org.drip.product.credit

Class CDSComponent.SpreadCalibOP

java.lang.Object

org.drip.product.credit.CDSComponent.SpreadCalibOP

Enclosing class:

CDSComponent

public class CDSComponent.SpreadCalibOP
extends java.lang.Object

CDS spread calibration output

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
CreditCurve	_ccCalib
double	_dblCalibResult

Constructor Summary

Constructors

Constructor and Description
SpreadCalibOP(double dblCalibResult, CreditCurve ccCalib)

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

_dblCalibResult

public double _dblCalibResult

_ccCalib

public CreditCurve _ccCalib

Constructor Detail

SpreadCalibOP

public SpreadCalibOP(double dblCalibResult,
                     CreditCurve ccCalib)
              throws java.lang.Exception

Throws:

java.lang.Exception