Bond

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

All Implemented Interfaces:

ComponentMarketParamRef

Direct Known Subclasses:

BondComponent
```
public abstract class Bond
extends CreditComponent
```
Bond abstract class implements the pricing, the valuation, and the RV analytics functionality for the bond product.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor and Description

Bond()

Constructors
Constructor and Description
`Bond()`

Method Summary

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

Methods inherited from class org.drip.product.definition.CreditComponent
creditValuationParams, lossFlow, lossFlow, recovery, recovery

Methods inherited from class org.drip.product.definition.CalibratableComponent
calibMeasures, calibPRWC, calibQuoteSet, forwardPRWC, fundingForwardPRWC, fundingPRWC, fxPRWC, govviePRWC, jackDDirtyPVDManifestMeasure, manifestMeasureDFMicroJack, primaryCode, secondaryCode, setPrimaryCode, volatilityPRWC

Methods inherited from class org.drip.product.definition.Component
cashSettleParams, couponMetrics, couponPeriods, customScenarioMeasures, effectiveDate, firstCouponDate, initialNotional, maturityDate, measureNames, measures, measureValue, notional, notional, pv, tenor, value

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

Methods inherited from interface org.drip.product.definition.ComponentMarketParamRef
couponCurrency, creditLabel, forwardLabel, fundingLabel, fxLabel, govvieLabel, name, payCurrency, principalCurrency, volatilityLabel

Constructor Detail
- Bond
```
public Bond()
```

Method Detail

exerciseYieldFromPrice

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

Retrieve the work-out information from price

Parameters:: valParams - Valuation Parameters; csqs - Bond Market Parameters; vcp - Valuation Customization Parameters; dblPrice - Price
Returns:: The Optimal Work-out Information

secTreasurySpread
```
public abstract double[] secTreasurySpread(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs)
```
Retrieve the array of double for the bond's secondary treasury spreads from the Valuation Parameters and the component market parameters

Parameters:

valParams - ValuationParams

csqs - ComponentMarketParams

Returns:

Array of double for the bond's secondary treasury spreads

effectiveTreasuryBenchmarkYield

public abstract double effectiveTreasuryBenchmarkYield(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblPrice)
                                                throws java.lang.Exception

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

Parameters:: valParams - ValuationParams; csqs - 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

isin

public abstract java.lang.String isin()

Get the ISIN

Returns:: ISIN string

cusip

public abstract java.lang.String cusip()

Get the CUSIP

Returns:: CUSIP string

lossFlowFromPrice

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

Get the bond's loss flow from price

Parameters:: valParams - ValuationParams; pricerParams - PricerParams; csqs - ComponentMarketParams; vcp - Valuation Customization Parameters; dblPrice - Input price
Returns:: List of LossQuadratureMetrics

isFloater
```
public abstract boolean isFloater()
```
Return whether the bond is a floater

Returns:

True if the bond is a floater

rateIndex
```
public abstract java.lang.String rateIndex()
```
Return the rate index of the bond

Returns:

Rate index

currentCoupon
```
public abstract double currentCoupon()
```
Return the current bond coupon

Returns:

Current coupon

floatSpread
```
public abstract double floatSpread()
```
Return the floating spread of the bond

Returns:

Floating spread

ticker
```
public abstract java.lang.String ticker()
```
Return the bond ticker

Returns:

Bond Ticker

callable
```
public abstract boolean callable()
```
Indicate if the bond is callable

Returns:

True - callable

putable
```
public abstract boolean putable()
```
Indicate if the bond is putable

Returns:

True - putable

sinkable
```
public abstract boolean sinkable()
```
Indicate if the bond is sinkable

Returns:

True - sinkable

variableCoupon
```
public abstract boolean variableCoupon()
```
Indicate if the bond has variable coupon

Returns:

True - has variable coupon

exercised
```
public abstract boolean exercised()
```
Indicate if the bond has been exercised

Returns:

True - Has been exercised

defaulted
```
public abstract boolean defaulted()
```
Indicate if the bond has defaulted

Returns:

True - Bond has defaulted

perpetual
```
public abstract boolean perpetual()
```
Indicate if the bond is perpetual

Returns:

True - Bond is Perpetual

tradeable
```
public abstract boolean tradeable(ValuationParams valParams)
                           throws java.lang.Exception
```
Calculate if the bond is tradeable on the given date

Parameters:

valParams - Valuation Parameters

Returns:

True indicates the bond is tradeable

Throws:

java.lang.Exception - Thrown if inputs are invalid

callSchedule
```
public abstract EmbeddedOptionSchedule callSchedule()
```
Return the bond's embedded call schedule

Returns:

EOS Call

putSchedule
```
public abstract EmbeddedOptionSchedule putSchedule()
```
Return the bond's embedded put schedule

Returns:

EOS Put

couponType
```
public abstract java.lang.String couponType()
```
Return the bond's coupon type

Returns:

Bond's coupon Type

couponDC
```
public abstract java.lang.String couponDC()
```
Return the bond's coupon day count

Returns:

Coupon day count string

accrualDC
```
public abstract java.lang.String accrualDC()
```
Return the bond's accrual day count

Returns:

Accrual day count string

maturityType
```
public abstract java.lang.String maturityType()
```
Return the bond's maturity type

Returns:

Bond's maturity type

freq
```
public abstract int freq()
```
Return the bond's coupon frequency

Specified by:

freq in class Component

Returns:

Bond's coupon frequency

finalMaturity
```
public abstract JulianDate finalMaturity()
```
Return the bond's final maturity

Returns:

Bond's final maturity

calculationType
```
public abstract java.lang.String calculationType()
```
Return the bond's calculation type

Returns:

Bond's calculation type

redemptionValue
```
public abstract double redemptionValue()
```
Return the bond's redemption value

Returns:

Bond's redemption value

currency
```
public abstract java.lang.String currency()
```
Return the bond's coupon currency

Returns:

Bond's coupon currency

redemptionCurrency
```
public abstract java.lang.String redemptionCurrency()
```
Return the bond's redemption currency

Returns:

Bond's redemption currency

inFirstCouponPeriod
```
public abstract boolean inFirstCouponPeriod(int iDate)
                                     throws java.lang.Exception
```
Indicate whether the given date is in the first coupon period

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 abstract boolean inLastCouponPeriod(int iDate)
                                    throws java.lang.Exception
```
Indicate whether the given date is in the final coupon period

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 abstract java.lang.String floatCouponConvention()
```
Return the bond's floating coupon convention

Returns:

Bond's floating coupon convention

periodFixingDate
```
public abstract JulianDate periodFixingDate(int iValueDate)
```
Get the bond's reset date for the period identified by the valuation date

Parameters:

iValueDate - Valuation Date

Returns:

Reset JulianDate

previousCouponDate
```
public abstract JulianDate previousCouponDate(JulianDate dt)
```
Return the coupon date for the period prior to the specified date

Parameters:

dt - Valuation Date

Returns:

Previous Coupon Date

previousCouponRate
```
public abstract double previousCouponRate(JulianDate dt,
                                          CurveSurfaceQuoteContainer csqs)
                                   throws java.lang.Exception
```
Return the coupon rate for the period prior to the specified date

Parameters:

dt - Valuation Date

csqs - Component Market Params

Returns:

Previous Coupon Rate

Throws:

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

currentCouponDate
```
public abstract JulianDate currentCouponDate(JulianDate dt)
```
Return the coupon date for the period containing the specified date

Parameters:

dt - Valuation Date

Returns:

Current Coupon Date

nextCouponDate
```
public abstract JulianDate nextCouponDate(JulianDate dt)
```
Return the coupon date for the period subsequent to the specified date

Parameters:

dt - Valuation Date

Returns:

Next Coupon Date

nextValidExerciseDateOfType
```
public abstract ExerciseInfo nextValidExerciseDateOfType(JulianDate dt,
                                                         boolean bGetPut)
```
Return the next exercise info of the given exercise type (call/put) subsequent to the specified date

Parameters:

dt - Valuation Date

bGetPut - TRUE - Gets the next put date

Returns:

Next Exercise Information

nextValidExerciseInfo
```
public abstract ExerciseInfo nextValidExerciseInfo(JulianDate dt)
```
Return the next exercise info subsequent to the specified date

Parameters:

dt - Valuation Date

Returns:

Next Exercise Info

currentCouponRate
```
public abstract double currentCouponRate(JulianDate dt,
                                         CurveSurfaceQuoteContainer csqs)
                                  throws java.lang.Exception
```
Return the coupon rate for the period corresponding to the specified date

Parameters:

dt - Valuation Date

csqs - Component Market Params

Returns:

Next Coupon Rate

Throws:

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

nextCouponRate
```
public abstract double nextCouponRate(JulianDate dt,
                                      CurveSurfaceQuoteContainer csqs)
                               throws java.lang.Exception
```
Return the coupon rate for the period subsequent to the specified date

Parameters:

dt - Valuation Date

csqs - Component Market Params

Returns:

Next Coupon Rate

Throws:

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

accrued
```
public abstract double accrued(int iDate,
                               CurveSurfaceQuoteContainer csqs)
                        throws java.lang.Exception
```
Calculate the bond's accrued for the period identified by the valuation date

Parameters:

iDate - Valuation Date

csqs - Bond market parameters

Returns:

The coupon accrued in the current period

Throws:

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

priceFromZeroCurve

public abstract double priceFromZeroCurve(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iZeroCurveBaseDC,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblZCBump)
                                   throws java.lang.Exception

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

Parameters:: valParams - ValuationParams; csqs - 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; dblZCBump - 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 abstract double priceFromFundingCurve(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             int iWorkoutDate,
                                             double dblWorkoutFactor,
                                             double dblDCBump)
                                      throws java.lang.Exception

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

Parameters:: valParams - ValuationParams; csqs - ComponentMarketParams; iWorkoutDate - Work-out date; dblWorkoutFactor - Double Work-out factor; dblDCBump - 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 abstract double priceFromTreasuryCurve(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblDCBump)
                                       throws java.lang.Exception

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

Parameters:: valParams - ValuationParams; csqs - ComponentMarketParams; iWorkoutDate - Work-out date; dblWorkoutFactor - Double Work-out factor; dblDCBump - 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 abstract double priceFromCreditCurve(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblCreditBasis,
                                            boolean bFlat)
                                     throws java.lang.Exception

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

Parameters:: valParams - ValuationParams; csqs - 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 abstract double aswFromBondBasis(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblBondBasis)
                                 throws java.lang.Exception

Calculate ASW from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromBondBasis(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblBondBasis)
                                 throws java.lang.Exception

Calculate ASW from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblBondBasis)
                                                  throws java.lang.Exception

Calculate ASW from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromCreditBasis(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblCreditBasis)
                                   throws java.lang.Exception

Calculate ASW from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromCreditBasis(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblCreditBasis)
                                   throws java.lang.Exception

Calculate ASW from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblCreditBasis)
                                                    throws java.lang.Exception

Calculate ASW from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromDiscountMargin(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             int iWorkoutDate,
                                             double dblWorkoutFactor,
                                             double dblDiscountMargin)
                                      throws java.lang.Exception

Calculate ASW from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromDiscountMargin(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             double dblDiscountMargin)
                                      throws java.lang.Exception

Calculate ASW from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                              CurveSurfaceQuoteContainer csqs,
                                                              ValuationCustomizationParams vcp,
                                                              double dblDiscountMargin)
                                                       throws java.lang.Exception

Calculate ASW from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromGSpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblGSpread)
                               throws java.lang.Exception

Calculate ASW from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromGSpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblGSpread)
                               throws java.lang.Exception

Calculate ASW from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblGSpread)
                                                throws java.lang.Exception

Calculate ASW from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromISpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblISpread)
                               throws java.lang.Exception

Calculate ASW from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromISpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblISpread)
                               throws java.lang.Exception

Calculate ASW from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromISpreadToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblISpread)
                                                throws java.lang.Exception

Calculate ASW from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromOAS(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqs,
                                  ValuationCustomizationParams vcp,
                                  int iWorkoutDate,
                                  double dblWorkoutFactor,
                                  double dblOAS)
                           throws java.lang.Exception

Calculate ASW from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromOAS(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqs,
                                  ValuationCustomizationParams vcp,
                                  double dblOAS)
                           throws java.lang.Exception

Calculate ASW from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromOASToOptimalExercise(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblOAS)
                                            throws java.lang.Exception

Calculate ASW from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromPECS(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqs,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblPECS)
                            throws java.lang.Exception

Calculate ASW from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromPECS(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqs,
                                   ValuationCustomizationParams vcp,
                                   double dblPECS)
                            throws java.lang.Exception

Calculate ASW from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromPECSToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqs,
                                                    ValuationCustomizationParams vcp,
                                                    double dblPECS)
                                             throws java.lang.Exception

Calculate ASW from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromPrice(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblPrice)
                             throws java.lang.Exception

Calculate ASW from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromPrice(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    double dblPrice)
                             throws java.lang.Exception

Calculate ASW from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromPriceToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblPrice)
                                              throws java.lang.Exception

Calculate ASW from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromTSYSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblTSYSpread)
                                 throws java.lang.Exception

Calculate ASW from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromTSYSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblTSYSpread)
                                 throws java.lang.Exception

Calculate ASW from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblTSYSpread)
                                                  throws java.lang.Exception

Calculate ASW from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromYield(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblYield)
                             throws java.lang.Exception

Calculate ASW from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromYield(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    double dblYield)
                             throws java.lang.Exception

Calculate ASW from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromYieldToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblYield)
                                              throws java.lang.Exception

Calculate ASW from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromYieldSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblYieldSpread)
                                   throws java.lang.Exception

Calculate ASW from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromYieldSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblYieldSpread)
                                   throws java.lang.Exception

Calculate ASW from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblYieldSpread)
                                                    throws java.lang.Exception

Calculate ASW from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromZSpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblZSpread)
                               throws java.lang.Exception

Calculate ASW from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromZSpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblZSpread)
                               throws java.lang.Exception

Calculate ASW from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double aswFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblZSpread)
                                                throws java.lang.Exception

Calculate ASW from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromASW(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblASW)
                                 throws java.lang.Exception

Calculate Bond Basis from ASW to Work-out

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:: Bond Basis from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Bond Basis cannot be calculated

bondBasisFromASW

public abstract double bondBasisFromASW(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblASW)
                                 throws java.lang.Exception

Calculate Bond Basis from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromASWToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblASW)
                                                  throws java.lang.Exception

Calculate Bond Basis from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromCreditBasis(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblCreditBasis)
                                         throws java.lang.Exception

Calculate Bond Basis from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromCreditBasis(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblCreditBasis)
                                         throws java.lang.Exception

Calculate Bond Basis from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblCreditBasis)
                                                          throws java.lang.Exception

Calculate Bond Basis from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromDiscountMargin(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblDiscountMargin)
                                            throws java.lang.Exception

Calculate Bond Basis from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromDiscountMargin(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblDiscountMargin)
                                            throws java.lang.Exception

Calculate Bond Basis from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblDiscountMargin)
                                                             throws java.lang.Exception

Calculate Bond Basis from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromGSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblGSpread)
                                     throws java.lang.Exception

Calculate Bond Basis from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromGSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblGSpread)
                                     throws java.lang.Exception

Calculate Bond Basis from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblGSpread)
                                                      throws java.lang.Exception

Calculate Bond Basis from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromISpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblISpread)
                                     throws java.lang.Exception

Calculate Bond Basis from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromISpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblISpread)
                                     throws java.lang.Exception

Calculate Bond Basis from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromISpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblISpread)
                                                      throws java.lang.Exception

Calculate Bond Basis from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromOAS(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblOAS)
                                 throws java.lang.Exception

Calculate Bond Basis from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromOAS(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblOAS)
                                 throws java.lang.Exception

Calculate Bond Basis from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromOASToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblOAS)
                                                  throws java.lang.Exception

Calculate Bond Basis from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromPECS(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         int iWorkoutDate,
                                         double dblWorkoutFactor,
                                         double dblPECS)
                                  throws java.lang.Exception

Calculate Bond Basis from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromPECS(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         double dblPECS)
                                  throws java.lang.Exception

Calculate Bond Basis from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromPECSToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          double dblPECS)
                                                   throws java.lang.Exception

Calculate Bond Basis from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromPrice(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblPrice)
                                   throws java.lang.Exception

Calculate Bond Basis from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromPrice(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblPrice)
                                   throws java.lang.Exception

Calculate Bond Basis from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromPriceToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblPrice)
                                                    throws java.lang.Exception

Calculate Bond Basis from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromTSYSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblTSYSpread)
                                       throws java.lang.Exception

Calculate Bond Basis from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromTSYSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblTSYSpread)
                                       throws java.lang.Exception

Calculate Bond Basis from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblTSYSpread)
                                                        throws java.lang.Exception

Calculate Bond Basis from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromYield(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblYield)
                                   throws java.lang.Exception

Calculate Bond Basis from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromYield(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblYield)
                                   throws java.lang.Exception

Calculate Bond Basis from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromYieldToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblYield)
                                                    throws java.lang.Exception

Calculate Bond Basis from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromYieldSpread(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblYieldSpread)
                                         throws java.lang.Exception

Calculate Bond Basis from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromYieldSpread(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblYieldSpread)
                                         throws java.lang.Exception

Calculate Bond Basis from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblYieldSpread)
                                                          throws java.lang.Exception

Calculate Bond Basis from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromZSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblZSpread)
                                     throws java.lang.Exception

Calculate Bond Basis from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromZSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblZSpread)
                                     throws java.lang.Exception

Calculate Bond Basis from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double bondBasisFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblZSpread)
                                                      throws java.lang.Exception

Calculate Bond Basis from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromASW(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblASW)
                                 throws java.lang.Exception

Calculate Convexity from ASW to Work-out

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:: Convexity from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Convexity cannot be calculated

convexityFromASW

public abstract double convexityFromASW(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblASW)
                                 throws java.lang.Exception

Calculate Convexity from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromASWToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblASW)
                                                  throws java.lang.Exception

Calculate Convexity from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromBondBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblBondBasis)
                                       throws java.lang.Exception

Calculate Convexity from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromBondBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblBondBasis)
                                       throws java.lang.Exception

Calculate Convexity from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblBondBasis)
                                                        throws java.lang.Exception

Calculate Convexity from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromCreditBasis(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblCreditBasis)
                                         throws java.lang.Exception

Calculate Convexity from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromCreditBasis(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblCreditBasis)
                                         throws java.lang.Exception

Calculate Convexity from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblCreditBasis)
                                                          throws java.lang.Exception

Calculate Convexity from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromDiscountMargin(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblDiscountMargin)
                                            throws java.lang.Exception

Calculate Convexity from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromDiscountMargin(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblDiscountMargin)
                                            throws java.lang.Exception

Calculate Convexity from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblDiscountMargin)
                                                             throws java.lang.Exception

Calculate Convexity from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromGSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblGSpread)
                                     throws java.lang.Exception

Calculate Convexity from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromGSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblGSpread)
                                     throws java.lang.Exception

Calculate Convexity from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblGSpread)
                                                      throws java.lang.Exception

Calculate Convexity from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromISpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblISpread)
                                     throws java.lang.Exception

Calculate Convexity from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromISpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblISpread)
                                     throws java.lang.Exception

Calculate Convexity from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromISpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblISpread)
                                                      throws java.lang.Exception

Calculate Convexity from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromOAS(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblOAS)
                                 throws java.lang.Exception

Calculate Convexity from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromOAS(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblOAS)
                                 throws java.lang.Exception

Calculate Convexity from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromOASToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblOAS)
                                                  throws java.lang.Exception

Calculate Convexity from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromPECS(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         int iWorkoutDate,
                                         double dblWorkoutFactor,
                                         double dblPECS)
                                  throws java.lang.Exception

Calculate Convexity from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromPECS(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         double dblPECS)
                                  throws java.lang.Exception

Calculate Convexity from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromPECSToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          double dblPECS)
                                                   throws java.lang.Exception

Calculate Convexity from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromPrice(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblPrice)
                                   throws java.lang.Exception

Calculate Convexity from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromPrice(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblPrice)
                                   throws java.lang.Exception

Calculate Convexity from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromPriceToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblPrice)
                                                    throws java.lang.Exception

Calculate Convexity from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromTSYSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblTSYSpread)
                                       throws java.lang.Exception

Calculate Convexity from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromTSYSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblTSYSpread)
                                       throws java.lang.Exception

Calculate Convexity from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblTSYSpread)
                                                        throws java.lang.Exception

Calculate Convexity from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromYield(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblYield)
                                   throws java.lang.Exception

Calculate Convexity from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromYield(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblYield)
                                   throws java.lang.Exception

Calculate Convexity from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromYieldToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblYield)
                                                    throws java.lang.Exception

Calculate Convexity from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromYieldSpread(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblYieldSpread)
                                         throws java.lang.Exception

Calculate Convexity from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromYieldSpread(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblYieldSpread)
                                         throws java.lang.Exception

Calculate Convexity from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblYieldSpread)
                                                          throws java.lang.Exception

Calculate Convexity from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromZSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblZSpread)
                                     throws java.lang.Exception

Calculate Convexity from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromZSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblZSpread)
                                     throws java.lang.Exception

Calculate Convexity from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double convexityFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblZSpread)
                                                      throws java.lang.Exception

Calculate Convexity from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromASW(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblASW)
                                   throws java.lang.Exception

Calculate Credit Basis from ASW to Work-out

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:: Credit Basis from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Credit Basis cannot be calculated

creditBasisFromASW

public abstract double creditBasisFromASW(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblASW)
                                   throws java.lang.Exception

Calculate Credit Basis from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromASWToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblASW)
                                                    throws java.lang.Exception

Calculate Credit Basis from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromBondBasis(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblBondBasis)
                                         throws java.lang.Exception

Calculate Credit Basis from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromBondBasis(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblBondBasis)
                                         throws java.lang.Exception

Calculate Credit Basis from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblBondBasis)
                                                          throws java.lang.Exception

Calculate Credit Basis from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromDiscountMargin(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     int iWorkoutDate,
                                                     double dblWorkoutFactor,
                                                     double dblDiscountMargin)
                                              throws java.lang.Exception

Calculate Credit Basis from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromDiscountMargin(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblDiscountMargin)
                                              throws java.lang.Exception

Calculate Credit Basis from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                      CurveSurfaceQuoteContainer csqs,
                                                                      ValuationCustomizationParams vcp,
                                                                      double dblDiscountMargin)
                                                               throws java.lang.Exception

Calculate Credit Basis from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromGSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblGSpread)
                                       throws java.lang.Exception

Calculate Credit Basis from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromGSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblGSpread)
                                       throws java.lang.Exception

Calculate Credit Basis from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblGSpread)
                                                        throws java.lang.Exception

Calculate Credit Basis from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromISpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblISpread)
                                       throws java.lang.Exception

Calculate Credit Basis from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromISpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblISpread)
                                       throws java.lang.Exception

Calculate Credit Basis from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromISpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblISpread)
                                                        throws java.lang.Exception

Calculate Credit Basis from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromOAS(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblOAS)
                                   throws java.lang.Exception

Calculate Credit Basis from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromOAS(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblOAS)
                                   throws java.lang.Exception

Calculate Credit Basis from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromOASToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblOAS)
                                                    throws java.lang.Exception

Calculate Credit Basis from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromPECS(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           int iWorkoutDate,
                                           double dblWorkoutFactor,
                                           double dblPECS)
                                    throws java.lang.Exception

Calculate Credit Basis from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromPECS(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           double dblPECS)
                                    throws java.lang.Exception

Calculate Credit Basis from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromPECSToOptimalExercise(ValuationParams valParams,
                                                            CurveSurfaceQuoteContainer csqs,
                                                            ValuationCustomizationParams vcp,
                                                            double dblPECS)
                                                     throws java.lang.Exception

Calculate Credit Basis from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromPrice(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblPrice)
                                     throws java.lang.Exception

Calculate Credit Basis from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromPrice(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblPrice)
                                     throws java.lang.Exception

Calculate Credit Basis from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromPriceToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblPrice)
                                                      throws java.lang.Exception

Calculate Credit Basis from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromTSYSpread(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblTSYSpread)
                                         throws java.lang.Exception

Calculate Credit Basis from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromTSYSpread(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblTSYSpread)
                                         throws java.lang.Exception

Calculate Credit Basis from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblTSYSpread)
                                                          throws java.lang.Exception

Calculate Credit Basis from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromYield(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblYield)
                                     throws java.lang.Exception

Calculate Credit Basis from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromYield(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblYield)
                                     throws java.lang.Exception

Calculate Credit Basis from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromYieldToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblYield)
                                                      throws java.lang.Exception

Calculate Credit Basis from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromYieldSpread(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqs,
                                                  ValuationCustomizationParams vcp,
                                                  int iWorkoutDate,
                                                  double dblWorkoutFactor,
                                                  double dblYieldSpread)
                                           throws java.lang.Exception

Calculate Credit Basis from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromYieldSpread(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqs,
                                                  ValuationCustomizationParams vcp,
                                                  double dblYieldSpread)
                                           throws java.lang.Exception

Calculate Credit Basis from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                                   CurveSurfaceQuoteContainer csqs,
                                                                   ValuationCustomizationParams vcp,
                                                                   double dblYieldSpread)
                                                            throws java.lang.Exception

Calculate Credit Basis from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromZSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblZSpread)
                                       throws java.lang.Exception

Calculate Credit Basis from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromZSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblZSpread)
                                       throws java.lang.Exception

Calculate Credit Basis from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double creditBasisFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblZSpread)
                                                        throws java.lang.Exception

Calculate Credit Basis from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromASW(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             int iWorkoutDate,
                                             double dblWorkoutFactor,
                                             double dblASW)
                                      throws java.lang.Exception

Calculate Discount Margin from ASW to Work-out

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:: Discount Margin from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Discount Margin cannot be calculated

discountMarginFromASW

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

Calculate Discount Margin from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromASWToOptimalExercise(ValuationParams valParams,
                                                              CurveSurfaceQuoteContainer csqs,
                                                              ValuationCustomizationParams vcp,
                                                              double dblASW)
                                                       throws java.lang.Exception

Calculate Discount Margin from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromBondBasis(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblBondBasis)
                                            throws java.lang.Exception

Calculate Discount Margin from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromBondBasis(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblBondBasis)
                                            throws java.lang.Exception

Calculate Discount Margin from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblBondBasis)
                                                             throws java.lang.Exception

Calculate Discount Margin from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromCreditBasis(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     int iWorkoutDate,
                                                     double dblWorkoutFactor,
                                                     double dblCreditBasis)
                                              throws java.lang.Exception

Calculate Discount Margin from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromCreditBasis(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblCreditBasis)
                                              throws java.lang.Exception

Calculate Discount Margin from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                                      CurveSurfaceQuoteContainer csqs,
                                                                      ValuationCustomizationParams vcp,
                                                                      double dblCreditBasis)
                                                               throws java.lang.Exception

Calculate Discount Margin from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromGSpread(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblGSpread)
                                          throws java.lang.Exception

Calculate Discount Margin from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromGSpread(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblGSpread)
                                          throws java.lang.Exception

Calculate Discount Margin from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqs,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblGSpread)
                                                           throws java.lang.Exception

Calculate Discount Margin from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromISpread(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblISpread)
                                          throws java.lang.Exception

Calculate Discount Margin from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromISpread(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblISpread)
                                          throws java.lang.Exception

Calculate Discount Margin from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromISpreadToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqs,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblISpread)
                                                           throws java.lang.Exception

Calculate Discount Margin from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromOAS(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             int iWorkoutDate,
                                             double dblWorkoutFactor,
                                             double dblOAS)
                                      throws java.lang.Exception

Calculate Discount Margin from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromOAS(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             double dblOAS)
                                      throws java.lang.Exception

Calculate Discount Margin from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromOASToOptimalExercise(ValuationParams valParams,
                                                              CurveSurfaceQuoteContainer csqs,
                                                              ValuationCustomizationParams vcp,
                                                              double dblOAS)
                                                       throws java.lang.Exception

Calculate Discount Margin from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromPECS(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblPECS)
                                       throws java.lang.Exception

Calculate Discount Margin from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromPECS(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblPECS)
                                       throws java.lang.Exception

Calculate Discount Margin from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromPECSToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblPECS)
                                                        throws java.lang.Exception

Calculate Discount Margin from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromPrice(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               int iWorkoutDate,
                                               double dblWorkoutFactor,
                                               double dblPrice)
                                        throws java.lang.Exception

Calculate Discount Margin from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromPrice(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               double dblPrice)
                                        throws java.lang.Exception

Calculate Discount Margin from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromPriceToOptimalExercise(ValuationParams valParams,
                                                                CurveSurfaceQuoteContainer csqs,
                                                                ValuationCustomizationParams vcp,
                                                                double dblPrice)
                                                         throws java.lang.Exception

Calculate Discount Margin from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromTSYSpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblTSYSpread)
                                            throws java.lang.Exception

Calculate Discount Margin from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromTSYSpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblTSYSpread)
                                            throws java.lang.Exception

Calculate Discount Margin from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblTSYSpread)
                                                             throws java.lang.Exception

Calculate Discount Margin from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromYield(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               int iWorkoutDate,
                                               double dblWorkoutFactor,
                                               double dblYield)
                                        throws java.lang.Exception

Calculate Discount Margin from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromYield(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               double dblYield)
                                        throws java.lang.Exception

Calculate Discount Margin from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromYieldToOptimalExercise(ValuationParams valParams,
                                                                CurveSurfaceQuoteContainer csqs,
                                                                ValuationCustomizationParams vcp,
                                                                double dblYield)
                                                         throws java.lang.Exception

Calculate Discount Margin from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromYieldSpread(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     int iWorkoutDate,
                                                     double dblWorkoutFactor,
                                                     double dblYieldSpread)
                                              throws java.lang.Exception

Calculate Discount Margin from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromYieldSpread(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblYieldSpread)
                                              throws java.lang.Exception

Calculate Discount Margin from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                                      CurveSurfaceQuoteContainer csqs,
                                                                      ValuationCustomizationParams vcp,
                                                                      double dblYieldSpread)
                                                               throws java.lang.Exception

Calculate Discount Margin from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromZSpread(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblZSpread)
                                          throws java.lang.Exception

Calculate Discount Margin from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromZSpread(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblZSpread)
                                          throws java.lang.Exception

Calculate Discount Margin from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double discountMarginFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqs,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblZSpread)
                                                           throws java.lang.Exception

Calculate Discount Margin from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromASW(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblASW)
                                throws java.lang.Exception

Calculate Duration from ASW to Work-out

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:: Duration from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Duration cannot be calculated

durationFromASW

public abstract double durationFromASW(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       double dblASW)
                                throws java.lang.Exception

Calculate Duration from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromASWToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqs,
                                                        ValuationCustomizationParams vcp,
                                                        double dblASW)
                                                 throws java.lang.Exception

Calculate Duration from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromBondBasis(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             int iWorkoutDate,
                                             double dblWorkoutFactor,
                                             double dblBondBasis)
                                      throws java.lang.Exception

Calculate Duration from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromBondBasis(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             double dblBondBasis)
                                      throws java.lang.Exception

Calculate Duration from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                              CurveSurfaceQuoteContainer csqs,
                                                              ValuationCustomizationParams vcp,
                                                              double dblBondBasis)
                                                       throws java.lang.Exception

Calculate Duration from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromCreditBasis(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               int iWorkoutDate,
                                               double dblWorkoutFactor,
                                               double dblCreditBasis)
                                        throws java.lang.Exception

Calculate Duration from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromCreditBasis(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               double dblCreditBasis)
                                        throws java.lang.Exception

Calculate Duration from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                                CurveSurfaceQuoteContainer csqs,
                                                                ValuationCustomizationParams vcp,
                                                                double dblCreditBasis)
                                                         throws java.lang.Exception

Calculate Duration from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromDiscountMargin(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqs,
                                                  ValuationCustomizationParams vcp,
                                                  int iWorkoutDate,
                                                  double dblWorkoutFactor,
                                                  double dblDiscountMargin)
                                           throws java.lang.Exception

Calculate Duration from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromDiscountMargin(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqs,
                                                  ValuationCustomizationParams vcp,
                                                  double dblDiscountMargin)
                                           throws java.lang.Exception

Calculate Duration from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                   CurveSurfaceQuoteContainer csqs,
                                                                   ValuationCustomizationParams vcp,
                                                                   double dblDiscountMargin)
                                                            throws java.lang.Exception

Calculate Duration from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromGSpread(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           int iWorkoutDate,
                                           double dblWorkoutFactor,
                                           double dblGSpread)
                                    throws java.lang.Exception

Calculate Duration from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromGSpread(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           double dblGSpread)
                                    throws java.lang.Exception

Calculate Duration from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                            CurveSurfaceQuoteContainer csqs,
                                                            ValuationCustomizationParams vcp,
                                                            double dblGSpread)
                                                     throws java.lang.Exception

Calculate Duration from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromISpread(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           int iWorkoutDate,
                                           double dblWorkoutFactor,
                                           double dblISpread)
                                    throws java.lang.Exception

Calculate Duration from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromISpread(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           double dblISpread)
                                    throws java.lang.Exception

Calculate Duration from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromISpreadToOptimalExercise(ValuationParams valParams,
                                                            CurveSurfaceQuoteContainer csqs,
                                                            ValuationCustomizationParams vcp,
                                                            double dblISpread)
                                                     throws java.lang.Exception

Calculate Duration from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromOAS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblOAS)
                                throws java.lang.Exception

Calculate Duration from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromOAS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       double dblOAS)
                                throws java.lang.Exception

Calculate Duration from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromOASToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqs,
                                                        ValuationCustomizationParams vcp,
                                                        double dblOAS)
                                                 throws java.lang.Exception

Calculate Duration from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromPECS(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblPECS)
                                 throws java.lang.Exception

Calculate Duration from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromPECS(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblPECS)
                                 throws java.lang.Exception

Calculate Duration from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromPECSToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblPECS)
                                                  throws java.lang.Exception

Calculate Duration from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromPrice(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         int iWorkoutDate,
                                         double dblWorkoutFactor,
                                         double dblPrice)
                                  throws java.lang.Exception

Calculate Duration from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromPrice(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         double dblPrice)
                                  throws java.lang.Exception

Calculate Duration from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromPriceToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          double dblPrice)
                                                   throws java.lang.Exception

Calculate Duration from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromTSYSpread(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             int iWorkoutDate,
                                             double dblWorkoutFactor,
                                             double dblTSYSpread)
                                      throws java.lang.Exception

Calculate Duration from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromTSYSpread(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             double dblTSYSpread)
                                      throws java.lang.Exception

Calculate Duration from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                              CurveSurfaceQuoteContainer csqs,
                                                              ValuationCustomizationParams vcp,
                                                              double dblTSYSpread)
                                                       throws java.lang.Exception

Calculate Duration from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromYield(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         int iWorkoutDate,
                                         double dblWorkoutFactor,
                                         double dblYield)
                                  throws java.lang.Exception

Calculate Duration from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromYield(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         double dblYield)
                                  throws java.lang.Exception

Calculate Duration from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromYieldToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          double dblYield)
                                                   throws java.lang.Exception

Calculate Duration from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromYieldSpread(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               int iWorkoutDate,
                                               double dblWorkoutFactor,
                                               double dblYieldSpread)
                                        throws java.lang.Exception

Calculate Duration from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromYieldSpread(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               double dblYieldSpread)
                                        throws java.lang.Exception

Calculate Duration from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                                CurveSurfaceQuoteContainer csqs,
                                                                ValuationCustomizationParams vcp,
                                                                double dblYieldSpread)
                                                         throws java.lang.Exception

Calculate Duration from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromZSpread(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           int iWorkoutDate,
                                           double dblWorkoutFactor,
                                           double dblZSpread)
                                    throws java.lang.Exception

Calculate Duration from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromZSpread(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           double dblZSpread)
                                    throws java.lang.Exception

Calculate Duration from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double durationFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                            CurveSurfaceQuoteContainer csqs,
                                                            ValuationCustomizationParams vcp,
                                                            double dblZSpread)
                                                     throws java.lang.Exception

Calculate Duration from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblASW)
                               throws java.lang.Exception

Calculate G Spread from ASW to Work-out

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 abstract double gSpreadFromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblASW)
                               throws java.lang.Exception

Calculate G Spread from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromASWToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblASW)
                                                throws java.lang.Exception

Calculate G Spread from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Calculate G Spread from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Calculate G Spread from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblBondBasis)
                                                      throws java.lang.Exception

Calculate G Spread from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Calculate G Spread from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Calculate G Spread from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblCreditBasis)
                                                        throws java.lang.Exception

Calculate G Spread from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Calculate G Spread from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Calculate G Spread from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                   CurveSurfaceQuoteContainer csqs,
                                                                   ValuationCustomizationParams vcp,
                                                                   double dblDiscountMargin)
                                                            throws java.lang.Exception

Calculate G Spread from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromISpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblISpread)
                                   throws java.lang.Exception

Calculate G Spread from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromISpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblISpread)
                                   throws java.lang.Exception

Calculate G Spread from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblISpread)
                                                    throws java.lang.Exception

Calculate G Spread from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblOAS)
                               throws java.lang.Exception

Calculate G Spread from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblOAS)
                               throws java.lang.Exception

Calculate G Spread from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromOASToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblOAS)
                                                throws java.lang.Exception

Calculate G Spread from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblPECS)
                                throws java.lang.Exception

Calculate G Spread from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       double dblPECS)
                                throws java.lang.Exception

Calculate G Spread from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromPECSToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqs,
                                                        ValuationCustomizationParams vcp,
                                                        double dblPECS)
                                                 throws java.lang.Exception

Calculate G Spread from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblPrice)
                                 throws java.lang.Exception

Calculate G Spread from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblPrice)
                                 throws java.lang.Exception

Calculate G Spread from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromPriceToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblPrice)
                                                  throws java.lang.Exception

Calculate G Spread from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Calculate G Spread from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Calculate G Spread from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblTSYSpread)
                                                      throws java.lang.Exception

Calculate G Spread from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblYield)
                                 throws java.lang.Exception

Calculate G Spread from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblYield)
                                 throws java.lang.Exception

Calculate G Spread from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromYieldToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblYield)
                                                  throws java.lang.Exception

Calculate G Spread from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Calculate G Spread from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Calculate G Spread from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblYieldSpread)
                                                        throws java.lang.Exception

Calculate G Spread from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromZSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblZSpread)
                                   throws java.lang.Exception

Calculate G Spread from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromZSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblZSpread)
                                   throws java.lang.Exception

Calculate G Spread from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double gSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblZSpread)
                                                    throws java.lang.Exception

Calculate G Spread from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblASW)
                               throws java.lang.Exception

Calculate I Spread from ASW to Work-out

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:: I Spread from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the I Spread cannot be calculated

iSpreadFromASW

public abstract double iSpreadFromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblASW)
                               throws java.lang.Exception

Calculate I Spread from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromASWToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblASW)
                                                throws java.lang.Exception

Calculate I Spread from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Calculate I Spread from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Calculate I Spread from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblBondBasis)
                                                      throws java.lang.Exception

Calculate I Spread from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Calculate I Spread from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Calculate I Spread from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblCreditBasis)
                                                        throws java.lang.Exception

Calculate I Spread from Credit Basis to Optimal Exercise

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

Calculate I Spread from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Calculate I Spread from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqs,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblDiscountMargin)
                                                           throws java.lang.Exception

Calculate I Spread from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromGSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblGSpread)
                                   throws java.lang.Exception

Calculate I Spread from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromGSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblGSpread)
                                   throws java.lang.Exception

Calculate I Spread from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblGSpread)
                                                    throws java.lang.Exception

Calculate I Spread from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblOAS)
                               throws java.lang.Exception

Calculate I Spread from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblOAS)
                               throws java.lang.Exception

Calculate I Spread from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromOASToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblOAS)
                                                throws java.lang.Exception

Calculate I Spread from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblPECS)
                                throws java.lang.Exception

Calculate I Spread from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       double dblPECS)
                                throws java.lang.Exception

Calculate I Spread from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromPECSToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqs,
                                                        ValuationCustomizationParams vcp,
                                                        double dblPECS)
                                                 throws java.lang.Exception

Calculate I Spread from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblPrice)
                                 throws java.lang.Exception

Calculate I Spread from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblPrice)
                                 throws java.lang.Exception

Calculate I Spread from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromPriceToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblPrice)
                                                  throws java.lang.Exception

Calculate I Spread from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Calculate I Spread from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Calculate I Spread from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblTSYSpread)
                                                      throws java.lang.Exception

Calculate I Spread from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblYield)
                                 throws java.lang.Exception

Calculate I Spread from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblYield)
                                 throws java.lang.Exception

Calculate I Spread from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromYieldToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblYield)
                                                  throws java.lang.Exception

Calculate I Spread from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Calculate I Spread from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Calculate I Spread from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblYieldSpread)
                                                        throws java.lang.Exception

Calculate I Spread from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromZSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblZSpread)
                                   throws java.lang.Exception

Calculate I Spread from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromZSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblZSpread)
                                   throws java.lang.Exception

Calculate I Spread from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double iSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblZSpread)
                                                    throws java.lang.Exception

Calculate I Spread from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromASW(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               int iWorkoutDate,
                                               double dblWorkoutFactor,
                                               double dblASW)
                                        throws java.lang.Exception

Calculate Macaulay Duration from ASW to Work-out

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:: Macaulay Duration from ASW to Work-out
Throws:: java.lang.Exception - Thrown if Macaulay Duration cannot be calculated

macaulayDurationFromASW

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

Calculate Macaulay Duration from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromASWToOptimalExercise(ValuationParams valParams,
                                                                CurveSurfaceQuoteContainer csqs,
                                                                ValuationCustomizationParams vcp,
                                                                double dblASW)
                                                         throws java.lang.Exception

Calculate Macaulay Duration from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromBondBasis(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     int iWorkoutDate,
                                                     double dblWorkoutFactor,
                                                     double dblBondBasis)
                                              throws java.lang.Exception

Calculate Macaulay Duration from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromBondBasis(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblBondBasis)
                                              throws java.lang.Exception

Calculate Macaulay Duration from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                                      CurveSurfaceQuoteContainer csqs,
                                                                      ValuationCustomizationParams vcp,
                                                                      double dblBondBasis)
                                                               throws java.lang.Exception

Calculate Macaulay Duration from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromCreditBasis(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       int iWorkoutDate,
                                                       double dblWorkoutFactor,
                                                       double dblCreditBasis)
                                                throws java.lang.Exception

Calculate Macaulay Duration from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromCreditBasis(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblCreditBasis)
                                                throws java.lang.Exception

Calculate Macaulay Duration from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                                        CurveSurfaceQuoteContainer csqs,
                                                                        ValuationCustomizationParams vcp,
                                                                        double dblCreditBasis)
                                                                 throws java.lang.Exception

Calculate Macaulay Duration from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromDiscountMargin(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          int iWorkoutDate,
                                                          double dblWorkoutFactor,
                                                          double dblDiscountMargin)
                                                   throws java.lang.Exception

Calculate Macaulay Duration from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromDiscountMargin(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          double dblDiscountMargin)
                                                   throws java.lang.Exception

Calculate Macaulay Duration from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                           CurveSurfaceQuoteContainer csqs,
                                                                           ValuationCustomizationParams vcp,
                                                                           double dblDiscountMargin)
                                                                    throws java.lang.Exception

Calculate Macaulay Duration from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromGSpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblGSpread)
                                            throws java.lang.Exception

Calculate Macaulay Duration from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromGSpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblGSpread)
                                            throws java.lang.Exception

Calculate Macaulay Duration from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblGSpread)
                                                             throws java.lang.Exception

Calculate Macaulay Duration from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromISpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblISpread)
                                            throws java.lang.Exception

Calculate Macaulay Duration from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromISpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblISpread)
                                            throws java.lang.Exception

Calculate Macaulay Duration from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblISpread)
                                                             throws java.lang.Exception

Calculate Macaulay Duration from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromOAS(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               int iWorkoutDate,
                                               double dblWorkoutFactor,
                                               double dblOAS)
                                        throws java.lang.Exception

Calculate Macaulay Duration from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromOAS(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               double dblOAS)
                                        throws java.lang.Exception

Calculate Macaulay Duration from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double mnacaulayDurationFromOASToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblOAS)
                                                          throws java.lang.Exception

Calculate Macaulay Duration from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromPECS(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblPECS)
                                         throws java.lang.Exception

Calculate Macaulay Duration from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromPECS(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblPECS)
                                         throws java.lang.Exception

Calculate Macaulay Duration from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromPECSToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblPECS)
                                                          throws java.lang.Exception

Calculate Macaulay Duration from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromPrice(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblPrice)
                                          throws java.lang.Exception

Calculate Macaulay Duration from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromPrice(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblPrice)
                                          throws java.lang.Exception

Calculate Macaulay Duration from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromPriceToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqs,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblPrice)
                                                           throws java.lang.Exception

Calculate Macaulay Duration from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromTSYSpread(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     int iWorkoutDate,
                                                     double dblWorkoutFactor,
                                                     double dblTSYSpread)
                                              throws java.lang.Exception

Calculate Macaulay Duration from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromTSYSpread(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblTSYSpread)
                                              throws java.lang.Exception

Calculate Macaulay Duration from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                                      CurveSurfaceQuoteContainer csqs,
                                                                      ValuationCustomizationParams vcp,
                                                                      double dblTSYSpread)
                                                               throws java.lang.Exception

Calculate Macaulay Duration from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromYield(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblYield)
                                          throws java.lang.Exception

Calculate Macaulay Duration from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromYield(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblYield)
                                          throws java.lang.Exception

Calculate Macaulay Duration from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromYieldToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqs,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblYield)
                                                           throws java.lang.Exception

Calculate Macaulay Duration from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromYieldSpread(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       int iWorkoutDate,
                                                       double dblWorkoutFactor,
                                                       double dblYieldSpread)
                                                throws java.lang.Exception

Calculate Macaulay Duration from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromYieldSpread(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblYieldSpread)
                                                throws java.lang.Exception

Calculate Macaulay Duration from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                                        CurveSurfaceQuoteContainer csqs,
                                                                        ValuationCustomizationParams vcp,
                                                                        double dblYieldSpread)
                                                                 throws java.lang.Exception

Calculate Macaulay Duration from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromZSpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblZSpread)
                                            throws java.lang.Exception

Calculate Macaulay Duration from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromZSpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblZSpread)
                                            throws java.lang.Exception

Calculate Macaulay Duration from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double macaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblZSpread)
                                                             throws java.lang.Exception

Calculate Macaulay Duration from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromASW(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               int iWorkoutDate,
                                               double dblWorkoutFactor,
                                               double dblASW)
                                        throws java.lang.Exception

Calculate Modified Duration from ASW to Work-out

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:: Modified Duration from ASW to Work-out
Throws:: java.lang.Exception - Thrown if Modified Duration cannot be calculated

modifiedDurationFromASW

public abstract double modifiedDurationFromASW(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               double dblASW)
                                        throws java.lang.Exception

Calculate Modified Duration from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromASWToOptimalExercise(ValuationParams valParams,
                                                                CurveSurfaceQuoteContainer csqs,
                                                                ValuationCustomizationParams vcp,
                                                                double dblASW)
                                                         throws java.lang.Exception

Calculate Modified Duration from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromBondBasis(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     int iWorkoutDate,
                                                     double dblWorkoutFactor,
                                                     double dblBondBasis)
                                              throws java.lang.Exception

Calculate Modified Duration from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromBondBasis(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblBondBasis)
                                              throws java.lang.Exception

Calculate Modified Duration from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                                      CurveSurfaceQuoteContainer csqs,
                                                                      ValuationCustomizationParams vcp,
                                                                      double dblBondBasis)
                                                               throws java.lang.Exception

Calculate Modified Duration from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromCreditBasis(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       int iWorkoutDate,
                                                       double dblWorkoutFactor,
                                                       double dblCreditBasis)
                                                throws java.lang.Exception

Calculate Modified Duration from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromCreditBasis(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblCreditBasis)
                                                throws java.lang.Exception

Calculate Modified Duration from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                                        CurveSurfaceQuoteContainer csqs,
                                                                        ValuationCustomizationParams vcp,
                                                                        double dblCreditBasis)
                                                                 throws java.lang.Exception

Calculate Modified Duration from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromDiscountMargin(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          int iWorkoutDate,
                                                          double dblWorkoutFactor,
                                                          double dblDiscountMargin)
                                                   throws java.lang.Exception

Calculate Modified Duration from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromDiscountMargin(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          double dblDiscountMargin)
                                                   throws java.lang.Exception

Calculate Modified Duration from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                           CurveSurfaceQuoteContainer csqs,
                                                                           ValuationCustomizationParams vcp,
                                                                           double dblDiscountMargin)
                                                                    throws java.lang.Exception

Calculate Modified Duration from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromGSpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblGSpread)
                                            throws java.lang.Exception

Calculate Modified Duration from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromGSpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblGSpread)
                                            throws java.lang.Exception

Calculate Modified Duration from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblGSpread)
                                                             throws java.lang.Exception

Calculate Modified Duration from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromISpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblISpread)
                                            throws java.lang.Exception

Calculate Modified Duration from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromISpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblISpread)
                                            throws java.lang.Exception

Calculate Modified Duration from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblISpread)
                                                             throws java.lang.Exception

Calculate Modified Duration from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromOAS(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               int iWorkoutDate,
                                               double dblWorkoutFactor,
                                               double dblOAS)
                                        throws java.lang.Exception

Calculate Modified Duration from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromOAS(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               double dblOAS)
                                        throws java.lang.Exception

Calculate Modified Duration from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromOASToOptimalExercise(ValuationParams valParams,
                                                                CurveSurfaceQuoteContainer csqs,
                                                                ValuationCustomizationParams vcp,
                                                                double dblOAS)
                                                         throws java.lang.Exception

Calculate Modified Duration from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromPECS(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblPECS)
                                         throws java.lang.Exception

Calculate Modified Duration from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromPECS(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblPECS)
                                         throws java.lang.Exception

Calculate Modified Duration from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromPECSToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblPECS)
                                                          throws java.lang.Exception

Calculate Modified Duration from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromPrice(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblPrice)
                                          throws java.lang.Exception

Calculate Modified Duration from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromPrice(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblPrice)
                                          throws java.lang.Exception

Calculate Modified Duration from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromPriceToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqs,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblPrice)
                                                           throws java.lang.Exception

Calculate Modified Duration from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromTSYSpread(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     int iWorkoutDate,
                                                     double dblWorkoutFactor,
                                                     double dblTSYSpread)
                                              throws java.lang.Exception

Calculate Modified Duration from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromTSYSpread(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblTSYSpread)
                                              throws java.lang.Exception

Calculate Modified Duration from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                                      CurveSurfaceQuoteContainer csqs,
                                                                      ValuationCustomizationParams vcp,
                                                                      double dblTSYSpread)
                                                               throws java.lang.Exception

Calculate Modified Duration from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromYield(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblYield)
                                          throws java.lang.Exception

Calculate Modified Duration from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromYield(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblYield)
                                          throws java.lang.Exception

Calculate Modified Duration from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromYieldToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqs,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblYield)
                                                           throws java.lang.Exception

Calculate Modified Duration from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromYieldSpread(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       int iWorkoutDate,
                                                       double dblWorkoutFactor,
                                                       double dblYieldSpread)
                                                throws java.lang.Exception

Calculate Modified Duration from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromYieldSpread(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblYieldSpread)
                                                throws java.lang.Exception

Calculate Modified Duration from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                                        CurveSurfaceQuoteContainer csqs,
                                                                        ValuationCustomizationParams vcp,
                                                                        double dblYieldSpread)
                                                                 throws java.lang.Exception

Calculate Modified Duration from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromZSpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblZSpread)
                                            throws java.lang.Exception

Calculate Modified Duration from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromZSpread(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblZSpread)
                                            throws java.lang.Exception

Calculate Modified Duration from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double modifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblZSpread)
                                                             throws java.lang.Exception

Calculate Modified Duration from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromASW(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqs,
                                  ValuationCustomizationParams vcp,
                                  int iWorkoutDate,
                                  double dblWorkoutFactor,
                                  double dblASW)
                           throws java.lang.Exception

Calculate OAS from ASW to Work-out

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:: OAS from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the OAS cannot be calculated

oasFromASW

public abstract double oasFromASW(ValuationParams valParams,
                                  CurveSurfaceQuoteContainer csqs,
                                  ValuationCustomizationParams vcp,
                                  double dblASW)
                           throws java.lang.Exception

Calculate OAS from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromASWToOptimalExercise(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblASW)
                                            throws java.lang.Exception

Calculate OAS from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromBondBasis(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblBondBasis)
                                 throws java.lang.Exception

Calculate OAS from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromBondBasis(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblBondBasis)
                                 throws java.lang.Exception

Calculate OAS from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblBondBasis)
                                                  throws java.lang.Exception

Calculate OAS from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromCreditBasis(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblCreditBasis)
                                   throws java.lang.Exception

Calculate OAS from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromCreditBasis(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblCreditBasis)
                                   throws java.lang.Exception

Calculate OAS from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblCreditBasis)
                                                    throws java.lang.Exception

Calculate OAS from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromDiscountMargin(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             int iWorkoutDate,
                                             double dblWorkoutFactor,
                                             double dblDiscountMargin)
                                      throws java.lang.Exception

Calculate OAS from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromDiscountMargin(ValuationParams valParams,
                                             CurveSurfaceQuoteContainer csqs,
                                             ValuationCustomizationParams vcp,
                                             double dblDiscountMargin)
                                      throws java.lang.Exception

Calculate OAS from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                              CurveSurfaceQuoteContainer csqs,
                                                              ValuationCustomizationParams vcp,
                                                              double dblDiscountMargin)
                                                       throws java.lang.Exception

Calculate OAS from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromGSpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblGSpread)
                               throws java.lang.Exception

Calculate OAS from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromGSpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblGSpread)
                               throws java.lang.Exception

Calculate OAS from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblGSpread)
                                                throws java.lang.Exception

Calculate OAS from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromISpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblISpread)
                               throws java.lang.Exception

Calculate OAS from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromISpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblISpread)
                               throws java.lang.Exception

Calculate OAS from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromISpreadToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblISpread)
                                                throws java.lang.Exception

Calculate OAS from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromPECS(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqs,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblPECS)
                            throws java.lang.Exception

Calculate OAS from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromPECS(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqs,
                                   ValuationCustomizationParams vcp,
                                   double dblPECS)
                            throws java.lang.Exception

Calculate OAS from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromPECSToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqs,
                                                    ValuationCustomizationParams vcp,
                                                    double dblPECS)
                                             throws java.lang.Exception

Calculate OAS from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromPrice(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblPrice)
                             throws java.lang.Exception

Calculate OAS from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromPrice(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    double dblPrice)
                             throws java.lang.Exception

Calculate OAS from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromPriceToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblPrice)
                                              throws java.lang.Exception

Calculate OAS from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromTSYSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblTSYSpread)
                                 throws java.lang.Exception

Calculate OAS from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromTSYSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblTSYSpread)
                                 throws java.lang.Exception

Calculate OAS from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblTSYSpread)
                                                  throws java.lang.Exception

Calculate OAS from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromYield(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblYield)
                             throws java.lang.Exception

Calculate OAS from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromYield(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    double dblYield)
                             throws java.lang.Exception

Calculate OAS from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromYieldToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblYield)
                                              throws java.lang.Exception

Calculate OAS from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromYieldSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblYieldSpread)
                                   throws java.lang.Exception

Calculate OAS from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromYieldSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblYieldSpread)
                                   throws java.lang.Exception

Calculate OAS from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblYieldSpread)
                                                    throws java.lang.Exception

Calculate OAS from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromZSpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblZSpread)
                               throws java.lang.Exception

Calculate OAS from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromZSpread(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblZSpread)
                               throws java.lang.Exception

Calculate OAS from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double oasFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblZSpread)
                                                throws java.lang.Exception

Calculate OAS from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromASW(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqs,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblASW)
                            throws java.lang.Exception

Calculate PECS from ASW to Work-out

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:: PECS from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the PECS cannot be calculated

pecsFromASW

public abstract double pecsFromASW(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqs,
                                   ValuationCustomizationParams vcp,
                                   double dblASW)
                            throws java.lang.Exception

Calculate PECS from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromASWToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqs,
                                                    ValuationCustomizationParams vcp,
                                                    double dblASW)
                                             throws java.lang.Exception

Calculate PECS from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromBondBasis(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         int iWorkoutDate,
                                         double dblWorkoutFactor,
                                         double dblBondBasis)
                                  throws java.lang.Exception

Calculate PECS from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromBondBasis(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         double dblBondBasis)
                                  throws java.lang.Exception

Calculate PECS from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          double dblBondBasis)
                                                   throws java.lang.Exception

Calculate PECS from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromCreditBasis(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           int iWorkoutDate,
                                           double dblWorkoutFactor,
                                           double dblCreditBasis)
                                    throws java.lang.Exception

Calculate PECS from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromCreditBasis(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           double dblCreditBasis)
                                    throws java.lang.Exception

Calculate PECS from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                            CurveSurfaceQuoteContainer csqs,
                                                            ValuationCustomizationParams vcp,
                                                            double dblCreditBasis)
                                                     throws java.lang.Exception

Calculate PECS from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromDiscountMargin(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblDiscountMargin)
                                       throws java.lang.Exception

Calculate PECS from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromDiscountMargin(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblDiscountMargin)
                                       throws java.lang.Exception

Calculate PECS from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblDiscountMargin)
                                                        throws java.lang.Exception

Calculate PECS from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromGSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblGSpread)
                                throws java.lang.Exception

Calculate PECS from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromGSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       double dblGSpread)
                                throws java.lang.Exception

Calculate PECS from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqs,
                                                        ValuationCustomizationParams vcp,
                                                        double dblGSpread)
                                                 throws java.lang.Exception

Calculate PECS from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromISpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblISpread)
                                throws java.lang.Exception

Calculate PECS from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromISpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       double dblISpread)
                                throws java.lang.Exception

Calculate PECS from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromISpreadToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqs,
                                                        ValuationCustomizationParams vcp,
                                                        double dblISpread)
                                                 throws java.lang.Exception

Calculate PECS from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromOAS(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqs,
                                   ValuationCustomizationParams vcp,
                                   int iWorkoutDate,
                                   double dblWorkoutFactor,
                                   double dblOAS)
                            throws java.lang.Exception

Calculate PECS from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromOAS(ValuationParams valParams,
                                   CurveSurfaceQuoteContainer csqs,
                                   ValuationCustomizationParams vcp,
                                   double dblOAS)
                            throws java.lang.Exception

Calculate PECS from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromOASToOptimalExercise(ValuationParams valParams,
                                                    CurveSurfaceQuoteContainer csqs,
                                                    ValuationCustomizationParams vcp,
                                                    double dblOAS)
                                             throws java.lang.Exception

Calculate PECS from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromPrice(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqs,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblPrice)
                              throws java.lang.Exception

Calculate PECS from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromPrice(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqs,
                                     ValuationCustomizationParams vcp,
                                     double dblPrice)
                              throws java.lang.Exception

Calculate PECS from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromPriceToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqs,
                                                      ValuationCustomizationParams vcp,
                                                      double dblPrice)
                                               throws java.lang.Exception

Calculate PECS from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromTSYSpread(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         int iWorkoutDate,
                                         double dblWorkoutFactor,
                                         double dblTSYSpread)
                                  throws java.lang.Exception

Calculate PECS from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromTSYSpread(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         double dblTSYSpread)
                                  throws java.lang.Exception

Calculate PECS from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          double dblTSYSpread)
                                                   throws java.lang.Exception

Calculate PECS from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromYield(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqs,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblYield)
                              throws java.lang.Exception

Calculate PECS from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromYield(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqs,
                                     ValuationCustomizationParams vcp,
                                     double dblYield)
                              throws java.lang.Exception

Calculate PECS from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromYieldToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqs,
                                                      ValuationCustomizationParams vcp,
                                                      double dblYield)
                                               throws java.lang.Exception

Calculate PECS from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromYieldSpread(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           int iWorkoutDate,
                                           double dblWorkoutFactor,
                                           double dblYieldSpread)
                                    throws java.lang.Exception

Calculate PECS from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromYieldSpread(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           double dblYieldSpread)
                                    throws java.lang.Exception

Calculate PECS from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                            CurveSurfaceQuoteContainer csqs,
                                                            ValuationCustomizationParams vcp,
                                                            double dblYieldSpread)
                                                     throws java.lang.Exception

Calculate PECS from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromZSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblZSpread)
                                throws java.lang.Exception

Calculate PECS from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromZSpread(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       double dblZSpread)
                                throws java.lang.Exception

Calculate PECS from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double pecsFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqs,
                                                        ValuationCustomizationParams vcp,
                                                        double dblZSpread)
                                                 throws java.lang.Exception

Calculate PECS from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromASW(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblASW)
                             throws java.lang.Exception

Calculate Price from ASW to Work-out

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:: Price from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Price cannot be calculated

priceFromASW

public abstract double priceFromASW(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    double dblASW)
                             throws java.lang.Exception

Calculate Price from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromASWToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblASW)
                                              throws java.lang.Exception

Calculate Price from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromBondBasis(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblBondBasis)
                                   throws java.lang.Exception

Calculate Price from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromBondBasis(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblBondBasis)
                                   throws java.lang.Exception

Calculate Price from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblBondBasis)
                                                    throws java.lang.Exception

Calculate Price from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromCreditBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblCreditBasis)
                                     throws java.lang.Exception

Calculate Price from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromCreditBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblCreditBasis)
                                     throws java.lang.Exception

Calculate Price from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblCreditBasis)
                                                      throws java.lang.Exception

Calculate Price from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromDiscountMargin(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               int iWorkoutDate,
                                               double dblWorkoutFactor,
                                               double dblDiscountMargin)
                                        throws java.lang.Exception

Calculate Price from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromDiscountMargin(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               double dblDiscountMargin)
                                        throws java.lang.Exception

Calculate Price from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                CurveSurfaceQuoteContainer csqs,
                                                                ValuationCustomizationParams vcp,
                                                                double dblDiscountMargin)
                                                         throws java.lang.Exception

Calculate Price from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromGSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblGSpread)
                                 throws java.lang.Exception

Calculate Price from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromGSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblGSpread)
                                 throws java.lang.Exception

Calculate Price from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblGSpread)
                                                  throws java.lang.Exception

Calculate Price from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromISpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblISpread)
                                 throws java.lang.Exception

Calculate Price from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromISpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblISpread)
                                 throws java.lang.Exception

Calculate Price from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromISpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblISpread)
                                                  throws java.lang.Exception

Calculate Price from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromOAS(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblOAS)
                             throws java.lang.Exception

Calculate Price from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromOAS(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    double dblOAS)
                             throws java.lang.Exception

Calculate Price from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromOASToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblOAS)
                                              throws java.lang.Exception

Calculate Price from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromPECS(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqs,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblPECS)
                              throws java.lang.Exception

Calculate Price from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromPECS(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqs,
                                     ValuationCustomizationParams vcp,
                                     double dblPECS)
                              throws java.lang.Exception

Calculate Price from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromPECSToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqs,
                                                      ValuationCustomizationParams vcp,
                                                      double dblPECS)
                                               throws java.lang.Exception

Calculate Price from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromTSYSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblTSYSpread)
                                   throws java.lang.Exception

Calculate Price from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromTSYSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblTSYSpread)
                                   throws java.lang.Exception

Calculate Price from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblTSYSpread)
                                                    throws java.lang.Exception

Calculate Price from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromYield(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblYield)
                               throws java.lang.Exception

Calculate Price from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromYield(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblYield)
                               throws java.lang.Exception

Calculate Price from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromYieldToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblYield)
                                                throws java.lang.Exception

Calculate Price from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromYieldSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblYieldSpread)
                                     throws java.lang.Exception

Calculate Price from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromYieldSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblYieldSpread)
                                     throws java.lang.Exception

Calculate Price from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblYieldSpread)
                                                      throws java.lang.Exception

Calculate Price from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromZSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblZSpread)
                                 throws java.lang.Exception

Calculate Price from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromZSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblZSpread)
                                 throws java.lang.Exception

Calculate Price from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double priceFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblZSpread)
                                                  throws java.lang.Exception

Calculate Price from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromASW(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblASW)
                                 throws java.lang.Exception

Calculate TSY Spread from ASW to Work-out

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:: TSY Spread from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the TSY Spread cannot be calculated

tsySpreadFromASW

public abstract double tsySpreadFromASW(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblASW)
                                 throws java.lang.Exception

Calculate TSY Spread from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromASWToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblASW)
                                                  throws java.lang.Exception

Calculate TSY Spread from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromBondBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblBondBasis)
                                       throws java.lang.Exception

Calculate TSY Spread from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromBondBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblBondBasis)
                                       throws java.lang.Exception

Calculate TSY Spread from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblBondBasis)
                                                        throws java.lang.Exception

Calculate TSY Spread from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromCreditBasis(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblCreditBasis)
                                         throws java.lang.Exception

Calculate TSY Spread from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromCreditBasis(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblCreditBasis)
                                         throws java.lang.Exception

Calculate TSY Spread from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblCreditBasis)
                                                          throws java.lang.Exception

Calculate TSY Spread from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromDiscountMargin(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   int iWorkoutDate,
                                                   double dblWorkoutFactor,
                                                   double dblDiscountMargin)
                                            throws java.lang.Exception

Calculate TSY Spread from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromDiscountMargin(ValuationParams valParams,
                                                   CurveSurfaceQuoteContainer csqs,
                                                   ValuationCustomizationParams vcp,
                                                   double dblDiscountMargin)
                                            throws java.lang.Exception

Calculate TSY Spread from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                    CurveSurfaceQuoteContainer csqs,
                                                                    ValuationCustomizationParams vcp,
                                                                    double dblDiscountMargin)
                                                             throws java.lang.Exception

Calculate TSY Spread from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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

tsySpreadFromISpread

public abstract double tsySpreadFromISpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblISpread)
                                     throws java.lang.Exception

Calculate TSY Spread from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromISpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblISpread)
                                     throws java.lang.Exception

Calculate TSY Spread from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromISpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblISpread)
                                                      throws java.lang.Exception

Calculate TSY Spread from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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

tsySpreadFromGSpread

public abstract double tsySpreadFromGSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblGSpread)
                                     throws java.lang.Exception

Calculate TSY Spread from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromGSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblGSpread)
                                     throws java.lang.Exception

Calculate TSY Spread from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblGSpread)
                                                      throws java.lang.Exception

Calculate TSY Spread from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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

tsySpreadFromOAS

public abstract double tsySpreadFromOAS(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblOAS)
                                 throws java.lang.Exception

Calculate TSY Spread from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromOAS(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblOAS)
                                 throws java.lang.Exception

Calculate TSY Spread from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromOASToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblOAS)
                                                  throws java.lang.Exception

Calculate TSY Spread from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromPECS(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         int iWorkoutDate,
                                         double dblWorkoutFactor,
                                         double dblPECS)
                                  throws java.lang.Exception

Calculate TSY Spread from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromPECS(ValuationParams valParams,
                                         CurveSurfaceQuoteContainer csqs,
                                         ValuationCustomizationParams vcp,
                                         double dblPECS)
                                  throws java.lang.Exception

Calculate TSY Spread from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromPECSToOptimalExercise(ValuationParams valParams,
                                                          CurveSurfaceQuoteContainer csqs,
                                                          ValuationCustomizationParams vcp,
                                                          double dblPECS)
                                                   throws java.lang.Exception

Calculate TSY Spread from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromPrice(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblPrice)
                                   throws java.lang.Exception

Calculate TSY Spread from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromPrice(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblPrice)
                                   throws java.lang.Exception

Calculate TSY Spread from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromPriceToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblPrice)
                                                    throws java.lang.Exception

Calculate TSY Spread from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromYield(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblYield)
                                   throws java.lang.Exception

Calculate TSY Spread from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromYield(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblYield)
                                   throws java.lang.Exception

Calculate TSY Spread from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromYieldToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblYield)
                                                    throws java.lang.Exception

Calculate TSY Spread from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromYieldSpread(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblYieldSpread)
                                         throws java.lang.Exception

Calculate TSY Spread from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromYieldSpread(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblYieldSpread)
                                         throws java.lang.Exception

Calculate TSY Spread from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblYieldSpread)
                                                          throws java.lang.Exception

Calculate TSY Spread from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromZSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblZSpread)
                                     throws java.lang.Exception

Calculate TSY Spread from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromZSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblZSpread)
                                     throws java.lang.Exception

Calculate TSY Spread from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double tsySpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblZSpread)
                                                      throws java.lang.Exception

Calculate TSY Spread from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromASW(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblASW)
                             throws java.lang.Exception

Calculate Yield from ASW to Work-out

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:: Yield from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Yield cannot be calculated

yieldFromASW

public abstract double yieldFromASW(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    double dblASW)
                             throws java.lang.Exception

Calculate Yield from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromASWToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblASW)
                                              throws java.lang.Exception

Calculate Yield from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromBondBasis(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblBondBasis)
                                   throws java.lang.Exception

Calculate Yield from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromBondBasis(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblBondBasis)
                                   throws java.lang.Exception

Calculate Yield from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblBondBasis)
                                                    throws java.lang.Exception

Calculate Yield from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromCreditBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblCreditBasis)
                                     throws java.lang.Exception

Calculate Yield from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromCreditBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblCreditBasis)
                                     throws java.lang.Exception

Calculate Yield from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblCreditBasis)
                                                      throws java.lang.Exception

Calculate Yield from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromDiscountMargin(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               int iWorkoutDate,
                                               double dblWorkoutFactor,
                                               double dblDiscountMargin)
                                        throws java.lang.Exception

Calculate Yield from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromDiscountMargin(ValuationParams valParams,
                                               CurveSurfaceQuoteContainer csqs,
                                               ValuationCustomizationParams vcp,
                                               double dblDiscountMargin)
                                        throws java.lang.Exception

Calculate Yield from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                CurveSurfaceQuoteContainer csqs,
                                                                ValuationCustomizationParams vcp,
                                                                double dblDiscountMargin)
                                                         throws java.lang.Exception

Calculate Yield from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromGSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblGSpread)
                                 throws java.lang.Exception

Calculate Yield from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromGSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblGSpread)
                                 throws java.lang.Exception

Calculate Yield from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblGSpread)
                                                  throws java.lang.Exception

Calculate Yield from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromISpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblISpread)
                                 throws java.lang.Exception

Calculate Yield from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromISpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblISpread)
                                 throws java.lang.Exception

Calculate Yield from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromISpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblISpread)
                                                  throws java.lang.Exception

Calculate Yield from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromOAS(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    int iWorkoutDate,
                                    double dblWorkoutFactor,
                                    double dblOAS)
                             throws java.lang.Exception

Calculate Yield from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromOAS(ValuationParams valParams,
                                    CurveSurfaceQuoteContainer csqs,
                                    ValuationCustomizationParams vcp,
                                    double dblOAS)
                             throws java.lang.Exception

Calculate Yield from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromOASToOptimalExercise(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblOAS)
                                              throws java.lang.Exception

Calculate Yield from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromPECS(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqs,
                                     ValuationCustomizationParams vcp,
                                     int iWorkoutDate,
                                     double dblWorkoutFactor,
                                     double dblPECS)
                              throws java.lang.Exception

Calculate Yield from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromPECS(ValuationParams valParams,
                                     CurveSurfaceQuoteContainer csqs,
                                     ValuationCustomizationParams vcp,
                                     double dblPECS)
                              throws java.lang.Exception

Calculate Yield from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromPECSToOptimalExercise(ValuationParams valParams,
                                                      CurveSurfaceQuoteContainer csqs,
                                                      ValuationCustomizationParams vcp,
                                                      double dblPECS)
                                               throws java.lang.Exception

Calculate Yield from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromPrice(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblPrice)
                               throws java.lang.Exception

Calculate Yield from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromPrice(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblPrice)
                               throws java.lang.Exception

Calculate Yield from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromPriceToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblPrice)
                                                throws java.lang.Exception

Calculate Yield from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromTSYSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblTSYSpread)
                                   throws java.lang.Exception

Calculate Yield from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromTSYSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblTSYSpread)
                                   throws java.lang.Exception

Calculate Yield from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Maturity
Returns:: Yield from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Yield cannot be calculated

yieldFromTSYSpreadToOptimalExercise

public abstract double yieldFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblTSYSpread)
                                                    throws java.lang.Exception

Calculate Yield from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - 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 abstract double yieldFromYieldSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblYieldSpread)
                                     throws java.lang.Exception

Calculate Yield from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromYieldSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblYieldSpread)
                                     throws java.lang.Exception

Calculate Yield from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblYieldSpread)
                                                      throws java.lang.Exception

Calculate Yield from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromZSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblZSpread)
                                 throws java.lang.Exception

Calculate Yield from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromZSpread(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblZSpread)
                                 throws java.lang.Exception

Calculate Yield from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblZSpread)
                                                  throws java.lang.Exception

Calculate Yield from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblASW)
                               throws java.lang.Exception

Calculate Yield01 from ASW to Work-out

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:: Yield01 from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Yield01 cannot be calculated

yield01FromASW

public abstract double yield01FromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblASW)
                               throws java.lang.Exception

Calculate Yield01 from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromASWToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblASW)
                                                throws java.lang.Exception

Calculate Yield01 from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Calculate Yield01 from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Calculate Yield01 from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromBondBasisToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblBondBasis)
                                                      throws java.lang.Exception

Calculate Yield01 from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Calculate Yield01 from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Calculate Yield01 from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblCreditBasis)
                                                        throws java.lang.Exception

Calculate Yield01 from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Calculate Yield01 from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Calculate Yield01 from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqs,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblDiscountMargin)
                                                           throws java.lang.Exception

Calculate Yield01 from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromGSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblGSpread)
                                   throws java.lang.Exception

Calculate Yield01 from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromGSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblGSpread)
                                   throws java.lang.Exception

Calculate Yield01 from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromGSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblGSpread)
                                                    throws java.lang.Exception

Calculate Yield01 from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromISpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblISpread)
                                   throws java.lang.Exception

Calculate Yield01 from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromISpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblISpread)
                                   throws java.lang.Exception

Calculate Yield01 from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromISpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblISpread)
                                                    throws java.lang.Exception

Calculate Yield01 from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblOAS)
                               throws java.lang.Exception

Calculate Yield01 from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblOAS)
                               throws java.lang.Exception

Calculate Yield01 from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromOASToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblOAS)
                                                throws java.lang.Exception

Calculate Yield01 from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblPECS)
                                throws java.lang.Exception

Calculate Yield01 from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       double dblPECS)
                                throws java.lang.Exception

Calculate Yield01 from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromPECSToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqs,
                                                        ValuationCustomizationParams vcp,
                                                        double dblPECS)
                                                 throws java.lang.Exception

Calculate Yield01 from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblPrice)
                                 throws java.lang.Exception

Calculate Yield01 from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblPrice)
                                 throws java.lang.Exception

Calculate Yield01 from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromPriceToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblPrice)
                                                  throws java.lang.Exception

Calculate Yield01 from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Calculate Yield01 from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Calculate Yield01 from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - TSY Spread to Maturity
Returns:: Yield01 from TSY Spread to Maturity
Throws:: java.lang.Exception - Thrown if Yield01 cannot be calculated

yield01FromTSYSpreadToOptimalExercise

public abstract double yield01FromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblTSYSpread)
                                                      throws java.lang.Exception

Calculate Yield01 from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - Market Parameters; vcp - Valuation Customization Parameters; dblTSYSpread - 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 abstract double yield01FromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblYield)
                                 throws java.lang.Exception

Calculate Yield01 from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblYield)
                                 throws java.lang.Exception

Calculate Yield01 from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromYieldToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblYield)
                                                  throws java.lang.Exception

Calculate Yield01 from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Calculate Yield01 from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Calculate Yield01 from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblYieldSpread)
                                                        throws java.lang.Exception

Calculate Yield01 from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromZSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblZSpread)
                                   throws java.lang.Exception

Calculate Yield01 from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromZSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblZSpread)
                                   throws java.lang.Exception

Calculate Yield01 from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yield01FromZSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblZSpread)
                                                    throws java.lang.Exception

Calculate Yield01 from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromASW(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblASW)
                                   throws java.lang.Exception

Calculate Yield Spread from ASW to Work-out

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:: Yield Spread from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Yield Spread cannot be calculated

yieldSpreadFromASW

public abstract double yieldSpreadFromASW(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblASW)
                                   throws java.lang.Exception

Calculate Yield Spread from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromASWToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblASW)
                                                    throws java.lang.Exception

Calculate Yield Spread from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromBondBasis(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblBondBasis)
                                         throws java.lang.Exception

Calculate Yield Spread from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromBondBasis(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblBondBasis)
                                         throws java.lang.Exception

Calculate Yield Spread from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblBondBasis)
                                                          throws java.lang.Exception

Calculate Yield Spread from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromCreditBasis(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqs,
                                                  ValuationCustomizationParams vcp,
                                                  int iWorkoutDate,
                                                  double dblWorkoutFactor,
                                                  double dblCreditBasis)
                                           throws java.lang.Exception

Calculate Yield Spread from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromCreditBasis(ValuationParams valParams,
                                                  CurveSurfaceQuoteContainer csqs,
                                                  ValuationCustomizationParams vcp,
                                                  double dblCreditBasis)
                                           throws java.lang.Exception

Calculate Yield Spread from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                                   CurveSurfaceQuoteContainer csqs,
                                                                   ValuationCustomizationParams vcp,
                                                                   double dblCreditBasis)
                                                            throws java.lang.Exception

Calculate Yield Spread from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromDiscountMargin(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     int iWorkoutDate,
                                                     double dblWorkoutFactor,
                                                     double dblDiscountMargin)
                                              throws java.lang.Exception

Calculate Yield Spread from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromDiscountMargin(ValuationParams valParams,
                                                     CurveSurfaceQuoteContainer csqs,
                                                     ValuationCustomizationParams vcp,
                                                     double dblDiscountMargin)
                                              throws java.lang.Exception

Calculate Yield Spread from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                      CurveSurfaceQuoteContainer csqs,
                                                                      ValuationCustomizationParams vcp,
                                                                      double dblDiscountMargin)
                                                               throws java.lang.Exception

Calculate Yield Spread from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromGSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblGSpread)
                                       throws java.lang.Exception

Calculate Yield Spread from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromGSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblGSpread)
                                       throws java.lang.Exception

Calculate Yield Spread from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblGSpread)
                                                        throws java.lang.Exception

Calculate Yield Spread from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromISpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblISpread)
                                       throws java.lang.Exception

Calculate Yield Spread from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromISpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblISpread)
                                       throws java.lang.Exception

Calculate Yield Spread from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblISpread)
                                                        throws java.lang.Exception

Calculate Yield Spread from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromOAS(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblOAS)
                                   throws java.lang.Exception

Calculate Yield Spread from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromOAS(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblOAS)
                                   throws java.lang.Exception

Calculate Yield Spread from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromOASToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblOAS)
                                                    throws java.lang.Exception

Calculate Yield Spread from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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

yieldSpreadFromPrice

public abstract double yieldSpreadFromPrice(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblPrice)
                                     throws java.lang.Exception

Calculate Yield Spread from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromPrice(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblPrice)
                                     throws java.lang.Exception

Calculate Yield Spread from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromPriceToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblPrice)
                                                      throws java.lang.Exception

Calculate Yield Spread from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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

yieldSpreadFromPECS

public abstract double yieldSpreadFromPECS(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           int iWorkoutDate,
                                           double dblWorkoutFactor,
                                           double dblPECS)
                                    throws java.lang.Exception

Calculate Yield Spread from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromPECS(ValuationParams valParams,
                                           CurveSurfaceQuoteContainer csqs,
                                           ValuationCustomizationParams vcp,
                                           double dblPECS)
                                    throws java.lang.Exception

Calculate Yield Spread from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromPECSToOptimalExercise(ValuationParams valParams,
                                                            CurveSurfaceQuoteContainer csqs,
                                                            ValuationCustomizationParams vcp,
                                                            double dblPECS)
                                                     throws java.lang.Exception

Calculate Yield Spread from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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

yieldSpreadFromTSYSpread

public abstract double yieldSpreadFromTSYSpread(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                int iWorkoutDate,
                                                double dblWorkoutFactor,
                                                double dblTSYSpread)
                                         throws java.lang.Exception

Calculate Yield Spread from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromTSYSpread(ValuationParams valParams,
                                                CurveSurfaceQuoteContainer csqs,
                                                ValuationCustomizationParams vcp,
                                                double dblTSYSpread)
                                         throws java.lang.Exception

Calculate Yield Spread from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                                 CurveSurfaceQuoteContainer csqs,
                                                                 ValuationCustomizationParams vcp,
                                                                 double dblTSYSpread)
                                                          throws java.lang.Exception

Calculate Yield Spread from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromYield(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblYield)
                                     throws java.lang.Exception

Calculate Yield Spread from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromYield(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblYield)
                                     throws java.lang.Exception

Calculate Yield Spread from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromYieldToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblYield)
                                                      throws java.lang.Exception

Calculate Yield Spread from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromZSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblZSpread)
                                       throws java.lang.Exception

Calculate Yield Spread from Z Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromZSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblZSpread)
                                       throws java.lang.Exception

Calculate Yield Spread from Z Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double yieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblZSpread)
                                                        throws java.lang.Exception

Calculate Yield Spread from Z Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblASW)
                               throws java.lang.Exception

Calculate Z Spread from ASW to Work-out

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:: Z Spread from ASW to Work-out
Throws:: java.lang.Exception - Thrown if the Z Spread cannot be calculated

zspreadFromASW

public abstract double zspreadFromASW(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblASW)
                               throws java.lang.Exception

Calculate Z Spread from ASW to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromASWToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblASW)
                                                throws java.lang.Exception

Calculate Z Spread from ASW to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Calculate Z Spread from Bond Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromBondBasis(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblBondBasis)
                                     throws java.lang.Exception

Calculate Z Spread from Bond Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromBondBasisToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblBondBasis)
                                                      throws java.lang.Exception

Calculate Z Spread from Bond Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Calculate Z Spread from Credit Basis to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromCreditBasis(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblCreditBasis)
                                       throws java.lang.Exception

Calculate Z Spread from Credit Basis to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblCreditBasis)
                                                        throws java.lang.Exception

Calculate Z Spread from Credit Basis to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 int iWorkoutDate,
                                                 double dblWorkoutFactor,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Calculate Z Spread from Discount Margin to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromDiscountMargin(ValuationParams valParams,
                                                 CurveSurfaceQuoteContainer csqs,
                                                 ValuationCustomizationParams vcp,
                                                 double dblDiscountMargin)
                                          throws java.lang.Exception

Calculate Z Spread from Discount Margin to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
                                                                  CurveSurfaceQuoteContainer csqs,
                                                                  ValuationCustomizationParams vcp,
                                                                  double dblDiscountMargin)
                                                           throws java.lang.Exception

Calculate Z Spread from Discount Margin to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromGSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblGSpread)
                                   throws java.lang.Exception

Calculate Z Spread from G Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromGSpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblGSpread)
                                   throws java.lang.Exception

Calculate Z Spread from G Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromGSpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblGSpread)
                                                    throws java.lang.Exception

Calculate Z Spread from G Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromISpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          int iWorkoutDate,
                                          double dblWorkoutFactor,
                                          double dblISpread)
                                   throws java.lang.Exception

Calculate Z Spread from I Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromISpread(ValuationParams valParams,
                                          CurveSurfaceQuoteContainer csqs,
                                          ValuationCustomizationParams vcp,
                                          double dblISpread)
                                   throws java.lang.Exception

Calculate Z Spread from I Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromISpreadToOptimalExercise(ValuationParams valParams,
                                                           CurveSurfaceQuoteContainer csqs,
                                                           ValuationCustomizationParams vcp,
                                                           double dblISpread)
                                                    throws java.lang.Exception

Calculate Z Spread from I Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      int iWorkoutDate,
                                      double dblWorkoutFactor,
                                      double dblOAS)
                               throws java.lang.Exception

Calculate Z Spread from OAS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromOAS(ValuationParams valParams,
                                      CurveSurfaceQuoteContainer csqs,
                                      ValuationCustomizationParams vcp,
                                      double dblOAS)
                               throws java.lang.Exception

Calculate Z Spread from OAS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromOASToOptimalExercise(ValuationParams valParams,
                                                       CurveSurfaceQuoteContainer csqs,
                                                       ValuationCustomizationParams vcp,
                                                       double dblOAS)
                                                throws java.lang.Exception

Calculate Z Spread from OAS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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

zspreadFromPrice

public abstract double zspreadFromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblPrice)
                                 throws java.lang.Exception

Calculate Z Spread from Price to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromPrice(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblPrice)
                                 throws java.lang.Exception

Calculate Z Spread from Price to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromPriceToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblPrice)
                                                  throws java.lang.Exception

Calculate Z Spread from Price to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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

zspreadFromPECS

public abstract double zspreadFromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       int iWorkoutDate,
                                       double dblWorkoutFactor,
                                       double dblPECS)
                                throws java.lang.Exception

Calculate Z Spread from PECS to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromPECS(ValuationParams valParams,
                                       CurveSurfaceQuoteContainer csqs,
                                       ValuationCustomizationParams vcp,
                                       double dblPECS)
                                throws java.lang.Exception

Calculate Z Spread from PECS to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromPECSToOptimalExercise(ValuationParams valParams,
                                                        CurveSurfaceQuoteContainer csqs,
                                                        ValuationCustomizationParams vcp,
                                                        double dblPECS)
                                                 throws java.lang.Exception

Calculate Z Spread from PECS to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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

zspreadFromTSYSpread

public abstract double zspreadFromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            int iWorkoutDate,
                                            double dblWorkoutFactor,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Calculate Z Spread from TSY Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromTSYSpread(ValuationParams valParams,
                                            CurveSurfaceQuoteContainer csqs,
                                            ValuationCustomizationParams vcp,
                                            double dblTSYSpread)
                                     throws java.lang.Exception

Calculate Z Spread from TSY Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
                                                             CurveSurfaceQuoteContainer csqs,
                                                             ValuationCustomizationParams vcp,
                                                             double dblTSYSpread)
                                                      throws java.lang.Exception

Calculate Z Spread from TSY Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        int iWorkoutDate,
                                        double dblWorkoutFactor,
                                        double dblYield)
                                 throws java.lang.Exception

Calculate Z Spread from Yield to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromYield(ValuationParams valParams,
                                        CurveSurfaceQuoteContainer csqs,
                                        ValuationCustomizationParams vcp,
                                        double dblYield)
                                 throws java.lang.Exception

Calculate Z Spread from Yield to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromYieldToOptimalExercise(ValuationParams valParams,
                                                         CurveSurfaceQuoteContainer csqs,
                                                         ValuationCustomizationParams vcp,
                                                         double dblYield)
                                                  throws java.lang.Exception

Calculate Z Spread from Yield to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              int iWorkoutDate,
                                              double dblWorkoutFactor,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Calculate Z Spread from Yield Spread to Work-out

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromYieldSpread(ValuationParams valParams,
                                              CurveSurfaceQuoteContainer csqs,
                                              ValuationCustomizationParams vcp,
                                              double dblYieldSpread)
                                       throws java.lang.Exception

Calculate Z Spread from Yield Spread to Maturity

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract double zspreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
                                                               CurveSurfaceQuoteContainer csqs,
                                                               ValuationCustomizationParams vcp,
                                                               double dblYieldSpread)
                                                        throws java.lang.Exception

Calculate Z Spread from Yield Spread to Optimal Exercise

Parameters:: valParams - Valuation Parameters; csqs - 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 abstract 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

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

showPeriods
```
public abstract void showPeriods()
                          throws java.lang.Exception
```
Display all the coupon periods onto stdout

Throws:

java.lang.Exception - Thrown if the coupon periods cannot be displayed onto stdout

Class Bond

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

Methods inherited from interface org.drip.product.definition.ComponentMarketParamRef

Constructor Detail

Bond

Method Detail

exerciseYieldFromPrice

secTreasurySpread

effectiveTreasuryBenchmarkYield

isin

cusip

lossFlowFromPrice

isFloater

rateIndex

currentCoupon

floatSpread

ticker

callable

putable

sinkable

variableCoupon

exercised

defaulted

perpetual

tradeable

callSchedule

putSchedule

couponType

couponDC

accrualDC

maturityType

freq

finalMaturity

calculationType

redemptionValue

currency

redemptionCurrency

inFirstCouponPeriod

inLastCouponPeriod

floatCouponConvention

periodFixingDate

previousCouponDate

previousCouponRate

currentCouponDate

nextCouponDate

nextValidExerciseDateOfType

nextValidExerciseInfo

currentCouponRate

nextCouponRate

accrued

priceFromZeroCurve

priceFromFundingCurve

priceFromTreasuryCurve

priceFromCreditCurve

aswFromBondBasis

aswFromBondBasis

aswFromBondBasisToOptimalExercise

aswFromCreditBasis

aswFromCreditBasis

aswFromCreditBasisToOptimalExercise

aswFromDiscountMargin

aswFromDiscountMargin

aswFromDiscountMarginToOptimalExercise

aswFromGSpread

aswFromGSpread

aswFromGSpreadToOptimalExercise

aswFromISpread

aswFromISpread

aswFromISpreadToOptimalExercise

aswFromOAS

aswFromOAS

aswFromOASToOptimalExercise

aswFromPECS

aswFromPECS

aswFromPECSToOptimalExercise