Package org.drip.param.creator

Class QuoteBuilder

java.lang.Object

org.drip.param.creator.QuoteBuilder

public class QuoteBuilder
extends java.lang.Object

QuoteBuilder contains the quote builder object. It contains static functions that build 2 sided quotes from inputs, as well as from a byte stream.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters
• Package = Market Curves Surfaces Quotes Builder

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
QuoteBuilder()

Method Summary

Modifier and Type	Method	Description
static ProductQuote	CreateProductQuote()	Constructor: Constructs an Empty Product Quote instance.
static ProductTick	CreateProductTickQuote()	Constructor: Constructs an Empty Product Tick Quote instance.
static Quote	CreateQuote(java.lang.String strSide, double dblQuote, double dblSize)	Constructor: Constructs a Quote object from the quote value and the side string.

Methods inherited from class java.lang.Object

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

Constructor Details

QuoteBuilder

public QuoteBuilder()

Method Details

CreateQuote

public static final Quote CreateQuote(java.lang.String strSide,
double dblQuote,
double dblSize)

Constructor: Constructs a Quote object from the quote value and the side string.

Parameters:

strSide - bid/ask/mid

dblQuote - Quote Value

dblSize - Size

Returns:

Quote Instance

CreateProductQuote

public static final ProductQuote CreateProductQuote()

Constructor: Constructs an Empty Product Quote instance.

Returns:

ProductQuote Instance

CreateProductTickQuote

public static final ProductTick CreateProductTickQuote()

Constructor: Constructs an Empty Product Tick Quote instance.

Returns:

Product Tick Quote Instance