Package org.drip.feed.transformer

Class CreditCDSIndexMarksReconstitutor

java.lang.Object

org.drip.feed.transformer.CreditCDSIndexMarksReconstitutor

public class CreditCDSIndexMarksReconstitutor
extends java.lang.Object

CreditCDSIndexMarksReconstitutor transforms the Credit CDS Index Closes - Feed Inputs into Formats suitable for Valuation Metrics and Sensitivities Generation.

• Module = Computational Core Module
• Library = Computation Support
• Project = Load, Transform, and compute Target Metrics across Feeds
• Package = Market Data Reconstitutive Feed Transformer

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
CreditCDSIndexMarksReconstitutor()

Method Summary

Modifier and Type	Method	Description
static boolean	RegularizeCloses(java.lang.String strFundingFixingMarksLocation, java.lang.String strCreditIndexMarksLocation, java.lang.String strIndexFullName, int iSpotDateIndex, int iQuotedSpreadIndex)	Regularize the Credit Index Feed Marks

Methods inherited from class java.lang.Object

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

Constructor Details

CreditCDSIndexMarksReconstitutor

public CreditCDSIndexMarksReconstitutor()

Method Details

RegularizeCloses

public static final boolean RegularizeCloses(java.lang.String strFundingFixingMarksLocation,
java.lang.String strCreditIndexMarksLocation,
java.lang.String strIndexFullName,
int iSpotDateIndex,
int iQuotedSpreadIndex)

Regularize the Credit Index Feed Marks

Parameters:

strFundingFixingMarksLocation - The Funding Fixing Marks Location

strCreditIndexMarksLocation - The Credit Index Marks Location

strIndexFullName - Full Name of the Index

iSpotDateIndex - Spot Date Column Index

iQuotedSpreadIndex - Quoted Spread Column Index

Returns:

TRUE - The Regularization is Successful