QuotedSpreadInterpreter

java.lang.Object

org.drip.param.quoting.MeasureInterpreter

org.drip.param.quoting.QuotedSpreadInterpreter

public class QuotedSpreadInterpreter
extends MeasureInterpreter

QuotedSpreadInterpreter holds the fields needed to interpret a Quoted Spread Quote. It contains the contract type and the coupon.

Module = Product Core Module
Library = Fixed Income Analytics
Project = Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters
Package = Quoting Convention Valuation Customization Parameters

Author:: Lakshmi Krishnamurthy

Field Summary

Fields
Modifier and Type	Field	Description
`static java.lang.String`	`CONV_CDS`	Conventional CDS Contract
`static java.lang.String`	`SNAC_CDS`	SNAC CDS Contract
`static java.lang.String`	`STEM_CDS`	STEM CDS Contract

Constructor Summary

Constructors

Constructor Description

QuotedSpreadInterpreter(java.lang.String strCDSContractType, double dblCouponStrike)
QuotedSpreadInterpreter constructor
Method Summary

Modifier and Type Method Description

java.lang.String cdsContractType()
Retrieve the CDS Contract Type

double couponStrike()
Retrieve the Coupon Strike

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details
- SNAC_CDS
  
  public static final java.lang.String SNAC_CDS
  
  SNAC CDS Contract
  
  See Also:
  
  Constant Field Values
- CONV_CDS
  
  public static final java.lang.String CONV_CDS
  
  Conventional CDS Contract
  
  See Also:
  
  Constant Field Values
- STEM_CDS
  
  public static final java.lang.String STEM_CDS
  
  STEM CDS Contract
  
  See Also:
  
  Constant Field Values
Constructor Details
- QuotedSpreadInterpreter
  
  public QuotedSpreadInterpreter(java.lang.String strCDSContractType, double dblCouponStrike) throws java.lang.Exception
  
  QuotedSpreadInterpreter constructor
  
  Parameters:
  
  strCDSContractType - The CDS Contract Type
  
  dblCouponStrike - The Coupon Strike
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- cdsContractType
  
  public java.lang.String cdsContractType()
  
  Retrieve the CDS Contract Type
  
  Returns:
  
  The CDS Contract Type
- couponStrike
  
  public double couponStrike()
  
  Retrieve the Coupon Strike
  
  Returns:
  
  The Coupon Strike