Uses of Class
org.drip.param.definition.ScenarioMarketParams
Package | Description |
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org.drip.param.creator |
Market Curves Surfaces Quotes Builder
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org.drip.param.market |
Curves Surfaces Quotes Fixings Container
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org.drip.product.creator |
Streams and Products Construction Utilities
|
org.drip.product.definition |
Fixed Income Components/Baskets Definitions
|
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Uses of ScenarioMarketParams in org.drip.param.creator
Methods in org.drip.param.creator that return ScenarioMarketParams Modifier and Type Method Description static ScenarioMarketParams
MarketParamsBuilder. CreateMarketParams()
Create MarketParams from the array of calibration instruments -
Uses of ScenarioMarketParams in org.drip.param.market
Subclasses of ScenarioMarketParams in org.drip.param.market Modifier and Type Class Description class
CurveSurfaceScenarioContainer
CurveSurfaceScenarioContainer extends MarketParams abstract class, and is the place holder for the comprehensive suite of the market set of curves for the given date. -
Uses of ScenarioMarketParams in org.drip.product.creator
Methods in org.drip.product.creator with parameters of type ScenarioMarketParams Modifier and Type Method Description static BondProductBuilder
BondProductBuilder. CreateFromJSONMap(CaseInsensitiveTreeMap<java.lang.String> mapJSON, ScenarioMarketParams mpc)
Create BondProductBuilder from the JSON Map and the input MPCstatic BondProductBuilder
BondProductBuilder. CreateFromResultSet(java.sql.ResultSet rs, ScenarioMarketParams mpc)
Create BondProductBuilder from the SQL ResultSet and the input MPCboolean
BondProductBuilder. setFloatSpread(ScenarioMarketParams mpc)
Set the bond's floating rate spread from the MPCboolean
BondProductBuilder. validate(ScenarioMarketParams mpc)
Validate the state -
Uses of ScenarioMarketParams in org.drip.product.definition
Methods in org.drip.product.definition with parameters of type ScenarioMarketParams Modifier and Type Method Description CaseInsensitiveTreeMap<java.lang.Double>
BasketProduct. customScenarioMeasures(ValuationParams valParams, CreditPricerParams pricerParams, ScenarioMarketParams mpc, java.lang.String strCustomScenName, ValuationCustomizationParams vcp, CaseInsensitiveTreeMap<java.lang.Double> mapBase)
Compute Basket's Custom Scenario MeasuresCaseInsensitiveTreeMap<java.lang.Double>
Component. customScenarioMeasures(ValuationParams valParams, CreditPricerParams pricerParams, ScenarioMarketParams mpc, java.lang.String strCustomScenName, ValuationCustomizationParams vcp, CaseInsensitiveTreeMap<java.lang.Double> mapBaseMeasures)
Generate a full list of custom measures for the set of scenario market parameters present in the org.drip.param.definition.MarketParamsBasketMeasures
BasketProduct. measures(ValuationParams valParams, CreditPricerParams pricerParams, ScenarioMarketParams mpc, ValuationCustomizationParams vcp)
Generate a full list of the basket product measures for the set of scenario market parameters present in the org.drip.param.definition.MarketParamsComponentMeasures
Component. measures(ValuationParams valParams, CreditPricerParams pricerParams, ScenarioMarketParams mpc, ValuationCustomizationParams vcp)
Generate a full list of the Product's measures for the set of scenario market parameters present in the org.drip.param.definition.MarketParams