`priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Price from PECS to Maturity
`double`	`priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Price from PECS to Work-out
`double`	`priceFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Price from PECS to Optimal Exercise
`double`	`priceFromTreasuryCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblBump)` Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
`double`	`priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Price from TSY Spread to Maturity
`double`	`priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Price from TSY Spread to Work-out
`double`	`priceFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Price from TSY Spread to Optimal Exercise
`double`	`priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Price from Yield to Maturity
`double`	`priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Price from Yield to Work-out
`double`	`priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Price from Yield Spread to Maturity
`double`	`priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Price from Yield Spread to Work-out
`double`	`priceFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Price from Yield Spread to Optimal Exercise
`double`	`priceFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Price from Yield to Optimal Exercise
`double`	`priceFromZeroCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblBump)` Calculate the bond's non-credit risky theoretical price from the Bumped Zero Curve
`double`	`priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Price from Z Spread to Maturity
`double`	`priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Price from Z Spread to Work-out
`double`	`priceFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Price from Z Spread to Optimal Exercise
`java.lang.String`	`primaryCode()` Return the primary code
`java.lang.String`	`principalCurrency()` Get the Principal Currency
`boolean`	`putable()` Indicate if the bond is putable
`EmbeddedOptionSchedule`	`putSchedule()` Return the bond's embedded put schedule
`double`	`pv(ValuationParams valParams, CreditPricerParams pricerParamsIn, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)` Compute the PV for the specified Market Parameters
`java.lang.String`	`rateIndex()` Return the rate index of the bond
`double`	`recovery(int iDate, CreditCurve cc)` Get the recovery of the credit component for the given date
`double`	`recovery(int iStartDate, int iEndDate, CreditCurve cc)` Get the time-weighted recovery of the credit component between the given dates
`java.lang.String`	`redemptionCurrency()` Return the bond's redemption currency
`double`	`redemptionValue()` Return the bond's redemption value
`java.lang.String[]`	`secondaryCode()` Get the component's secondary codes
`double[]`	`secTreasurySpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)` Retrieve the array of double for the bond's secondary treasury spreads from the Valuation Parameters and the component market parameters
`boolean`	`setCouponSetting(CouponSetting couponSetting)` Set the bond coupon setting
`boolean`	`setCreditSetting(CreditSetting creditSetting)` Set the bond Credit Setting
`void`	`setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)` Set the bond's embedded call schedule
`void`	`setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)` Set the bond's embedded put schedule
`boolean`	`setFloaterSetting(FloaterSetting fltParams)` Set the bond floater setting
`boolean`	`setIdentifierSet(IdentifierSet idParams)` Set the bond identifier set
`boolean`	`setMarketConvention(QuoteConvention marketConvention)` Set the Bond's Market Convention
`boolean`	`setNotionalSetting(NotionalSetting notionalSetting)` Set the bond notional Setting
`void`	`setPrimaryCode(java.lang.String strCode)` Set the component's primary code
`boolean`	`setStream(BondStream stream)` Set the bond Stream
`boolean`	`setTerminationSetting(TerminationSetting terminationSetting)` Set the bond termination setting
`boolean`	`setTreasuryBenchmark(TreasuryBenchmarks treasuryBenchmarks)` Set the bond treasury benchmark Set
`void`	`showPeriods()` Display all the coupon periods onto stdout
`boolean`	`sinkable()` Indicate if the bond is sinkable
`BondRVMeasures`	`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
`BondStream`	`stream()` Retrieve the Bond Stream
`TerminationSetting`	`terminationSetting()` Retrieve the bond termination setting
`java.lang.String`	`ticker()` Return the bond ticker
`boolean`	`tradeable(ValuationParams valParams)` Calculate if the bond is tradeable on the given date
`TreasuryBenchmarks`	`treasuryBenchmark()` Retrieve the bond treasury benchmark Set
`double`	`tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate TSY Spread from ASW to Maturity
`double`	`tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate TSY Spread from ASW to Work-out
`double`	`tsySpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate TSY Spread from ASW to Optimal Exercise
`double`	`tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate TSY Spread from Bond Basis to Maturity
`double`	`tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate TSY Spread from Bond Basis to Work-out
`double`	`tsySpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate TSY Spread from Bond Basis to Optimal Exercise
`double`	`tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate TSY Spread from Credit Basis to Maturity
`double`	`tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate TSY Spread from Credit Basis to Work-out
`double`	`tsySpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate TSY Spread from Credit Basis to Optimal Exercise
`double`	`tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate TSY Spread from Discount Margin to Maturity
`double`	`tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate TSY Spread from Discount Margin to Work-out
`double`	`tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate TSY Spread from Discount Margin to Optimal Exercise
`double`	`tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate TSY Spread from G Spread to Maturity
`double`	`tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate TSY Spread from G Spread to Work-out
`double`	`tsySpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate TSY Spread from G Spread to Optimal Exercise
`double`	`tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate TSY Spread from I Spread to Maturity
`double`	`tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate TSY Spread from I Spread to Work-out
`double`	`tsySpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate TSY Spread from I Spread to Optimal Exercise
`double`	`tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate TSY Spread from OAS to Maturity
`double`	`tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate TSY Spread from OAS to Work-out
`double`	`tsySpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate TSY Spread from OAS to Optimal Exercise
`double`	`tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate TSY Spread from PECS to Maturity
`double`	`tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate TSY Spread from PECS to Work-out
`double`	`tsySpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate TSY Spread from PECS to Optimal Exercise
`double`	`tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate TSY Spread from Price to Maturity
`double`	`tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate TSY Spread from Price to Work-out
`double`	`tsySpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate TSY Spread from Price to Optimal Exercise
`double`	`tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate TSY Spread from Yield to Maturity
`double`	`tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate TSY Spread from Yield to Work-out
`double`	`tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate TSY Spread from Yield Spread to Maturity
`double`	`tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate TSY Spread from Yield Spread to Work-out
`double`	`tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate TSY Spread from Yield Spread to Optimal Exercise
`double`	`tsySpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate TSY Spread from Yield to Optimal Exercise
`double`	`tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate TSY Spread from Z Spread to Maturity
`double`	`tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate TSY Spread from Z Spread to Work-out
`double`	`tsySpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate TSY Spread from Z Spread to Optimal Exercise
`CaseInsensitiveTreeMap<java.lang.Double>`	`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
`boolean`	`variableCoupon()` Indicate if the bond has variable coupon
`CaseInsensitiveTreeMap<VolatilityLabel>`	`volatilityLabel()` Get the Map of Volatility Latent State Identifier Labels
`PredictorResponseWeightConstraint`	`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.
`double`	`yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Yield01 from ASW to Maturity
`double`	`yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Yield01 from ASW to Work-out
`double`	`yield01FromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Yield01 from ASW to Optimal Exercise
`double`	`yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Yield01 from Bond Basis to Maturity
`double`	`yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Yield01 from Bond Basis to Work-out
`double`	`yield01FromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Yield01 from Bond Basis to Optimal Exercise
`double`	`yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Yield01 from Credit Basis to Maturity
`double`	`yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Yield01 from Credit Basis to Work-out
`double`	`yield01FromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Yield01 from Credit Basis to Optimal Exercise
`double`	`yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Yield01 from Discount Margin to Maturity
`double`	`yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Yield01 from Discount Margin to Work-out
`double`	`yield01FromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Yield01 from Discount Margin to Optimal Exercise
`double`	`yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Yield01 from G Spread to Maturity
`double`	`yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Yield01 from G Spread to Work-out
`double`	`yield01FromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Yield01 from G Spread to Optimal Exercise
`double`	`yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Yield01 from I Spread to Maturity
`double`	`yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Yield01 from I Spread to Work-out
`double`	`yield01FromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Yield01 from I Spread to Optimal Exercise
`double`	`yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Yield01 from OAS to Maturity
`double`	`yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Yield01 from OAS to Work-out
`double`	`yield01FromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Yield01 from OAS to Optimal Exercise
`double`	`yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Yield01 from PECS to Maturity
`double`	`yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Yield01 from PECS to Work-out
`double`	`yield01FromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Yield01 from PECS to Optimal Exercise
`double`	`yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Yield01 from Price to Maturity
`double`	`yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Yield01 from Price to Work-out
`double`	`yield01FromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Yield01 from Price to Optimal Exercise
`double`	`yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Yield01 from TSY Spread to Maturity
`double`	`yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Yield01 from TSY Spread to Work-out
`double`	`yield01FromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Yield01 from TSY Spread to Optimal Exercise
`double`	`yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Yield01 from Yield to Maturity
`double`	`yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Yield01 from Yield to Work-out
`double`	`yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Yield01 from Yield Spread to Maturity
`double`	`yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Yield01 from Yield Spread to Work-out
`double`	`yield01FromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Yield01 from Yield Spread to Optimal Exercise
`double`	`yield01FromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Yield01 from Yield to Optimal Exercise
`double`	`yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Yield01 from Z Spread to Maturity
`double`	`yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Yield01 from Z Spread to Work-out
`double`	`yield01FromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Yield01 from Z Spread to Optimal Exercise
`double`	`yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Yield from ASW to Maturity
`double`	`yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Yield from ASW to Work-out
`double`	`yieldFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Yield from ASW to Optimal Exercise
`double`	`yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Yield from Bond Basis to Maturity
`double`	`yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Yield from Bond Basis to Work-out
`double`	`yieldFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Yield from Bond Basis to Optimal Exercise
`double`	`yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Yield from Credit Basis to Maturity
`double`	`yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Yield from Credit Basis to Work-out
`double`	`yieldFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Yield from Credit Basis to Optimal Exercise
`double`	`yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Yield from Discount Margin to Maturity
`double`	`yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Yield from Discount Margin to Work-out
`double`	`yieldFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Yield from Discount Margin to Optimal Exercise
`double`	`yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Yield from G Spread to Maturity
`double`	`yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Yield from G Spread to Work-out
`double`	`yieldFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Yield from G Spread to Optimal Exercise
`double`	`yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Yield from I Spread to Maturity
`double`	`yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Yield from I Spread to Work-out
`double`	`yieldFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Yield from I Spread to Optimal Exercise
`double`	`yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Yield from OAS to Maturity
`double`	`yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Yield from OAS to Work-out
`double`	`yieldFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Yield from OAS to Optimal Exercise
`double`	`yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Yield from PECS to Maturity
`double`	`yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Yield from PECS to Work-out
`double`	`yieldFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Yield from PECS to Optimal Exercise
`double`	`yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Yield from Price to Maturity
`double`	`yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Yield from Price to Work-out
`double`	`yieldFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Yield from Price to Optimal Exercise
`double`	`yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Yield from TSY Spread to Maturity
`double`	`yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Yield from TSY Spread to Work-out
`double`	`yieldFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Yield from TSY Spread to Optimal Exercise
`double`	`yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Yield from Yield Spread to Maturity
`double`	`yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Yield from Yield Spread to Work-out
`double`	`yieldFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Yield from Yield Spread to Optimal Exercise
`double`	`yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Yield from Z Spread to Maturity
`double`	`yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Yield from Z Spread to Work-out
`double`	`yieldFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Yield from Z Spread to Optimal Exercise
`double`	`yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Yield Spread from ASW to Maturity
`double`	`yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Yield Spread from ASW to Work-out
`double`	`yieldSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Yield Spread from ASW to Optimal Exercise
`double`	`yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Yield Spread from Bond Basis to Maturity
`double`	`yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Yield Spread from Bond Basis to Work-out
`double`	`yieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Yield Spread from Bond Basis to Optimal Exercise
`double`	`yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Yield Spread from Credit Basis to Maturity
`double`	`yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Yield Spread from Credit Basis to Work-out
`double`	`yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Yield Spread from Credit Basis to Optimal Exercise
`double`	`yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Yield Spread from Discount Margin to Maturity
`double`	`yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Yield Spread from Discount Margin to Work-out
`double`	`yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Yield Spread from Discount Margin to Optimal Exercise
`double`	`yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Yield Spread from G Spread to Maturity
`double`	`yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Yield Spread from G Spread to Work-out
`double`	`yieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Yield Spread from G Spread to Optimal Exercise
`double`	`yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Yield Spread from I Spread to Maturity
`double`	`yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Yield Spread from I Spread to Work-out
`double`	`yieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Yield Spread from I Spread to Optimal Exercise
`double`	`yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Yield Spread from OAS to Maturity
`double`	`yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Yield Spread from OAS to Work-out
`double`	`yieldSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Yield Spread from OAS to Optimal Exercise
`double`	`yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Yield Spread from PECS to Maturity
`double`	`yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Yield Spread from PECS to Work-out
`double`	`yieldSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Yield Spread from PECS to Optimal Exercise
`double`	`yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Yield Spread from Price to Maturity
`double`	`yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Yield Spread from Price to Work-out
`double`	`yieldSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Yield Spread from Price to Optimal Exercise
`double`	`yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Yield Spread from TSY Spread to Maturity
`double`	`yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Yield Spread from TSY Spread to Work-out
`double`	`yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Yield Spread from TSY Spread to Optimal Exercise
`double`	`yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Yield Spread from Yield to Maturity
`double`	`yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Yield Spread from Yield to Work-out
`double`	`yieldSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Yield Spread from Yield to Optimal Exercise
`double`	`yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Yield Spread from Z Spread to Maturity
`double`	`yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)` Calculate Yield Spread from Z Spread to Work-out
`double`	`yieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)` Calculate Yield Spread from Z Spread to Optimal Exercise
`double`	`zspreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Z Spread from ASW to Maturity
`double`	`zspreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)` Calculate Z Spread from ASW to Work-out
`double`	`zspreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)` Calculate Z Spread from ASW to Optimal Exercise
`double`	`zspreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Z Spread from Bond Basis to Maturity
`double`	`zspreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)` Calculate Z Spread from Bond Basis to Work-out
`double`	`zspreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)` Calculate Z Spread from Bond Basis to Optimal Exercise
`double`	`zspreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Z Spread from Credit Basis to Maturity
`double`	`zspreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)` Calculate Z Spread from Credit Basis to Work-out
`double`	`zspreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)` Calculate Z Spread from Credit Basis to Optimal Exercise
`double`	`zspreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Z Spread from Discount Margin to Maturity
`double`	`zspreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)` Calculate Z Spread from Discount Margin to Work-out
`double`	`zspreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)` Calculate Z Spread from Discount Margin to Optimal Exercise
`double`	`zspreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Z Spread from G Spread to Maturity
`double`	`zspreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)` Calculate Z Spread from G Spread to Work-out
`double`	`zspreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)` Calculate Z Spread from G Spread to Optimal Exercise
`double`	`zspreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Z Spread from I Spread to Maturity
`double`	`zspreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)` Calculate Z Spread from I Spread to Work-out
`double`	`zspreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)` Calculate Z Spread from I Spread to Optimal Exercise
`double`	`zspreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Z Spread from OAS to Maturity
`double`	`zspreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)` Calculate Z Spread from OAS to Work-out
`double`	`zspreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)` Calculate Z Spread from OAS to Optimal Exercise
`double`	`zspreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Z Spread from PECS to Maturity
`double`	`zspreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)` Calculate Z Spread from PECS to Work-out
`double`	`zspreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)` Calculate Z Spread from PECS to Optimal Exercise
`double`	`zspreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Z Spread from Price to Maturity
`double`	`zspreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)` Calculate Z Spread from Price to Work-out
`double`	`zspreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)` Calculate Z Spread from Price to Optimal Exercise
`double`	`zspreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Z Spread from TSY Spread to Maturity
`double`	`zspreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)` Calculate Z Spread from TSY Spread to Work-out
`double`	`zspreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)` Calculate Z Spread from TSY Spread to Optimal Exercise
`double`	`zspreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Z Spread from Yield to Maturity
`double`	`zspreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)` Calculate Z Spread from Yield to Work-out
`double`	`zspreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Z Spread from Yield Spread to Maturity
`double`	`zspreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)` Calculate Z Spread from Yield Spread to Work-out
`double`	`zspreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)` Calculate Z Spread from Yield Spread to Optimal Exercise
`double`	`zspreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)` Calculate Z Spread from Yield to Optimal Exercise

Methods inherited from class org.drip.product.definition.CreditComponent
lossFlow

Methods inherited from class org.drip.product.definition.CalibratableComponent
calibPRWC

Methods inherited from class org.drip.product.definition.Component
customScenarioMeasures, measures, measureValue, tenor

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail
- BondComponent
```
public BondComponent()
```
  Constructor: Construct an empty bond object

Method Detail

calibMeasures

public CaseInsensitiveTreeMap<java.lang.Double> calibMeasures(ValuationParams valParams,
                                                              CreditPricerParams pricerParams,
                                                              CurveSurfaceQuoteContainer csqc,
                                                              ValuationCustomizationParams vcp)

Description copied from class: CalibratableComponent

Generate a Map of the Calibration Measures

Specified by:: calibMeasures in class CalibratableComponent
Parameters:: valParams - Valuation Parameters; pricerParams - Pricer Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters
Returns:: Map of the Calibration Measures

exerciseYieldFromPrice

public WorkoutInfo exerciseYieldFromPrice(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblPrice)

Description copied from class: Bond

Retrieve the work-out information from price

Specified by:: exerciseYieldFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Bond Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price
Returns:: The Optimal Work-out Information

secTreasurySpread
```
public double[] secTreasurySpread(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc)
```
Description copied from class: Bond

Retrieve the array of double for the bond's secondary treasury spreads from the Valuation Parameters and the component market parameters

Specified by:

secTreasurySpread in class Bond

Parameters:

valParams - ValuationParams

csqc - ComponentMarketParams

Returns:

Array of double for the bond's secondary treasury spreads

effectiveTreasuryBenchmarkYield
```
public double effectiveTreasuryBenchmarkYield(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblPrice)
                                       throws java.lang.Exception
```
Description copied from class: Bond

Retrieve the effective treasury benchmark yield from the valuation, the component market parameters, and the market price

Specified by:

effectiveTreasuryBenchmarkYield in class Bond

Parameters:

valParams - ValuationParams

csqc - ComponentMarketParams

vcp - Valuation Customization Parameters

dblPrice - Market price

Returns:

Effective treasury benchmark yield

Throws:

java.lang.Exception - Thrown if the effective benchmark cannot be calculated

setTreasuryBenchmark
```
public boolean setTreasuryBenchmark(TreasuryBenchmarks treasuryBenchmarks)
```
Description copied from interface: BondProduct

Set the bond treasury benchmark Set

Specified by:

setTreasuryBenchmark in interface BondProduct

Parameters:

treasuryBenchmarks - Bond treasury benchmark Set

Returns:

TRUE if succeeded

treasuryBenchmark
```
public TreasuryBenchmarks treasuryBenchmark()
```
Description copied from interface: BondProduct

Retrieve the bond treasury benchmark Set

Specified by:

treasuryBenchmark in interface BondProduct

Returns:

Bond treasury benchmark Set

setIdentifierSet
```
public boolean setIdentifierSet(IdentifierSet idParams)
```
Description copied from interface: BondProduct

Set the bond identifier set

Specified by:

setIdentifierSet in interface BondProduct

Parameters:

idParams - Bond identifier set

Returns:

True if succeeded

identifierSet
```
public IdentifierSet identifierSet()
```
Description copied from interface: BondProduct

Retrieve the bond identifier set

Specified by:

identifierSet in interface BondProduct

Returns:

Bond identifier set

setCouponSetting
```
public boolean setCouponSetting(CouponSetting couponSetting)
```
Description copied from interface: BondProduct

Set the bond coupon setting

Specified by:

setCouponSetting in interface BondProduct

Parameters:

couponSetting - Bond coupon setting

Returns:

True if succeeded

couponSetting
```
public CouponSetting couponSetting()
```
Description copied from interface: BondProduct

Retrieve the bond coupon setting

Specified by:

couponSetting in interface BondProduct

Returns:

Bond Coupon setting

setFloaterSetting
```
public boolean setFloaterSetting(FloaterSetting fltParams)
```
Description copied from interface: BondProduct

Set the bond floater setting

Specified by:

setFloaterSetting in interface BondProduct

Parameters:

fltParams - Bond floater setting

Returns:

True if succeeded

floaterSetting
```
public FloaterSetting floaterSetting()
```
Description copied from interface: BondProduct

Retrieve the bond floater setting

Specified by:

floaterSetting in interface BondProduct

Returns:

Bond Floater setting

setMarketConvention
```
public boolean setMarketConvention(QuoteConvention marketConvention)
```
Description copied from interface: BondProduct

Set the Bond's Market Convention

Specified by:

setMarketConvention in interface BondProduct

Parameters:

marketConvention - Bond's Market Convention

Returns:

True if succeeded

marketConvention
```
public QuoteConvention marketConvention()
```
Description copied from interface: BondProduct

Retrieve the Bond's Market Convention

Specified by:

marketConvention in interface BondProduct

Returns:

Bond's Market Convention

setCreditSetting
```
public boolean setCreditSetting(CreditSetting creditSetting)
```
Description copied from interface: BondProduct

Set the bond Credit Setting

Specified by:

setCreditSetting in interface BondProduct

Parameters:

creditSetting - Bond credit Setting

Returns:

True if succeeded

creditSetting
```
public CreditSetting creditSetting()
```
Description copied from interface: BondProduct

Retrieve the bond credit Setting

Specified by:

creditSetting in interface BondProduct

Returns:

Bond credit Setting

setTerminationSetting
```
public boolean setTerminationSetting(TerminationSetting terminationSetting)
```
Description copied from interface: BondProduct

Set the bond termination setting

Specified by:

setTerminationSetting in interface BondProduct

Parameters:

terminationSetting - Bond termination setting

Returns:

True if succeeded

terminationSetting
```
public TerminationSetting terminationSetting()
```
Description copied from interface: BondProduct

Retrieve the bond termination setting

Specified by:

terminationSetting in interface BondProduct

Returns:

Bond termination setting

setStream
```
public boolean setStream(BondStream stream)
```
Description copied from interface: BondProduct

Set the bond Stream

Specified by:

setStream in interface BondProduct

Parameters:

stream - Bond Stream

Returns:

True if succeeded

stream
```
public BondStream stream()
```
Description copied from interface: BondProduct

Retrieve the Bond Stream

Specified by:

stream in interface BondProduct

Returns:

Bond Stream

setNotionalSetting
```
public boolean setNotionalSetting(NotionalSetting notionalSetting)
```
Description copied from interface: BondProduct

Set the bond notional Setting

Specified by:

setNotionalSetting in interface BondProduct

Parameters:

notionalSetting - Bond Notional Setting

Returns:

True if succeeded

notionalSetting
```
public NotionalSetting notionalSetting()
```
Description copied from interface: BondProduct

Retrieve the bond notional Setting

Specified by:

notionalSetting in interface BondProduct

Returns:

Bond notional Setting

primaryCode
```
public java.lang.String primaryCode()
```
Description copied from class: CalibratableComponent

Return the primary code

Specified by:

primaryCode in class CalibratableComponent

Returns:

Primary Code

setPrimaryCode
```
public void setPrimaryCode(java.lang.String strCode)
```
Description copied from class: CalibratableComponent

Set the component's primary code

Specified by:

setPrimaryCode in class CalibratableComponent

Parameters:

strCode - Primary Code

secondaryCode
```
public java.lang.String[] secondaryCode()
```
Description copied from class: CalibratableComponent

Get the component's secondary codes

Overrides:

secondaryCode in class CalibratableComponent

Returns:

Array of strings containing the secondary codes

isin
```
public java.lang.String isin()
```
Description copied from class: Bond

Get the ISIN

Specified by:

isin in class Bond

Returns:

ISIN string

cusip
```
public java.lang.String cusip()
```
Description copied from class: Bond

Get the CUSIP

Specified by:

cusip in class Bond

Returns:

CUSIP string

name
```
public java.lang.String name()
```
Description copied from interface: ComponentMarketParamRef

Get the component name

Specified by:

name in interface ComponentMarketParamRef

Returns:

The component name

couponCurrency
```
public CaseInsensitiveTreeMap<java.lang.String> couponCurrency()
```
Description copied from interface: ComponentMarketParamRef

Get the Map of Coupon Currencies

Specified by:

couponCurrency in interface ComponentMarketParamRef

Returns:

The Map of Coupon Currencies

payCurrency
```
public java.lang.String payCurrency()
```
Description copied from interface: ComponentMarketParamRef

Get the Pay Currency

Specified by:

payCurrency in interface ComponentMarketParamRef

Returns:

The Pay Currency

principalCurrency
```
public java.lang.String principalCurrency()
```
Description copied from interface: ComponentMarketParamRef

Get the Principal Currency

Specified by:

principalCurrency in interface ComponentMarketParamRef

Returns:

The Principal Currency

notional
```
public double notional(int iDate)
                throws java.lang.Exception
```
Description copied from class: Component

Get the Notional for the Product at the given date

Specified by:

notional in class Component

Parameters:

iDate - Date

Returns:

Product Notional

Throws:

java.lang.Exception - Thrown if Notional cannot be computed

notional
```
public double notional(int iStartDate,
                       int iEndDate)
                throws java.lang.Exception
```
Description copied from class: Component

Get the time-weighted Notional for the Product between 2 dates

Specified by:

notional in class Component

Parameters:

iStartDate - Date #1

iEndDate - Date #2

Returns:

The Product Notional

Throws:

java.lang.Exception - Thrown if Notional cannot be computed

initialNotional
```
public double initialNotional()
                       throws java.lang.Exception
```
Description copied from class: Component

Get the Initial Notional for the Product

Specified by:

initialNotional in class Component

Returns:

Initial Notional

Throws:

java.lang.Exception - Thrown if Initial Notional cannot be computed

recovery
```
public double recovery(int iDate,
                       CreditCurve cc)
                throws java.lang.Exception
```
Description copied from class: CreditComponent

Get the recovery of the credit component for the given date

Specified by:

recovery in class CreditComponent

Parameters:

iDate - JulianDate

cc - Credit Curve

Returns:

Recovery

Throws:

java.lang.Exception - Thrown if recovery cannot be calculated

recovery
```
public double recovery(int iStartDate,
                       int iEndDate,
                       CreditCurve cc)
                throws java.lang.Exception
```
Description copied from class: CreditComponent

Get the time-weighted recovery of the credit component between the given dates

Specified by:

recovery in class CreditComponent

Parameters:

iStartDate - JulianDate #1

iEndDate - JulianDate #2

cc - Credit Curve

Returns:

Recovery

Throws:

java.lang.Exception - Thrown if recovery cannot be calculated

creditValuationParams
```
public CreditSetting creditValuationParams()
```
Description copied from class: CreditComponent

Get the credit component's Credit Valuation Parameters

Specified by:

creditValuationParams in class CreditComponent

Returns:

CompCRValParams

couponMetrics

public CompositePeriodCouponMetrics couponMetrics(int iAccrualEndDate,
                                                  ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc)

Description copied from class: Component

Get the Product's coupon Metrics at the specified accrual date

Specified by:: couponMetrics in class Component
Parameters:: iAccrualEndDate - Accrual End Date; valParams - The Valuation Parameters; csqc - Component Market Parameters
Returns:: The Product's coupon Nominal/Adjusted Coupon Measures

freq
```
public int freq()
```
Description copied from class: Bond

Return the bond's coupon frequency

Specified by:

freq in class Bond

Returns:

Bond's coupon frequency

creditLabel
```
public CreditLabel creditLabel()
```
Description copied from interface: ComponentMarketParamRef

Get the Credit Curve Latent State Identifier Label

Specified by:

creditLabel in interface ComponentMarketParamRef

Returns:

The Credit Curve Latent State Identifier Label

forwardLabel
```
public CaseInsensitiveTreeMap<ForwardLabel> forwardLabel()
```
Description copied from interface: ComponentMarketParamRef

Get the Map of Forward Curve Latent State Labels

Specified by:

forwardLabel in interface ComponentMarketParamRef

Returns:

The Map of the Forward Curve Latent State Labels

fundingLabel
```
public FundingLabel fundingLabel()
```
Description copied from interface: ComponentMarketParamRef

Get the Funding Curve Latent State Label

Specified by:

fundingLabel in interface ComponentMarketParamRef

Returns:

Funding Curve Latent State Label

govvieLabel
```
public GovvieLabel govvieLabel()
```
Description copied from interface: ComponentMarketParamRef

Get the Govvie Curve Latent State Label

Specified by:

govvieLabel in interface ComponentMarketParamRef

Returns:

Govvie Curve Latent State Label

fxLabel
```
public CaseInsensitiveTreeMap<FXLabel> fxLabel()
```
Description copied from interface: ComponentMarketParamRef

Get the Map of FX Latent State Identifier Labels

Specified by:

fxLabel in interface ComponentMarketParamRef

Returns:

The Map of FX Latent State Identifier Labels

volatilityLabel
```
public CaseInsensitiveTreeMap<VolatilityLabel> volatilityLabel()
```
Description copied from interface: ComponentMarketParamRef

Get the Map of Volatility Latent State Identifier Labels

Specified by:

volatilityLabel in interface ComponentMarketParamRef

Returns:

The Map of Volatility Latent State Identifier Labels

effectiveDate
```
public JulianDate effectiveDate()
```
Description copied from class: Component

Get the Effective Date

Specified by:

effectiveDate in class Component

Returns:

Effective Date

maturityDate
```
public JulianDate maturityDate()
```
Description copied from class: Component

Get the Maturity Date

Specified by:

maturityDate in class Component

Returns:

Maturity Date

firstCouponDate
```
public JulianDate firstCouponDate()
```
Description copied from class: Component

Get the First Coupon Date

Specified by:

firstCouponDate in class Component

Returns:

First Coupon Date

couponPeriods
```
public java.util.List<CompositePeriod> couponPeriods()
```
Description copied from class: Component

Get the Product's Cash Flow Periods

Specified by:

couponPeriods in class Component

Returns:

List of the Product's Cash Flow Periods

cashSettleParams
```
public CashSettleParams cashSettleParams()
```
Description copied from class: Component

Get the Product's cash settlement parameters

Specified by:

cashSettleParams in class Component

Returns:

Cash settlement Parameters

lossFlow

public java.util.List<LossQuadratureMetrics> lossFlow(ValuationParams valParams,
                                                      CreditPricerParams pricerParams,
                                                      CurveSurfaceQuoteContainer csqc)

Description copied from class: CreditComponent

Generate the loss flow for the credit component based on the pricer parameters

Specified by:: lossFlow in class CreditComponent
Parameters:: valParams - ValuationParams; pricerParams - PricerParams; csqc - ComponentMarketParams
Returns:: List of ProductLossPeriodCurveMeasures

lossFlowFromPrice

public java.util.List<LossQuadratureMetrics> lossFlowFromPrice(ValuationParams valParams,
                                                               CreditPricerParams pricerParams,
                                                               CurveSurfaceQuoteContainer csqc,
                                                               ValuationCustomizationParams vcp,
                                                               double dblPrice)

Description copied from class: Bond

Get the bond's loss flow from price

Specified by:: lossFlowFromPrice in class Bond
Parameters:: valParams - ValuationParams; pricerParams - PricerParams; csqc - ComponentMarketParams; vcp - Valuation Customization Parameters; dblPrice - Input price
Returns:: List of LossQuadratureMetrics

isFloater
```
public boolean isFloater()
```
Description copied from class: Bond

Return whether the bond is a floater

Specified by:

isFloater in class Bond

Returns:

True if the bond is a floater

rateIndex
```
public java.lang.String rateIndex()
```
Description copied from class: Bond

Return the rate index of the bond

Specified by:

rateIndex in class Bond

Returns:

Rate index

currentCoupon
```
public double currentCoupon()
```
Description copied from class: Bond

Return the current bond coupon

Specified by:

currentCoupon in class Bond

Returns:

Current coupon

floatSpread
```
public double floatSpread()
```
Description copied from class: Bond

Return the floating spread of the bond

Specified by:

floatSpread in class Bond

Returns:

Floating spread

ticker
```
public java.lang.String ticker()
```
Description copied from class: Bond

Return the bond ticker

Specified by:

ticker in class Bond

Returns:

Bond Ticker

setEmbeddedCallSchedule
```
public void setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)
```
Description copied from interface: BondProduct

Set the bond's embedded call schedule

Specified by:

setEmbeddedCallSchedule in interface BondProduct

Parameters:

eos - Bond's embedded call schedule

setEmbeddedPutSchedule
```
public void setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)
```
Description copied from interface: BondProduct

Set the bond's embedded put schedule

Specified by:

setEmbeddedPutSchedule in interface BondProduct

Parameters:

eos - Bond's embedded put schedule

callable
```
public boolean callable()
```
Description copied from class: Bond

Indicate if the bond is callable

Specified by:

callable in class Bond

Returns:

True - callable

putable
```
public boolean putable()
```
Description copied from class: Bond

Indicate if the bond is putable

Specified by:

putable in class Bond

Returns:

True - putable

sinkable
```
public boolean sinkable()
```
Description copied from class: Bond

Indicate if the bond is sinkable

Specified by:

sinkable in class Bond

Returns:

True - sinkable

variableCoupon
```
public boolean variableCoupon()
```
Description copied from class: Bond

Indicate if the bond has variable coupon

Specified by:

variableCoupon in class Bond

Returns:

True - has variable coupon

exercised
```
public boolean exercised()
```
Description copied from class: Bond

Indicate if the bond has been exercised

Specified by:

exercised in class Bond

Returns:

True - Has been exercised

defaulted
```
public boolean defaulted()
```
Description copied from class: Bond

Indicate if the bond has defaulted

Specified by:

defaulted in class Bond

Returns:

True - Bond has defaulted

perpetual
```
public boolean perpetual()
```
Description copied from class: Bond

Indicate if the bond is perpetual

Specified by:

perpetual in class Bond

Returns:

True - Bond is Perpetual

tradeable
```
public boolean tradeable(ValuationParams valParams)
                  throws java.lang.Exception
```
Description copied from class: Bond

Calculate if the bond is tradeable on the given date

Specified by:

tradeable in class Bond

Parameters:

valParams - Valuation Parameters

Returns:

True indicates the bond is tradeable

Throws:

java.lang.Exception - Thrown if inputs are invalid

callSchedule
```
public EmbeddedOptionSchedule callSchedule()
```
Description copied from class: Bond

Return the bond's embedded call schedule

Specified by:

callSchedule in class Bond

Returns:

EOS Call

putSchedule
```
public EmbeddedOptionSchedule putSchedule()
```
Description copied from class: Bond

Return the bond's embedded put schedule

Specified by:

putSchedule in class Bond

Returns:

EOS Put

couponType
```
public java.lang.String couponType()
```
Description copied from class: Bond

Return the bond's coupon type

Specified by:

couponType in class Bond

Returns:

Bond's coupon Type

couponDC
```
public java.lang.String couponDC()
```
Description copied from class: Bond

Return the bond's coupon day count

Specified by:

couponDC in class Bond

Returns:

Coupon day count string

accrualDC
```
public java.lang.String accrualDC()
```
Description copied from class: Bond

Return the bond's accrual day count

Specified by:

accrualDC in class Bond

Returns:

Accrual day count string

maturityType
```
public java.lang.String maturityType()
```
Description copied from class: Bond

Return the bond's maturity type

Specified by:

maturityType in class Bond

Returns:

Bond's maturity type

finalMaturity
```
public JulianDate finalMaturity()
```
Description copied from class: Bond

Return the bond's final maturity

Specified by:

finalMaturity in class Bond

Returns:

Bond's final maturity

calculationType
```
public java.lang.String calculationType()
```
Description copied from class: Bond

Return the bond's calculation type

Specified by:

calculationType in class Bond

Returns:

Bond's calculation type

redemptionValue
```
public double redemptionValue()
```
Description copied from class: Bond

Return the bond's redemption value

Specified by:

redemptionValue in class Bond

Returns:

Bond's redemption value

currency
```
public java.lang.String currency()
```
Description copied from class: Bond

Return the bond's coupon currency

Specified by:

currency in class Bond

Returns:

Bond's coupon currency

redemptionCurrency
```
public java.lang.String redemptionCurrency()
```
Description copied from class: Bond

Return the bond's redemption currency

Specified by:

redemptionCurrency in class Bond

Returns:

Bond's redemption currency

inFirstCouponPeriod
```
public boolean inFirstCouponPeriod(int iDate)
                            throws java.lang.Exception
```
Description copied from class: Bond

Indicate whether the given date is in the first coupon period

Specified by:

inFirstCouponPeriod in class Bond

Parameters:

iDate - Valuation Date

Returns:

True - The given date is in the first coupon period

Throws:

java.lang.Exception - Thrown if inputs are invalid

inLastCouponPeriod
```
public boolean inLastCouponPeriod(int iDate)
                           throws java.lang.Exception
```
Description copied from class: Bond

Indicate whether the given date is in the final coupon period

Specified by:

inLastCouponPeriod in class Bond

Parameters:

iDate - Valuation Date

Returns:

True - The given date is in the last coupon period

Throws:

java.lang.Exception - Thrown if inputs are invalid

floatCouponConvention
```
public java.lang.String floatCouponConvention()
```
Description copied from class: Bond

Return the bond's floating coupon convention

Specified by:

floatCouponConvention in class Bond

Returns:

Bond's floating coupon convention

periodFixingDate
```
public JulianDate periodFixingDate(int iValueDate)
```
Description copied from class: Bond

Get the bond's reset date for the period identified by the valuation date

Specified by:

periodFixingDate in class Bond

Parameters:

iValueDate - Valuation Date

Returns:

Reset JulianDate

previousCouponDate
```
public JulianDate previousCouponDate(JulianDate dt)
```
Description copied from class: Bond

Return the coupon date for the period prior to the specified date

Specified by:

previousCouponDate in class Bond

Parameters:

dt - Valuation Date

Returns:

Previous Coupon Date

previousCouponRate
```
public double previousCouponRate(JulianDate dt,
                                 CurveSurfaceQuoteContainer csqc)
                          throws java.lang.Exception
```
Description copied from class: Bond

Return the coupon rate for the period prior to the specified date

Specified by:

previousCouponRate in class Bond

Parameters:

dt - Valuation Date

csqc - Component Market Params

Returns:

Previous Coupon Rate

Throws:

java.lang.Exception - Thrown if the previous coupon rate cannot be calculated

currentCouponDate
```
public JulianDate currentCouponDate(JulianDate dt)
```
Description copied from class: Bond

Return the coupon date for the period containing the specified date

Specified by:

currentCouponDate in class Bond

Parameters:

dt - Valuation Date

Returns:

Current Coupon Date

nextCouponDate
```
public JulianDate nextCouponDate(JulianDate dt)
```
Description copied from class: Bond

Return the coupon date for the period subsequent to the specified date

Specified by:

nextCouponDate in class Bond

Parameters:

dt - Valuation Date

Returns:

Next Coupon Date

nextValidExerciseDateOfType
```
public ExerciseInfo nextValidExerciseDateOfType(JulianDate dt,
                                                boolean bPut)
```
Description copied from class: Bond

Return the next exercise info of the given exercise type (call/put) subsequent to the specified date

Specified by:

nextValidExerciseDateOfType in class Bond

Parameters:

dt - Valuation Date

bPut - TRUE - Gets the next put date

Returns:

Next Exercise Information

nextValidExerciseInfo
```
public ExerciseInfo nextValidExerciseInfo(JulianDate dt)
```
Description copied from class: Bond

Return the next exercise info subsequent to the specified date

Specified by:

nextValidExerciseInfo in class Bond

Parameters:

dt - Valuation Date

Returns:

Next Exercise Info

currentCouponRate
```
public double currentCouponRate(JulianDate dt,
                                CurveSurfaceQuoteContainer csqc)
                         throws java.lang.Exception
```
Description copied from class: Bond

Return the coupon rate for the period corresponding to the specified date

Specified by:

currentCouponRate in class Bond

Parameters:

dt - Valuation Date

csqc - Component Market Params

Returns:

Next Coupon Rate

Throws:

java.lang.Exception - Thrown if the current period coupon rate cannot be calculated

nextCouponRate
```
public double nextCouponRate(JulianDate dt,
                             CurveSurfaceQuoteContainer csqc)
                      throws java.lang.Exception
```
Description copied from class: Bond

Return the coupon rate for the period subsequent to the specified date

Specified by:

nextCouponRate in class Bond

Parameters:

dt - Valuation Date

csqc - Component Market Params

Returns:

Next Coupon Rate

Throws:

java.lang.Exception - Thrown if the subsequent coupon rate cannot be calculated

accrued
```
public double accrued(int iDate,
                      CurveSurfaceQuoteContainer csqc)
               throws java.lang.Exception
```
Description copied from class: Bond

Calculate the bond's accrued for the period identified by the valuation date

Specified by:

accrued in class Bond

Parameters:

iDate - Valuation Date

csqc - Bond market parameters

Returns:

The coupon accrued in the current period

Throws:

java.lang.Exception - Thrown if accrual cannot be calculated

priceFromZeroCurve
```
public double priceFromZeroCurve(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iZeroCurveBaseDC,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblBump)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate the bond's non-credit risky theoretical price from the Bumped Zero Curve

Specified by:

priceFromZeroCurve in class Bond

Parameters:

valParams - ValuationParams

csqc - ComponentMarketParams

vcp - Valuation Customization Parameters

iZeroCurveBaseDC - The Discount Curve to derive the zero curve off of

iWorkoutDate - Work-out date

dblWorkoutFactor - Double Work-out factor

dblBump - Bump to be applied to the zero curve

Returns:

Bond's non-credit risky theoretical price

Throws:

java.lang.Exception - Thrown if the price cannot be calculated

priceFromFundingCurve
```
public double priceFromFundingCurve(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblBump)
                             throws java.lang.Exception
```
Description copied from class: Bond

Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve

Specified by:

priceFromFundingCurve in class Bond

Parameters:

valParams - ValuationParams

csqc - ComponentMarketParams

iWorkoutDate - Work-out date

dblWorkoutFactor - Double Work-out factor

dblBump - Bump to be applied to the DC

Returns:

Bond's non-credit risky theoretical price from the Bumped Funding curve

Throws:

java.lang.Exception - Thrown if the price cannot be calculated

priceFromTreasuryCurve
```
public double priceFromTreasuryCurve(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblBump)
                              throws java.lang.Exception
```
Description copied from class: Bond

Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve

Specified by:

priceFromTreasuryCurve in class Bond

Parameters:

valParams - ValuationParams

csqc - ComponentMarketParams

iWorkoutDate - Work-out date

dblWorkoutFactor - Double Work-out factor

dblBump - Bump to be applied to the DC

Returns:

Bond's non-credit risky theoretical price from the Bumped Treasury curve

Throws:

java.lang.Exception - Thrown if the price cannot be calculated

priceFromCreditCurve
```
public double priceFromCreditCurve(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblCreditBasis,
                                   boolean bFlat)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate the bond's credit risky theoretical price from the bumped credit curve

Specified by:

priceFromCreditCurve in class Bond

Parameters:

valParams - ValuationParams

csqc - ComponentMarketParams

iWorkoutDate - Work-out date

dblWorkoutFactor - Double Work-out factor

dblCreditBasis - Bump to be applied to the credit curve

bFlat - Is the CDS Curve flat (for PECS)

Returns:

Bond's credit risky theoretical price

Throws:

java.lang.Exception - Thrown if the bond's credit risky theoretical price cannot be calculated

aswFromBondBasis

public double aswFromBondBasis(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblBondBasis)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Bond Basis to Work-out

Specified by:: aswFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: ASW from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromBondBasis
```
public double aswFromBondBasis(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblBondBasis)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from Bond Basis to Maturity

Specified by:

aswFromBondBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblBondBasis - Bond Basis to Maturity

Returns:

ASW from Bond Basis to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromBondBasisToOptimalExercise

public double aswFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblBondBasis)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Bond Basis to Optimal Exercise

Specified by:: aswFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: ASW from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromCreditBasis

public double aswFromCreditBasis(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblCreditBasis)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Credit Basis to Work-out

Specified by:: aswFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: ASW from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the ASW cannot be calculated

aswFromCreditBasis
```
public double aswFromCreditBasis(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblCreditBasis)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from Credit Basis to Maturity

Specified by:

aswFromCreditBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblCreditBasis - Credit Basis to Maturity

Returns:

ASW from Credit Basis to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromCreditBasisToOptimalExercise

public double aswFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblCreditBasis)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Credit Basis to Optimal Exercise

Specified by:: aswFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: ASW from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromDiscountMargin

public double aswFromDiscountMargin(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblDiscountMargin)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Discount Margin to Work-out

Specified by:: aswFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: ASW from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the ASW cannot be calculated

aswFromDiscountMargin

public double aswFromDiscountMargin(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    double dblDiscountMargin)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Discount Margin to Maturity

Specified by:: aswFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: ASW from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromDiscountMarginToOptimalExercise

public double aswFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqc,
                                                     ValuationCustomizationParams vcp,
                                                     double dblDiscountMargin)
                                              throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Discount Margin to Optimal Exercise

Specified by:: aswFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: ASW from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromGSpread

public double aswFromGSpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblGSpread)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from G Spread to Work-out

Specified by:: aswFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: ASW from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the ASW cannot be calculated

aswFromGSpread
```
public double aswFromGSpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblGSpread)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from G Spread to Maturity

Specified by:

aswFromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

ASW from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromGSpreadToOptimalExercise

public double aswFromGSpreadToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblGSpread)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from G Spread to Optimal Exercise

Specified by:: aswFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: ASW from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromISpread

public double aswFromISpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblISpread)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from I Spread to Work-out

Specified by:: aswFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: ASW from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the ASW cannot be calculated

aswFromISpread
```
public double aswFromISpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblISpread)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from I Spread to Maturity

Specified by:

aswFromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

ASW from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromISpreadToOptimalExercise

public double aswFromISpreadToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblISpread)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from I Spread to Optimal Exercise

Specified by:: aswFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Optimal Exercise
Returns:: ASW from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromOAS

public double aswFromOAS(ValuationParams valParams,
                         CurveSurfaceQuoteContainer csqc,
                         ValuationCustomizationParams vcp,
                         int iWorkoutDate,
                         double dblWorkoutFactor,
                         double dblOAS)
                  throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from OAS to Work-out

Specified by:: aswFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: ASW from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the ASW cannot be calculated

aswFromOAS
```
public double aswFromOAS(ValuationParams valParams,
                         CurveSurfaceQuoteContainer csqc,
                         ValuationCustomizationParams vcp,
                         double dblOAS)
                  throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from OAS to Maturity

Specified by:

aswFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

ASW from OAS to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromOASToOptimalExercise

public double aswFromOASToOptimalExercise(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblOAS)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from OAS to Optimal Exercise

Specified by:: aswFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: ASW from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromPECS

public double aswFromPECS(ValuationParams valParams,
                          CurveSurfaceQuoteContainer csqc,
                          ValuationCustomizationParams vcp,
                          int iWorkoutDate,
                          double dblWorkoutFactor,
                          double dblPECS)
                   throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from PECS to Work-out

Specified by:: aswFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: ASW from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the ASW cannot be calculated

aswFromPECS
```
public double aswFromPECS(ValuationParams valParams,
                          CurveSurfaceQuoteContainer csqc,
                          ValuationCustomizationParams vcp,
                          double dblPECS)
                   throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from PECS to Maturity

Specified by:

aswFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

ASW from PECS to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromPECSToOptimalExercise

public double aswFromPECSToOptimalExercise(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqc,
                                           ValuationCustomizationParams vcp,
                                           double dblPECS)
                                    throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from PECS to Optimal Exercise

Specified by:: aswFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: ASW from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromPrice

public double aswFromPrice(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           int iWorkoutDate,
                           double dblWorkoutFactor,
                           double dblPrice)
                    throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Price to Work-out

Specified by:: aswFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: ASW from Price to Work-out
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromPrice
```
public double aswFromPrice(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           double dblPrice)
                    throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from Price to Maturity

Specified by:

aswFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

ASW from Price to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromPriceToOptimalExercise

public double aswFromPriceToOptimalExercise(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblPrice)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Price to Optimal Exercise

Specified by:: aswFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: ASW from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromTSYSpread

public double aswFromTSYSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblTSYSpread)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from TSY Spread to Work-out

Specified by:: aswFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: ASW from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the ASW cannot be calculated

aswFromTSYSpread
```
public double aswFromTSYSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblTSYSpread)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from TSY Spread to Maturity

Specified by:

aswFromTSYSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblTSYSpread - TSY Spread to Maturity

Returns:

ASW from TSY Spread to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromTSYSpreadToOptimalExercise

public double aswFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblTSYSpread)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from TSY Spread to Optimal Exercise

Specified by:: aswFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: ASW from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromYield

public double aswFromYield(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           int iWorkoutDate,
                           double dblWorkoutFactor,
                           double dblYield)
                    throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Yield to Work-out

Specified by:: aswFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: ASW from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the ASW cannot be calculated

aswFromYield
```
public double aswFromYield(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           double dblYield)
                    throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from Yield to Maturity

Specified by:

aswFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

ASW from Yield to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromYieldToOptimalExercise

public double aswFromYieldToOptimalExercise(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblYield)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Yield to Optimal Exercise

Specified by:: aswFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: ASW from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromYieldSpread

public double aswFromYieldSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblYieldSpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Yield Spread to Work-out

Specified by:: aswFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: ASW from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the ASW cannot be calculated

aswFromYieldSpread
```
public double aswFromYieldSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblYieldSpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from Yield Spread to Maturity

Specified by:

aswFromYieldSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYieldSpread - Yield Spread to Maturity

Returns:

ASW from Yield Spread to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromYieldSpreadToOptimalExercise

public double aswFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblYieldSpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Yield Spread to Optimal Exercise

Specified by:: aswFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: ASW from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

aswFromZSpread

public double aswFromZSpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblZSpread)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Z Spread to Work-out

Specified by:: aswFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: ASW from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the ASW cannot be calculated

aswFromZSpread
```
public double aswFromZSpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblZSpread)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate ASW from Z Spread to Maturity

Specified by:

aswFromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

ASW from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if ASW cannot be calculated

aswFromZSpreadToOptimalExercise

public double aswFromZSpreadToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblZSpread)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate ASW from Z Spread to Optimal Exercise

Specified by:: aswFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: ASW from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if ASW cannot be calculated

bondBasisFromASW

public double bondBasisFromASW(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblASW)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from ASW to Work-out

Specified by:: bondBasisFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Bond Basis from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromASW
```
public double bondBasisFromASW(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblASW)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Bond Basis from ASW to Maturity

Specified by:

bondBasisFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

Bond Basis from ASW to Maturity

Throws:

java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromASWToOptimalExercise

public double bondBasisFromASWToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblASW)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from ASW to Optimal Exercise

Specified by:: bondBasisFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Bond Basis from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromCreditBasis

public double bondBasisFromCreditBasis(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblCreditBasis)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Credit Basis to Work-out

Specified by:: bondBasisFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Bond Basis from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromCreditBasis

public double bondBasisFromCreditBasis(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblCreditBasis)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Credit Basis to Maturity

Specified by:: bondBasisFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Bond Basis from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromCreditBasisToOptimalExercise

public double bondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblCreditBasis)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Credit Basis to Optimal Exercise

Specified by:: bondBasisFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Bond Basis from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromDiscountMargin

public double bondBasisFromDiscountMargin(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblDiscountMargin)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Discount Margin to Work-out

Specified by:: bondBasisFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Bond Basis from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromDiscountMargin

public double bondBasisFromDiscountMargin(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblDiscountMargin)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Discount Margin to Maturity

Specified by:: bondBasisFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Bond Basis from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromDiscountMarginToOptimalExercise

public double bondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblDiscountMargin)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Discount Margin to Optimal Exercise

Specified by:: bondBasisFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Bond Basis from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromGSpread

public double bondBasisFromGSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblGSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from G Spread to Work-out

Specified by:: bondBasisFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Bond Basis from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromGSpread
```
public double bondBasisFromGSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblGSpread)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate Bond Basis from G Spread to Maturity

Specified by:

bondBasisFromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

Bond Basis from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromGSpreadToOptimalExercise

public double bondBasisFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblGSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from G Spread to Optimal Exercise

Specified by:: bondBasisFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Bond Basis from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromISpread

public double bondBasisFromISpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblISpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from I Spread to Work-out

Specified by:: bondBasisFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Bond Basis from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromISpread
```
public double bondBasisFromISpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblISpread)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate Bond Basis from I Spread to Maturity

Specified by:

bondBasisFromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

Bond Basis from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromISpreadToOptimalExercise

public double bondBasisFromISpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblISpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from I Spread to Optimal Exercise

Specified by:: bondBasisFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Optimal Exercise
Returns:: Bond Basis from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromOAS

public double bondBasisFromOAS(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblOAS)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from OAS to Work-out

Specified by:: bondBasisFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Bond Basis from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromOAS
```
public double bondBasisFromOAS(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblOAS)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Bond Basis from OAS to Maturity

Specified by:

bondBasisFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

Bond Basis from OAS to Maturity

Throws:

java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromOASToOptimalExercise

public double bondBasisFromOASToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblOAS)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from OAS to Optimal Exercise

Specified by:: bondBasisFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Bond Basis from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromPECS

public double bondBasisFromPECS(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                int iWorkoutDate,
                                double dblWorkoutFactor,
                                double dblPECS)
                         throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from PECS to Work-out

Specified by:: bondBasisFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Bond Basis from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromPECS
```
public double bondBasisFromPECS(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                double dblPECS)
                         throws java.lang.Exception
```
Description copied from class: Bond

Calculate Bond Basis from PECS to Maturity

Specified by:

bondBasisFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

Bond Basis from PECS to Maturity

Throws:

java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromPECSToOptimalExercise

public double bondBasisFromPECSToOptimalExercise(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 double dblPECS)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from PECS to Optimal Exercise

Specified by:: bondBasisFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Bond Basis from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromPrice

public double bondBasisFromPrice(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblPrice)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Price to Work-out

Specified by:: bondBasisFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Bond Basis from Price to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromPrice
```
public double bondBasisFromPrice(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblPrice)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Bond Basis from Price to Maturity

Specified by:

bondBasisFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

Bond Basis from Price to Maturity

Throws:

java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromPriceToOptimalExercise

public double bondBasisFromPriceToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblPrice)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Price to Optimal Exercise

Specified by:: bondBasisFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Bond Basis from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromTSYSpread

public double bondBasisFromTSYSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblTSYSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from TSY Spread to Work-out

Specified by:: bondBasisFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Bond Basis from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromTSYSpread

public double bondBasisFromTSYSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblTSYSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from TSY Spread to Maturity

Specified by:: bondBasisFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Maturity
Returns:: Bond Basis from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromTSYSpreadToOptimalExercise

public double bondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblTSYSpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from TSY Spread to Optimal Exercise

Specified by:: bondBasisFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: Bond Basis from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromYield

public double bondBasisFromYield(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblYield)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Yield to Work-out

Specified by:: bondBasisFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Bond Basis from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromYield
```
public double bondBasisFromYield(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblYield)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Bond Basis from Yield to Maturity

Specified by:

bondBasisFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

Bond Basis from Yield to Maturity

Throws:

java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromYieldToOptimalExercise

public double bondBasisFromYieldToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblYield)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Yield to Optimal Exercise

Specified by:: bondBasisFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Bond Basis from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromYieldSpread

public double bondBasisFromYieldSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblYieldSpread)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Yield Spread to Work-out

Specified by:: bondBasisFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Bond Basis from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromYieldSpread

public double bondBasisFromYieldSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblYieldSpread)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Yield Spread to Maturity

Specified by:: bondBasisFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Bond Basis from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromYieldSpreadToOptimalExercise

public double bondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblYieldSpread)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Yield Spread to Optimal Exercise

Specified by:: bondBasisFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Bond Basis from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromZSpread

public double bondBasisFromZSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblZSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Z Spread to Work-out

Specified by:: bondBasisFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Bond Basis from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromZSpread
```
public double bondBasisFromZSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblZSpread)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate Bond Basis from Z Spread to Maturity

Specified by:

bondBasisFromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

Bond Basis from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if Bond Basis cannot be calculated

bondBasisFromZSpreadToOptimalExercise

public double bondBasisFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblZSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Bond Basis from Z Spread to Optimal Exercise

Specified by:: bondBasisFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Bond Basis from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Bond Basis cannot be calculated

convexityFromASW

public double convexityFromASW(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblASW)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from ASW to Work-out

Specified by:: convexityFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Convexity from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromASW
```
public double convexityFromASW(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblASW)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Convexity from ASW to Maturity

Specified by:

convexityFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

Convexity from ASW to Maturity

Throws:

java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromASWToOptimalExercise

public double convexityFromASWToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblASW)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from ASW to Optimal Exercise

Specified by:: convexityFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Convexity from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromBondBasis

public double convexityFromBondBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblBondBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Bond Basis to Work-out

Specified by:: convexityFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Convexity from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromBondBasis

public double convexityFromBondBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblBondBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Bond Basis to Maturity

Specified by:: convexityFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Maturity
Returns:: Convexity from Bond Basis to Maturity
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromBondBasisToOptimalExercise

public double convexityFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblBondBasis)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Bond Basis to Optimal Exercise

Specified by:: convexityFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Convexity from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromCreditBasis

public double convexityFromCreditBasis(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblCreditBasis)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Credit Basis to Work-out

Specified by:: convexityFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Convexity from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromCreditBasis

public double convexityFromCreditBasis(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblCreditBasis)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Credit Basis to Maturity

Specified by:: convexityFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Convexity from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromCreditBasisToOptimalExercise

public double convexityFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblCreditBasis)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Credit Basis to Optimal Exercise

Specified by:: convexityFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Convexity from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromDiscountMargin

public double convexityFromDiscountMargin(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblDiscountMargin)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Discount Margin to Work-out

Specified by:: convexityFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Convexity from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromDiscountMargin

public double convexityFromDiscountMargin(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblDiscountMargin)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Discount Margin to Maturity

Specified by:: convexityFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Convexity from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromDiscountMarginToOptimalExercise

public double convexityFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblDiscountMargin)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Discount Margin to Optimal Exercise

Specified by:: convexityFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Convexity from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromGSpread

public double convexityFromGSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblGSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from G Spread to Work-out

Specified by:: convexityFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Convexity from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromGSpread

public double convexityFromGSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblGSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from G Spread to Maturity

Specified by:: convexityFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Maturity
Returns:: Convexity from G Spread to Maturity
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromGSpreadToOptimalExercise

public double convexityFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblGSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from G Spread to Optimal Exercise

Specified by:: convexityFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Convexity from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromISpread

public double convexityFromISpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblISpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from I Spread to Work-out

Specified by:: convexityFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Convexity from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromISpread

public double convexityFromISpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblISpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from I Spread to Maturity

Specified by:: convexityFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Maturity
Returns:: Convexity from I Spread to Maturity
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromISpreadToOptimalExercise

public double convexityFromISpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblISpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from I Spread to Optimal Exercise

Specified by:: convexityFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Optimal Exercise
Returns:: Convexity from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromOAS

public double convexityFromOAS(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblOAS)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from OAS to Work-out

Specified by:: convexityFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Convexity from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromOAS
```
public double convexityFromOAS(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblOAS)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Convexity from OAS to Maturity

Specified by:

convexityFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

Convexity from OAS to Maturity

Throws:

java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromOASToOptimalExercise

public double convexityFromOASToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblOAS)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from OAS to Optimal Exercise

Specified by:: convexityFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Convexity from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromPECS

public double convexityFromPECS(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                int iWorkoutDate,
                                double dblWorkoutFactor,
                                double dblPECS)
                         throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from PECS to Work-out

Specified by:: convexityFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Convexity from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromPECS
```
public double convexityFromPECS(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                double dblPECS)
                         throws java.lang.Exception
```
Description copied from class: Bond

Calculate Convexity from PECS to Maturity

Specified by:

convexityFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

Convexity from PECS to Maturity

Throws:

java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromPECSToOptimalExercise

public double convexityFromPECSToOptimalExercise(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 double dblPECS)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from PECS to Optimal Exercise

Specified by:: convexityFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Convexity from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromPrice

public double convexityFromPrice(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblPrice)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Price to Work-out

Specified by:: convexityFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Convexity from Price to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromPrice
```
public double convexityFromPrice(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblPrice)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Convexity from Price to Maturity

Specified by:

convexityFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

Convexity from Price to Maturity

Throws:

java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromPriceToOptimalExercise

public double convexityFromPriceToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblPrice)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Price to Optimal Exercise

Specified by:: convexityFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Convexity from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromTSYSpread

public double convexityFromTSYSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblTSYSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from TSY Spread to Work-out

Specified by:: convexityFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Convexity from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromTSYSpread

public double convexityFromTSYSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblTSYSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from TSY Spread to Maturity

Specified by:: convexityFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Maturity
Returns:: Convexity from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromTSYSpreadToOptimalExercise

public double convexityFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblTSYSpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from TSY Spread to Optimal Exercise

Specified by:: convexityFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: Convexity from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromYield

public double convexityFromYield(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblYield)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Yield to Work-out

Specified by:: convexityFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Convexity from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromYield
```
public double convexityFromYield(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblYield)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Convexity from Yield to Maturity

Specified by:

convexityFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

Convexity from Yield to Maturity

Throws:

java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromYieldToOptimalExercise

public double convexityFromYieldToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblYield)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Yield to Optimal Exercise

Specified by:: convexityFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Convexity from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromYieldSpread

public double convexityFromYieldSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblYieldSpread)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Yield Spread to Work-out

Specified by:: convexityFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Convexity from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromYieldSpread

public double convexityFromYieldSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblYieldSpread)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Yield Spread to Maturity

Specified by:: convexityFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Convexity from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromYieldSpreadToOptimalExercise

public double convexityFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblYieldSpread)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Yield Spread to Optimal Exercise

Specified by:: convexityFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Convexity from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromZSpread

public double convexityFromZSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblZSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Z Spread to Work-out

Specified by:: convexityFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Convexity from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromZSpread

public double convexityFromZSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblZSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Z Spread to Maturity

Specified by:: convexityFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Maturity
Returns:: Convexity from Z Spread to Maturity
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

convexityFromZSpreadToOptimalExercise

public double convexityFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblZSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Convexity from Z Spread to Optimal Exercise

Specified by:: convexityFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Convexity from Z to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Convexity cannot be calculated

creditBasisFromASW

public double creditBasisFromASW(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblASW)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from ASW to Work-out

Specified by:: creditBasisFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Credit Basis from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromASW
```
public double creditBasisFromASW(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblASW)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Credit Basis from ASW to Maturity

Specified by:

creditBasisFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

Credit Basis from ASW to Maturity

Throws:

java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromASWToOptimalExercise

public double creditBasisFromASWToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblASW)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from ASW to Optimal Exercise

Specified by:: creditBasisFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Credit Basis from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromBondBasis

public double creditBasisFromBondBasis(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblBondBasis)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Bond Basis to Work-out

Specified by:: creditBasisFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Credit Basis from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromBondBasis

public double creditBasisFromBondBasis(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblBondBasis)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Bond Basis to Maturity

Specified by:: creditBasisFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Maturity
Returns:: Credit Basis from Bond Basis to Maturity
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromBondBasisToOptimalExercise

public double creditBasisFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblBondBasis)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Bond Basis to Optimal Exercise

Specified by:: creditBasisFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Credit Basis from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromDiscountMargin

public double creditBasisFromDiscountMargin(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblDiscountMargin)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Discount Margin to Work-out

Specified by:: creditBasisFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Credit Basis from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromDiscountMargin

public double creditBasisFromDiscountMargin(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblDiscountMargin)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Discount Margin to Maturity

Specified by:: creditBasisFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Credit Basis from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromDiscountMarginToOptimalExercise

public double creditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqc,
                                                             ValuationCustomizationParams vcp,
                                                             double dblDiscountMargin)
                                                      throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Discount Margin to Optimal Exercise

Specified by:: creditBasisFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Credit Basis from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

creditBasisFromGSpread

public double creditBasisFromGSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblGSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from G Spread to Work-out

Specified by:: creditBasisFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Credit Basis from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromGSpread

public double creditBasisFromGSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblGSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from G Spread to Maturity

Specified by:: creditBasisFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Maturity
Returns:: Credit Basis from G Spread to Maturity
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromGSpreadToOptimalExercise

public double creditBasisFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblGSpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from G Spread to Optimal Exercise

Specified by:: creditBasisFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Credit Basis from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromISpread

public double creditBasisFromISpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblISpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from I Spread to Work-out

Specified by:: creditBasisFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Credit Basis from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromISpread

public double creditBasisFromISpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblISpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from I Spread to Maturity

Specified by:: creditBasisFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Maturity
Returns:: Credit Basis from I Spread to Maturity
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromISpreadToOptimalExercise

public double creditBasisFromISpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblISpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from I Spread to Optimal Exercise

Specified by:: creditBasisFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Optimal Exercise
Returns:: Credit Basis from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromOAS

public double creditBasisFromOAS(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblOAS)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from OAS to Work-out

Specified by:: creditBasisFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Credit Basis from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromOAS
```
public double creditBasisFromOAS(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblOAS)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Credit Basis from OAS to Maturity

Specified by:

creditBasisFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

Credit Basis from OAS to Maturity

Throws:

java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromOASToOptimalExercise

public double creditBasisFromOASToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblOAS)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from OAS to Optimal Exercise

Specified by:: creditBasisFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Credit Basis from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromPECS

public double creditBasisFromPECS(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  int iWorkoutDate,
                                  double dblWorkoutFactor,
                                  double dblPECS)
                           throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from PECS to Work-out

Specified by:: creditBasisFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Credit Basis from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromPECS
```
public double creditBasisFromPECS(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  double dblPECS)
                           throws java.lang.Exception
```
Description copied from class: Bond

Calculate Credit Basis from PECS to Maturity

Specified by:

creditBasisFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

Credit Basis from PECS to Maturity

Throws:

java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromPECSToOptimalExercise

public double creditBasisFromPECSToOptimalExercise(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqc,
                                                   ValuationCustomizationParams vcp,
                                                   double dblPECS)
                                            throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from PECS to Optimal Exercise

Specified by:: creditBasisFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Credit Basis from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromPrice

public double creditBasisFromPrice(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblPrice)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Price to Work-out

Specified by:: creditBasisFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Credit Basis from Price to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromPrice

public double creditBasisFromPrice(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblPrice)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Price to Maturity

Specified by:: creditBasisFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Maturity
Returns:: Credit Basis from Price to Maturity
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromPriceToOptimalExercise

public double creditBasisFromPriceToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblPrice)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Price to Optimal Exercise

Specified by:: creditBasisFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Credit Basis from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromTSYSpread

public double creditBasisFromTSYSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblTSYSpread)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from TSY Spread to Work-out

Specified by:: creditBasisFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Credit Basis from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromTSYSpread

public double creditBasisFromTSYSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblTSYSpread)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from TSY Spread to Maturity

Specified by:: creditBasisFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Maturity
Returns:: Credit Basis from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromTSYSpreadToOptimalExercise

public double creditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblTSYSpread)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from TSY Spread to Optimal Exercise

Specified by:: creditBasisFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: Credit Basis from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromYield

public double creditBasisFromYield(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblYield)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Yield to Work-out

Specified by:: creditBasisFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Credit Basis from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromYield

public double creditBasisFromYield(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblYield)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Yield to Maturity

Specified by:: creditBasisFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Maturity
Returns:: Credit Basis from Yield to Maturity
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromYieldToOptimalExercise

public double creditBasisFromYieldToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblYield)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Yield to Optimal Exercise

Specified by:: creditBasisFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Credit Basis from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromYieldSpread

public double creditBasisFromYieldSpread(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqc,
                                         ValuationCustomizationParams vcp,
                                         int iWorkoutDate,
                                         double dblWorkoutFactor,
                                         double dblYieldSpread)
                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Yield Spread to Work-out

Specified by:: creditBasisFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Credit Basis from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromYieldSpread

public double creditBasisFromYieldSpread(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqc,
                                         ValuationCustomizationParams vcp,
                                         double dblYieldSpread)
                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Yield Spread to Maturity

Specified by:: creditBasisFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Credit Basis from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromYieldSpreadToOptimalExercise

public double creditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqc,
                                                          ValuationCustomizationParams vcp,
                                                          double dblYieldSpread)
                                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Yield Spread to Optimal Exercise

Specified by:: creditBasisFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Credit Basis from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromZSpread

public double creditBasisFromZSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblZSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Z Spread to Work-out

Specified by:: creditBasisFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Credit Basis from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromZSpread

public double creditBasisFromZSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblZSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Z Spread to Maturity

Specified by:: creditBasisFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Maturity
Returns:: Credit Basis from Z Spread to Maturity
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

creditBasisFromZSpreadToOptimalExercise

public double creditBasisFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblZSpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Credit Basis from Z Spread to Optimal Exercise

Specified by:: creditBasisFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Credit Basis from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Credit Basis cannot be calculated

discountMarginFromASW

public double discountMarginFromASW(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblASW)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from ASW to Work-out

Specified by:: discountMarginFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Discount Margin from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromASW

public double discountMarginFromASW(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    double dblASW)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from ASW to Maturity

Specified by:: discountMarginFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Maturity
Returns:: Discount Margin from ASW to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromASWToOptimalExercise

public double discountMarginFromASWToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqc,
                                                     ValuationCustomizationParams vcp,
                                                     double dblASW)
                                              throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from ASW to Optimal Exercise

Specified by:: discountMarginFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Discount Margin from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromBondBasis

public double discountMarginFromBondBasis(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblBondBasis)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Bond Basis to Work-out

Specified by:: discountMarginFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Discount Margin from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromBondBasis

public double discountMarginFromBondBasis(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblBondBasis)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Bond Basis to Maturity

Specified by:: discountMarginFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Maturity
Returns:: Discount Margin from Bond Basis to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromBondBasisToOptimalExercise

public double discountMarginFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblBondBasis)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Bond Basis to Optimal Exercise

Specified by:: discountMarginFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Discount Margin from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromCreditBasis

public double discountMarginFromCreditBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblCreditBasis)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Credit Basis to Work-out

Specified by:: discountMarginFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Discount Margin from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromCreditBasis

public double discountMarginFromCreditBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblCreditBasis)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Credit Basis to Maturity

Specified by:: discountMarginFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Discount Margin from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromCreditBasisToOptimalExercise

public double discountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqc,
                                                             ValuationCustomizationParams vcp,
                                                             double dblCreditBasis)
                                                      throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Credit Basis to Optimal Exercise

Specified by:: discountMarginFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Discount Margin from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromGSpread

public double discountMarginFromGSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblGSpread)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from G Spread to Work-out

Specified by:: discountMarginFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Discount Margin from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromGSpread

public double discountMarginFromGSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblGSpread)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from G Spread to Maturity

Specified by:: discountMarginFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Maturity
Returns:: Discount Margin from G Spread to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromGSpreadToOptimalExercise

public double discountMarginFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqc,
                                                         ValuationCustomizationParams vcp,
                                                         double dblGSpread)
                                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from G Spread to Optimal Exercise

Specified by:: discountMarginFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Discount Margin from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromISpread

public double discountMarginFromISpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblISpread)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from I Spread to Work-out

Specified by:: discountMarginFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Discount Margin from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromISpread

public double discountMarginFromISpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblISpread)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from I Spread to Maturity

Specified by:: discountMarginFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Maturity
Returns:: Discount Margin from I Spread to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromISpreadToOptimalExercise

public double discountMarginFromISpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqc,
                                                         ValuationCustomizationParams vcp,
                                                         double dblISpread)
                                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from I Spread to Optimal Exercise

Specified by:: discountMarginFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Optimal Exercise
Returns:: Discount Margin from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromOAS

public double discountMarginFromOAS(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblOAS)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from OAS to Work-out

Specified by:: discountMarginFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Discount Margin from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromOAS

public double discountMarginFromOAS(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    double dblOAS)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from OAS to Maturity

Specified by:: discountMarginFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Maturity
Returns:: Discount Margin from OAS to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromOASToOptimalExercise

public double discountMarginFromOASToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqc,
                                                     ValuationCustomizationParams vcp,
                                                     double dblOAS)
                                              throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from OAS to Optimal Exercise

Specified by:: discountMarginFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Discount Margin from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromPECS

public double discountMarginFromPECS(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblPECS)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from PECS to Work-out

Specified by:: discountMarginFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Discount Margin from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromPECS

public double discountMarginFromPECS(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblPECS)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from PECS to Maturity

Specified by:: discountMarginFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Maturity
Returns:: Discount Margin from PECS to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromPECSToOptimalExercise

public double discountMarginFromPECSToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblPECS)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from PECS to Optimal Exercise

Specified by:: discountMarginFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Discount Margin from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromPrice

public double discountMarginFromPrice(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblPrice)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Price to Work-out

Specified by:: discountMarginFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Discount Margin from Price to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromPrice

public double discountMarginFromPrice(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      double dblPrice)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Price to Maturity

Specified by:: discountMarginFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Maturity
Returns:: Discount Margin from Price to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromPriceToOptimalExercise

public double discountMarginFromPriceToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqc,
                                                       ValuationCustomizationParams vcp,
                                                       double dblPrice)
                                                throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Price to Optimal Exercise

Specified by:: discountMarginFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Discount Margin from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromTSYSpread

public double discountMarginFromTSYSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblTSYSpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from TSY Spread to Work-out

Specified by:: discountMarginFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Discount Margin from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromTSYSpread

public double discountMarginFromTSYSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblTSYSpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from TSY Spread to Maturity

Specified by:: discountMarginFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Maturity
Returns:: Discount Margin from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromTSYSpreadToOptimalExercise

public double discountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblTSYSpread)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from TSY Spread to Optimal Exercise

Specified by:: discountMarginFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: Discount Margin from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromYield

public double discountMarginFromYield(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblYield)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Yield to Work-out

Specified by:: discountMarginFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Discount Margin from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromYield

public double discountMarginFromYield(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      double dblYield)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Yield to Maturity

Specified by:: discountMarginFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Maturity
Returns:: Discount Margin from Yield to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromYieldToOptimalExercise

public double discountMarginFromYieldToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqc,
                                                       ValuationCustomizationParams vcp,
                                                       double dblYield)
                                                throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Yield to Optimal Exercise

Specified by:: discountMarginFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Discount Margin from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromYieldSpread

public double discountMarginFromYieldSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblYieldSpread)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Yield Spread to Work-out

Specified by:: discountMarginFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Discount Margin from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromYieldSpread

public double discountMarginFromYieldSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblYieldSpread)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Yield Spread to Maturity

Specified by:: discountMarginFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Discount Margin from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromYieldSpreadToOptimalExercise

public double discountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqc,
                                                             ValuationCustomizationParams vcp,
                                                             double dblYieldSpread)
                                                      throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Yield Spread to Optimal Exercise

Specified by:: discountMarginFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Discount Margin from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromZSpread

public double discountMarginFromZSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblZSpread)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Z Spread to Work-out

Specified by:: discountMarginFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Discount Margin from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromZSpread

public double discountMarginFromZSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblZSpread)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Z Spread to Maturity

Specified by:: discountMarginFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Maturity
Returns:: Discount Margin from Z Spread to Maturity
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

discountMarginFromZSpreadToOptimalExercise

public double discountMarginFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqc,
                                                         ValuationCustomizationParams vcp,
                                                         double dblZSpread)
                                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Discount Margin from Z Spread to Optimal Exercise

Specified by:: discountMarginFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Discount Margin from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Discount Margin cannot be calculated

durationFromASW

public double durationFromASW(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              int iWorkoutDate,
                              double dblWorkoutFactor,
                              double dblASW)
                       throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from ASW to Work-out

Specified by:: durationFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Duration from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Duration cannot be calculated

durationFromASW
```
public double durationFromASW(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              double dblASW)
                       throws java.lang.Exception
```
Description copied from class: Bond

Calculate Duration from ASW to Maturity

Specified by:

durationFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

Duration from ASW to Maturity

Throws:

java.lang.Exception - Thrown if Duration cannot be calculated

durationFromASWToOptimalExercise

public double durationFromASWToOptimalExercise(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqc,
                                               ValuationCustomizationParams vcp,
                                               double dblASW)
                                        throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from ASW to Optimal Exercise

Specified by:: durationFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Duration from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromBondBasis

public double durationFromBondBasis(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblBondBasis)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Bond Basis to Work-out

Specified by:: durationFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Duration from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromBondBasis

public double durationFromBondBasis(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    double dblBondBasis)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Bond Basis to Maturity

Specified by:: durationFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Maturity
Returns:: Duration from Bond Basis to Maturity
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromBondBasisToOptimalExercise

public double durationFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqc,
                                                     ValuationCustomizationParams vcp,
                                                     double dblBondBasis)
                                              throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Bond Basis to Optimal Exercise

Specified by:: durationFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Duration from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromCreditBasis

public double durationFromCreditBasis(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblCreditBasis)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Credit Basis to Work-out

Specified by:: durationFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Duration from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromCreditBasis

public double durationFromCreditBasis(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      double dblCreditBasis)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Credit Basis to Maturity

Specified by:: durationFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Duration from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromCreditBasisToOptimalExercise

public double durationFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqc,
                                                       ValuationCustomizationParams vcp,
                                                       double dblCreditBasis)
                                                throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Credit Basis to Optimal Exercise

Specified by:: durationFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Duration from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromDiscountMargin

public double durationFromDiscountMargin(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqc,
                                         ValuationCustomizationParams vcp,
                                         int iWorkoutDate,
                                         double dblWorkoutFactor,
                                         double dblDiscountMargin)
                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Discount Margin to Work-out

Specified by:: durationFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Duration from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromDiscountMargin

public double durationFromDiscountMargin(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqc,
                                         ValuationCustomizationParams vcp,
                                         double dblDiscountMargin)
                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Discount Margin to Maturity

Specified by:: durationFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Duration from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromDiscountMarginToOptimalExercise

public double durationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqc,
                                                          ValuationCustomizationParams vcp,
                                                          double dblDiscountMargin)
                                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Discount Margin to Optimal Exercise

Specified by:: durationFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Duration from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromGSpread

public double durationFromGSpread(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  int iWorkoutDate,
                                  double dblWorkoutFactor,
                                  double dblGSpread)
                           throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from G Spread to Work-out

Specified by:: durationFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Duration from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromGSpread
```
public double durationFromGSpread(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  double dblGSpread)
                           throws java.lang.Exception
```
Description copied from class: Bond

Calculate Duration from G Spread to Maturity

Specified by:

durationFromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

Duration from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if Duration cannot be calculated

durationFromGSpreadToOptimalExercise

public double durationFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqc,
                                                   ValuationCustomizationParams vcp,
                                                   double dblGSpread)
                                            throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from G Spread to Optimal Exercise

Specified by:: durationFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Duration from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromISpread

public double durationFromISpread(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  int iWorkoutDate,
                                  double dblWorkoutFactor,
                                  double dblISpread)
                           throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from I Spread to Work-out

Specified by:: durationFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Duration from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromISpread
```
public double durationFromISpread(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  double dblISpread)
                           throws java.lang.Exception
```
Description copied from class: Bond

Calculate Duration from I Spread to Maturity

Specified by:

durationFromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

Duration from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if Duration cannot be calculated

durationFromISpreadToOptimalExercise

public double durationFromISpreadToOptimalExercise(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqc,
                                                   ValuationCustomizationParams vcp,
                                                   double dblISpread)
                                            throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from I Spread to Optimal Exercise

Specified by:: durationFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Optimal Exercise
Returns:: Duration from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromOAS

public double durationFromOAS(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              int iWorkoutDate,
                              double dblWorkoutFactor,
                              double dblOAS)
                       throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from OAS to Work-out

Specified by:: durationFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Duration from OAS to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromOAS
```
public double durationFromOAS(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              double dblOAS)
                       throws java.lang.Exception
```
Description copied from class: Bond

Calculate Duration from OAS to Maturity

Specified by:

durationFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

Duration from OAS to Maturity

Throws:

java.lang.Exception - Thrown if Duration cannot be calculated

durationFromOASToOptimalExercise

public double durationFromOASToOptimalExercise(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqc,
                                               ValuationCustomizationParams vcp,
                                               double dblOAS)
                                        throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from OAS to Optimal Exercise

Specified by:: durationFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Duration from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromPECS

public double durationFromPECS(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblPECS)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from PECS to Work-out

Specified by:: durationFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Duration from PECS to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromPECS
```
public double durationFromPECS(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblPECS)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Duration from PECS to Maturity

Specified by:

durationFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

Duration from PECS to Maturity

Throws:

java.lang.Exception - Thrown if Duration cannot be calculated

durationFromPECSToOptimalExercise

public double durationFromPECSToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblPECS)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from PECS to Optimal Exercise

Specified by:: durationFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Duration from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromPrice

public double durationFromPrice(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                int iWorkoutDate,
                                double dblWorkoutFactor,
                                double dblPrice)
                         throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Price to Work-out

Specified by:: durationFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Duration from Price to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromPrice
```
public double durationFromPrice(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                double dblPrice)
                         throws java.lang.Exception
```
Description copied from class: Bond

Calculate Duration from Price to Maturity

Specified by:

durationFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

Duration from Price to Maturity

Throws:

java.lang.Exception - Thrown if Duration cannot be calculated

durationFromPriceToOptimalExercise

public double durationFromPriceToOptimalExercise(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 double dblPrice)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Price to Optimal Exercise

Specified by:: durationFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Duration from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromTSYSpread

public double durationFromTSYSpread(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblTSYSpread)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from TSY Spread to Work-out

Specified by:: durationFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Duration from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromTSYSpread

public double durationFromTSYSpread(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    double dblTSYSpread)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from TSY Spread to Maturity

Specified by:: durationFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Maturity
Returns:: Duration from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromTSYSpreadToOptimalExercise

public double durationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqc,
                                                     ValuationCustomizationParams vcp,
                                                     double dblTSYSpread)
                                              throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from TSY Spread to Optimal Exercise

Specified by:: durationFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: Duration from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromYield

public double durationFromYield(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                int iWorkoutDate,
                                double dblWorkoutFactor,
                                double dblYield)
                         throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Yield to Work-out

Specified by:: durationFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Duration from Yield to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromYield
```
public double durationFromYield(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                double dblYield)
                         throws java.lang.Exception
```
Description copied from class: Bond

Calculate Duration from Yield to Maturity

Specified by:

durationFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

Duration from Yield to Maturity

Throws:

java.lang.Exception - Thrown if Duration cannot be calculated

durationFromYieldToOptimalExercise

public double durationFromYieldToOptimalExercise(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 double dblYield)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Yield to Optimal Exercise

Specified by:: durationFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Duration from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromYieldSpread

public double durationFromYieldSpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblYieldSpread)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Yield Spread to Work-out

Specified by:: durationFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Duration from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromYieldSpread

public double durationFromYieldSpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      double dblYieldSpread)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Yield Spread to Maturity

Specified by:: durationFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Duration from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromYieldSpreadToOptimalExercise

public double durationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqc,
                                                       ValuationCustomizationParams vcp,
                                                       double dblYieldSpread)
                                                throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Yield Spread to Optimal Exercise

Specified by:: durationFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Duration from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromZSpread

public double durationFromZSpread(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  int iWorkoutDate,
                                  double dblWorkoutFactor,
                                  double dblZSpread)
                           throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Z Spread to Work-out

Specified by:: durationFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Duration from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

durationFromZSpread
```
public double durationFromZSpread(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  double dblZSpread)
                           throws java.lang.Exception
```
Description copied from class: Bond

Calculate Duration from Z Spread to Maturity

Specified by:

durationFromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

Duration from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if Duration cannot be calculated

durationFromZSpreadToOptimalExercise

public double durationFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqc,
                                                   ValuationCustomizationParams vcp,
                                                   double dblZSpread)
                                            throws java.lang.Exception

Description copied from class: Bond

Calculate Duration from Z Spread to Optimal Exercise

Specified by:: durationFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Duration from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Duration cannot be calculated

gSpreadFromASW

public double gSpreadFromASW(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqs,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblASW)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from ASW to Work-out

Specified by:: gSpreadFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqs - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: G Spread from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromASW
```
public double gSpreadFromASW(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblASW)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate G Spread from ASW to Maturity

Specified by:

gSpreadFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

G Spread from ASW to Maturity

Throws:

java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromASWToOptimalExercise

public double gSpreadFromASWToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblASW)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from ASW to Optimal Exercise

Specified by:: gSpreadFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: G Spread from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromBondBasis

public double gSpreadFromBondBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblBondBasis)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Bond Basis to Work-out

Specified by:: gSpreadFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: G Spread from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromBondBasis
```
public double gSpreadFromBondBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblBondBasis)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate G Spread from Bond Basis to Maturity

Specified by:

gSpreadFromBondBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblBondBasis - Bond Basis to Maturity

Returns:

G Spread from Bond Basis to Maturity

Throws:

java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromBondBasisToOptimalExercise

public double gSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblBondBasis)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Bond Basis to Optimal Exercise

Specified by:: gSpreadFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: G Spread from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromCreditBasis

public double gSpreadFromCreditBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblCreditBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Credit Basis to Work-out

Specified by:: gSpreadFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: G Spread from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromCreditBasis

public double gSpreadFromCreditBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblCreditBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Credit Basis to Maturity

Specified by:: gSpreadFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: G Spread from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromCreditBasisToOptimalExercise

public double gSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblCreditBasis)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Credit Basis to Optimal Exercise

Specified by:: gSpreadFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: G Spread from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromDiscountMargin

public double gSpreadFromDiscountMargin(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblDiscountMargin)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Discount Margin to Work-out

Specified by:: gSpreadFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: G Spread from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromDiscountMargin

public double gSpreadFromDiscountMargin(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblDiscountMargin)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Discount Margin to Maturity

Specified by:: gSpreadFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: G Spread from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSSpreadFromDiscountMarginToOptimalExercise

public double gSSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqc,
                                                          ValuationCustomizationParams vcp,
                                                          double dblDiscountMargin)
                                                   throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Discount Margin to Optimal Exercise

Specified by:: gSSpreadFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: G Spread from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromISpread

public double gSpreadFromISpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblISpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from I Spread to Work-out

Specified by:: gSpreadFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: G Spread from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromISpread
```
public double gSpreadFromISpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblISpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate G Spread from I Spread to Maturity

Specified by:

gSpreadFromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

G Spread from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromISpreadToOptimalExercise

public double gSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblISpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from I Spread to Optimal Exercise

Specified by:: gSpreadFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Optimal Exercise
Returns:: G Spread from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromOAS

public double gSpreadFromOAS(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblOAS)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from OAS to Work-out

Specified by:: gSpreadFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: G Spread from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromOAS
```
public double gSpreadFromOAS(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblOAS)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate G Spread from OAS to Maturity

Specified by:

gSpreadFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

G Spread from OAS to Maturity

Throws:

java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromOASToOptimalExercise

public double gSpreadFromOASToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblOAS)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from OAS to Optimal Exercise

Specified by:: gSpreadFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: G Spread from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromPECS

public double gSpreadFromPECS(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              int iWorkoutDate,
                              double dblWorkoutFactor,
                              double dblPECS)
                       throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from PECS to Work-out

Specified by:: gSpreadFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: G Spread from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromPECS
```
public double gSpreadFromPECS(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              double dblPECS)
                       throws java.lang.Exception
```
Description copied from class: Bond

Calculate G Spread from PECS to Maturity

Specified by:

gSpreadFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

G Spread from PECS to Maturity

Throws:

java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromPECSToOptimalExercise

public double gSpreadFromPECSToOptimalExercise(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqc,
                                               ValuationCustomizationParams vcp,
                                               double dblPECS)
                                        throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from PECS to Optimal Exercise

Specified by:: gSpreadFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: G Spread from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromPrice

public double gSpreadFromPrice(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblPrice)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Price to Work-out

Specified by:: gSpreadFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: G Spread from Price to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromPrice
```
public double gSpreadFromPrice(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblPrice)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate G Spread from Price to Maturity

Specified by:

gSpreadFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

G Spread from Price to Maturity

Throws:

java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromPriceToOptimalExercise

public double gSpreadFromPriceToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblPrice)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Price to Optimal Exercise

Specified by:: gSpreadFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: G Spread from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromTSYSpread

public double gSpreadFromTSYSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblTSYSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from TSY Spread to Work-out

Specified by:: gSpreadFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: G Spread from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromTSYSpread
```
public double gSpreadFromTSYSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblTSYSpread)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate G Spread from TSY Spread to Maturity

Specified by:

gSpreadFromTSYSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblTSYSpread - TSY Spread to Maturity

Returns:

G Spread from TSY Spread to Maturity

Throws:

java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromTSYSpreadToOptimalExercise

public double gSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblTSYSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from TSY Spread to Optimal Exercise

Specified by:: gSpreadFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: G Spread from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromYield

public double gSpreadFromYield(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblYield)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Yield to Work-out

Specified by:: gSpreadFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: G Spread from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromYield
```
public double gSpreadFromYield(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblYield)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate G Spread from Yield to Maturity

Specified by:

gSpreadFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

G Spread from Yield to Maturity

Throws:

java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromYieldToOptimalExercise

public double gSpreadFromYieldToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblYield)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Yield to Optimal Exercise

Specified by:: gSpreadFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: G Spread from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromYieldSpread

public double gSpreadFromYieldSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblYieldSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Yield Spread to Work-out

Specified by:: gSpreadFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: G Spread from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromYieldSpread

public double gSpreadFromYieldSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblYieldSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Yield Spread to Maturity

Specified by:: gSpreadFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: G Spread from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromYieldSpreadToOptimalExercise

public double gSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblYieldSpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Yield Spread to Optimal Exercise

Specified by:: gSpreadFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: G Spread from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromZSpread

public double gSpreadFromZSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblZSpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Z Spread to Work-out

Specified by:: gSpreadFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: G Spread from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the G Spread cannot be calculated

gSpreadFromZSpread
```
public double gSpreadFromZSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblZSpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate G Spread from Z Spread to Maturity

Specified by:

gSpreadFromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

G Spread from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if G Spread cannot be calculated

gSpreadFromZSpreadToOptimalExercise

public double gSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblZSpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate G Spread from Z Spread to Optimal Exercise

Specified by:: gSpreadFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: G Spread from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if G Spread cannot be calculated

iSpreadFromASW

public double iSpreadFromASW(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblASW)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from ASW to Work-out

Specified by:: iSpreadFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: I Spread from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromASW
```
public double iSpreadFromASW(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblASW)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate I Spread from ASW to Maturity

Specified by:

iSpreadFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

I Spread from ASW to Maturity

Throws:

java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromASWToOptimalExercise

public double iSpreadFromASWToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblASW)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from ASW to Optimal Exercise

Specified by:: iSpreadFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: I Spread from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromBondBasis

public double iSpreadFromBondBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblBondBasis)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Bond Basis to Work-out

Specified by:: iSpreadFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: I Spread from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromBondBasis
```
public double iSpreadFromBondBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblBondBasis)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate I Spread from Bond Basis to Maturity

Specified by:

iSpreadFromBondBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblBondBasis - Bond Basis to Maturity

Returns:

I Spread from Bond Basis to Maturity

Throws:

java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromBondBasisToOptimalExercise

public double iSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblBondBasis)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Bond Basis to Optimal Exercise

Specified by:: iSpreadFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: I Spread from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromCreditBasis

public double iSpreadFromCreditBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblCreditBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Credit Basis to Work-out

Specified by:: iSpreadFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: I Spread from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromCreditBasis

public double iSpreadFromCreditBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblCreditBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Credit Basis to Maturity

Specified by:: iSpreadFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: I Spread from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromCreditBasisToOptimalExercise

public double iSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqs,
                                                      ValuationCustomizationParams vcp,
                                                      double dblCreditBasis)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Credit Basis to Optimal Exercise

Specified by:: iSpreadFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqs - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: I Spread from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromDiscountMargin

public double iSpreadFromDiscountMargin(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblDiscountMargin)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Discount Margin to Work-out

Specified by:: iSpreadFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: I Spread from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromDiscountMargin

public double iSpreadFromDiscountMargin(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblDiscountMargin)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Discount Margin to Maturity

Specified by:: iSpreadFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: I Spread from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromDiscountMarginToOptimalExercise

public double iSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqc,
                                                         ValuationCustomizationParams vcp,
                                                         double dblDiscountMargin)
                                                  throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Discount Margin to Optimal Exercise

Specified by:: iSpreadFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: I Spread from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromGSpread

public double iSpreadFromGSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblGSpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from G Spread to Work-out

Specified by:: iSpreadFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: I Spread from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromGSpread
```
public double iSpreadFromGSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblGSpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate I Spread from G Spread to Maturity

Specified by:

iSpreadFromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

I Spread from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromGSpreadToOptimalExercise

public double iSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblGSpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from G Spread to Optimal Exercise

Specified by:: iSpreadFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: I Spread from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromOAS

public double iSpreadFromOAS(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblOAS)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from OAS to Work-out

Specified by:: iSpreadFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: I Spread from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromOAS
```
public double iSpreadFromOAS(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblOAS)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate I Spread from OAS to Maturity

Specified by:

iSpreadFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

I Spread from OAS to Maturity

Throws:

java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromOASToOptimalExercise

public double iSpreadFromOASToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblOAS)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from OAS to Optimal Exercise

Specified by:: iSpreadFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: I Spread from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromPECS

public double iSpreadFromPECS(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              int iWorkoutDate,
                              double dblWorkoutFactor,
                              double dblPECS)
                       throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from PECS to Work-out

Specified by:: iSpreadFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: I Spread from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromPECS
```
public double iSpreadFromPECS(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              double dblPECS)
                       throws java.lang.Exception
```
Description copied from class: Bond

Calculate I Spread from PECS to Maturity

Specified by:

iSpreadFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

I Spread from PECS to Maturity

Throws:

java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromPECSToOptimalExercise

public double iSpreadFromPECSToOptimalExercise(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqc,
                                               ValuationCustomizationParams vcp,
                                               double dblPECS)
                                        throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from PECS to Optimal Exercise

Specified by:: iSpreadFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: I Spread from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromPrice

public double iSpreadFromPrice(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblPrice)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Price to Work-out

Specified by:: iSpreadFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: I Spread from Price to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromPrice
```
public double iSpreadFromPrice(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblPrice)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate I Spread from Price to Maturity

Specified by:

iSpreadFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

I Spread from Price to Maturity

Throws:

java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromPriceToOptimalExercise

public double iSpreadFromPriceToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblPrice)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Price to Optimal Exercise

Specified by:: iSpreadFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: I Spread from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromTSYSpread

public double iSpreadFromTSYSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblTSYSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from TSY Spread to Work-out

Specified by:: iSpreadFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: I Spread from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromTSYSpread
```
public double iSpreadFromTSYSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblTSYSpread)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate I Spread from TSY Spread to Maturity

Specified by:

iSpreadFromTSYSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblTSYSpread - TSY Spread to Maturity

Returns:

I Spread from TSY Spread to Maturity

Throws:

java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromTSYSpreadToOptimalExercise

public double iSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblTSYSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from TSY Spread to Optimal Exercise

Specified by:: iSpreadFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: I Spread from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromYield

public double iSpreadFromYield(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblYield)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Yield to Work-out

Specified by:: iSpreadFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: I Spread from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromYield
```
public double iSpreadFromYield(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblYield)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate I Spread from Yield to Maturity

Specified by:

iSpreadFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

I Spread from Yield to Maturity

Throws:

java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromYieldToOptimalExercise

public double iSpreadFromYieldToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblYield)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Yield to Optimal Exercise

Specified by:: iSpreadFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: I Spread from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromYieldSpread

public double iSpreadFromYieldSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblYieldSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Yield Spread to Work-out

Specified by:: iSpreadFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: I Spread from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromYieldSpread

public double iSpreadFromYieldSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblYieldSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Yield Spread to Maturity

Specified by:: iSpreadFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: I Spread from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromYieldSpreadToOptimalExercise

public double iSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblYieldSpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Yield Spread to Optimal Exercise

Specified by:: iSpreadFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: I Spread from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromZSpread

public double iSpreadFromZSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblZSpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Z Spread to Work-out

Specified by:: iSpreadFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: I Spread from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromZSpread
```
public double iSpreadFromZSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblZSpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate I Spread from Z Spread to Maturity

Specified by:

iSpreadFromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

I Spread from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if I Spread cannot be calculated

iSpreadFromZSpreadToOptimalExercise

public double iSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblZSpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate I Spread from Z Spread to Optimal Exercise

Specified by:: iSpreadFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: I Spread from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if I Spread cannot be calculated

macaulayDurationFromASW

public double macaulayDurationFromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblASW)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from ASW to Work-out

Specified by:: macaulayDurationFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Macaulay Duration from ASW to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromASW

public double macaulayDurationFromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      double dblASW)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from ASW to Maturity

Specified by:: macaulayDurationFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Maturity
Returns:: Macaulay Duration from ASW to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromASWToOptimalExercise

public double macaulayDurationFromASWToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqc,
                                                       ValuationCustomizationParams vcp,
                                                       double dblASW)
                                                throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from ASW to Optimal Exercise

Specified by:: macaulayDurationFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Macaulay Duration from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromBondBasis

public double macaulayDurationFromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Bond Basis to Work-out

Specified by:: macaulayDurationFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Macaulay Duration from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromBondBasis

public double macaulayDurationFromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Bond Basis to Maturity

Specified by:: macaulayDurationFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Maturity
Returns:: Macaulay Duration from Bond Basis to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromBondBasisToOptimalExercise

public double macaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqc,
                                                             ValuationCustomizationParams vcp,
                                                             double dblBondBasis)
                                                      throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Bond Basis to Optimal Exercise

Specified by:: macaulayDurationFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Macaulay Duration from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromCreditBasis

public double macaulayDurationFromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Credit Basis to Work-out

Specified by:: macaulayDurationFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Macaulay Duration from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromCreditBasis

public double macaulayDurationFromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Credit Basis to Maturity

Specified by:: macaulayDurationFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Macaulay Duration from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromCreditBasisToOptimalExercise

public double macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqc,
                                                               ValuationCustomizationParams vcp,
                                                               double dblCreditBasis)
                                                        throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Credit Basis to Optimal Exercise

Specified by:: macaulayDurationFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Macaulay Duration from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromDiscountMargin

public double macaulayDurationFromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Discount Margin to Work-out

Specified by:: macaulayDurationFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Macaulay Duration from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromDiscountMargin

public double macaulayDurationFromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Discount Margin to Maturity

Specified by:: macaulayDurationFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Macaulay Duration from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromDiscountMarginToOptimalExercise

public double macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqc,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblDiscountMargin)
                                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Discount Margin to Optimal Exercise

Specified by:: macaulayDurationFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Macaulay Duration from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromGSpread

public double macaulayDurationFromGSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblGSpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from G Spread to Work-out

Specified by:: macaulayDurationFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Macaulay Duration from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromGSpread

public double macaulayDurationFromGSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblGSpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from G Spread to Maturity

Specified by:: macaulayDurationFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Maturity
Returns:: Macaulay Duration from G Spread to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromGSpreadToOptimalExercise

public double macaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblGSpread)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from G Spread to Optimal Exercise

Specified by:: macaulayDurationFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Macaulay Duration from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromISpread

public double macaulayDurationFromISpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblISpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from I Spread to Work-out

Specified by:: macaulayDurationFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Macaulay Duration from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromISpread

public double macaulayDurationFromISpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblISpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from I Spread to Maturity

Specified by:: macaulayDurationFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Maturity
Returns:: Macaulay Duration from I Spread to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromISpreadToOptimalExercise

public double macaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblISpread)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from I Spread to Optimal Exercise

Specified by:: macaulayDurationFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Optimal Exercise
Returns:: Macaulay Duration from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromOAS

public double macaulayDurationFromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblOAS)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from OAS to Work-out

Specified by:: macaulayDurationFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Macaulay Duration from OAS to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromOAS

public double macaulayDurationFromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      double dblOAS)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from OAS to Maturity

Specified by:: macaulayDurationFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Maturity
Returns:: Macaulay Duration from OAS to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

mnacaulayDurationFromOASToOptimalExercise

public double mnacaulayDurationFromOASToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblOAS)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from OAS to Optimal Exercise

Specified by:: mnacaulayDurationFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Macaulay Duration from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromPECS

public double macaulayDurationFromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblPECS)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from PECS to Work-out

Specified by:: macaulayDurationFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Macaulay Duration from PECS to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromPECS

public double macaulayDurationFromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblPECS)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from PECS to Maturity

Specified by:: macaulayDurationFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Maturity
Returns:: Macaulay Duration from PECS to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromPECSToOptimalExercise

public double macaulayDurationFromPECSToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblPECS)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from PECS to Optimal Exercise

Specified by:: macaulayDurationFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Macaulay Duration from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromPrice

public double macaulayDurationFromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblPrice)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Price to Work-out

Specified by:: macaulayDurationFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Macaulay Duration from Price to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromPrice

public double macaulayDurationFromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblPrice)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Price to Maturity

Specified by:: macaulayDurationFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Maturity
Returns:: Macaulay Duration from Price to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromPriceToOptimalExercise

public double macaulayDurationFromPriceToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqc,
                                                         ValuationCustomizationParams vcp,
                                                         double dblPrice)
                                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Price to Optimal Exercise

Specified by:: macaulayDurationFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Macaulay Duration from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromTSYSpread

public double macaulayDurationFromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from TSY Spread to Work-out

Specified by:: macaulayDurationFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Macaulay Duration from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromTSYSpread

public double macaulayDurationFromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from TSY Spread to Maturity

Specified by:: macaulayDurationFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Maturity
Returns:: Macaulay Duration from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromTSYSpreadToOptimalExercise

public double macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqc,
                                                             ValuationCustomizationParams vcp,
                                                             double dblTSYSpread)
                                                      throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from TSY Spread to Optimal Exercise

Specified by:: macaulayDurationFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: Macaulay Duration from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromYield

public double macaulayDurationFromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblYield)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Yield to Work-out

Specified by:: macaulayDurationFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Macaulay Duration from Yield to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromYield

public double macaulayDurationFromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblYield)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Yield to Maturity

Specified by:: macaulayDurationFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Maturity
Returns:: Macaulay Duration from Yield to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromYieldToOptimalExercise

public double macaulayDurationFromYieldToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqc,
                                                         ValuationCustomizationParams vcp,
                                                         double dblYield)
                                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Yield to Optimal Exercise

Specified by:: macaulayDurationFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Macaulay Duration from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromYieldSpread

public double macaulayDurationFromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Yield Spread to Work-out

Specified by:: macaulayDurationFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Macaulay Duration from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromYieldSpread

public double macaulayDurationFromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Yield Spread to Maturity

Specified by:: macaulayDurationFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Macaulay Duration from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromYieldSpreadToOptimalExercise

public double macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqc,
                                                               ValuationCustomizationParams vcp,
                                                               double dblYieldSpread)
                                                        throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Yield Spread to Optimal Exercise

Specified by:: macaulayDurationFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Macaulay Duration from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromZSpread

public double macaulayDurationFromZSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblZSpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Z Spread to Work-out

Specified by:: macaulayDurationFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Macaulay Duration from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromZSpread

public double macaulayDurationFromZSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblZSpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Z Spread to Maturity

Specified by:: macaulayDurationFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Maturity
Returns:: Macaulay Duration from Z Spread to Maturity
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromZSpreadToOptimalExercise

public double macaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblZSpread)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate Macaulay Duration from Z Spread to Optimal Exercise

Specified by:: macaulayDurationFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Macaulay Duration from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

modifiedDurationFromASW

public double modifiedDurationFromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblASW)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from ASW to Work-out

Specified by:: modifiedDurationFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Modified Duration from ASW to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromASW

public double modifiedDurationFromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      double dblASW)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from ASW to Maturity

Specified by:: modifiedDurationFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Maturity
Returns:: Modified Duration from ASW to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromASWToOptimalExercise

public double modifiedDurationFromASWToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqc,
                                                       ValuationCustomizationParams vcp,
                                                       double dblASW)
                                                throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from ASW to Optimal Exercise

Specified by:: modifiedDurationFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Modified Duration from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromBondBasis

public double modifiedDurationFromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Bond Basis to Work-out

Specified by:: modifiedDurationFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Modified Duration from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromBondBasis

public double modifiedDurationFromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Bond Basis to Maturity

Specified by:: modifiedDurationFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Maturity
Returns:: Modified Duration from Bond Basis to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromBondBasisToOptimalExercise

public double modifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqc,
                                                             ValuationCustomizationParams vcp,
                                                             double dblBondBasis)
                                                      throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Bond Basis to Optimal Exercise

Specified by:: modifiedDurationFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Modified Duration from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromCreditBasis

public double modifiedDurationFromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Credit Basis to Work-out

Specified by:: modifiedDurationFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Modified Duration from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromCreditBasis

public double modifiedDurationFromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Credit Basis to Maturity

Specified by:: modifiedDurationFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Modified Duration from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromCreditBasisToOptimalExercise

public double modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqc,
                                                               ValuationCustomizationParams vcp,
                                                               double dblCreditBasis)
                                                        throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Credit Basis to Optimal Exercise

Specified by:: modifiedDurationFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Modified Duration from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromDiscountMargin

public double modifiedDurationFromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Discount Margin to Work-out

Specified by:: modifiedDurationFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Modified Duration from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromDiscountMargin

public double modifiedDurationFromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Discount Margin to Maturity

Specified by:: modifiedDurationFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Modified Duration from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromDiscountMarginToOptimalExercise

public double modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqc,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblDiscountMargin)
                                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Discount Margin to Optimal Exercise

Specified by:: modifiedDurationFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Modified Duration from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromGSpread

public double modifiedDurationFromGSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblGSpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from G Spread to Work-out

Specified by:: modifiedDurationFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Modified Duration from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromGSpread

public double modifiedDurationFromGSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblGSpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from G Spread to Maturity

Specified by:: modifiedDurationFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Maturity
Returns:: Modified Duration from G Spread to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromGSpreadToOptimalExercise

public double modifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblGSpread)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from G Spread to Optimal Exercise

Specified by:: modifiedDurationFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Modified Duration from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromISpread

public double modifiedDurationFromISpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblISpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from I Spread to Work-out

Specified by:: modifiedDurationFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Modified Duration from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromISpread

public double modifiedDurationFromISpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblISpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from I Spread to Maturity

Specified by:: modifiedDurationFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Maturity
Returns:: Modified Duration from I Spread to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromISpreadToOptimalExercise

public double modifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblISpread)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from I Spread to Optimal Exercise

Specified by:: modifiedDurationFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Optimal Exercise
Returns:: Modified Duration from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromOAS

public double modifiedDurationFromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblOAS)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from OAS to Work-out

Specified by:: modifiedDurationFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Modified Duration from OAS to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromOAS

public double modifiedDurationFromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      double dblOAS)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from OAS to Maturity

Specified by:: modifiedDurationFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Maturity
Returns:: Modified Duration from OAS to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromOASToOptimalExercise

public double modifiedDurationFromOASToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqc,
                                                       ValuationCustomizationParams vcp,
                                                       double dblOAS)
                                                throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from OAS to Optimal Exercise

Specified by:: modifiedDurationFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Modified Duration from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromPECS

public double modifiedDurationFromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblPECS)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from PECS to Work-out

Specified by:: modifiedDurationFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Modified Duration from PECS to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromPECS

public double modifiedDurationFromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblPECS)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from PECS to Maturity

Specified by:: modifiedDurationFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Maturity
Returns:: Modified Duration from PECS to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromPECSToOptimalExercise

public double modifiedDurationFromPECSToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblPECS)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from PECS to Optimal Exercise

Specified by:: modifiedDurationFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Modified Duration from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromPrice

public double modifiedDurationFromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblPrice)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Price to Work-out

Specified by:: modifiedDurationFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Modified Duration from Price to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromPrice

public double modifiedDurationFromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblPrice)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Price to Maturity

Specified by:: modifiedDurationFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Maturity
Returns:: Modified Duration from Price to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromPriceToOptimalExercise

public double modifiedDurationFromPriceToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqc,
                                                         ValuationCustomizationParams vcp,
                                                         double dblPrice)
                                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Price to Optimal Exercise

Specified by:: modifiedDurationFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Modified Duration from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromTSYSpread

public double modifiedDurationFromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from TSY Spread to Work-out

Specified by:: modifiedDurationFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Modified Duration from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromTSYSpread

public double modifiedDurationFromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from TSY Spread to Maturity

Specified by:: modifiedDurationFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Maturity
Returns:: Modified Duration from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromTSYSpreadToOptimalExercise

public double modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqc,
                                                             ValuationCustomizationParams vcp,
                                                             double dblTSYSpread)
                                                      throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from TSY Spread to Optimal Exercise

Specified by:: modifiedDurationFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: Modified Duration from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromYield

public double modifiedDurationFromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblYield)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Yield to Work-out

Specified by:: modifiedDurationFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Modified Duration from Yield to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromYield

public double modifiedDurationFromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblYield)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Yield to Maturity

Specified by:: modifiedDurationFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Maturity
Returns:: Modified Duration from Yield to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromYieldToOptimalExercise

public double modifiedDurationFromYieldToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqc,
                                                         ValuationCustomizationParams vcp,
                                                         double dblYield)
                                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Yield to Optimal Exercise

Specified by:: modifiedDurationFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Modified Duration from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromYieldSpread

public double modifiedDurationFromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Yield Spread to Work-out

Specified by:: modifiedDurationFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Modified Duration from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromYieldSpread

public double modifiedDurationFromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Yield Spread to Maturity

Specified by:: modifiedDurationFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Modified Duration from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromYieldSpreadToOptimalExercise

public double modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqc,
                                                               ValuationCustomizationParams vcp,
                                                               double dblYieldSpread)
                                                        throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Yield Spread to Optimal Exercise

Specified by:: modifiedDurationFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Modified Duration from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromZSpread

public double modifiedDurationFromZSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblZSpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Z Spread to Work-out

Specified by:: modifiedDurationFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Modified Duration from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromZSpread

public double modifiedDurationFromZSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblZSpread)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Z Spread to Maturity

Specified by:: modifiedDurationFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Maturity
Returns:: Modified Duration from Z Spread to Maturity
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromZSpreadToOptimalExercise

public double modifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblZSpread)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate Modified Duration from Z Spread to Optimal Exercise

Specified by:: modifiedDurationFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Modified Duration from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

oasFromASW

public double oasFromASW(ValuationParams valParams,
                         CurveSurfaceQuoteContainer csqc,
                         ValuationCustomizationParams vcp,
                         int iWorkoutDate,
                         double dblWorkoutFactor,
                         double dblASW)
                  throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from ASW to Work-out

Specified by:: oasFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: OAS from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromASW
```
public double oasFromASW(ValuationParams valParams,
                         CurveSurfaceQuoteContainer csqc,
                         ValuationCustomizationParams vcp,
                         double dblASW)
                  throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from ASW to Maturity

Specified by:

oasFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

OAS from ASW to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromASWToOptimalExercise

public double oasFromASWToOptimalExercise(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblASW)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from ASW to Optimal Exercise

Specified by:: oasFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: OAS from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromBondBasis

public double oasFromBondBasis(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblBondBasis)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Bond Basis to Work-out

Specified by:: oasFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: OAS from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromBondBasis
```
public double oasFromBondBasis(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblBondBasis)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from Bond Basis to Maturity

Specified by:

oasFromBondBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblBondBasis - Bond Basis to Maturity

Returns:

OAS from Bond Basis to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromBondBasisToOptimalExercise

public double oasFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblBondBasis)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Bond Basis to Optimal Exercise

Specified by:: oasFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: OAS from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromCreditBasis

public double oasFromCreditBasis(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblCreditBasis)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Credit Basis to Work-out

Specified by:: oasFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: OAS from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromCreditBasis
```
public double oasFromCreditBasis(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblCreditBasis)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from Credit Basis to Maturity

Specified by:

oasFromCreditBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblCreditBasis - Credit Basis to Maturity

Returns:

OAS from Credit Basis to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromCreditBasisToOptimalExercise

public double oasFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblCreditBasis)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Credit Basis to Optimal Exercise

Specified by:: oasFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: OAS from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromDiscountMargin

public double oasFromDiscountMargin(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblDiscountMargin)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Discount Margin to Work-out

Specified by:: oasFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: OAS from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromDiscountMargin

public double oasFromDiscountMargin(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqc,
                                    ValuationCustomizationParams vcp,
                                    double dblDiscountMargin)
                             throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Discount Margin to Maturity

Specified by:: oasFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: OAS from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromDiscountMarginToOptimalExercise

public double oasFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqc,
                                                     ValuationCustomizationParams vcp,
                                                     double dblDiscountMargin)
                                              throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Discount Margin to Optimal Exercise

Specified by:: oasFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: OAS from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromGSpread

public double oasFromGSpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblGSpread)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from G Spread to Work-out

Specified by:: oasFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: OAS from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromGSpread
```
public double oasFromGSpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblGSpread)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from G Spread to Maturity

Specified by:

oasFromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

OAS from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromGSpreadToOptimalExercise

public double oasFromGSpreadToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblGSpread)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from G Spread to Optimal Exercise

Specified by:: oasFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: OAS from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromISpread

public double oasFromISpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblISpread)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from I Spread to Work-out

Specified by:: oasFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: OAS from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromISpread
```
public double oasFromISpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblISpread)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from I Spread to Maturity

Specified by:

oasFromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

OAS from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromISpreadToOptimalExercise

public double oasFromISpreadToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblISpread)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from I Spread to Optimal Exercise

Specified by:: oasFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - ISpread to Optimal Exercise
Returns:: OAS from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromPECS

public double oasFromPECS(ValuationParams valParams,
                          CurveSurfaceQuoteContainer csqc,
                          ValuationCustomizationParams vcp,
                          int iWorkoutDate,
                          double dblWorkoutFactor,
                          double dblPECS)
                   throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from PECS to Work-out

Specified by:: oasFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: OAS from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromPECS
```
public double oasFromPECS(ValuationParams valParams,
                          CurveSurfaceQuoteContainer csqc,
                          ValuationCustomizationParams vcp,
                          double dblPECS)
                   throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from PECS to Maturity

Specified by:

oasFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

OAS from PECS to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromPECSToOptimalExercise

public double oasFromPECSToOptimalExercise(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqc,
                                           ValuationCustomizationParams vcp,
                                           double dblPECS)
                                    throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from PECS to Optimal Exercise

Specified by:: oasFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: OAS from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromPrice

public double oasFromPrice(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           int iWorkoutDate,
                           double dblWorkoutFactor,
                           double dblPrice)
                    throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Price to Work-out

Specified by:: oasFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: OAS from Price to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromPrice
```
public double oasFromPrice(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           double dblPrice)
                    throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from Price to Maturity

Specified by:

oasFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

OAS from Price to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromPriceToOptimalExercise

public double oasFromPriceToOptimalExercise(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblPrice)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Price to Optimal Exercise

Specified by:: oasFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: OAS from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromTSYSpread

public double oasFromTSYSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblTSYSpread)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from TSY Spread to Work-out

Specified by:: oasFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: OAS from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromTSYSpread
```
public double oasFromTSYSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblTSYSpread)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from TSY Spread to Maturity

Specified by:

oasFromTSYSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblTSYSpread - TSY Spread to Maturity

Returns:

OAS from TSY Spread to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromTSYSpreadToOptimalExercise

public double oasFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblTSYSpread)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from TSY Spread to Optimal Exercise

Specified by:: oasFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: OAS from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromYield

public double oasFromYield(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           int iWorkoutDate,
                           double dblWorkoutFactor,
                           double dblYield)
                    throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Yield to Work-out

Specified by:: oasFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: OAS from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromYield
```
public double oasFromYield(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           double dblYield)
                    throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from Yield to Maturity

Specified by:

oasFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

OAS from Yield to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromYieldToOptimalExercise

public double oasFromYieldToOptimalExercise(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblYield)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Yield to Optimal Exercise

Specified by:: oasFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: OAS from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromYieldSpread

public double oasFromYieldSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblYieldSpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Yield Spread to Work-out

Specified by:: oasFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: OAS from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromYieldSpread
```
public double oasFromYieldSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblYieldSpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from Yield Spread to Maturity

Specified by:

oasFromYieldSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYieldSpread - Yield Spread to Maturity

Returns:

OAS from Yield Spread to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromYieldSpreadToOptimalExercise

public double oasFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblYieldSpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Yield Spread to Optimal Exercise

Specified by:: oasFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: OAS from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

oasFromZSpread

public double oasFromZSpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblZSpread)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Z Spread to Work-out

Specified by:: oasFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: OAS from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromZSpread
```
public double oasFromZSpread(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblZSpread)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate OAS from Z Spread to Maturity

Specified by:

oasFromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

OAS from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if OAS cannot be calculated

oasFromZSpreadToOptimalExercise

public double oasFromZSpreadToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblZSpread)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate OAS from Z Spread to Optimal Exercise

Specified by:: oasFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: OAS from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if OAS cannot be calculated

pecsFromASW

public double pecsFromASW(ValuationParams valParams,
                          CurveSurfaceQuoteContainer csqc,
                          ValuationCustomizationParams vcp,
                          int iWorkoutDate,
                          double dblWorkoutFactor,
                          double dblASW)
                   throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from ASW to Work-out

Specified by:: pecsFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: PECS from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromASW
```
public double pecsFromASW(ValuationParams valParams,
                          CurveSurfaceQuoteContainer csqc,
                          ValuationCustomizationParams vcp,
                          double dblASW)
                   throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from ASW to Maturity

Specified by:

pecsFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

PECS from ASW to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromASWToOptimalExercise

public double pecsFromASWToOptimalExercise(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqc,
                                           ValuationCustomizationParams vcp,
                                           double dblASW)
                                    throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from ASW to Optimal Exercise

Specified by:: pecsFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: PECS from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromBondBasis

public double pecsFromBondBasis(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                int iWorkoutDate,
                                double dblWorkoutFactor,
                                double dblBondBasis)
                         throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Bond Basis to Work-out

Specified by:: pecsFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: PECS from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromBondBasis
```
public double pecsFromBondBasis(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                double dblBondBasis)
                         throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from Bond Basis to Maturity

Specified by:

pecsFromBondBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblBondBasis - Bond Basis to Maturity

Returns:

PECS from Bond Basis to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromBondBasisToOptimalExercise

public double pecsFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 double dblBondBasis)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Bond Basis to Optimal Exercise

Specified by:: pecsFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: PECS from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromCreditBasis

public double pecsFromCreditBasis(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  int iWorkoutDate,
                                  double dblWorkoutFactor,
                                  double dblCreditBasis)
                           throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Credit Basis to Work-out

Specified by:: pecsFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: PECS from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromCreditBasis
```
public double pecsFromCreditBasis(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  double dblCreditBasis)
                           throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from Credit Basis to Maturity

Specified by:

pecsFromCreditBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblCreditBasis - Credit Basis to Maturity

Returns:

PECS from Credit Basis to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromCreditBasisToOptimalExercise

public double pecsFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqc,
                                                   ValuationCustomizationParams vcp,
                                                   double dblCreditBasis)
                                            throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Credit Basis to Optimal Exercise

Specified by:: pecsFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: PECS from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromDiscountMargin

public double pecsFromDiscountMargin(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblDiscountMargin)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Discount Margin to Work-out

Specified by:: pecsFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: PECS from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromDiscountMargin

public double pecsFromDiscountMargin(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblDiscountMargin)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Discount Margin to Maturity

Specified by:: pecsFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: PECS from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromDiscountMarginToOptimalExercise

public double pecsFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblDiscountMargin)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Discount Margin to Optimal Exercise

Specified by:: pecsFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: PECS from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromGSpread

public double pecsFromGSpread(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              int iWorkoutDate,
                              double dblWorkoutFactor,
                              double dblGSpread)
                       throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from G Spread to Work-out

Specified by:: pecsFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: PECS from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromGSpread
```
public double pecsFromGSpread(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              double dblGSpread)
                       throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from G Spread to Maturity

Specified by:

pecsFromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

PECS from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromGSpreadToOptimalExercise

public double pecsFromGSpreadToOptimalExercise(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqc,
                                               ValuationCustomizationParams vcp,
                                               double dblGSpread)
                                        throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from G Spread to Optimal Exercise

Specified by:: pecsFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: PECS from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromISpread

public double pecsFromISpread(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              int iWorkoutDate,
                              double dblWorkoutFactor,
                              double dblISpread)
                       throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from I Spread to Work-out

Specified by:: pecsFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: PECS from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromISpread
```
public double pecsFromISpread(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              double dblISpread)
                       throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from I Spread to Maturity

Specified by:

pecsFromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

PECS from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromISpreadToOptimalExercise

public double pecsFromISpreadToOptimalExercise(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqc,
                                               ValuationCustomizationParams vcp,
                                               double dblISpread)
                                        throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from I Spread to Optimal Exercise

Specified by:: pecsFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - ISpread to Optimal Exercise
Returns:: PECS from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromOAS

public double pecsFromOAS(ValuationParams valParams,
                          CurveSurfaceQuoteContainer csqc,
                          ValuationCustomizationParams vcp,
                          int iWorkoutDate,
                          double dblWorkoutFactor,
                          double dblOAS)
                   throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from OAS to Work-out

Specified by:: pecsFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: PECS from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromOAS
```
public double pecsFromOAS(ValuationParams valParams,
                          CurveSurfaceQuoteContainer csqc,
                          ValuationCustomizationParams vcp,
                          double dblOAS)
                   throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from OAS to Maturity

Specified by:

pecsFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

PECS from OAS to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromOASToOptimalExercise

public double pecsFromOASToOptimalExercise(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqc,
                                           ValuationCustomizationParams vcp,
                                           double dblOAS)
                                    throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from OAS to Optimal Exercise

Specified by:: pecsFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: PECS from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromPrice

public double pecsFromPrice(ValuationParams valParams,
                            CurveSurfaceQuoteContainer csqc,
                            ValuationCustomizationParams vcp,
                            int iWorkoutDate,
                            double dblWorkoutFactor,
                            double dblPrice)
                     throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Price to Work-out

Specified by:: pecsFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: PECS from Price to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

pecsFromPrice
```
public double pecsFromPrice(ValuationParams valParams,
                            CurveSurfaceQuoteContainer csqc,
                            ValuationCustomizationParams vcp,
                            double dblPrice)
                     throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from Price to Maturity

Specified by:

pecsFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

PECS from Price to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromPriceToOptimalExercise

public double pecsFromPriceToOptimalExercise(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqc,
                                             ValuationCustomizationParams vcp,
                                             double dblPrice)
                                      throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Price to Optimal Exercise

Specified by:: pecsFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: PECS from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromTSYSpread

public double pecsFromTSYSpread(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                int iWorkoutDate,
                                double dblWorkoutFactor,
                                double dblTSYSpread)
                         throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from TSY Spread to Work-out

Specified by:: pecsFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: PECS from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromTSYSpread
```
public double pecsFromTSYSpread(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                double dblTSYSpread)
                         throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from TSY Spread to Maturity

Specified by:

pecsFromTSYSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblTSYSpread - TSY Spread to Maturity

Returns:

PECS from TSY Spread to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromTSYSpreadToOptimalExercise

public double pecsFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 double dblTSYSpread)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from TSY Spread to Optimal Exercise

Specified by:: pecsFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: PECS from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromYield

public double pecsFromYield(ValuationParams valParams,
                            CurveSurfaceQuoteContainer csqc,
                            ValuationCustomizationParams vcp,
                            int iWorkoutDate,
                            double dblWorkoutFactor,
                            double dblYield)
                     throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Yield to Work-out

Specified by:: pecsFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: PECS from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromYield
```
public double pecsFromYield(ValuationParams valParams,
                            CurveSurfaceQuoteContainer csqc,
                            ValuationCustomizationParams vcp,
                            double dblYield)
                     throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from Yield to Maturity

Specified by:

pecsFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

PECS from Yield to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromYieldToOptimalExercise

public double pecsFromYieldToOptimalExercise(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqc,
                                             ValuationCustomizationParams vcp,
                                             double dblYield)
                                      throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Yield to Optimal Exercise

Specified by:: pecsFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: PECS from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromYieldSpread

public double pecsFromYieldSpread(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  int iWorkoutDate,
                                  double dblWorkoutFactor,
                                  double dblYieldSpread)
                           throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Yield Spread to Work-out

Specified by:: pecsFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: PECS from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromYieldSpread
```
public double pecsFromYieldSpread(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  double dblYieldSpread)
                           throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from Yield Spread to Maturity

Specified by:

pecsFromYieldSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYieldSpread - Yield Spread to Maturity

Returns:

PECS from Yield Spread to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromYieldSpreadToOptimalExercise

public double pecsFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqc,
                                                   ValuationCustomizationParams vcp,
                                                   double dblYieldSpread)
                                            throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Yield Spread to Optimal Exercise

Specified by:: pecsFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: PECS from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromZSpread

public double pecsFromZSpread(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              int iWorkoutDate,
                              double dblWorkoutFactor,
                              double dblZSpread)
                       throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Z Spread to Work-out

Specified by:: pecsFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: PECS from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromZSpread
```
public double pecsFromZSpread(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              double dblZSpread)
                       throws java.lang.Exception
```
Description copied from class: Bond

Calculate PECS from Z Spread to Maturity

Specified by:

pecsFromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

PECS from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if PECS cannot be calculated

pecsFromZSpreadToOptimalExercise

public double pecsFromZSpreadToOptimalExercise(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqc,
                                               ValuationCustomizationParams vcp,
                                               double dblZSpread)
                                        throws java.lang.Exception

Description copied from class: Bond

Calculate PECS from Z Spread to Optimal Exercise

Specified by:: pecsFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: PECS from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if PECS cannot be calculated

priceFromASW

public double priceFromASW(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           int iWorkoutDate,
                           double dblWorkoutFactor,
                           double dblASW)
                    throws java.lang.Exception

Description copied from class: Bond

Calculate Price from ASW to Work-out

Specified by:: priceFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Price from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromASW
```
public double priceFromASW(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           double dblASW)
                    throws java.lang.Exception
```
Description copied from class: Bond

Calculate Price from ASW to Maturity

Specified by:

priceFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

Price from ASW to Maturity

Throws:

java.lang.Exception - Thrown if Price cannot be calculated

priceFromASWToOptimalExercise

public double priceFromASWToOptimalExercise(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblASW)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Price from ASW to Optimal Exercise

Specified by:: priceFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Price from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromBondBasis

public double priceFromBondBasis(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblBondBasis)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Bond Basis to Work-out

Specified by:: priceFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Price from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromBondBasis
```
public double priceFromBondBasis(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblBondBasis)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Price from Bond Basis to Maturity

Specified by:

priceFromBondBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblBondBasis - Bond Basis to Maturity

Returns:

Price from Bond Basis to Maturity

Throws:

java.lang.Exception - Thrown if Price cannot be calculated

priceFromBondBasisToOptimalExercise

public double priceFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblBondBasis)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Bond Basis to Optimal Exercise

Specified by:: priceFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Price from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromCreditBasis

public double priceFromCreditBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblCreditBasis)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Credit Basis to Work-out

Specified by:: priceFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Price from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromCreditBasis

public double priceFromCreditBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblCreditBasis)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Credit Basis to Maturity

Specified by:: priceFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Price from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromCreditBasisToOptimalExercise

public double priceFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblCreditBasis)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Credit Basis to Optimal Exercise

Specified by:: priceFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Price from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromDiscountMargin

public double priceFromDiscountMargin(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblDiscountMargin)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Discount Margin to Work-out

Specified by:: priceFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Price from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromDiscountMargin

public double priceFromDiscountMargin(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      double dblDiscountMargin)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Discount Margin to Maturity

Specified by:: priceFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Price from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromDiscountMarginToOptimalExercise

public double priceFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqc,
                                                       ValuationCustomizationParams vcp,
                                                       double dblDiscountMargin)
                                                throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Discount Margin to Optimal Exercise

Specified by:: priceFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Price from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromGSpread

public double priceFromGSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblGSpread)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Price from G Spread to Work-out

Specified by:: priceFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Price from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromGSpread
```
public double priceFromGSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblGSpread)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Price from G Spread to Maturity

Specified by:

priceFromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

Price from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if Price cannot be calculated

priceFromGSpreadToOptimalExercise

public double priceFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblGSpread)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Price from G Spread to Optimal Exercise

Specified by:: priceFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Price from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromISpread

public double priceFromISpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblISpread)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Price from I Spread to Work-out

Specified by:: priceFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Price from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromISpread
```
public double priceFromISpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblISpread)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Price from I Spread to Maturity

Specified by:

priceFromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

Price from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if Price cannot be calculated

priceFromISpreadToOptimalExercise

public double priceFromISpreadToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblISpread)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Price from I Spread to Optimal Exercise

Specified by:: priceFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - ISpread to Optimal Exercise
Returns:: Price from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromOAS

public double priceFromOAS(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           int iWorkoutDate,
                           double dblWorkoutFactor,
                           double dblOAS)
                    throws java.lang.Exception

Description copied from class: Bond

Calculate Price from OAS to Work-out

Specified by:: priceFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Price from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromOAS
```
public double priceFromOAS(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           double dblOAS)
                    throws java.lang.Exception
```
Description copied from class: Bond

Calculate Price from OAS to Maturity

Specified by:

priceFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

Price from OAS to Maturity

Throws:

java.lang.Exception - Thrown if Price cannot be calculated

priceFromOASToOptimalExercise

public double priceFromOASToOptimalExercise(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblOAS)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Price from OAS to Optimal Exercise

Specified by:: priceFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Price from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromPECS

public double priceFromPECS(ValuationParams valParams,
                            CurveSurfaceQuoteContainer csqc,
                            ValuationCustomizationParams vcp,
                            int iWorkoutDate,
                            double dblWorkoutFactor,
                            double dblPECS)
                     throws java.lang.Exception

Description copied from class: Bond

Calculate Price from PECS to Work-out

Specified by:: priceFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Price from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

priceFromPECS
```
public double priceFromPECS(ValuationParams valParams,
                            CurveSurfaceQuoteContainer csqc,
                            ValuationCustomizationParams vcp,
                            double dblPECS)
                     throws java.lang.Exception
```
Description copied from class: Bond

Calculate Price from PECS to Maturity

Specified by:

priceFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

Price from PECS to Maturity

Throws:

java.lang.Exception - Thrown if Price cannot be calculated

priceFromPECSToOptimalExercise

public double priceFromPECSToOptimalExercise(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqc,
                                             ValuationCustomizationParams vcp,
                                             double dblPECS)
                                      throws java.lang.Exception

Description copied from class: Bond

Calculate Price from PECS to Optimal Exercise

Specified by:: priceFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Price from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromTSYSpread

public double priceFromTSYSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblTSYSpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Price from TSY Spread to Work-out

Specified by:: priceFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Price from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromTSYSpread
```
public double priceFromTSYSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblTSYSpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Price from TSY Spread to Maturity

Specified by:

priceFromTSYSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblTSYSpread - TSY Spread to Maturity

Returns:

Price from TSY Spread to Maturity

Throws:

java.lang.Exception - Thrown if Price cannot be calculated

priceFromTSYSpreadToOptimalExercise

public double priceFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblTSYSpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Price from TSY Spread to Optimal Exercise

Specified by:: priceFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: Price from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromYield

public double priceFromYield(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblYield)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Yield to Work-out

Specified by:: priceFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Price from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromYield
```
public double priceFromYield(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblYield)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate Price from Yield to Maturity

Specified by:

priceFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

Price from Yield to Maturity

Throws:

java.lang.Exception - Thrown if Price cannot be calculated

priceFromYieldToOptimalExercise

public double priceFromYieldToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblYield)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Yield to Optimal Exercise

Specified by:: priceFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Price from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromYieldSpread

public double priceFromYieldSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblYieldSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Yield Spread to Work-out

Specified by:: priceFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Price from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromYieldSpread

public double priceFromYieldSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblYieldSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Yield Spread to Maturity

Specified by:: priceFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Price from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromYieldSpreadToOptimalExercise

public double priceFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblYieldSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Yield Spread to Optimal Exercise

Specified by:: priceFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Price from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

priceFromZSpread

public double priceFromZSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblZSpread)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Z Spread to Work-out

Specified by:: priceFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Price from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromZSpread
```
public double priceFromZSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblZSpread)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Price from Z Spread to Maturity

Specified by:

priceFromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

Price from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if Price cannot be calculated

priceFromZSpreadToOptimalExercise

public double priceFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblZSpread)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Price from Z Spread to Optimal Exercise

Specified by:: priceFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Price from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Price cannot be calculated

tsySpreadFromASW

public double tsySpreadFromASW(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblASW)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from ASW to Work-out

Specified by:: tsySpreadFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: TSY Spread from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromASW
```
public double tsySpreadFromASW(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblASW)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate TSY Spread from ASW to Maturity

Specified by:

tsySpreadFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

TSY Spread from ASW to Maturity

Throws:

java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromASWToOptimalExercise

public double tsySpreadFromASWToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblASW)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from ASW to Optimal Exercise

Specified by:: tsySpreadFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: TSY Spread from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromBondBasis

public double tsySpreadFromBondBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblBondBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Bond Basis to Work-out

Specified by:: tsySpreadFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: TSY Spread from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromBondBasis

public double tsySpreadFromBondBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblBondBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Bond Basis to Maturity

Specified by:: tsySpreadFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Maturity
Returns:: TSY Spread from Bond Basis to Maturity
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromBondBasisToOptimalExercise

public double tsySpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblBondBasis)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Bond Basis to Optimal Exercise

Specified by:: tsySpreadFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: TSY Spread from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromCreditBasis

public double tsySpreadFromCreditBasis(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblCreditBasis)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Credit Basis to Work-out

Specified by:: tsySpreadFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: TSY Spread from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromCreditBasis

public double tsySpreadFromCreditBasis(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblCreditBasis)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Credit Basis to Maturity

Specified by:: tsySpreadFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: TSY Spread from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromCreditBasisToOptimalExercise

public double tsySpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblCreditBasis)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Credit Basis to Optimal Exercise

Specified by:: tsySpreadFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: TSY Spread from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromDiscountMargin

public double tsySpreadFromDiscountMargin(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblDiscountMargin)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Discount Margin to Work-out

Specified by:: tsySpreadFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: TSY Spread from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromDiscountMargin

public double tsySpreadFromDiscountMargin(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqc,
                                          ValuationCustomizationParams vcp,
                                          double dblDiscountMargin)
                                   throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Discount Margin to Maturity

Specified by:: tsySpreadFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: TSY Spread from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromDiscountMarginToOptimalExercise

public double tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqc,
                                                           ValuationCustomizationParams vcp,
                                                           double dblDiscountMargin)
                                                    throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Discount Margin to Optimal Exercise

Specified by:: tsySpreadFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: TSY Spread from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromGSpread

public double tsySpreadFromGSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblGSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from G Spread to Work-out

Specified by:: tsySpreadFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: TSY Spread from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromGSpread
```
public double tsySpreadFromGSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblGSpread)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate TSY Spread from G Spread to Maturity

Specified by:

tsySpreadFromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

TSY Spread from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromGSpreadToOptimalExercise

public double tsySpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblGSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from G Spread to Optimal Exercise

Specified by:: tsySpreadFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: TSY Spread from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromISpread

public double tsySpreadFromISpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblISpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from I Spread to Work-out

Specified by:: tsySpreadFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: TSY Spread from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromISpread
```
public double tsySpreadFromISpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblISpread)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate TSY Spread from I Spread to Maturity

Specified by:

tsySpreadFromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

TSY Spread from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromISpreadToOptimalExercise

public double tsySpreadFromISpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblISpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from I Spread to Optimal Exercise

Specified by:: tsySpreadFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Optimal Exercise
Returns:: TSY Spread from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromOAS

public double tsySpreadFromOAS(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblOAS)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from OAS to Work-out

Specified by:: tsySpreadFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: TSY Spread from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromOAS
```
public double tsySpreadFromOAS(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblOAS)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate TSY Spread from OAS to Maturity

Specified by:

tsySpreadFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

TSY Spread from OAS to Maturity

Throws:

java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromOASToOptimalExercise

public double tsySpreadFromOASToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblOAS)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from OAS to Optimal Exercise

Specified by:: tsySpreadFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: TSY Spread from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromPECS

public double tsySpreadFromPECS(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                int iWorkoutDate,
                                double dblWorkoutFactor,
                                double dblPECS)
                         throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from PECS to Work-out

Specified by:: tsySpreadFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: TSY Spread from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromPECS
```
public double tsySpreadFromPECS(ValuationParams valParams,
                                CurveSurfaceQuoteContainer csqc,
                                ValuationCustomizationParams vcp,
                                double dblPECS)
                         throws java.lang.Exception
```
Description copied from class: Bond

Calculate TSY Spread from PECS to Maturity

Specified by:

tsySpreadFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

TSY Spread from PECS to Maturity

Throws:

java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromPECSToOptimalExercise

public double tsySpreadFromPECSToOptimalExercise(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqc,
                                                 ValuationCustomizationParams vcp,
                                                 double dblPECS)
                                          throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from PECS to Optimal Exercise

Specified by:: tsySpreadFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: TSY Spread from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromPrice

public double tsySpreadFromPrice(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblPrice)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Price to Work-out

Specified by:: tsySpreadFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: TSY Spread from Price to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromPrice
```
public double tsySpreadFromPrice(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblPrice)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate TSY Spread from Price to Maturity

Specified by:

tsySpreadFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

TSY Spread from Price to Maturity

Throws:

java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromPriceToOptimalExercise

public double tsySpreadFromPriceToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblPrice)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Price to Optimal Exercise

Specified by:: tsySpreadFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: TSY Spread from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromYield

public double tsySpreadFromYield(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblYield)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Yield to Work-out

Specified by:: tsySpreadFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: TSY Spread from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromYield
```
public double tsySpreadFromYield(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblYield)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate TSY Spread from Yield to Maturity

Specified by:

tsySpreadFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

TSY Spread from Yield to Maturity

Throws:

java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromYieldToOptimalExercise

public double tsySpreadFromYieldToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblYield)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Yield to Optimal Exercise

Specified by:: tsySpreadFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: TSY Spread from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromYieldSpread

public double tsySpreadFromYieldSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblYieldSpread)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Yield Spread to Work-out

Specified by:: tsySpreadFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: TSY Spread from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromYieldSpread

public double tsySpreadFromYieldSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblYieldSpread)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Yield Spread to Maturity

Specified by:: tsySpreadFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: TSY Spread from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromYieldSpreadToOptimalExercise

public double tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblYieldSpread)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Yield Spread to Optimal Exercise

Specified by:: tsySpreadFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: TSY Spread from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromZSpread

public double tsySpreadFromZSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblZSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Z Spread to Work-out

Specified by:: tsySpreadFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: TSY Spread from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromZSpread
```
public double tsySpreadFromZSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblZSpread)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate TSY Spread from Z Spread to Maturity

Specified by:

tsySpreadFromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

TSY Spread from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if TSY Spread cannot be calculated

tsySpreadFromZSpreadToOptimalExercise

public double tsySpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblZSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate TSY Spread from Z Spread to Optimal Exercise

Specified by:: tsySpreadFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: TSY Spread from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if TSY Spread cannot be calculated

yieldFromASW

public double yieldFromASW(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           int iWorkoutDate,
                           double dblWorkoutFactor,
                           double dblASW)
                    throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from ASW to Work-out

Specified by:: yieldFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Yield from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromASW
```
public double yieldFromASW(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           double dblASW)
                    throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield from ASW to Maturity

Specified by:

yieldFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

Yield from ASW to Maturity

Throws:

java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromASWToOptimalExercise

public double yieldFromASWToOptimalExercise(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblASW)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from ASW to Optimal Exercise

Specified by:: yieldFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Yield from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromBondBasis

public double yieldFromBondBasis(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblBondBasis)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Bond Basis to Work-out

Specified by:: yieldFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Yield from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromBondBasis
```
public double yieldFromBondBasis(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblBondBasis)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield from Bond Basis to Maturity

Specified by:

yieldFromBondBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblBondBasis - Bond Basis to Maturity

Returns:

Yield from Bond Basis to Maturity

Throws:

java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromBondBasisToOptimalExercise

public double yieldFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblBondBasis)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Bond Basis to Optimal Exercise

Specified by:: yieldFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Yield from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromCreditBasis

public double yieldFromCreditBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblCreditBasis)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Credit Basis to Work-out

Specified by:: yieldFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Yield from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromCreditBasis

public double yieldFromCreditBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblCreditBasis)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Credit Basis to Maturity

Specified by:: yieldFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Yield from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromCreditBasisToOptimalExercise

public double yieldFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblCreditBasis)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Credit Basis to Optimal Exercise

Specified by:: yieldFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Yield from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromDiscountMargin

public double yieldFromDiscountMargin(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblDiscountMargin)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Discount Margin to Work-out

Specified by:: yieldFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Yield from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromDiscountMargin

public double yieldFromDiscountMargin(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqc,
                                      ValuationCustomizationParams vcp,
                                      double dblDiscountMargin)
                               throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Discount Margin to Maturity

Specified by:: yieldFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Yield from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromDiscountMarginToOptimalExercise

public double yieldFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqc,
                                                       ValuationCustomizationParams vcp,
                                                       double dblDiscountMargin)
                                                throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Discount Margin to Optimal Exercise

Specified by:: yieldFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Yield from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromGSpread

public double yieldFromGSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblGSpread)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from G Spread to Work-out

Specified by:: yieldFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Yield from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromGSpread
```
public double yieldFromGSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblGSpread)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield from G Spread to Maturity

Specified by:

yieldFromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

Yield from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromGSpreadToOptimalExercise

public double yieldFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblGSpread)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from G Spread to Optimal Exercise

Specified by:: yieldFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Yield from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromISpread

public double yieldFromISpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblISpread)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from I Spread to Work-out

Specified by:: yieldFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Yield from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromISpread
```
public double yieldFromISpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblISpread)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield from I Spread to Maturity

Specified by:

yieldFromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

Yield from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromISpreadToOptimalExercise

public double yieldFromISpreadToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblISpread)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from I Spread to Optimal Exercise

Specified by:: yieldFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - ISpread to Optimal Exercise
Returns:: Yield from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromOAS

public double yieldFromOAS(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           int iWorkoutDate,
                           double dblWorkoutFactor,
                           double dblOAS)
                    throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from OAS to Work-out

Specified by:: yieldFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Yield from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromOAS
```
public double yieldFromOAS(ValuationParams valParams,
                           CurveSurfaceQuoteContainer csqc,
                           ValuationCustomizationParams vcp,
                           double dblOAS)
                    throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield from OAS to Maturity

Specified by:

yieldFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

Yield from OAS to Maturity

Throws:

java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromOASToOptimalExercise

public double yieldFromOASToOptimalExercise(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblOAS)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from OAS to Optimal Exercise

Specified by:: yieldFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Yield from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromPECS

public double yieldFromPECS(ValuationParams valParams,
                            CurveSurfaceQuoteContainer csqc,
                            ValuationCustomizationParams vcp,
                            int iWorkoutDate,
                            double dblWorkoutFactor,
                            double dblPECS)
                     throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from PECS to Work-out

Specified by:: yieldFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Yield from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromPECS
```
public double yieldFromPECS(ValuationParams valParams,
                            CurveSurfaceQuoteContainer csqc,
                            ValuationCustomizationParams vcp,
                            double dblPECS)
                     throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield from PECS to Maturity

Specified by:

yieldFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

Yield from PECS to Maturity

Throws:

java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromPECSToOptimalExercise

public double yieldFromPECSToOptimalExercise(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqc,
                                             ValuationCustomizationParams vcp,
                                             double dblPECS)
                                      throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from PECS to Optimal Exercise

Specified by:: yieldFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Yield from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromPrice

public double yieldFromPrice(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblPrice)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Price to Work-out

Specified by:: yieldFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Yield from Price to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromPrice
```
public double yieldFromPrice(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblPrice)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield from Price to Maturity

Specified by:

yieldFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

Yield from Price to Maturity

Throws:

java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromPriceToOptimalExercise

public double yieldFromPriceToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblPrice)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Price to Optimal Exercise

Specified by:: yieldFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Yield from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromTSYSpread

public double yieldFromTSYSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblTSYSpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from TSY Spread to Work-out

Specified by:: yieldFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Yield from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromTSYSpread
```
public double yieldFromTSYSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblPrice)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield from TSY Spread to Maturity

Specified by:

yieldFromTSYSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - TSY Spread to Maturity

Returns:

Yield from TSY Spread to Maturity

Throws:

java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromTSYSpreadToOptimalExercise

public double yieldFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblPrice)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from TSY Spread to Optimal Exercise

Specified by:: yieldFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - TSY Spread to Optimal Exercise
Returns:: Yield from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromYieldSpread

public double yieldFromYieldSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblYieldSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Yield Spread to Work-out

Specified by:: yieldFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Yield from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromYieldSpread

public double yieldFromYieldSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblYieldSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Yield Spread to Maturity

Specified by:: yieldFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Yield from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromYieldSpreadToOptimalExercise

public double yieldFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblYieldSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Yield Spread to Optimal Exercise

Specified by:: yieldFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Yield from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromZSpread

public double yieldFromZSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblZSpread)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Z Spread to Work-out

Specified by:: yieldFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Yield from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromZSpread
```
public double yieldFromZSpread(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblZSpread)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield from Z Spread to Maturity

Specified by:

yieldFromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

Yield from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromZSpreadToOptimalExercise

public double yieldFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblZSpread)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Yield from Z Spread to Optimal Exercise

Specified by:: yieldFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Yield from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yield01FromASW

public double yield01FromASW(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblASW)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from ASW to Work-out

Specified by:: yield01FromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Yield01 from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromASW
```
public double yield01FromASW(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblASW)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield01 from ASW to Maturity

Specified by:

yield01FromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

Yield01 from ASW to Maturity

Throws:

java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromASWToOptimalExercise

public double yield01FromASWToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblASW)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from ASW to Optimal Exercise

Specified by:: yield01FromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Yield01 from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromBondBasis

public double yield01FromBondBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblBondBasis)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Bond Basis to Work-out

Specified by:: yield01FromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Yield01 from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromBondBasis

public double yield01FromBondBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblBondBasis)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Bond Basis to Maturity

Specified by:: yield01FromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Maturity
Returns:: Yield01 from Bond Basis to Maturity
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromBondBasisToOptimalExercise

public double yield01FromBondBasisToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblBondBasis)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Bond Basis to Optimal Exercise

Specified by:: yield01FromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Yield01 from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromCreditBasis

public double yield01FromCreditBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblCreditBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Credit Basis to Work-out

Specified by:: yield01FromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Yield01 from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromCreditBasis

public double yield01FromCreditBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblCreditBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Credit Basis to Maturity

Specified by:: yield01FromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Yield01 from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromCreditBasisToOptimalExercise

public double yield01FromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblCreditBasis)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Credit Basis to Optimal Exercise

Specified by:: yield01FromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Yield01 from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromDiscountMargin

public double yield01FromDiscountMargin(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblDiscountMargin)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Discount Margin to Work-out

Specified by:: yield01FromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Yield01 from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromDiscountMargin

public double yield01FromDiscountMargin(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblDiscountMargin)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Discount Margin to Maturity

Specified by:: yield01FromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Yield01 from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromDiscountMarginToOptimalExercise

public double yield01FromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqc,
                                                         ValuationCustomizationParams vcp,
                                                         double dblDiscountMargin)
                                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Discount Margin to Optimal Exercise

Specified by:: yield01FromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Yield01 from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromGSpread

public double yield01FromGSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblGSpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from G Spread to Work-out

Specified by:: yield01FromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Yield01 from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromGSpread
```
public double yield01FromGSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblGSpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield01 from G Spread to Maturity

Specified by:

yield01FromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

Yield01 from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromGSpreadToOptimalExercise

public double yield01FromGSpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblGSpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from G Spread to Optimal Exercise

Specified by:: yield01FromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Yield01 from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromISpread

public double yield01FromISpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblISpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from I Spread to Work-out

Specified by:: yield01FromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Yield01 from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromISpread
```
public double yield01FromISpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblISpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield01 from I Spread to Maturity

Specified by:

yield01FromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

Yield01 from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromISpreadToOptimalExercise

public double yield01FromISpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblISpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from I Spread to Optimal Exercise

Specified by:: yield01FromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - ISpread to Optimal Exercise
Returns:: Yield01 from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromOAS

public double yield01FromOAS(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblOAS)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from OAS to Work-out

Specified by:: yield01FromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Yield01 from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromOAS
```
public double yield01FromOAS(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblOAS)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield01 from OAS to Maturity

Specified by:

yield01FromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

Yield01 from OAS to Maturity

Throws:

java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromOASToOptimalExercise

public double yield01FromOASToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblOAS)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from OAS to Optimal Exercise

Specified by:: yield01FromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Yield01 from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromPECS

public double yield01FromPECS(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              int iWorkoutDate,
                              double dblWorkoutFactor,
                              double dblPECS)
                       throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from PECS to Work-out

Specified by:: yield01FromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Yield01 from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromPECS
```
public double yield01FromPECS(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              double dblPECS)
                       throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield01 from PECS to Maturity

Specified by:

yield01FromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

Yield01 from PECS to Maturity

Throws:

java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromPECSToOptimalExercise

public double yield01FromPECSToOptimalExercise(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqc,
                                               ValuationCustomizationParams vcp,
                                               double dblPECS)
                                        throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from PECS to Optimal Exercise

Specified by:: yield01FromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Yield01 from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromPrice

public double yield01FromPrice(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblPrice)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Price to Work-out

Specified by:: yield01FromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Yield01 from Price to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromPrice
```
public double yield01FromPrice(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblPrice)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield01 from Price to Maturity

Specified by:

yield01FromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

Yield01 from Price to Maturity

Throws:

java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromPriceToOptimalExercise

public double yield01FromPriceToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblPrice)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Price to Optimal Exercise

Specified by:: yield01FromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Yield01 from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromTSYSpread

public double yield01FromTSYSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblTSYSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from TSY Spread to Work-out

Specified by:: yield01FromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Yield01 from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromTSYSpread

public double yield01FromTSYSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblPrice)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from TSY Spread to Maturity

Specified by:: yield01FromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - TSY Spread to Maturity
Returns:: Yield01 from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromTSYSpreadToOptimalExercise

public double yield01FromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblPrice)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from TSY Spread to Optimal Exercise

Specified by:: yield01FromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - TSY Spread to Optimal Exercise
Returns:: Yield01 from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromYield

public double yield01FromYield(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblYield)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Yield to Work-out

Specified by:: yield01FromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Yield01 from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromYield
```
public double yield01FromYield(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblYield)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield01 from Yield to Maturity

Specified by:

yield01FromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

Yield01 from Yield to Maturity

Throws:

java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromYieldToOptimalExercise

public double yield01FromYieldToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblYield)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Yield to Optimal Exercise

Specified by:: yield01FromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Yield01 from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromYieldSpread

public double yield01FromYieldSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblYieldSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Yield Spread to Work-out

Specified by:: yield01FromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Yield01 from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromYieldSpread

public double yield01FromYieldSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblYieldSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Yield Spread to Maturity

Specified by:: yield01FromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Yield01 from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromYieldSpreadToOptimalExercise

public double yield01FromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblYieldSpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Yield Spread to Optimal Exercise

Specified by:: yield01FromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Yield01 from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromZSpread

public double yield01FromZSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblZSpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Z Spread to Work-out

Specified by:: yield01FromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Yield01 from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromZSpread
```
public double yield01FromZSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblZSpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield01 from Z Spread to Maturity

Specified by:

yield01FromZSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblZSpread - Z Spread to Maturity

Returns:

Yield01 from Z Spread to Maturity

Throws:

java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromZSpreadToOptimalExercise

public double yield01FromZSpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblZSpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Yield01 from Z Spread to Optimal Exercise

Specified by:: yield01FromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Yield01 from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yieldSpreadFromASW

public double yieldSpreadFromASW(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblASW)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from ASW to Work-out

Specified by:: yieldSpreadFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Yield Spread from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromASW
```
public double yieldSpreadFromASW(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblASW)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield Spread from ASW to Maturity

Specified by:

yieldSpreadFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

Yield Spread from ASW to Maturity

Throws:

java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromASWToOptimalExercise

public double yieldSpreadFromASWToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblASW)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from ASW to Optimal Exercise

Specified by:: yieldSpreadFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Yield Spread from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromBondBasis

public double yieldSpreadFromBondBasis(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblBondBasis)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Bond Basis to Work-out

Specified by:: yieldSpreadFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Yield Spread from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromBondBasis

public double yieldSpreadFromBondBasis(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblBondBasis)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Bond Basis to Maturity

Specified by:: yieldSpreadFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Maturity
Returns:: Yield Spread from Bond Basis to Maturity
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromBondBasisToOptimalExercise

public double yieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblBondBasis)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Bond Basis to Optimal Exercise

Specified by:: yieldSpreadFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Yield Spread from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromCreditBasis

public double yieldSpreadFromCreditBasis(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqc,
                                         ValuationCustomizationParams vcp,
                                         int iWorkoutDate,
                                         double dblWorkoutFactor,
                                         double dblCreditBasis)
                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Credit Basis to Work-out

Specified by:: yieldSpreadFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Yield Spread from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromCreditBasis

public double yieldSpreadFromCreditBasis(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqc,
                                         ValuationCustomizationParams vcp,
                                         double dblCreditBasis)
                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Credit Basis to Maturity

Specified by:: yieldSpreadFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Yield Spread from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromCreditBasisToOptimalExercise

public double yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqc,
                                                          ValuationCustomizationParams vcp,
                                                          double dblCreditBasis)
                                                   throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Credit Basis to Optimal Exercise

Specified by:: yieldSpreadFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Yield Spread from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromDiscountMargin

public double yieldSpreadFromDiscountMargin(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblDiscountMargin)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Discount Margin to Work-out

Specified by:: yieldSpreadFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Yield Spread from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromDiscountMargin

public double yieldSpreadFromDiscountMargin(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqc,
                                            ValuationCustomizationParams vcp,
                                            double dblDiscountMargin)
                                     throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Discount Margin to Maturity

Specified by:: yieldSpreadFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Yield Spread from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromDiscountMarginToOptimalExercise

public double yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqc,
                                                             ValuationCustomizationParams vcp,
                                                             double dblDiscountMargin)
                                                      throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Discount Margin to Optimal Exercise

Specified by:: yieldSpreadFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Yield Spread from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromGSpread

public double yieldSpreadFromGSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblGSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from G Spread to Work-out

Specified by:: yieldSpreadFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Yield Spread from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromGSpread

public double yieldSpreadFromGSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblGSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from G Spread to Maturity

Specified by:: yieldSpreadFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Maturity
Returns:: Yield Spread from G Spread to Maturity
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromGSpreadToOptimalExercise

public double yieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblGSpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from G Spread to Optimal Exercise

Specified by:: yieldSpreadFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Yield Spread from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromISpread

public double yieldSpreadFromISpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblISpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from I Spread to Work-out

Specified by:: yieldSpreadFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Yield Spread from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromISpread

public double yieldSpreadFromISpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblISpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from I Spread to Maturity

Specified by:: yieldSpreadFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - I Spread to Maturity
Returns:: Yield Spread from I Spread to Maturity
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromISpreadToOptimalExercise

public double yieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblISpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from I Spread to Optimal Exercise

Specified by:: yieldSpreadFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - ISpread to Optimal Exercise
Returns:: Yield Spread from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromOAS

public double yieldSpreadFromOAS(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblOAS)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from OAS to Work-out

Specified by:: yieldSpreadFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Yield Spread from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromOAS
```
public double yieldSpreadFromOAS(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblOAS)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield Spread from OAS to Maturity

Specified by:

yieldSpreadFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

Yield Spread from OAS to Maturity

Throws:

java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromOASToOptimalExercise

public double yieldSpreadFromOASToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblOAS)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from OAS to Optimal Exercise

Specified by:: yieldSpreadFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Yield Spread from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromPECS

public double yieldSpreadFromPECS(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  int iWorkoutDate,
                                  double dblWorkoutFactor,
                                  double dblPECS)
                           throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from PECS to Work-out

Specified by:: yieldSpreadFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Yield Spread from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromPECS
```
public double yieldSpreadFromPECS(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqc,
                                  ValuationCustomizationParams vcp,
                                  double dblPECS)
                           throws java.lang.Exception
```
Description copied from class: Bond

Calculate Yield Spread from PECS to Maturity

Specified by:

yieldSpreadFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

Yield Spread from PECS to Maturity

Throws:

java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromPECSToOptimalExercise

public double yieldSpreadFromPECSToOptimalExercise(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqc,
                                                   ValuationCustomizationParams vcp,
                                                   double dblPECS)
                                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from PECS to Optimal Exercise

Specified by:: yieldSpreadFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Yield Spread from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromPrice

public double yieldSpreadFromPrice(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblPrice)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Price to Work-out

Specified by:: yieldSpreadFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Yield Spread from Price to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromPrice

public double yieldSpreadFromPrice(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblPrice)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Price to Maturity

Specified by:: yieldSpreadFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Maturity
Returns:: Yield Spread from Price to Maturity
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromPriceToOptimalExercise

public double yieldSpreadFromPriceToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblPrice)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Price to Optimal Exercise

Specified by:: yieldSpreadFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Yield Spread from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromTSYSpread

public double yieldSpreadFromTSYSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblTSYSpread)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from TSY Spread to Work-out

Specified by:: yieldSpreadFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Yield Spread from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromTSYSpread

public double yieldSpreadFromTSYSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqc,
                                       ValuationCustomizationParams vcp,
                                       double dblTSYSpread)
                                throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from TSY Spread to Maturity

Specified by:: yieldSpreadFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Maturity
Returns:: Yield Spread from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromTSYSpreadToOptimalExercise

public double yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqc,
                                                        ValuationCustomizationParams vcp,
                                                        double dblTSYSpread)
                                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from TSY Spread to Optimal Exercise

Specified by:: yieldSpreadFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: Yield Spread from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromYield

public double yieldSpreadFromYield(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblYield)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Yield to Work-out

Specified by:: yieldSpreadFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Yield Spread from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromYield

public double yieldSpreadFromYield(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblYield)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Yield to Maturity

Specified by:: yieldSpreadFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Maturity
Returns:: Yield Spread from Yield to Maturity
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromYieldToOptimalExercise

public double yieldSpreadFromYieldToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblYield)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Yield to Optimal Exercise

Specified by:: yieldSpreadFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Yield Spread from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromZSpread

public double yieldSpreadFromZSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblZSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Z Spread to Work-out

Specified by:: yieldSpreadFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblZSpread - Z Spread to Work-out
Returns:: Yield Spread from Z Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromZSpread

public double yieldSpreadFromZSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblZSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Z Spread to Maturity

Specified by:: yieldSpreadFromZSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Maturity
Returns:: Yield Spread from Z Spread to Maturity
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

yieldSpreadFromZSpreadToOptimalExercise

public double yieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblZSpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Yield Spread from Z Spread to Optimal Exercise

Specified by:: yieldSpreadFromZSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblZSpread - Z Spread to Optimal Exercise
Returns:: Yield Spread from Z Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

zspreadFromASW

public double zspreadFromASW(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblASW)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from ASW to Work-out

Specified by:: zspreadFromASW in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblASW - ASW to Work-out
Returns:: Z Spread from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromASW
```
public double zspreadFromASW(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblASW)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate Z Spread from ASW to Maturity

Specified by:

zspreadFromASW in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblASW - ASW to Maturity

Returns:

Z Spread from ASW to Maturity

Throws:

java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromASWToOptimalExercise

public double zspreadFromASWToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblASW)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from ASW to Optimal Exercise

Specified by:: zspreadFromASWToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblASW - ASW to Optimal Exercise
Returns:: Z Spread from ASW to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromBondBasis

public double zspreadFromBondBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblBondBasis)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Bond Basis to Work-out

Specified by:: zspreadFromBondBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblBondBasis - Bond Basis to Work-out
Returns:: Z Spread from Bond Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromBondBasis
```
public double zspreadFromBondBasis(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblBondBasis)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate Z Spread from Bond Basis to Maturity

Specified by:

zspreadFromBondBasis in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblBondBasis - Bond Basis to Maturity

Returns:

Z Spread from Bond Basis to Maturity

Throws:

java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromBondBasisToOptimalExercise

public double zspreadFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblBondBasis)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Bond Basis to Optimal Exercise

Specified by:: zspreadFromBondBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblBondBasis - Bond Basis to Optimal Exercise
Returns:: Z Spread from Bond Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromCreditBasis

public double zspreadFromCreditBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblCreditBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Credit Basis to Work-out

Specified by:: zspreadFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblCreditBasis - Credit Basis to Work-out
Returns:: Z Spread from Credit Basis to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromCreditBasis

public double zspreadFromCreditBasis(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblCreditBasis)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Credit Basis to Maturity

Specified by:: zspreadFromCreditBasis in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Maturity
Returns:: Z Spread from Credit Basis to Maturity
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromCreditBasisToOptimalExercise

public double zspreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblCreditBasis)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Credit Basis to Optimal Exercise

Specified by:: zspreadFromCreditBasisToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblCreditBasis - Credit Basis to Optimal Exercise
Returns:: Z Spread from Credit Basis to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromDiscountMargin

public double zspreadFromDiscountMargin(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblDiscountMargin)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Discount Margin to Work-out

Specified by:: zspreadFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblDiscountMargin - Discount Margin to Work-out
Returns:: Z Spread from Discount Margin to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromDiscountMargin

public double zspreadFromDiscountMargin(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqc,
                                        ValuationCustomizationParams vcp,
                                        double dblDiscountMargin)
                                 throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Discount Margin to Maturity

Specified by:: zspreadFromDiscountMargin in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Maturity
Returns:: Z Spread from Discount Margin to Maturity
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromDiscountMarginToOptimalExercise

public double zspreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqc,
                                                         ValuationCustomizationParams vcp,
                                                         double dblDiscountMargin)
                                                  throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Discount Margin to Optimal Exercise

Specified by:: zspreadFromDiscountMarginToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblDiscountMargin - Discount Margin to Optimal Exercise
Returns:: Z Spread from Discount Margin to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromGSpread

public double zspreadFromGSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblGSpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from G Spread to Work-out

Specified by:: zspreadFromGSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblGSpread - G Spread to Work-out
Returns:: Z Spread from G Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromGSpread
```
public double zspreadFromGSpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblGSpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Z Spread from G Spread to Maturity

Specified by:

zspreadFromGSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblGSpread - G Spread to Maturity

Returns:

Z Spread from G Spread to Maturity

Throws:

java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromGSpreadToOptimalExercise

public double zspreadFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblGSpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from G Spread to Optimal Exercise

Specified by:: zspreadFromGSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblGSpread - G Spread to Optimal Exercise
Returns:: Z Spread from G Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromISpread

public double zspreadFromISpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 int iWorkoutDate,
                                 double dblWorkoutFactor,
                                 double dblISpread)
                          throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from I Spread to Work-out

Specified by:: zspreadFromISpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblISpread - I Spread to Work-out
Returns:: Z Spread from I Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromISpread
```
public double zspreadFromISpread(ValuationParams valParams,
                                 CurveSurfaceQuoteContainer csqc,
                                 ValuationCustomizationParams vcp,
                                 double dblISpread)
                          throws java.lang.Exception
```
Description copied from class: Bond

Calculate Z Spread from I Spread to Maturity

Specified by:

zspreadFromISpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblISpread - I Spread to Maturity

Returns:

Z Spread from I Spread to Maturity

Throws:

java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromISpreadToOptimalExercise

public double zspreadFromISpreadToOptimalExercise(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqc,
                                                  ValuationCustomizationParams vcp,
                                                  double dblISpread)
                                           throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from I Spread to Optimal Exercise

Specified by:: zspreadFromISpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblISpread - ISpread to Optimal Exercise
Returns:: Z Spread from I Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromOAS

public double zspreadFromOAS(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             int iWorkoutDate,
                             double dblWorkoutFactor,
                             double dblOAS)
                      throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from OAS to Work-out

Specified by:: zspreadFromOAS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblOAS - OAS to Work-out
Returns:: Z Spread from OAS to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromOAS
```
public double zspreadFromOAS(ValuationParams valParams,
                             CurveSurfaceQuoteContainer csqc,
                             ValuationCustomizationParams vcp,
                             double dblOAS)
                      throws java.lang.Exception
```
Description copied from class: Bond

Calculate Z Spread from OAS to Maturity

Specified by:

zspreadFromOAS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblOAS - OAS to Maturity

Returns:

Z Spread from OAS to Maturity

Throws:

java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromOASToOptimalExercise

public double zspreadFromOASToOptimalExercise(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqc,
                                              ValuationCustomizationParams vcp,
                                              double dblOAS)
                                       throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from OAS to Optimal Exercise

Specified by:: zspreadFromOASToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblOAS - OAS to Optimal Exercise
Returns:: Z Spread from OAS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromPECS

public double zspreadFromPECS(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              int iWorkoutDate,
                              double dblWorkoutFactor,
                              double dblPECS)
                       throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from PECS to Work-out

Specified by:: zspreadFromPECS in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPECS - PECS to Work-out
Returns:: Z Spread from PECS to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromPECS
```
public double zspreadFromPECS(ValuationParams valParams,
                              CurveSurfaceQuoteContainer csqc,
                              ValuationCustomizationParams vcp,
                              double dblPECS)
                       throws java.lang.Exception
```
Description copied from class: Bond

Calculate Z Spread from PECS to Maturity

Specified by:

zspreadFromPECS in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPECS - PECS to Maturity

Returns:

Z Spread from PECS to Maturity

Throws:

java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromPECSToOptimalExercise

public double zspreadFromPECSToOptimalExercise(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqc,
                                               ValuationCustomizationParams vcp,
                                               double dblPECS)
                                        throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from PECS to Optimal Exercise

Specified by:: zspreadFromPECSToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPECS - PECS to Optimal Exercise
Returns:: Z Spread from PECS to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromPrice

public double zspreadFromPrice(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblPrice)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Price to Work-out

Specified by:: zspreadFromPrice in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblPrice - Price to Work-out
Returns:: Z Spread from Price to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromPrice
```
public double zspreadFromPrice(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblPrice)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Z Spread from Price to Maturity

Specified by:

zspreadFromPrice in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblPrice - Price to Maturity

Returns:

Z Spread from Price to Maturity

Throws:

java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromPriceToOptimalExercise

public double zspreadFromPriceToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblPrice)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Price to Optimal Exercise

Specified by:: zspreadFromPriceToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price to Optimal Exercise
Returns:: Z Spread from Price to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromTSYSpread

public double zspreadFromTSYSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblTSYSpread)
                            throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from TSY Spread to Work-out

Specified by:: zspreadFromTSYSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblTSYSpread - TSY Spread to Work-out
Returns:: Z Spread from TSY Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromTSYSpread
```
public double zspreadFromTSYSpread(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqc,
                                   ValuationCustomizationParams vcp,
                                   double dblTSYSpread)
                            throws java.lang.Exception
```
Description copied from class: Bond

Calculate Z Spread from TSY Spread to Maturity

Specified by:

zspreadFromTSYSpread in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblTSYSpread - TSY Spread to Maturity

Returns:

Z Spread from TSY Spread to Maturity

Throws:

java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromTSYSpreadToOptimalExercise

public double zspreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqc,
                                                    ValuationCustomizationParams vcp,
                                                    double dblTSYSpread)
                                             throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from TSY Spread to Optimal Exercise

Specified by:: zspreadFromTSYSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Optimal Exercise
Returns:: Z Spread from TSY Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromYield

public double zspreadFromYield(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               int iWorkoutDate,
                               double dblWorkoutFactor,
                               double dblYield)
                        throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Yield to Work-out

Specified by:: zspreadFromYield in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYield - Yield to Work-out
Returns:: Z Spread from Yield to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromYield
```
public double zspreadFromYield(ValuationParams valParams,
                               CurveSurfaceQuoteContainer csqc,
                               ValuationCustomizationParams vcp,
                               double dblYield)
                        throws java.lang.Exception
```
Description copied from class: Bond

Calculate Z Spread from Yield to Maturity

Specified by:

zspreadFromYield in class Bond

Parameters:

valParams - Valuation Parameters

csqc - Market Parameters

vcp - Valuation Customization Parameters

dblYield - Yield to Maturity

Returns:

Z Spread from Yield to Maturity

Throws:

java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromYieldToOptimalExercise

public double zspreadFromYieldToOptimalExercise(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqc,
                                                ValuationCustomizationParams vcp,
                                                double dblYield)
                                         throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Yield to Optimal Exercise

Specified by:: zspreadFromYieldToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYield - Yield to Optimal Exercise
Returns:: Z Spread from Yield to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromYieldSpread

public double zspreadFromYieldSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblYieldSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Yield Spread to Work-out

Specified by:: zspreadFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; iWorkoutDate - Work-out Date; dblWorkoutFactor - Work-out Factor; dblYieldSpread - Yield Spread to Work-out
Returns:: Z Spread from Yield Spread to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromYieldSpread

public double zspreadFromYieldSpread(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqc,
                                     ValuationCustomizationParams vcp,
                                     double dblYieldSpread)
                              throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Yield Spread to Maturity

Specified by:: zspreadFromYieldSpread in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Maturity
Returns:: Z Spread from Yield Spread to Maturity
Throws:: java.lang.Exception - Thrown if Z Spread cannot be calculated

zspreadFromYieldSpreadToOptimalExercise

public double zspreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqc,
                                                      ValuationCustomizationParams vcp,
                                                      double dblYieldSpread)
                                               throws java.lang.Exception

Description copied from class: Bond

Calculate Z Spread from Yield Spread to Optimal Exercise

Specified by:: zspreadFromYieldSpreadToOptimalExercise in class Bond
Parameters:: valParams - Valuation Parameters; csqc - Market Parameters; vcp - Valuation Customization Parameters; dblYieldSpread - Yield Spread to Optimal Exercise
Returns:: Z Spread from Yield Spread to Optimal Exercise
Throws:: java.lang.Exception - Thrown if Yield Spread cannot be calculated

standardMeasures

public BondRVMeasures standardMeasures(ValuationParams valParams,
                                       CreditPricerParams pricerParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       WorkoutInfo wi,
                                       double dblPrice)

Description copied from class: Bond

Calculate the full set of Bond RV Measures from the Price Input

Specified by:: standardMeasures in class Bond
Parameters:: valParams - ValuationParams; pricerParams - Pricing Parameters; csqs - Bond market parameters; vcp - Valuation Customization Parameters; wi - Work out Information; dblPrice - Input Price
Returns:: Bond RV Measure Set

value

public CaseInsensitiveTreeMap<java.lang.Double> value(ValuationParams valParams,
                                                      CreditPricerParams pricerParams,
                                                      CurveSurfaceQuoteContainer csqs,
                                                      ValuationCustomizationParams vcp)

Description copied from class: Component

Generate a full list of the Product measures for the full input set of market parameters

Specified by:: value in class Component
Parameters:: valParams - ValuationParams; pricerParams - PricerParams; csqs - Market Parameters; vcp - Valuation Customization Parameters
Returns:: Map of measure name and value

measureNames
```
public java.util.Set<java.lang.String> measureNames()
```
Description copied from class: Component

Retrieve the ordered set of the measure names whose values will be calculated

Specified by:

measureNames in class Component

Returns:

Set of Measure Names

pv
```
public double pv(ValuationParams valParams,
                 CreditPricerParams pricerParamsIn,
                 CurveSurfaceQuoteContainer csqc,
                 ValuationCustomizationParams vcp)
          throws java.lang.Exception
```
Description copied from class: Component

Compute the PV for the specified Market Parameters

Specified by:

pv in class Component

Parameters:

valParams - ValuationParams

pricerParamsIn - PricerParams

csqc - Market Parameters

vcp - Valuation Customization Parameters

Returns:

The PV

Throws:

java.lang.Exception - Thrown if the PV cannot be computed

jackDDirtyPVDManifestMeasure

public WengertJacobian jackDDirtyPVDManifestMeasure(ValuationParams valParams,
                                                    CreditPricerParams pricerParams,
                                                    CurveSurfaceQuoteContainer csqs,
                                                    ValuationCustomizationParams vcp)

Description copied from class: CalibratableComponent

Compute the Jacobian of the Dirty PV to the Calibrated Input Manifest Measures

Specified by:: jackDDirtyPVDManifestMeasure in class CalibratableComponent
Parameters:: valParams - Valuation Parameters; pricerParams - Pricer Parameters; csqs - Component Market Parameters; vcp - Valuation Customization Parameters
Returns:: The micro-Jacobian

calibQuoteSet
```
public ProductQuoteSet calibQuoteSet(LatentStateSpecification[] aLSS)
```
Description copied from class: CalibratableComponent

Generate the Product Specific Calibration Quote Set

Specified by:

calibQuoteSet in class CalibratableComponent

Parameters:

aLSS - Array of Latent State Specification

Returns:

The Product Specific Calibration Quote Set

fundingPRWC
```
public PredictorResponseWeightConstraint fundingPRWC(ValuationParams valParams,
                                                     CreditPricerParams pricerParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     ProductQuoteSet pqs)
```
Description copied from class: CalibratableComponent

Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Funding Curve Discount Factor Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.

Specified by:

fundingPRWC in class CalibratableComponent

Parameters:

valParams - Valuation Parameters

pricerParams - Pricer Parameters

csqs - Component Market Parameters

vcp - Valuation Customization Parameters

pqs - Product Quote Set

Returns:

The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding PV)

forwardPRWC
```
public PredictorResponseWeightConstraint forwardPRWC(ValuationParams valParams,
                                                     CreditPricerParams pricerParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     ProductQuoteSet pqs)
```
Description copied from class: CalibratableComponent

Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Forward Factor Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.

Specified by:

forwardPRWC in class CalibratableComponent

Parameters:

valParams - Valuation Parameters

pricerParams - Pricer Parameters

csqs - Component Market Parameters

vcp - Valuation Customization Parameters

pqs - Product Quote Set

Returns:

The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding PV)

fundingForwardPRWC

public PredictorResponseWeightConstraint fundingForwardPRWC(ValuationParams valParams,
                                                            CreditPricerParams pricerParams,
                                                            CurveSurfaceQuoteContainer csqs,
                                                            ValuationCustomizationParams vcp,
                                                            ProductQuoteSet pqs)

Description copied from class: CalibratableComponent

Generate the Calibratable Linearized Predictor/Response Constraint Weights for the merged Funding and Forward Latent States from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.

Specified by:: fundingForwardPRWC in class CalibratableComponent
Parameters:: valParams - Valuation Parameters; pricerParams - Pricer Parameters; csqs - Component Market Parameters; vcp - Valuation Customization Parameters; pqs - Product Quote Set
Returns:: The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding PV)

fxPRWC
```
public PredictorResponseWeightConstraint fxPRWC(ValuationParams valParams,
                                                CreditPricerParams pricerParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                ProductQuoteSet pqs)
```
Description copied from class: CalibratableComponent

Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.

Specified by:

fxPRWC in class CalibratableComponent

Parameters:

valParams - Valuation Parameters

pricerParams - Pricer Parameters

csqs - Component Market Parameters

vcp - Valuation Customization Parameters

pqs - Product Quote Set

Returns:

The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding FX Forward)

govviePRWC
```
public PredictorResponseWeightConstraint govviePRWC(ValuationParams valParams,
                                                    CreditPricerParams pricerParams,
                                                    CurveSurfaceQuoteContainer csqs,
                                                    ValuationCustomizationParams vcp,
                                                    ProductQuoteSet pqs)
```
Description copied from class: CalibratableComponent

Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve FX Forward Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.

Specified by:

govviePRWC in class CalibratableComponent

Parameters:

valParams - Valuation Parameters

pricerParams - Pricer Parameters

csqs - Component Market Parameters

vcp - Valuation Customization Parameters

pqs - Product Quote Set

Returns:

The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding Govvie Forward)

volatilityPRWC

public PredictorResponseWeightConstraint volatilityPRWC(ValuationParams valParams,
                                                        CreditPricerParams pricerParams,
                                                        CurveSurfaceQuoteContainer csqs,
                                                        ValuationCustomizationParams vcp,
                                                        ProductQuoteSet pqs)

Description copied from class: CalibratableComponent

Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.

Specified by:: volatilityPRWC in class CalibratableComponent
Parameters:: valParams - Valuation Parameters; pricerParams - Pricer Parameters; csqs - Component Market Parameters; vcp - Valuation Customization Parameters; pqs - Product Quote Set
Returns:: The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding PV)

manifestMeasureDFMicroJack

public WengertJacobian manifestMeasureDFMicroJack(java.lang.String strManifestMeasure,
                                                  ValuationParams valParams,
                                                  CreditPricerParams pricerParams,
                                                  CurveSurfaceQuoteContainer csqs,
                                                  ValuationCustomizationParams vcp)

Description copied from class: CalibratableComponent

Compute the micro-Jacobian of the given measure to the DF

Specified by:: manifestMeasureDFMicroJack in class CalibratableComponent
Parameters:: strManifestMeasure - Manifest Measure Name; valParams - Valuation Parameters; pricerParams - Pricer Parameters; csqs - Component Market Parameters; vcp - Valuation Customization Parameters
Returns:: The micro-Jacobian

showPeriods
```
public void showPeriods()
                 throws java.lang.Exception
```
Description copied from class: Bond

Display all the coupon periods onto stdout

Specified by:

showPeriods in class Bond

Throws:

java.lang.Exception - Thrown if the coupon periods cannot be displayed onto stdout

Class BondComponent

Nested Class Summary

Constructor Summary

Method Summary

Methods inherited from class org.drip.product.definition.CreditComponent

Methods inherited from class org.drip.product.definition.CalibratableComponent

Methods inherited from class org.drip.product.definition.Component

Methods inherited from class java.lang.Object

Constructor Detail

BondComponent

Method Detail

calibMeasures

exerciseYieldFromPrice

secTreasurySpread

effectiveTreasuryBenchmarkYield

setTreasuryBenchmark

treasuryBenchmark

setIdentifierSet

identifierSet

setCouponSetting

couponSetting

setFloaterSetting

floaterSetting

setMarketConvention

marketConvention

setCreditSetting

creditSetting

setTerminationSetting

terminationSetting

setStream

stream

setNotionalSetting

notionalSetting

primaryCode

setPrimaryCode

secondaryCode

isin

cusip

name

couponCurrency

payCurrency

principalCurrency

notional

notional

initialNotional

recovery

recovery

creditValuationParams

couponMetrics

freq

creditLabel

forwardLabel

fundingLabel

govvieLabel

fxLabel

volatilityLabel

effectiveDate

maturityDate

firstCouponDate

couponPeriods

cashSettleParams

lossFlow

lossFlowFromPrice

isFloater

rateIndex

currentCoupon

floatSpread

ticker

setEmbeddedCallSchedule

setEmbeddedPutSchedule

callable

putable

sinkable

variableCoupon

exercised

defaulted

perpetual

tradeable

callSchedule

putSchedule