Modifier and Type | Method and Description |
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LatentStateSpecification[] |
ProductQuoteSet.lss()
Retrieve the Array of Latent State Specification
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Constructor and Description |
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CompositePeriodQuoteSet(LatentStateSpecification[] aLSS)
CompositePeriodQuoteSet constructor
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DepositComponentQuoteSet(LatentStateSpecification[] aLSS)
DepositComponentQuoteSet Constructor
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FixedStreamQuoteSet(LatentStateSpecification[] aLSS)
FixedStreamQuoteSet Constructor
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FixFloatQuoteSet(LatentStateSpecification[] aLSS)
FixFloatQuoteSet Constructor
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FloatFloatQuoteSet(LatentStateSpecification[] aLSS)
FloatFloatQuoteSet Constructor
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FloatingStreamQuoteSet(LatentStateSpecification[] aLSS)
FloatingStreamQuoteSet Constructor
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FRAComponentQuoteSet(LatentStateSpecification[] aLSS)
FRAComponentQuoteSet Constructor
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FuturesComponentQuoteSet(LatentStateSpecification[] aLSS)
FuturesComponentQuoteSet Constructor
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FXForwardQuoteSet(LatentStateSpecification[] aLSS)
FXForwardQuoteSet Constructor
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ProductQuoteSet(LatentStateSpecification[] aLSS)
Product Quote Set Constructor
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TreasuryBondQuoteSet(LatentStateSpecification[] aLSS)
TreasuryBondQuoteSet Constructor
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VolatilityProductQuoteSet(LatentStateSpecification[] aLSS)
Volatility Product Quote Set Constructor
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Modifier and Type | Method and Description |
---|---|
ProductQuoteSet |
CDSComponent.calibQuoteSet(LatentStateSpecification[] aLSS) |
ProductQuoteSet |
BondComponent.calibQuoteSet(LatentStateSpecification[] aLSS) |
Modifier and Type | Method and Description |
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abstract ProductQuoteSet |
CalibratableComponent.calibQuoteSet(LatentStateSpecification[] aLSS)
Generate the Product Specific Calibration Quote Set
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Modifier and Type | Method and Description |
---|---|
ProductQuoteSet |
FRAStandardComponent.calibQuoteSet(LatentStateSpecification[] aLSS) |
Modifier and Type | Method and Description |
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ProductQuoteSet |
FXForwardComponent.calibQuoteSet(LatentStateSpecification[] aLSS) |
Modifier and Type | Method and Description |
---|---|
ProductQuoteSet |
TreasuryComponent.calibQuoteSet(LatentStateSpecification[] aLSS) |
Modifier and Type | Method and Description |
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ProductQuoteSet |
OptionComponent.calibQuoteSet(LatentStateSpecification[] aLSS) |
ProductQuoteSet |
FixFloatEuropeanOption.calibQuoteSet(LatentStateSpecification[] aLSS) |
ProductQuoteSet |
CDSEuropeanOption.calibQuoteSet(LatentStateSpecification[] aLSS) |
Modifier and Type | Method and Description |
---|---|
ProductQuoteSet |
Stream.calibQuoteSet(LatentStateSpecification[] aLSS)
Generate the Calibration Quote Set corresponding to the specified Latent State Array
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ProductQuoteSet |
SingleStreamComponent.calibQuoteSet(LatentStateSpecification[] aLSS) |
ProductQuoteSet |
RatesBasket.calibQuoteSet(LatentStateSpecification[] aLSS) |
ProductQuoteSet |
FloatFloatComponent.calibQuoteSet(LatentStateSpecification[] aLSS) |
ProductQuoteSet |
FixFloatComponent.calibQuoteSet(LatentStateSpecification[] aLSS) |
Modifier and Type | Method and Description |
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boolean |
LatentStateSpecification.match(LatentStateSpecification lssOther)
Does the Specified Latent State Specification Instance match the current one?
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