org.drip.product.definition

Interface ComponentMarketParamRef

All Known Implementing Classes:

Bond, BondComponent, CalibratableComponent, CDSComponent, CDSEuropeanOption, Component, CreditComponent, CreditDefaultSwap, DualStreamComponent, FixFloatComponent, FixFloatEuropeanOption, FloatFloatComponent, FRAMarketComponent, FRAStandardCapFloor, FRAStandardCapFloorlet, FRAStandardComponent, FXForwardComponent, OptionComponent, RatesBasket, SingleStreamComponent, TreasuryComponent, TreasuryFutures

public interface ComponentMarketParamRef

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

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<java.lang.String>	couponCurrency() Get the Map of Coupon Currencies
CreditLabel	creditLabel() Get the Credit Curve Latent State Identifier Label
CaseInsensitiveTreeMap<ForwardLabel>	forwardLabel() Get the Map of Forward Curve Latent State Labels
FundingLabel	fundingLabel() Get the Funding Curve Latent State Label
CaseInsensitiveTreeMap<FXLabel>	fxLabel() Get the Map of FX Latent State Identifier Labels
GovvieLabel	govvieLabel() Get the Govvie Curve Latent State Label
java.lang.String	name() Get the component name
java.lang.String	payCurrency() Get the Pay Currency
java.lang.String	principalCurrency() Get the Principal Currency
CaseInsensitiveTreeMap<VolatilityLabel>	volatilityLabel() Get the Map of Volatility Latent State Identifier Labels

Method Detail

name

java.lang.String name()

Get the component name

Returns:

The component name

couponCurrency

CaseInsensitiveTreeMap<java.lang.String> couponCurrency()

Get the Map of Coupon Currencies

Returns:

The Map of Coupon Currencies

payCurrency

java.lang.String payCurrency()

Get the Pay Currency

Returns:

The Pay Currency

principalCurrency

java.lang.String principalCurrency()

Get the Principal Currency

Returns:

The Principal Currency

creditLabel

CreditLabel creditLabel()

Get the Credit Curve Latent State Identifier Label

Returns:

The Credit Curve Latent State Identifier Label

forwardLabel

CaseInsensitiveTreeMap<ForwardLabel> forwardLabel()

Get the Map of Forward Curve Latent State Labels

Returns:

The Map of the Forward Curve Latent State Labels

fundingLabel

FundingLabel fundingLabel()

Get the Funding Curve Latent State Label

Returns:

Funding Curve Latent State Label

govvieLabel

GovvieLabel govvieLabel()

Get the Govvie Curve Latent State Label

Returns:

Govvie Curve Latent State Label

fxLabel

CaseInsensitiveTreeMap<FXLabel> fxLabel()

Get the Map of FX Latent State Identifier Labels

Returns:

The Map of FX Latent State Identifier Labels

volatilityLabel

CaseInsensitiveTreeMap<VolatilityLabel> volatilityLabel()

Get the Map of Volatility Latent State Identifier Labels

Returns:

The Map of Volatility Latent State Identifier Labels