org.drip.product.definition

Interface BasketMarketParamRef

All Known Implementing Classes:

BasketProduct, BondBasket, CDSBasket, ComponentPair

public interface BasketMarketParamRef

BasketMarketParamRef interface provides stubs for basket name, IR curve, forward curve, credit curve, TSY curve, and needed to value the component.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
java.lang.String[]	couponCurrency() Get the Coupon Currency
CreditLabel[]	creditLabel() Get the Array of Credit Curve Latent State Identifier Labels
ForwardLabel[]	forwardLabel() Get the Array of Forward Curve Latent State Labels
FundingLabel[]	fundingLabel() Get the Array of Funding Curve Latent State Labels
FXLabel[]	fxLabel() Get the Array of the FX Latent State Identifier Labels
java.lang.String	name() Get the component name
java.lang.String[]	payCurrency() Get the Pay Currency
java.lang.String[]	principalCurrency() Get the Principal Currency

Method Detail

name

java.lang.String name()

Get the component name

Returns:

The component name

couponCurrency

java.lang.String[] couponCurrency()

Get the Coupon Currency

Returns:

The Coupon Currency

payCurrency

java.lang.String[] payCurrency()

Get the Pay Currency

Returns:

The Pay Currency

principalCurrency

java.lang.String[] principalCurrency()

Get the Principal Currency

Returns:

The Principal Currency

creditLabel

CreditLabel[] creditLabel()

Get the Array of Credit Curve Latent State Identifier Labels

Returns:

The Array of Credit Curve Latent State Identifier Labels

forwardLabel

ForwardLabel[] forwardLabel()

Get the Array of Forward Curve Latent State Labels

Returns:

Array of the Forward Curve Latent State Labels

fundingLabel

FundingLabel[] fundingLabel()

Get the Array of Funding Curve Latent State Labels

Returns:

Array of the Funding Curve Latent State Labels

fxLabel

FXLabel[] fxLabel()

Get the Array of the FX Latent State Identifier Labels

Returns:

The Array of the FX Latent State Identifier Labels