Uses of Class
org.drip.param.valuation.ValuationParams

Packages that use ValuationParams

Package	Description
org.drip.analytics.cashflow	Unit/Composite Cash Flow Periods.
org.drip.analytics.input	Curve Surface Construction Customization Inputs
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.param.valuation	Valuation Settlement and Valuation Customization Parameters
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.definition	Fixed Income Components/Baskets Definitions
org.drip.product.fra	Standard/Market FRAs - Caps/Floors
org.drip.product.fx	FX Forwards, Cross Currency Swaps
org.drip.product.govvie	Treasury Bills, Notes, Bonds, Futures
org.drip.product.option	Options on Fixed Income Components
org.drip.product.params	Fixed Income Product Customization Parameters
org.drip.product.rates	Fixed Income Multi-Stream Components
org.drip.service.scenario	Custom Scenario Service Metric Generator
org.drip.state.boot	Bootable Discount, Credit, Volatility States
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.credit	Credit Latent State Curve Representation
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.estimator	Multi-Pass Customized Stretch Curve
org.drip.state.fx	FX Latent State Curve Estimator
org.drip.state.inference	Latent State Stretch Sequence Inference
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of ValuationParams in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow with parameters of type ValuationParams

Modifier and Type	Method	Description
java.util.List<LossQuadratureMetrics>	CompositePeriod.lossMetrics(CreditComponent creditComponent, ValuationParams valuationParameters, CreditPricerParams cpp, int iWorkoutDate, CurveSurfaceQuoteContainer csqc)	Create a List of Loss Period Measures

Uses of ValuationParams in org.drip.analytics.input

Methods in org.drip.analytics.input that return ValuationParams

Modifier and Type	Method	Description
ValuationParams	BootCurveConstructionInput.valuationParameter()
ValuationParams	CurveConstructionInputSet.valuationParameter()	Retrieve the Valuation Parameter
ValuationParams	LatentStateShapePreservingCCIS.valuationParameter()

Methods in org.drip.analytics.input with parameters of type ValuationParams

Modifier and Type	Method	Description
static BootCurveConstructionInput	BootCurveConstructionInput.Create(ValuationParams valParam, ValuationCustomizationParams quotingParam, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, LatentStateFixingsContainer lsfc)	Create an Instance of BootCurveConstructionInput from the given Calibration Inputs

Constructors in org.drip.analytics.input with parameters of type ValuationParams

Constructor	Description
BootCurveConstructionInput(ValuationParams valParam, ValuationCustomizationParams quotingParam, CalibratableComponent[] aCalibInst, CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mapQuote, CaseInsensitiveTreeMap<java.lang.String[]> mapMeasures, LatentStateFixingsContainer lsfc)	BootCurveConstructionInput constructor
LatentStateShapePreservingCCIS(LinearLatentStateCalibrator llscShapePreserving, LatentStateStretchSpec[] aStretchSpec, ValuationParams valParam, CreditPricerParams pricerParam, ValuationCustomizationParams vcp, CurveSurfaceQuoteContainer csqs)	LatentStateShapePreservingCCIS constructor

Uses of ValuationParams in org.drip.analytics.support

Methods in org.drip.analytics.support with parameters of type ValuationParams

Modifier and Type	Method	Description
static double	FuturesHelper.ForwardBondCreditPrice(Bond bond, ValuationParams valParamsSpot, ValuationParams valParamsForward, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice)	Compute the Forward Bond Price Using the Implied Bond Credit Basis
static double	FuturesHelper.ForwardBondOASPrice(Bond bond, ValuationParams valParamsSpot, ValuationParams valParamsForward, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice)	Compute the Forward Bond Price Using the Implied Bond OAS
static double	FuturesHelper.ForwardBondYieldPrice(Bond bond, ValuationParams valParamsSpot, ValuationParams valParamsForward, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice)	Compute the Forward Bond Price Using the Implied Bond Yield
static double	FuturesHelper.ForwardBondZSpreadPrice(Bond bond, ValuationParams valParamsSpot, ValuationParams valParamsForward, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice)	Compute the Forward Bond Price Using the Implied Bond Z Spread
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GenerateDayStepLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, int iPeriodUnit, CurveSurfaceQuoteContainer csqs)	Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GeneratePeriodUnitLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, int iPeriodUnit, CurveSurfaceQuoteContainer csqs)	Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GenerateWholeLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, CurveSurfaceQuoteContainer csqs)	Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods

Uses of ValuationParams in org.drip.param.market

Methods in org.drip.param.market with parameters of type ValuationParams

Modifier and Type	Method	Description
boolean	CreditCurveScenarioContainer.cookCustomCC(java.lang.String strName, java.lang.String strCustomName, ValuationParams valParams, MergedDiscountForwardCurve dc, GovvieCurve gc, java.lang.String[] astrCalibMeasure, double[] adblQuote, double dblRecovery, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp, boolean bFlat, ManifestMeasureTweak rvtpDC, ManifestMeasureTweak rvtpTSY, ManifestMeasureTweak rvtpCC)	Cook the credit curve according to the desired tweak parameters
boolean	CreditCurveScenarioContainer.cookScenarioCC(java.lang.String strName, ValuationParams valParams, MergedDiscountForwardCurve dc, GovvieCurve gc, java.lang.String[] astrCalibMeasure, double[] adblQuote, double dblRecovery, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp, boolean bFlat, int iScenario)	Cook and save the credit curves corresponding to the scenario specified
boolean	DiscountCurveScenarioContainer.cookScenarioDC(ValuationParams valParams, GovvieCurve gc, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, double dblBump, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp, int iDCMode)	Generate the set of discount curves from the scenario specified, and the instrument quotes

Uses of ValuationParams in org.drip.param.valuation

Methods in org.drip.param.valuation that return ValuationParams

Modifier and Type	Method	Description
static ValuationParams	ValuationParams.Spot(int iDate)	Create the spot valuation parameters for the given valuation date (uses the T+0 settle)
static ValuationParams	ValuationParams.Spot(JulianDate dtValue, int iCashSettleLag, java.lang.String strCalendar, int iAdjustMode)	Create the valuation parameters object instance from the valuation date, the cash settle lag, and the settle calendar.
static ValuationParams	ValuationParams.Standard(JulianDate dtValue, java.lang.String strCalendar)	Create the standard T+2B settle parameters for the given valuation date and calendar

Uses of ValuationParams in org.drip.product.credit

Methods in org.drip.product.credit with parameters of type ValuationParams

Modifier and Type	Method	Description
double	BondComponent.aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.aswFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.aswFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.aswFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.aswFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.aswFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.aswFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.aswFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.aswFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.aswFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.aswFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.aswFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.aswFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.aswFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.aswFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.aswFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.aswFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.aswFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.aswFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.aswFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.aswFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.aswFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.bondBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.bondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.bondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.bondBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.bondBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.bondBasisFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.bondBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.bondBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.bondBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.bondBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.bondBasisFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.bondBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.bondBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.bondBasisFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.bondBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.bondBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.bondBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.bondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.bondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.bondBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.bondBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.BondCalibrator.calibDiscCurveSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calibrate the bond Z Spread from the market price.
double	CDSComponent.calibFlatSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)	Calibrate the CDS's flat spread from the calculated up-front points
CaseInsensitiveTreeMap<java.lang.Double>	BondComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	CDSComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	BondComponent.BondCalibrator.calibrateCreditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblPrice, boolean bFlat)	Calibrate the bond Credit Basis from the market price
CDSComponent.SpreadCalibOP	CDSComponent.SpreadCalibrator.calibrateHazardFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPriceCalib)	Calibrate the hazard rate from calibration price
double	BondComponent.BondCalibrator.calibrateOASFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calibrate the Bond OAS from the Market Price using the Root Bracketing Technique.
double	BondComponent.BondCalibrator.calibrateYieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calibrate the bond yield from the market price using the root bracketing technique.
double	BondComponent.BondCalibrator.calibrateZSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calibrate the bond Z Spread from the market price using the root bracketing technique.
double	BondComponent.BondCalibrator.calibZeroCurveSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calibrate the bond Z Spread from the market price.
BondEOSMetrics	BondComponent.callMetrics(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice, GovvieBuilderSettings gbs, DiffusionEvolver deGovvieForward, int iNumPath)	Generate the EOS Callable Option Adjusted Metrics
double	BondComponent.convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.convexityFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.convexityFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.convexityFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.convexityFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.convexityFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.convexityFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.convexityFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.convexityFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.convexityFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.convexityFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.convexityFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.convexityFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.convexityFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.convexityFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.convexityFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.convexityFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.convexityFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.convexityFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.convexityFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.convexityFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.convexityFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.convexityFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
CompositePeriodCouponMetrics	BondComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
CompositePeriodCouponMetrics	CDSComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
double	BondComponent.creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.creditBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.creditBasisFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.creditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.creditBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.creditBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.creditBasisFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.creditBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.creditBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.creditBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.creditBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.creditBasisFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.creditBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.creditBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.creditBasisFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.creditBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.creditBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.creditBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.creditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.creditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.creditBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.creditBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.discountMarginFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.discountMarginFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.discountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.discountMarginFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.discountMarginFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.discountMarginFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.discountMarginFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.discountMarginFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.discountMarginFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.discountMarginFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.discountMarginFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.discountMarginFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.discountMarginFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.discountMarginFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.discountMarginFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.discountMarginFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.discountMarginFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.discountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.discountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.discountMarginFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.discountMarginFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.durationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.durationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.durationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.durationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.durationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.durationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.durationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.durationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.durationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.durationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.durationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.durationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.durationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.durationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.durationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.durationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.durationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.durationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.durationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.durationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.durationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.durationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.effectiveTreasuryBenchmarkYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.eSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.eSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.eSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.eSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.eSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.eSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.eSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.eSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.eSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.eSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.eSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.eSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.eSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.eSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.eSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.eSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.eSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.eSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.eSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.eSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.eSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.eSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.eSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.eSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.eSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.eSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.eSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.eSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.eSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.eSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.eSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.eSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.eSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.eSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.eSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.eSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.eSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.eSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.eSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.eSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.eSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.eSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
WorkoutInfo	BondComponent.exerciseYieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
PredictorResponseWeightConstraint	BondComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	BondComponent.gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.gSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.gSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.gSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.gSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.gSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.gSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.gSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.gSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.gSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.gSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.gSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.gSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.gSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.gSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.gSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.gSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.gSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.gSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.gSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.gSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.gSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.iSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.iSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.iSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.iSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.iSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.iSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.iSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.iSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.iSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.iSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.iSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.iSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.iSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.iSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.iSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.iSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.iSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.iSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.iSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.iSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.iSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
WengertJacobian	BondComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	CDSComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	BondComponent.jSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.jSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.jSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.jSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.jSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.jSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.jSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.jSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.jSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.jSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.jSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.jSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.jSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.jSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.jSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.jSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.jSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.jSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.jSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.jSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.jSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.jSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.jSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.jSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.jSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.jSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.jSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.jSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.jSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.jSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.jSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.jSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.jSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.jSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.jSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.jSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.jSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.jSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.jSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.jSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.jSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.jSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.jSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.jSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.jSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
java.util.List<LossQuadratureMetrics>	BondComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc)
java.util.List<LossQuadratureMetrics>	CDSComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs)
java.util.List<LossQuadratureMetrics>	BondComponent.lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.macaulayDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.macaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.macaulayDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.macaulayDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.macaulayDurationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.macaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.macaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.macaulayDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.macaulayDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.macaulayDurationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.macaulayDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.macaulayDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.macaulayDurationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.macaulayDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.macaulayDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.macaulayDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.macaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
WengertJacobian	BondComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	CDSComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	BondComponent.mnacaulayDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.modifiedDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.modifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.modifiedDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.modifiedDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.modifiedDurationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.modifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.modifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.modifiedDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.modifiedDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.modifiedDurationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.modifiedDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.modifiedDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.modifiedDurationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.modifiedDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.modifiedDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.modifiedDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.modifiedDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.modifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.nSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.nSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.nSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.nSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.nSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.nSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.nSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.nSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.nSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.nSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.nSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.nSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.nSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.nSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.nSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.nSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.nSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.nSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.nSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.nSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.nSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.nSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.nSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.nSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.nSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.nSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.nSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.nSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.nSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.nSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.nSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.nSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.nSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.nSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.nSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.nSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.nSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.nSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.nSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.nSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.nSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.nSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.nSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.nSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.nSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.oasFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.oasFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.oasFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.oasFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.oasFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.oasFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.oasFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.oasFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.oasFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.oasFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.oasFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.oasFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.oasFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.oasFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.oasFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.oasFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.oasFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.oasFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.oasFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.oasFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.oasFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.pecsFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.pecsFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.pecsFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.pecsFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.pecsFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.pecsFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.pecsFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.pecsFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.pecsFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.pecsFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.pecsFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.pecsFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.pecsFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.pecsFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.pecsFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.pecsFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.pecsFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.pecsFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.pecsFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.pecsFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.pecsFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.priceFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.priceFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.priceFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.priceFromCreditCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis, boolean bFlat)
double	BondComponent.priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.priceFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.priceFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.priceFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.priceFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.priceFromFundingCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblBump)
double	BondComponent.priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.priceFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.priceFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.priceFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.priceFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.priceFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.priceFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.priceFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.priceFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.priceFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.priceFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.priceFromTreasuryCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblBump)
double	BondComponent.priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.priceFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.priceFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.priceFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.priceFromZeroCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblBump)
double	BondComponent.priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.priceFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
BondEOSMetrics	BondComponent.putMetrics(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice, GovvieBuilderSettings gbs, DiffusionEvolver deGovvieForward, int iNumPath)	Generate the EOS Putable Option Adjusted Metrics
double	BondComponent.pv(ValuationParams valParams, CreditPricerParams pricerParamsIn, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	CDSComponent.pv(ValuationParams valParams, CreditPricerParams pricerParamsIn, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double[]	BondComponent.secTreasurySpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
BondRVMeasures	BondComponent.standardMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, WorkoutInfo wi, double dblPrice)
boolean	BondComponent.tradeable(ValuationParams valParams)
double	BondComponent.tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.tsySpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.tsySpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.tsySpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.tsySpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.tsySpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.tsySpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.tsySpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.tsySpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.tsySpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.tsySpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.tsySpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.tsySpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.tsySpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.tsySpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.tsySpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.tsySpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.tsySpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.tsySpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.tsySpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
CaseInsensitiveTreeMap<java.lang.Double>	BondComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	CDSComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	CDSComponent.valueFromQuotedSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFixCoupon, double dblQuotedSpread)
PredictorResponseWeightConstraint	BondComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	BondComponent.weightedAverageLife(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
double	BondComponent.weightedAverageLife(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)
double	BondComponent.weightedAverageLifeCouponOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
double	BondComponent.weightedAverageLifeCouponOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)
double	BondComponent.weightedAverageLifeCredit(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
double	BondComponent.weightedAverageLifeCredit(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)
double	BondComponent.weightedAverageLifeLossOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
double	BondComponent.weightedAverageLifeLossOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)
double	BondComponent.weightedAverageLifePrincipalOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
double	BondComponent.weightedAverageLifePrincipalOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)
int	BondComponent.weightedAverageMaturityDate(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
int	BondComponent.weightedAverageMaturityDate(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)
double	BondComponent.yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.yield01FromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.yield01FromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.yield01FromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.yield01FromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yield01FromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.yield01FromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.yield01FromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.yield01FromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.yield01FromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yield01FromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.yield01FromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.yield01FromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.yield01FromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.yield01FromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.yield01FromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.yield01FromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.yield01FromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.yield01FromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.yield01FromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.yieldFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.yieldFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.yieldFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.yieldFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yieldFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.yieldFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.yieldFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.yieldFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.yieldFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yieldFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.yieldFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.yieldFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.yieldFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.yieldFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.yieldFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.yieldFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.yieldFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.yieldFromPriceTC(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.yieldFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.yieldFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.yieldFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.yieldFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.yieldSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.yieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.yieldSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.yieldSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)
double	BondComponent.yieldSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)
double	BondComponent.yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.yieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.yieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.yieldSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.yieldSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.yieldSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.yieldSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.yieldSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.yieldSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.yieldSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.yieldSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.yieldSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.yieldSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)
double	BondComponent.yieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)
double	BondComponent.zSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.zSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)
double	BondComponent.zSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)
double	BondComponent.zSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.zSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)
double	BondComponent.zSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)
double	BondComponent.zSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.zSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)
double	BondComponent.zSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)
double	BondComponent.zSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.zSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)
double	BondComponent.zSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)
double	BondComponent.zSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.zSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)
double	BondComponent.zSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)
double	BondComponent.zSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.zSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)
double	BondComponent.zSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)
double	BondComponent.zSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.zSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)
double	BondComponent.zSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)
double	BondComponent.zSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.zSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)
double	BondComponent.zSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)
double	BondComponent.zSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.zSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)
double	BondComponent.zSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)
double	BondComponent.zSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.zSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)
double	BondComponent.zSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)
double	BondComponent.zSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.zSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)
double	BondComponent.zSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
double	BondComponent.zSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.zSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)
double	BondComponent.zSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)
double	BondComponent.zSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)
double	BondComponent.zSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)
double	BondComponent.zSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.zSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)
double	BondComponent.zSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)
double	BondComponent.zSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)

Uses of ValuationParams in org.drip.product.definition

Methods in org.drip.product.definition with parameters of type ValuationParams

Modifier and Type	Method	Description
abstract double	Bond.aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate ASW from Bond Basis to Maturity
abstract double	Bond.aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate ASW from Bond Basis to Work-out
abstract double	Bond.aswFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate ASW from Bond Basis to Optimal Exercise
abstract double	Bond.aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate ASW from Credit Basis to Maturity
abstract double	Bond.aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate ASW from Credit Basis to Work-out
abstract double	Bond.aswFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate ASW from Credit Basis to Optimal Exercise
abstract double	Bond.aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate ASW from Discount Margin to Maturity
abstract double	Bond.aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate ASW from Discount Margin to Work-out
abstract double	Bond.aswFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate ASW from Discount Margin to Optimal Exercise
abstract double	Bond.aswFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate ASW from E Spread to Maturity
abstract double	Bond.aswFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate ASW from E Spread to Work-out
abstract double	Bond.aswFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate ASW from E Spread to Optimal Exercise
abstract double	Bond.aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate ASW from G Spread to Maturity
abstract double	Bond.aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate ASW from G Spread to Work-out
abstract double	Bond.aswFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate ASW from G Spread to Optimal Exercise
abstract double	Bond.aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate ASW from I Spread to Maturity
abstract double	Bond.aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate ASW from I Spread to Work-out
abstract double	Bond.aswFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate ASW from I Spread to Optimal Exercise
abstract double	Bond.aswFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate ASW from J Spread to Maturity
abstract double	Bond.aswFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate ASW from J Spread to Work-out
abstract double	Bond.aswFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate ASW from J Spread to Optimal Exercise
abstract double	Bond.aswFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate ASW from N Spread to Maturity
abstract double	Bond.aswFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate ASW from N Spread to Work-out
abstract double	Bond.aswFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate ASW from JN Spread to Optimal Exercise
abstract double	Bond.aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate ASW from OAS to Maturity
abstract double	Bond.aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate ASW from OAS to Work-out
abstract double	Bond.aswFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate ASW from OAS to Optimal Exercise
abstract double	Bond.aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate ASW from PECS to Maturity
abstract double	Bond.aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate ASW from PECS to Work-out
abstract double	Bond.aswFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate ASW from PECS to Optimal Exercise
abstract double	Bond.aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate ASW from Price to Maturity
abstract double	Bond.aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate ASW from Price to Work-out
abstract double	Bond.aswFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate ASW from Price to Optimal Exercise
abstract double	Bond.aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate ASW from TSY Spread to Maturity
abstract double	Bond.aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate ASW from TSY Spread to Work-out
abstract double	Bond.aswFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate ASW from TSY Spread to Optimal Exercise
abstract double	Bond.aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate ASW from Yield to Maturity
abstract double	Bond.aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate ASW from Yield to Work-out
abstract double	Bond.aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate ASW from Yield Spread to Maturity
abstract double	Bond.aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate ASW from Yield Spread to Work-out
abstract double	Bond.aswFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate ASW from Yield Spread to Optimal Exercise
abstract double	Bond.aswFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate ASW from Yield to Optimal Exercise
abstract double	Bond.aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate ASW from Z Spread to Maturity
abstract double	Bond.aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate ASW from Z Spread to Work-out
abstract double	Bond.aswFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate ASW from Z Spread to Optimal Exercise
abstract double	Bond.bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Bond Basis from ASW to Maturity
abstract double	Bond.bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Bond Basis from ASW to Work-out
abstract double	Bond.bondBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Bond Basis from ASW to Optimal Exercise
abstract double	Bond.bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Bond Basis from Credit Basis to Maturity
abstract double	Bond.bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Bond Basis from Credit Basis to Work-out
abstract double	Bond.bondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Bond Basis from Credit Basis to Optimal Exercise
abstract double	Bond.bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Bond Basis from Discount Margin to Maturity
abstract double	Bond.bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Bond Basis from Discount Margin to Work-out
abstract double	Bond.bondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Bond Basis from Discount Margin to Optimal Exercise
abstract double	Bond.bondBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Bond Basis from E Spread to Maturity
abstract double	Bond.bondBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Bond Basis from E Spread to Work-out
abstract double	Bond.bondBasisFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Bond Basis from E Spread to Optimal Exercise
abstract double	Bond.bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Bond Basis from G Spread to Maturity
abstract double	Bond.bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Bond Basis from G Spread to Work-out
abstract double	Bond.bondBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Bond Basis from G Spread to Optimal Exercise
abstract double	Bond.bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Bond Basis from I Spread to Maturity
abstract double	Bond.bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Bond Basis from I Spread to Work-out
abstract double	Bond.bondBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Bond Basis from I Spread to Optimal Exercise
abstract double	Bond.bondBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Bond Basis from J Spread to Maturity
abstract double	Bond.bondBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Bond Basis from J Spread to Work-out
abstract double	Bond.bondBasisFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Bond Basis from J Spread to Optimal Exercise
abstract double	Bond.bondBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Bond Basis from N Spread to Maturity
abstract double	Bond.bondBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Bond Basis from N Spread to Work-out
abstract double	Bond.bondBasisFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Bond Basis from N Spread to Optimal Exercise
abstract double	Bond.bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Bond Basis from OAS to Maturity
abstract double	Bond.bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Bond Basis from OAS to Work-out
abstract double	Bond.bondBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Bond Basis from OAS to Optimal Exercise
abstract double	Bond.bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Bond Basis from PECS to Maturity
abstract double	Bond.bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Bond Basis from PECS to Work-out
abstract double	Bond.bondBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Bond Basis from PECS to Optimal Exercise
abstract double	Bond.bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Bond Basis from Price to Maturity
abstract double	Bond.bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Bond Basis from Price to Work-out
abstract double	Bond.bondBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Bond Basis from Price to Optimal Exercise
abstract double	Bond.bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Bond Basis from TSY Spread to Maturity
abstract double	Bond.bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Bond Basis from TSY Spread to Work-out
abstract double	Bond.bondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Bond Basis from TSY Spread to Optimal Exercise
abstract double	Bond.bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Bond Basis from Yield to Maturity
abstract double	Bond.bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Bond Basis from Yield to Work-out
abstract double	Bond.bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Bond Basis from Yield Spread to Maturity
abstract double	Bond.bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Bond Basis from Yield Spread to Work-out
abstract double	Bond.bondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Bond Basis from Yield Spread to Optimal Exercise
abstract double	Bond.bondBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Bond Basis from Yield to Optimal Exercise
abstract double	Bond.bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Bond Basis from Z Spread to Maturity
abstract double	Bond.bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Bond Basis from Z Spread to Work-out
abstract double	Bond.bondBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Bond Basis from Z Spread to Optimal Exercise
abstract double	CreditDefaultSwap.calibFlatSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)	Calibrate the CDS's flat spread from the calculated up-front points
abstract CaseInsensitiveTreeMap<java.lang.Double>	CalibratableComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)	Generate a Map of the Calibration Measures
PredictorResponseWeightConstraint	CalibratableComponent.calibPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Component from the Market Inputs.
abstract double	Bond.convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Convexity from ASW to Maturity
abstract double	Bond.convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Convexity from ASW to Work-out
abstract double	Bond.convexityFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Convexity from ASW to Optimal Exercise
abstract double	Bond.convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Convexity from Bond Basis to Maturity
abstract double	Bond.convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Convexity from Bond Basis to Work-out
abstract double	Bond.convexityFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Convexity from Bond Basis to Optimal Exercise
abstract double	Bond.convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Convexity from Credit Basis to Maturity
abstract double	Bond.convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Convexity from Credit Basis to Work-out
abstract double	Bond.convexityFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Convexity from Credit Basis to Optimal Exercise
abstract double	Bond.convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Convexity from Discount Margin to Maturity
abstract double	Bond.convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Convexity from Discount Margin to Work-out
abstract double	Bond.convexityFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Convexity from Discount Margin to Optimal Exercise
abstract double	Bond.convexityFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Convexity from E Spread to Maturity
abstract double	Bond.convexityFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Convexity from E Spread to Work-out
abstract double	Bond.convexityFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Convexity from E Spread to Optimal Exercise
abstract double	Bond.convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Convexity from G Spread to Maturity
abstract double	Bond.convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Convexity from G Spread to Work-out
abstract double	Bond.convexityFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Convexity from G Spread to Optimal Exercise
abstract double	Bond.convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Convexity from I Spread to Maturity
abstract double	Bond.convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Convexity from I Spread to Work-out
abstract double	Bond.convexityFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Convexity from I Spread to Optimal Exercise
abstract double	Bond.convexityFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Convexity from J Spread to Maturity
abstract double	Bond.convexityFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Convexity from J Spread to Work-out
abstract double	Bond.convexityFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Convexity from J Spread to Optimal Exercise
abstract double	Bond.convexityFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Convexity from N Spread to Maturity
abstract double	Bond.convexityFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Convexity from N Spread to Work-out
abstract double	Bond.convexityFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Convexity from N Spread to Optimal Exercise
abstract double	Bond.convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Convexity from OAS to Maturity
abstract double	Bond.convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Convexity from OAS to Work-out
abstract double	Bond.convexityFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Convexity from OAS to Optimal Exercise
abstract double	Bond.convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Convexity from PECS to Maturity
abstract double	Bond.convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Convexity from PECS to Work-out
abstract double	Bond.convexityFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Convexity from PECS to Optimal Exercise
abstract double	Bond.convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Convexity from Price to Maturity
abstract double	Bond.convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Convexity from Price to Work-out
abstract double	Bond.convexityFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Convexity from Price to Optimal Exercise
abstract double	Bond.convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Convexity from TSY Spread to Maturity
abstract double	Bond.convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Convexity from TSY Spread to Work-out
abstract double	Bond.convexityFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Convexity from TSY Spread to Optimal Exercise
abstract double	Bond.convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Convexity from Yield to Maturity
abstract double	Bond.convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Convexity from Yield to Work-out
abstract double	Bond.convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Convexity from Yield Spread to Maturity
abstract double	Bond.convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Convexity from Yield Spread to Work-out
abstract double	Bond.convexityFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Convexity from Yield Spread to Optimal Exercise
abstract double	Bond.convexityFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Convexity from Yield to Optimal Exercise
abstract double	Bond.convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Convexity from Z Spread to Maturity
abstract double	Bond.convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Convexity from Z Spread to Work-out
abstract double	Bond.convexityFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Convexity from Z Spread to Optimal Exercise
abstract CompositePeriodCouponMetrics	Component.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)	Get the Product's coupon Metrics at the specified accrual date
abstract double	Bond.creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Credit Basis from ASW to Maturity
abstract double	Bond.creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Credit Basis from ASW to Work-out
abstract double	Bond.creditBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Credit Basis from ASW to Optimal Exercise
abstract double	Bond.creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Credit Basis from Bond Basis to Maturity
abstract double	Bond.creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Credit Basis from Bond Basis to Work-out
abstract double	Bond.creditBasisFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Credit Basis from Bond Basis to Optimal Exercise
abstract double	Bond.creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Credit Basis from Discount Margin to Maturity
abstract double	Bond.creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Credit Basis from Discount Margin to Work-out
abstract double	Bond.creditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Credit Basis from Discount Margin to Optimal Exercise
abstract double	Bond.creditBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Credit Basis from E Spread to Maturity
abstract double	Bond.creditBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Credit Basis from E Spread to Work-out
abstract double	Bond.creditBasisFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Credit Basis from E Spread to Optimal Exercise
abstract double	Bond.creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Credit Basis from G Spread to Maturity
abstract double	Bond.creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Credit Basis from G Spread to Work-out
abstract double	Bond.creditBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Credit Basis from G Spread to Optimal Exercise
abstract double	Bond.creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Credit Basis from I Spread to Maturity
abstract double	Bond.creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Credit Basis from I Spread to Work-out
abstract double	Bond.creditBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Credit Basis from I Spread to Optimal Exercise
abstract double	Bond.creditBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Credit Basis from J Spread to Maturity
abstract double	Bond.creditBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Credit Basis from J Spread to Work-out
abstract double	Bond.creditBasisFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Credit Basis from J Spread to Optimal Exercise
abstract double	Bond.creditBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Credit Basis from N Spread to Maturity
abstract double	Bond.creditBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Credit Basis from N Spread to Work-out
abstract double	Bond.creditBasisFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Credit Basis from N Spread to Optimal Exercise
abstract double	Bond.creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Credit Basis from OAS to Maturity
abstract double	Bond.creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Credit Basis from OAS to Work-out
abstract double	Bond.creditBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Credit Basis from OAS to Optimal Exercise
abstract double	Bond.creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Credit Basis from PECS to Maturity
abstract double	Bond.creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Credit Basis from PECS to Work-out
abstract double	Bond.creditBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Credit Basis from PECS to Optimal Exercise
abstract double	Bond.creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Credit Basis from Price to Maturity
abstract double	Bond.creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Credit Basis from Price to Work-out
abstract double	Bond.creditBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Credit Basis from Price to Optimal Exercise
abstract double	Bond.creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Credit Basis from TSY Spread to Maturity
abstract double	Bond.creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Credit Basis from TSY Spread to Work-out
abstract double	Bond.creditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Credit Basis from TSY Spread to Optimal Exercise
abstract double	Bond.creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Credit Basis from Yield to Maturity
abstract double	Bond.creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Credit Basis from Yield to Work-out
abstract double	Bond.creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Credit Basis from Yield Spread to Maturity
abstract double	Bond.creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Credit Basis from Yield Spread to Work-out
abstract double	Bond.creditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Credit Basis from Yield Spread to Optimal Exercise
abstract double	Bond.creditBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Credit Basis from Yield to Optimal Exercise
abstract double	Bond.creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Credit Basis from Z Spread to Maturity
abstract double	Bond.creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Credit Basis from Z Spread to Work-out
abstract double	Bond.creditBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Credit Basis from Z Spread to Optimal Exercise
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 Measures
CaseInsensitiveTreeMap<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.MarketParams
abstract double	Bond.discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Discount Margin from ASW to Maturity
abstract double	Bond.discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Discount Margin from ASW to Work-out
abstract double	Bond.discountMarginFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Discount Margin from ASW to Optimal Exercise
abstract double	Bond.discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Discount Margin from Bond Basis to Maturity
abstract double	Bond.discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Discount Margin from Bond Basis to Work-out
abstract double	Bond.discountMarginFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Discount Margin from Bond Basis to Optimal Exercise
abstract double	Bond.discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Discount Margin from Credit Basis to Maturity
abstract double	Bond.discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Discount Margin from Credit Basis to Work-out
abstract double	Bond.discountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Discount Margin from Credit Basis to Optimal Exercise
abstract double	Bond.discountMarginFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Discount Margin from E Spread to Maturity
abstract double	Bond.discountMarginFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Discount Margin from E Spread to Work-out
abstract double	Bond.discountMarginFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Discount Margin from E Spread to Optimal Exercise
abstract double	Bond.discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Discount Margin from G Spread to Maturity
abstract double	Bond.discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Discount Margin from G Spread to Work-out
abstract double	Bond.discountMarginFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Discount Margin from G Spread to Optimal Exercise
abstract double	Bond.discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Discount Margin from I Spread to Maturity
abstract double	Bond.discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Discount Margin from I Spread to Work-out
abstract double	Bond.discountMarginFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Discount Margin from I Spread to Optimal Exercise
abstract double	Bond.discountMarginFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Discount Margin from J Spread to Maturity
abstract double	Bond.discountMarginFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Discount Margin from J Spread to Work-out
abstract double	Bond.discountMarginFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Discount Margin from J Spread to Optimal Exercise
abstract double	Bond.discountMarginFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Discount Margin from N Spread to Maturity
abstract double	Bond.discountMarginFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Discount Margin from N Spread to Work-out
abstract double	Bond.discountMarginFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Discount Margin from N Spread to Optimal Exercise
abstract double	Bond.discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Discount Margin from OAS to Maturity
abstract double	Bond.discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Discount Margin from OAS to Work-out
abstract double	Bond.discountMarginFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Discount Margin from OAS to Optimal Exercise
abstract double	Bond.discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Discount Margin from PECS to Maturity
abstract double	Bond.discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Discount Margin from PECS to Work-out
abstract double	Bond.discountMarginFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Discount Margin from PECS to Optimal Exercise
abstract double	Bond.discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Discount Margin from Price to Maturity
abstract double	Bond.discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Discount Margin from Price to Work-out
abstract double	Bond.discountMarginFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Discount Margin from Price to Optimal Exercise
abstract double	Bond.discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Discount Margin from TSY Spread to Maturity
abstract double	Bond.discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Discount Margin from TSY Spread to Work-out
abstract double	Bond.discountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Discount Margin from TSY Spread to Optimal Exercise
abstract double	Bond.discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Discount Margin from Yield to Maturity
abstract double	Bond.discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Discount Margin from Yield to Work-out
abstract double	Bond.discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Discount Margin from Yield Spread to Maturity
abstract double	Bond.discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Discount Margin from Yield Spread to Work-out
abstract double	Bond.discountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Discount Margin from Yield Spread to Optimal Exercise
abstract double	Bond.discountMarginFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Discount Margin from Yield to Optimal Exercise
abstract double	Bond.discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Discount Margin from Z Spread to Maturity
abstract double	Bond.discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Discount Margin from Z Spread to Work-out
abstract double	Bond.discountMarginFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Discount Margin from Z Spread to Optimal Exercise
abstract double	Bond.durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Duration from ASW to Maturity
abstract double	Bond.durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Duration from ASW to Work-out
abstract double	Bond.durationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Duration from ASW to Optimal Exercise
abstract double	Bond.durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Duration from Bond Basis to Maturity
abstract double	Bond.durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Duration from Bond Basis to Work-out
abstract double	Bond.durationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Duration from Bond Basis to Optimal Exercise
abstract double	Bond.durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Duration from Credit Basis to Maturity
abstract double	Bond.durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Duration from Credit Basis to Work-out
abstract double	Bond.durationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Duration from Credit Basis to Optimal Exercise
abstract double	Bond.durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Duration from Discount Margin to Maturity
abstract double	Bond.durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Duration from Discount Margin to Work-out
abstract double	Bond.durationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Duration from Discount Margin to Optimal Exercise
abstract double	Bond.durationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Duration from E Spread to Maturity
abstract double	Bond.durationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Duration from E Spread to Work-out
abstract double	Bond.durationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Duration from E Spread to Optimal Exercise
abstract double	Bond.durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Duration from G Spread to Maturity
abstract double	Bond.durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Duration from G Spread to Work-out
abstract double	Bond.durationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Duration from G Spread to Optimal Exercise
abstract double	Bond.durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Duration from I Spread to Maturity
abstract double	Bond.durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Duration from I Spread to Work-out
abstract double	Bond.durationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Duration from I Spread to Optimal Exercise
abstract double	Bond.durationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Duration from J Spread to Maturity
abstract double	Bond.durationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Duration from J Spread to Work-out
abstract double	Bond.durationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Duration from J Spread to Optimal Exercise
abstract double	Bond.durationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Duration from N Spread to Maturity
abstract double	Bond.durationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Duration from N Spread to Work-out
abstract double	Bond.durationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Duration from N Spread to Optimal Exercise
abstract double	Bond.durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Duration from OAS to Maturity
abstract double	Bond.durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Duration from OAS to Work-out
abstract double	Bond.durationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Duration from OAS to Optimal Exercise
abstract double	Bond.durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Duration from PECS to Maturity
abstract double	Bond.durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Duration from PECS to Work-out
abstract double	Bond.durationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Duration from PECS to Optimal Exercise
abstract double	Bond.durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Duration from Price to Maturity
abstract double	Bond.durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Duration from Price to Work-out
abstract double	Bond.durationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Duration from Price to Optimal Exercise
abstract double	Bond.durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Duration from TSY Spread to Maturity
abstract double	Bond.durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Duration from TSY Spread to Work-out
abstract double	Bond.durationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Duration from TSY Spread to Optimal Exercise
abstract double	Bond.durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Duration from Yield to Maturity
abstract double	Bond.durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Duration from Yield to Work-out
abstract double	Bond.durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Duration from Yield Spread to Maturity
abstract double	Bond.durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Duration from Yield Spread to Work-out
abstract double	Bond.durationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Duration from Yield Spread to Optimal Exercise
abstract double	Bond.durationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Duration from Yield to Optimal Exercise
abstract double	Bond.durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Duration from Z Spread to Maturity
abstract double	Bond.durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Duration from Z Spread to Work-out
abstract double	Bond.durationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Duration from Z Spread to Optimal Exercise
abstract double	Bond.effectiveTreasuryBenchmarkYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Retrieve the effective treasury benchmark yield from the valuation, the component market parameters, and the market price
abstract double	Bond.eSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate E Spread from ASW to Maturity
abstract double	Bond.eSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate E Spread from ASW to Work-out
abstract double	Bond.eSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate E Spread from ASW to Optimal Exercise
abstract double	Bond.eSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate E Spread from Bond Basis to Maturity
abstract double	Bond.eSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate E Spread from Bond Basis to Work-out
abstract double	Bond.eSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate E Spread from Bond Basis to Optimal Exercise
abstract double	Bond.eSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate E Spread from Credit Basis to Maturity
abstract double	Bond.eSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate E Spread from Credit Basis to Work-out
abstract double	Bond.eSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate E Spread from Credit Basis to Optimal Exercise
abstract double	Bond.eSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate E Spread from Discount Margin to Maturity
abstract double	Bond.eSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate E Spread from Discount Margin to Work-out
abstract double	Bond.eSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate E Spread from Discount Margin to Optimal Exercise
abstract double	Bond.eSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate E Spread from G Spread to Maturity
abstract double	Bond.eSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate E Spread from G Spread to Work-out
abstract double	Bond.eSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate E Spread from G Spread to Optimal Exercise
abstract double	Bond.eSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate E Spread from I Spread to Maturity
abstract double	Bond.eSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate E Spread from I Spread to Work-out
abstract double	Bond.eSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate E Spread from I Spread to Optimal Exercise
abstract double	Bond.eSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate E Spread from J Spread to Maturity
abstract double	Bond.eSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate E Spread from J Spread to Work-out
abstract double	Bond.eSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate E Spread from J Spread to Optimal Exercise
abstract double	Bond.eSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate E Spread from N Spread to Maturity
abstract double	Bond.eSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate E Spread from N Spread to Work-out
abstract double	Bond.eSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate E Spread from N Spread to Optimal Exercise
abstract double	Bond.eSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate E Spread from OAS to Maturity
abstract double	Bond.eSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate E Spread from OAS to Work-out
abstract double	Bond.eSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate E Spread from OAS to Optimal Exercise
abstract double	Bond.eSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate E Spread from PECS to Maturity
abstract double	Bond.eSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate E Spread from PECS to Work-out
abstract double	Bond.eSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate E Spread from PECS to Optimal Exercise
abstract double	Bond.eSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate E Spread from Price to Maturity
abstract double	Bond.eSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate E Spread from Price to Work-out
abstract double	Bond.eSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate E Spread from Price to Optimal Exercise
abstract double	Bond.eSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate E Spread from TSY Spread to Maturity
abstract double	Bond.eSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate E Spread from TSY Spread to Work-out
abstract double	Bond.eSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate E Spread from TSY Spread to Optimal Exercise
abstract double	Bond.eSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate E Spread from Yield to Maturity
abstract double	Bond.eSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate E Spread from Yield to Work-out
abstract double	Bond.eSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate E Spread from Yield Spread to Maturity
abstract double	Bond.eSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate E Spread from Yield Spread to Work-out
abstract double	Bond.eSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate E Spread from Yield Spread to Optimal Exercise
abstract double	Bond.eSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate E Spread from Yield to Optimal Exercise
abstract WorkoutInfo	Bond.exerciseYieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Retrieve the work-out information from price
abstract PredictorResponseWeightConstraint	CalibratableComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Forward Factor Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the merged Funding and Forward Latent States from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Funding Curve Discount Factor Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve FX Forward Latent State from the Component's Cash Flows.
abstract double	Bond.gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate G Spread from ASW to Maturity
abstract double	Bond.gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate G Spread from ASW to Work-out
abstract double	Bond.gSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate G Spread from ASW to Optimal Exercise
abstract double	Bond.gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate G Spread from Bond Basis to Maturity
abstract double	Bond.gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate G Spread from Bond Basis to Work-out
abstract double	Bond.gSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate G Spread from Bond Basis to Optimal Exercise
abstract double	Bond.gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate G Spread from Credit Basis to Maturity
abstract double	Bond.gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate G Spread from Credit Basis to Work-out
abstract double	Bond.gSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate G Spread from Credit Basis to Optimal Exercise
abstract double	Bond.gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate G Spread from Discount Margin to Maturity
abstract double	Bond.gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate G Spread from Discount Margin to Work-out
abstract double	Bond.gSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate G Spread from Discount Margin to Optimal Exercise
abstract double	Bond.gSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate G Spread from E Spread to Maturity
abstract double	Bond.gSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate G Spread from E Spread to Work-out
abstract double	Bond.gSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate G Spread from E Spread to Optimal Exercise
abstract double	Bond.gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate G Spread from I Spread to Maturity
abstract double	Bond.gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate G Spread from I Spread to Work-out
abstract double	Bond.gSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate G Spread from I Spread to Optimal Exercise
abstract double	Bond.gSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate G Spread from J Spread to Maturity
abstract double	Bond.gSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate G Spread from J Spread to Work-out
abstract double	Bond.gSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate G Spread from J Spread to Optimal Exercise
abstract double	Bond.gSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate G Spread from N Spread to Maturity
abstract double	Bond.gSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate G Spread from N Spread to Work-out
abstract double	Bond.gSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate G Spread from N Spread to Optimal Exercise
abstract double	Bond.gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate G Spread from OAS to Maturity
abstract double	Bond.gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate G Spread from OAS to Work-out
abstract double	Bond.gSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate G Spread from OAS to Optimal Exercise
abstract double	Bond.gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate G Spread from PECS to Maturity
abstract double	Bond.gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate G Spread from PECS to Work-out
abstract double	Bond.gSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate G Spread from PECS to Optimal Exercise
abstract double	Bond.gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate G Spread from Price to Maturity
abstract double	Bond.gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate G Spread from Price to Work-out
abstract double	Bond.gSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate G Spread from Price to Optimal Exercise
abstract double	Bond.gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate G Spread from TSY Spread to Maturity
abstract double	Bond.gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate G Spread from TSY Spread to Work-out
abstract double	Bond.gSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate G Spread from TSY Spread to Optimal Exercise
abstract double	Bond.gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate G Spread from Yield to Maturity
abstract double	Bond.gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate G Spread from Yield to Work-out
abstract double	Bond.gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate G Spread from Yield Spread to Maturity
abstract double	Bond.gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate G Spread from Yield Spread to Work-out
abstract double	Bond.gSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate G Spread from Yield Spread to Optimal Exercise
abstract double	Bond.gSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate G Spread from Yield to Optimal Exercise
abstract double	Bond.gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate G Spread from Z Spread to Maturity
abstract double	Bond.gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate G Spread from Z Spread to Work-out
abstract double	Bond.gSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate G Spread from Z Spread to Optimal Exercise
abstract double	Bond.iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate I Spread from ASW to Maturity
abstract double	Bond.iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate I Spread from ASW to Work-out
abstract double	Bond.iSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate I Spread from ASW to Optimal Exercise
abstract double	Bond.iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate I Spread from Bond Basis to Maturity
abstract double	Bond.iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate I Spread from Bond Basis to Work-out
abstract double	Bond.iSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate I Spread from Bond Basis to Optimal Exercise
abstract double	Bond.iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate I Spread from Credit Basis to Maturity
abstract double	Bond.iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate I Spread from Credit Basis to Work-out
abstract double	Bond.iSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate I Spread from Credit Basis to Optimal Exercise
abstract double	Bond.iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate I Spread from Discount Margin to Maturity
abstract double	Bond.iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate I Spread from Discount Margin to Work-out
abstract double	Bond.iSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate I Spread from Discount Margin to Optimal Exercise
abstract double	Bond.iSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate I Spread from E Spread to Maturity
abstract double	Bond.iSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate I Spread from E Spread to Work-out
abstract double	Bond.iSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate I Spread from E Spread to Optimal Exercise
abstract double	Bond.iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate I Spread from G Spread to Maturity
abstract double	Bond.iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate I Spread from G Spread to Work-out
abstract double	Bond.iSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate I Spread from G Spread to Optimal Exercise
abstract double	Bond.iSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate I Spread from J Spread to Maturity
abstract double	Bond.iSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate I Spread from J Spread to Work-out
abstract double	Bond.iSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate I Spread from J Spread to Optimal Exercise
abstract double	Bond.iSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate I Spread from N Spread to Maturity
abstract double	Bond.iSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate I Spread from N Spread to Work-out
abstract double	Bond.iSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate I Spread from N Spread to Optimal Exercise
abstract double	Bond.iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate I Spread from OAS to Maturity
abstract double	Bond.iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate I Spread from OAS to Work-out
abstract double	Bond.iSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate I Spread from OAS to Optimal Exercise
abstract double	Bond.iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate I Spread from PECS to Maturity
abstract double	Bond.iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate I Spread from PECS to Work-out
abstract double	Bond.iSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate I Spread from PECS to Optimal Exercise
abstract double	Bond.iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate I Spread from Price to Maturity
abstract double	Bond.iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate I Spread from Price to Work-out
abstract double	Bond.iSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate I Spread from Price to Optimal Exercise
abstract double	Bond.iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate I Spread from TSY Spread to Maturity
abstract double	Bond.iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate I Spread from TSY Spread to Work-out
abstract double	Bond.iSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate I Spread from TSY Spread to Optimal Exercise
abstract double	Bond.iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate I Spread from Yield to Maturity
abstract double	Bond.iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate I Spread from Yield to Work-out
abstract double	Bond.iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate I Spread from Yield Spread to Maturity
abstract double	Bond.iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate I Spread from Yield Spread to Work-out
abstract double	Bond.iSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate I Spread from Yield Spread to Optimal Exercise
abstract double	Bond.iSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate I Spread from Yield to Optimal Exercise
abstract double	Bond.iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate I Spread from Z Spread to Maturity
abstract double	Bond.iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate I Spread from Z Spread to Work-out
abstract double	Bond.iSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate I Spread from Z Spread to Optimal Exercise
abstract WengertJacobian	CalibratableComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)	Compute the Jacobian of the Dirty PV to the Calibrated Input Manifest Measures
abstract double	Bond.jSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate J Spread from ASW to Maturity
abstract double	Bond.jSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate J Spread from ASW to Work-out
abstract double	Bond.jSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate J Spread from ASW to Optimal Exercise
abstract double	Bond.jSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate J Spread from Bond Basis to Maturity
abstract double	Bond.jSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate J Spread from Bond Basis to Work-out
abstract double	Bond.jSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate J Spread from Bond Basis to Optimal Exercise
abstract double	Bond.jSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate J Spread from Credit Basis to Maturity
abstract double	Bond.jSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate J Spread from Credit Basis to Work-out
abstract double	Bond.jSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate J Spread from Credit Basis to Optimal Exercise
abstract double	Bond.jSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate J Spread from Discount Margin to Maturity
abstract double	Bond.jSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate J Spread from Discount Margin to Work-out
abstract double	Bond.jSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate J Spread from Discount Margin to Optimal Exercise
abstract double	Bond.jSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate J Spread from E Spread to Maturity
abstract double	Bond.jSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate J Spread from E Spread to Work-out
abstract double	Bond.jSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate J Spread from E Spread to Optimal Exercise
abstract double	Bond.jSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate J Spread from G Spread to Maturity
abstract double	Bond.jSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate J Spread from G Spread to Work-out
abstract double	Bond.jSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate J Spread from G Spread to Optimal Exercise
abstract double	Bond.jSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate J Spread from I Spread to Maturity
abstract double	Bond.jSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate J Spread from I Spread to Work-out
abstract double	Bond.jSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate J Spread from I Spread to Optimal Exercise
abstract double	Bond.jSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate J Spread from N Spread to Maturity
abstract double	Bond.jSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate J Spread from N Spread to Work-out
abstract double	Bond.jSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate J Spread from N Spread to Optimal Exercise
abstract double	Bond.jSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate J Spread from OAS to Maturity
abstract double	Bond.jSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate J Spread from OAS to Work-out
abstract double	Bond.jSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate J Spread from OAS to Optimal Exercise
abstract double	Bond.jSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate J Spread from PECS to Maturity
abstract double	Bond.jSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate J Spread from PECS to Work-out
abstract double	Bond.jSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate J Spread from PECS to Optimal Exercise
abstract double	Bond.jSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate J Spread from Price to Maturity
abstract double	Bond.jSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate J Spread from Price to Work-out
abstract double	Bond.jSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate J Spread from Price to Optimal Exercise
abstract double	Bond.jSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate J Spread from TSY Spread to Maturity
abstract double	Bond.jSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate J Spread from TSY Spread to Work-out
abstract double	Bond.jSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate J Spread from TSY Spread to Optimal Exercise
abstract double	Bond.jSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate J Spread from Yield to Maturity
abstract double	Bond.jSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate J Spread from Yield to Work-out
abstract double	Bond.jSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate J Spread from Yield Spread to Maturity
abstract double	Bond.jSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate J Spread from Yield Spread to Work-out
abstract double	Bond.jSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate J Spread from Yield Spread to Optimal Exercise
abstract double	Bond.jSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate J Spread from Yield to Optimal Exercise
abstract double	Bond.jSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate J Spread from Z Spread to Maturity
abstract double	Bond.jSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate J Spread from Z Spread to Work-out
abstract double	Bond.jSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate J Spread from Z Spread to Optimal Exercise
abstract java.util.List<LossQuadratureMetrics>	CreditComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc)	Generate the loss flow for the credit component based on the pricer parameters
abstract java.util.List<LossQuadratureMetrics>	Bond.lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Get the bond's loss flow from price
abstract double	Bond.macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Macaulay Duration from ASW to Maturity
abstract double	Bond.macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Macaulay Duration from ASW to Work-out
abstract double	Bond.macaulayDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Macaulay Duration from ASW to Optimal Exercise
abstract double	Bond.macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Macaulay Duration from Bond Basis to Maturity
abstract double	Bond.macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Macaulay Duration from Bond Basis to Work-out
abstract double	Bond.macaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Macaulay Duration from Bond Basis to Optimal Exercise
abstract double	Bond.macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Macaulay Duration from Credit Basis to Maturity
abstract double	Bond.macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Macaulay Duration from Credit Basis to Work-out
abstract double	Bond.macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Macaulay Duration from Credit Basis to Optimal Exercise
abstract double	Bond.macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Macaulay Duration from Discount Margin to Maturity
abstract double	Bond.macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Macaulay Duration from Discount Margin to Work-out
abstract double	Bond.macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Macaulay Duration from Discount Margin to Optimal Exercise
abstract double	Bond.macaulayDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Macaulay Duration from E Spread to Maturity
abstract double	Bond.macaulayDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Macaulay Duration from E Spread to Work-out
abstract double	Bond.macaulayDurationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Macaulay Duration from E Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Macaulay Duration from G Spread to Maturity
abstract double	Bond.macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Macaulay Duration from G Spread to Work-out
abstract double	Bond.macaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Macaulay Duration from G Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Macaulay Duration from I Spread to Maturity
abstract double	Bond.macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Macaulay Duration from I Spread to Work-out
abstract double	Bond.macaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Macaulay Duration from I Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Macaulay Duration from J Spread to Maturity
abstract double	Bond.macaulayDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Macaulay Duration from J Spread to Work-out
abstract double	Bond.macaulayDurationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Macaulay Duration from J Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Macaulay Duration from N Spread to Maturity
abstract double	Bond.macaulayDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Macaulay Duration from N Spread to Work-out
abstract double	Bond.macaulayDurationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Macaulay Duration from N Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Macaulay Duration from OAS to Maturity
abstract double	Bond.macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Macaulay Duration from OAS to Work-out
abstract double	Bond.macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Macaulay Duration from PECS to Maturity
abstract double	Bond.macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Macaulay Duration from PECS to Work-out
abstract double	Bond.macaulayDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Macaulay Duration from PECS to Optimal Exercise
abstract double	Bond.macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Macaulay Duration from Price to Maturity
abstract double	Bond.macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Macaulay Duration from Price to Work-out
abstract double	Bond.macaulayDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Macaulay Duration from Price to Optimal Exercise
abstract double	Bond.macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Macaulay Duration from TSY Spread to Maturity
abstract double	Bond.macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Macaulay Duration from TSY Spread to Work-out
abstract double	Bond.macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Macaulay Duration from TSY Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Macaulay Duration from Yield to Maturity
abstract double	Bond.macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Macaulay Duration from Yield to Work-out
abstract double	Bond.macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Macaulay Duration from Yield Spread to Maturity
abstract double	Bond.macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Macaulay Duration from Yield Spread to Work-out
abstract double	Bond.macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Macaulay Duration from Yield Spread to Optimal Exercise
abstract double	Bond.macaulayDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Macaulay Duration from Yield to Optimal Exercise
abstract double	Bond.macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Macaulay Duration from Z Spread to Maturity
abstract double	Bond.macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Macaulay Duration from Z Spread to Work-out
abstract double	Bond.macaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Macaulay Duration from Z Spread to Optimal Exercise
abstract WengertJacobian	CalibratableComponent.manifestMeasureDFMicroJack(java.lang.String strMainfestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)	Compute the micro-Jacobian of the given measure to the DF
BasketMeasures	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.MarketParams
ComponentMeasures	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
double	BasketProduct.measureValue(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strMeasure)	Calculate the value of the given basket product measure
double	Component.measureValue(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strMeasure)	Calculate the value of the given Product's measure
abstract double	Bond.mnacaulayDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Macaulay Duration from OAS to Optimal Exercise
abstract double	Bond.modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Modified Duration from ASW to Maturity
abstract double	Bond.modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Modified Duration from ASW to Work-out
abstract double	Bond.modifiedDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Modified Duration from ASW to Optimal Exercise
abstract double	Bond.modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Modified Duration from Bond Basis to Maturity
abstract double	Bond.modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Modified Duration from Bond Basis to Work-out
abstract double	Bond.modifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Modified Duration from Bond Basis to Optimal Exercise
abstract double	Bond.modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Modified Duration from Credit Basis to Maturity
abstract double	Bond.modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Modified Duration from Credit Basis to Work-out
abstract double	Bond.modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Modified Duration from Credit Basis to Optimal Exercise
abstract double	Bond.modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Modified Duration from Discount Margin to Maturity
abstract double	Bond.modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Modified Duration from Discount Margin to Work-out
abstract double	Bond.modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Modified Duration from Discount Margin to Optimal Exercise
abstract double	Bond.modifiedDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Modified Duration from E Spread to Maturity
abstract double	Bond.modifiedDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Modified Duration from E Spread to Work-out
abstract double	Bond.modifiedDurationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Modified Duration from E Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Modified Duration from G Spread to Maturity
abstract double	Bond.modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Modified Duration from G Spread to Work-out
abstract double	Bond.modifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Modified Duration from G Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Modified Duration from I Spread to Maturity
abstract double	Bond.modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Modified Duration from I Spread to Work-out
abstract double	Bond.modifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Modified Duration from I Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Modified Duration from J Spread to Maturity
abstract double	Bond.modifiedDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Modified Duration from J Spread to Work-out
abstract double	Bond.modifiedDurationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Modified Duration from J Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Modified Duration from N Spread to Maturity
abstract double	Bond.modifiedDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Modified Duration from N Spread to Work-out
abstract double	Bond.modifiedDurationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Modified Duration from N Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Modified Duration from OAS to Maturity
abstract double	Bond.modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Modified Duration from OAS to Work-out
abstract double	Bond.modifiedDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Modified Duration from OAS to Optimal Exercise
abstract double	Bond.modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Modified Duration from PECS to Maturity
abstract double	Bond.modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Modified Duration from PECS to Work-out
abstract double	Bond.modifiedDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Modified Duration from PECS to Optimal Exercise
abstract double	Bond.modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Modified Duration from Price to Maturity
abstract double	Bond.modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Modified Duration from Price to Work-out
abstract double	Bond.modifiedDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Modified Duration from Price to Optimal Exercise
abstract double	Bond.modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Modified Duration from TSY Spread to Maturity
abstract double	Bond.modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Modified Duration from TSY Spread to Work-out
abstract double	Bond.modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Modified Duration from TSY Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Modified Duration from Yield to Maturity
abstract double	Bond.modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Modified Duration from Yield to Work-out
abstract double	Bond.modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Modified Duration from Yield Spread to Maturity
abstract double	Bond.modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Modified Duration from Yield Spread to Work-out
abstract double	Bond.modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Modified Duration from Yield Spread to Optimal Exercise
abstract double	Bond.modifiedDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Modified Duration from Yield to Optimal Exercise
abstract double	Bond.modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Modified Duration from Z Spread to Maturity
abstract double	Bond.modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Modified Duration from Z Spread to Work-out
abstract double	Bond.modifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Modified Duration from Z Spread to Optimal Exercise
abstract double	Bond.nSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate N Spread from ASW to Maturity
abstract double	Bond.nSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate N Spread from ASW to Work-out
abstract double	Bond.nSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate N Spread from ASW to Optimal Exercise
abstract double	Bond.nSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate N Spread from Bond Basis to Maturity
abstract double	Bond.nSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate N Spread from Bond Basis to Work-out
abstract double	Bond.nSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate N Spread from Bond Basis to Optimal Exercise
abstract double	Bond.nSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate N Spread from Credit Basis to Maturity
abstract double	Bond.nSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate N Spread from Credit Basis to Work-out
abstract double	Bond.nSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate N Spread from Credit Basis to Optimal Exercise
abstract double	Bond.nSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate N Spread from Discount Margin to Maturity
abstract double	Bond.nSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate N Spread from Discount Margin to Work-out
abstract double	Bond.nSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate N Spread from Discount Margin to Optimal Exercise
abstract double	Bond.nSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate N Spread from E Spread to Maturity
abstract double	Bond.nSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate N Spread from E Spread to Work-out
abstract double	Bond.nSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate N Spread from E Spread to Optimal Exercise
abstract double	Bond.nSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate N Spread from G Spread to Maturity
abstract double	Bond.nSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate N Spread from G Spread to Work-out
abstract double	Bond.nSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate N Spread from G Spread to Optimal Exercise
abstract double	Bond.nSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate N Spread from I Spread to Maturity
abstract double	Bond.nSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate N Spread from I Spread to Work-out
abstract double	Bond.nSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate N Spread from I Spread to Optimal Exercise
abstract double	Bond.nSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate N Spread from J Spread to Maturity
abstract double	Bond.nSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate N Spread from J Spread to Work-out
abstract double	Bond.nSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate N Spread from J Spread to Optimal Exercise
abstract double	Bond.nSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate N Spread from OAS to Maturity
abstract double	Bond.nSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate N Spread from OAS to Work-out
abstract double	Bond.nSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate N Spread from OAS to Optimal Exercise
abstract double	Bond.nSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate N Spread from PECS to Maturity
abstract double	Bond.nSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate N Spread from PECS to Work-out
abstract double	Bond.nSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate N Spread from PECS to Optimal Exercise
abstract double	Bond.nSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate N Spread from Price to Maturity
abstract double	Bond.nSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate N Spread from Price to Work-out
abstract double	Bond.nSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate N Spread from Price to Optimal Exercise
abstract double	Bond.nSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate N Spread from TSY Spread to Maturity
abstract double	Bond.nSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate N Spread from TSY Spread to Work-out
abstract double	Bond.nSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate N Spread from TSY Spread to Optimal Exercise
abstract double	Bond.nSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate N Spread from Yield to Maturity
abstract double	Bond.nSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate N Spread from Yield to Work-out
abstract double	Bond.nSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate N Spread from Yield Spread to Maturity
abstract double	Bond.nSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate N Spread from Yield Spread to Work-out
abstract double	Bond.nSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate N Spread from Yield Spread to Optimal Exercise
abstract double	Bond.nSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate N Spread from Yield to Optimal Exercise
abstract double	Bond.nSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate N Spread from Z Spread to Maturity
abstract double	Bond.nSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate N Spread from Z Spread to Work-out
abstract double	Bond.nSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate N Spread from Z Spread to Optimal Exercise
abstract double	Bond.oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate OAS from ASW to Maturity
abstract double	Bond.oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate OAS from ASW to Work-out
abstract double	Bond.oasFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate OAS from ASW to Optimal Exercise
abstract double	Bond.oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate OAS from Bond Basis to Maturity
abstract double	Bond.oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate OAS from Bond Basis to Work-out
abstract double	Bond.oasFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate OAS from Bond Basis to Optimal Exercise
abstract double	Bond.oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate OAS from Credit Basis to Maturity
abstract double	Bond.oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate OAS from Credit Basis to Work-out
abstract double	Bond.oasFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate OAS from Credit Basis to Optimal Exercise
abstract double	Bond.oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate OAS from Discount Margin to Maturity
abstract double	Bond.oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate OAS from Discount Margin to Work-out
abstract double	Bond.oasFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate OAS from Discount Margin to Optimal Exercise
abstract double	Bond.oasFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate OAS from E Spread to Maturity
abstract double	Bond.oasFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate OAS from E Spread to Work-out
abstract double	Bond.oasFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate OAS from E Spread to Optimal Exercise
abstract double	Bond.oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate OAS from G Spread to Maturity
abstract double	Bond.oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate OAS from G Spread to Work-out
abstract double	Bond.oasFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate OAS from G Spread to Optimal Exercise
abstract double	Bond.oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate OAS from I Spread to Maturity
abstract double	Bond.oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate OAS from I Spread to Work-out
abstract double	Bond.oasFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate OAS from I Spread to Optimal Exercise
abstract double	Bond.oasFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate OAS from J Spread to Maturity
abstract double	Bond.oasFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate OAS from J Spread to Work-out
abstract double	Bond.oasFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate OAS from J Spread to Optimal Exercise
abstract double	Bond.oasFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate OAS from N Spread to Maturity
abstract double	Bond.oasFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate OAS from N Spread to Work-out
abstract double	Bond.oasFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate OAS from N Spread to Optimal Exercise
abstract double	Bond.oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate OAS from PECS to Maturity
abstract double	Bond.oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate OAS from PECS to Work-out
abstract double	Bond.oasFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate OAS from PECS to Optimal Exercise
abstract double	Bond.oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate OAS from Price to Maturity
abstract double	Bond.oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate OAS from Price to Work-out
abstract double	Bond.oasFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate OAS from Price to Optimal Exercise
abstract double	Bond.oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate OAS from TSY Spread to Maturity
abstract double	Bond.oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate OAS from TSY Spread to Work-out
abstract double	Bond.oasFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate OAS from TSY Spread to Optimal Exercise
abstract double	Bond.oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate OAS from Yield to Maturity
abstract double	Bond.oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate OAS from Yield to Work-out
abstract double	Bond.oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate OAS from Yield Spread to Maturity
abstract double	Bond.oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate OAS from Yield Spread to Work-out
abstract double	Bond.oasFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate OAS from Yield Spread to Optimal Exercise
abstract double	Bond.oasFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate OAS from Yield to Optimal Exercise
abstract double	Bond.oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate OAS from Z Spread to Maturity
abstract double	Bond.oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate OAS from Z Spread to Work-out
abstract double	Bond.oasFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate OAS from Z Spread to Optimal Exercise
abstract double	Bond.pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate PECS from ASW to Maturity
abstract double	Bond.pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate PECS from ASW to Work-out
abstract double	Bond.pecsFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate PECS from ASW to Optimal Exercise
abstract double	Bond.pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate PECS from Bond Basis to Maturity
abstract double	Bond.pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate PECS from Bond Basis to Work-out
abstract double	Bond.pecsFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate PECS from Bond Basis to Optimal Exercise
abstract double	Bond.pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate PECS from Credit Basis to Maturity
abstract double	Bond.pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate PECS from Credit Basis to Work-out
abstract double	Bond.pecsFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate PECS from Credit Basis to Optimal Exercise
abstract double	Bond.pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate PECS from Discount Margin to Maturity
abstract double	Bond.pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate PECS from Discount Margin to Work-out
abstract double	Bond.pecsFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate PECS from Discount Margin to Optimal Exercise
abstract double	Bond.pecsFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate PECS from E Spread to Maturity
abstract double	Bond.pecsFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate PECS from E Spread to Work-out
abstract double	Bond.pecsFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate PECS from E Spread to Optimal Exercise
abstract double	Bond.pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate PECS from G Spread to Maturity
abstract double	Bond.pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate PECS from G Spread to Work-out
abstract double	Bond.pecsFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate PECS from G Spread to Optimal Exercise
abstract double	Bond.pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate PECS from I Spread to Maturity
abstract double	Bond.pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate PECS from I Spread to Work-out
abstract double	Bond.pecsFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate PECS from I Spread to Optimal Exercise
abstract double	Bond.pecsFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate PECS from J Spread to Maturity
abstract double	Bond.pecsFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate PECS from J Spread to Work-out
abstract double	Bond.pecsFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate PECS from J Spread to Optimal Exercise
abstract double	Bond.pecsFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate PECS from N Spread to Maturity
abstract double	Bond.pecsFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate PECS from N Spread to Work-out
abstract double	Bond.pecsFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate PECS from N Spread to Optimal Exercise
abstract double	Bond.pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate PECS from OAS to Maturity
abstract double	Bond.pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate PECS from OAS to Work-out
abstract double	Bond.pecsFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate PECS from OAS to Optimal Exercise
abstract double	Bond.pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate PECS from Price to Maturity
abstract double	Bond.pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate PECS from Price to Work-out
abstract double	Bond.pecsFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate PECS from Price to Optimal Exercise
abstract double	Bond.pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate PECS from TSY Spread to Maturity
abstract double	Bond.pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate PECS from TSY Spread to Work-out
abstract double	Bond.pecsFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate PECS from TSY Spread to Optimal Exercise
abstract double	Bond.pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate PECS from Yield to Maturity
abstract double	Bond.pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate PECS from Yield to Work-out
abstract double	Bond.pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate PECS from Yield Spread to Maturity
abstract double	Bond.pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate PECS from Yield Spread to Work-out
abstract double	Bond.pecsFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate PECS from Yield Spread to Optimal Exercise
abstract double	Bond.pecsFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate PECS from Yield to Optimal Exercise
abstract double	Bond.pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate PECS from Z Spread to Maturity
abstract double	Bond.pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate PECS from Z Spread to Work-out
abstract double	Bond.pecsFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate PECS from Z Spread to Optimal Exercise
abstract double	Bond.priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Price from ASW to Maturity
abstract double	Bond.priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Price from ASW to Work-out
abstract double	Bond.priceFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Price from ASW to Optimal Exercise
abstract double	Bond.priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Price from Bond Basis to Maturity
abstract double	Bond.priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Price from Bond Basis to Work-out
abstract double	Bond.priceFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Price from Bond Basis to Optimal Exercise
abstract double	Bond.priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Price from Credit Basis to Maturity
abstract double	Bond.priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Price from Credit Basis to Work-out
abstract double	Bond.priceFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Price from Credit Basis to Optimal Exercise
abstract double	Bond.priceFromCreditCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis, boolean bFlat)	Calculate the bond's credit risky theoretical price from the bumped credit curve
abstract double	Bond.priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Price from Discount Margin to Maturity
abstract double	Bond.priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Price from Discount Margin to Work-out
abstract double	Bond.priceFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Price from Discount Margin to Optimal Exercise
abstract double	Bond.priceFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Price from E Spread to Maturity
abstract double	Bond.priceFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Price from E Spread to Work-out
abstract double	Bond.priceFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Price from E Spread to Optimal Exercise
abstract double	Bond.priceFromFundingCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblDCBump)	Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
abstract double	Bond.priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Price from G Spread to Maturity
abstract double	Bond.priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Price from G Spread to Work-out
abstract double	Bond.priceFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Price from G Spread to Optimal Exercise
abstract double	Bond.priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Price from I Spread to Maturity
abstract double	Bond.priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Price from I Spread to Work-out
abstract double	Bond.priceFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Price from I Spread to Optimal Exercise
abstract double	Bond.priceFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Price from J Spread to Maturity
abstract double	Bond.priceFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Price from J Spread to Work-out
abstract double	Bond.priceFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Price from J Spread to Optimal Exercise
abstract double	Bond.priceFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Price from N Spread to Maturity
abstract double	Bond.priceFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Price from N Spread to Work-out
abstract double	Bond.priceFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Price from N Spread to Optimal Exercise
abstract double	Bond.priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Price from OAS to Maturity
abstract double	Bond.priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Price from OAS to Work-out
abstract double	Bond.priceFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Price from OAS to Optimal Exercise
abstract double	Bond.priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Price from PECS to Maturity
abstract double	Bond.priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Price from PECS to Work-out
abstract double	Bond.priceFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Price from PECS to Optimal Exercise
abstract double	Bond.priceFromTreasuryCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblDCBump)	Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
abstract double	Bond.priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Price from TSY Spread to Maturity
abstract double	Bond.priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Price from TSY Spread to Work-out
abstract double	Bond.priceFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Price from TSY Spread to Optimal Exercise
abstract double	Bond.priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Price from Yield to Maturity
abstract double	Bond.priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Price from Yield to Work-out
abstract double	Bond.priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Price from Yield Spread to Maturity
abstract double	Bond.priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Price from Yield Spread to Work-out
abstract double	Bond.priceFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Price from Yield Spread to Optimal Exercise
abstract double	Bond.priceFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Price from Yield to Optimal Exercise
abstract double	Bond.priceFromZeroCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblZCBump)	Calculate the bond's non-credit risky theoretical price from the Bumped Zero Curve
abstract double	Bond.priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Price from Z Spread to Maturity
abstract double	Bond.priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Price from Z Spread to Work-out
abstract double	Bond.priceFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Price from Z Spread to Optimal Exercise
abstract double	Component.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)	Compute the PV for the specified Market Parameters
abstract double[]	Bond.secTreasurySpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs)	Retrieve the array of double for the bond's secondary treasury spreads from the Valuation Parameters and the component market parameters
abstract BondRVMeasures	Bond.standardMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, WorkoutInfo wi, double dblPrice)	Calculate the full set of Bond RV Measures from the Price Input
abstract boolean	Bond.tradeable(ValuationParams valParams)	Calculate if the bond is tradeable on the given date
abstract double	Bond.tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate TSY Spread from ASW to Maturity
abstract double	Bond.tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate TSY Spread from ASW to Work-out
abstract double	Bond.tsySpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate TSY Spread from ASW to Optimal Exercise
abstract double	Bond.tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate TSY Spread from Bond Basis to Maturity
abstract double	Bond.tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate TSY Spread from Bond Basis to Work-out
abstract double	Bond.tsySpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate TSY Spread from Bond Basis to Optimal Exercise
abstract double	Bond.tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate TSY Spread from Credit Basis to Maturity
abstract double	Bond.tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate TSY Spread from Credit Basis to Work-out
abstract double	Bond.tsySpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate TSY Spread from Credit Basis to Optimal Exercise
abstract double	Bond.tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate TSY Spread from Discount Margin to Maturity
abstract double	Bond.tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate TSY Spread from Discount Margin to Work-out
abstract double	Bond.tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate TSY Spread from Discount Margin to Optimal Exercise
abstract double	Bond.tsySpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate TSY Spread from E Spread to Maturity
abstract double	Bond.tsySpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate TSY Spread from E Spread to Work-out
abstract double	Bond.tsySpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate TSY Spread from E Spread to Optimal Exercise
abstract double	Bond.tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate TSY Spread from G Spread to Maturity
abstract double	Bond.tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate TSY Spread from G Spread to Work-out
abstract double	Bond.tsySpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate TSY Spread from G Spread to Optimal Exercise
abstract double	Bond.tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate TSY Spread from I Spread to Maturity
abstract double	Bond.tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate TSY Spread from I Spread to Work-out
abstract double	Bond.tsySpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate TSY Spread from I Spread to Optimal Exercise
abstract double	Bond.tsySpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate TSY Spread from J Spread to Maturity
abstract double	Bond.tsySpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate TSY Spread from J Spread to Work-out
abstract double	Bond.tsySpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate TSY Spread from J Spread to Optimal Exercise
abstract double	Bond.tsySpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate TSY Spread from N Spread to Maturity
abstract double	Bond.tsySpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate TSY Spread from N Spread to Work-out
abstract double	Bond.tsySpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate TSY Spread from N Spread to Optimal Exercise
abstract double	Bond.tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate TSY Spread from OAS to Maturity
abstract double	Bond.tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate TSY Spread from OAS to Work-out
abstract double	Bond.tsySpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate TSY Spread from OAS to Optimal Exercise
abstract double	Bond.tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate TSY Spread from PECS to Maturity
abstract double	Bond.tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate TSY Spread from PECS to Work-out
abstract double	Bond.tsySpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate TSY Spread from PECS to Optimal Exercise
abstract double	Bond.tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate TSY Spread from Price to Maturity
abstract double	Bond.tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate TSY Spread from Price to Work-out
abstract double	Bond.tsySpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate TSY Spread from Price to Optimal Exercise
abstract double	Bond.tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate TSY Spread from Yield to Maturity
abstract double	Bond.tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate TSY Spread from Yield to Work-out
abstract double	Bond.tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate TSY Spread from Yield Spread to Maturity
abstract double	Bond.tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate TSY Spread from Yield Spread to Work-out
abstract double	Bond.tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate TSY Spread from Yield Spread to Optimal Exercise
abstract double	Bond.tsySpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate TSY Spread from Yield to Optimal Exercise
abstract double	Bond.tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate TSY Spread from Z Spread to Maturity
abstract double	Bond.tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate TSY Spread from Z Spread to Work-out
abstract double	Bond.tsySpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate TSY Spread from Z Spread to Optimal Exercise
CaseInsensitiveTreeMap<java.lang.Double>	BasketProduct.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)	Generate a full list of the basket product measures for the full input set of market parameters
abstract CaseInsensitiveTreeMap<java.lang.Double>	Component.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)	Generate a full list of the Product measures for the full input set of market parameters
abstract CaseInsensitiveTreeMap<java.lang.Double>	CreditDefaultSwap.valueFromQuotedSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFixCoupon, double dblQuotedSpread)	Value the CDS from the Quoted Spread
abstract PredictorResponseWeightConstraint	CalibratableComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Latent State from the Component's Cash Flows.
abstract double	Bond.weightedAverageLife(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)	Calculate the Bond's Weighted Average Life To Maturity from the Valuation Date
abstract double	Bond.weightedAverageLife(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)	Calculate the Bond's Weighted Average Life from the Valuation Date
abstract double	Bond.weightedAverageLifeCouponOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)	Calculate the Bond's Coupon Only Weighted Average Life To Maturity from the Valuation Date
abstract double	Bond.weightedAverageLifeCouponOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)	Calculate the Bond's Coupon Only Weighted Average Life from the Valuation Date
abstract double	Bond.weightedAverageLifeCredit(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)	Calculate the Credit Adjusted Weighted Average Life To Maturity from the Valuation Date
abstract double	Bond.weightedAverageLifeCredit(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)	Calculate the Credit Adjusted Weighted Average Life from the Valuation Date
abstract double	Bond.weightedAverageLifeLossOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)	Calculate the Bond's Weighted Average Life of Losses Only To Maturity from the Valuation Date
abstract double	Bond.weightedAverageLifeLossOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)	Calculate the Bond's Weighted Average Life of Losses Only from the Valuation Date
abstract double	Bond.weightedAverageLifePrincipalOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)	Calculate the Bond's Principal Only Weighted Average Life To Maturity from the Valuation Date
abstract double	Bond.weightedAverageLifePrincipalOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)	Calculate the Bond's Principal Only Weighted Average Life from the Valuation Date
abstract int	Bond.weightedAverageMaturityDate(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)	Calculate the Bond's Weighted Average Maturity Date To Maturity from the Valuation Date
abstract int	Bond.weightedAverageMaturityDate(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)	Calculate the Bond's Weighted Average Maturity Date from the Valuation Date
abstract double	Bond.yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Yield01 from ASW to Maturity
abstract double	Bond.yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Yield01 from ASW to Work-out
abstract double	Bond.yield01FromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Yield01 from ASW to Optimal Exercise
abstract double	Bond.yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Yield01 from Bond Basis to Maturity
abstract double	Bond.yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Yield01 from Bond Basis to Work-out
abstract double	Bond.yield01FromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Yield01 from Bond Basis to Optimal Exercise
abstract double	Bond.yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Yield01 from Credit Basis to Maturity
abstract double	Bond.yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Yield01 from Credit Basis to Work-out
abstract double	Bond.yield01FromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Yield01 from Credit Basis to Optimal Exercise
abstract double	Bond.yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Yield01 from Discount Margin to Maturity
abstract double	Bond.yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Yield01 from Discount Margin to Work-out
abstract double	Bond.yield01FromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Yield01 from Discount Margin to Optimal Exercise
abstract double	Bond.yield01FromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Yield01 from E Spread to Maturity
abstract double	Bond.yield01FromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Yield01 from E Spread to Work-out
abstract double	Bond.yield01FromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Yield01 from E Spread to Optimal Exercise
abstract double	Bond.yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Yield01 from G Spread to Maturity
abstract double	Bond.yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Yield01 from G Spread to Work-out
abstract double	Bond.yield01FromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Yield01 from G Spread to Optimal Exercise
abstract double	Bond.yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Yield01 from I Spread to Maturity
abstract double	Bond.yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Yield01 from I Spread to Work-out
abstract double	Bond.yield01FromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Yield01 from I Spread to Optimal Exercise
abstract double	Bond.yield01FromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Yield01 from J Spread to Maturity
abstract double	Bond.yield01FromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Yield01 from J Spread to Work-out
abstract double	Bond.yield01FromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Yield01 from J Spread to Optimal Exercise
abstract double	Bond.yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Yield01 from OAS to Maturity
abstract double	Bond.yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Yield01 from OAS to Work-out
abstract double	Bond.yield01FromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Yield01 from OAS to Optimal Exercise
abstract double	Bond.yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Yield01 from PECS to Maturity
abstract double	Bond.yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Yield01 from PECS to Work-out
abstract double	Bond.yield01FromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Yield01 from PECS to Optimal Exercise
abstract double	Bond.yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Yield01 from Price to Maturity
abstract double	Bond.yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Yield01 from Price to Work-out
abstract double	Bond.yield01FromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Yield01 from Price to Optimal Exercise
abstract double	Bond.yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Yield01 from TSY Spread to Maturity
abstract double	Bond.yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Yield01 from TSY Spread to Work-out
abstract double	Bond.yield01FromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Yield01 from TSY Spread to Optimal Exercise
abstract double	Bond.yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Yield01 from Yield to Maturity
abstract double	Bond.yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Yield01 from Yield to Work-out
abstract double	Bond.yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Yield01 from Yield Spread to Maturity
abstract double	Bond.yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Yield01 from Yield Spread to Work-out
abstract double	Bond.yield01FromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Yield01 from Yield Spread to Optimal Exercise
abstract double	Bond.yield01FromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Yield01 from Yield to Optimal Exercise
abstract double	Bond.yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Yield01 from Z Spread to Maturity
abstract double	Bond.yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Yield01 from Z Spread to Work-out
abstract double	Bond.yield01FromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Yield01 from Z Spread to Optimal Exercise
abstract double	Bond.yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Yield from ASW to Maturity
abstract double	Bond.yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Yield from ASW to Work-out
abstract double	Bond.yieldFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Yield from ASW to Optimal Exercise
abstract double	Bond.yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Yield from Bond Basis to Maturity
abstract double	Bond.yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Yield from Bond Basis to Work-out
abstract double	Bond.yieldFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Yield from Bond Basis to Optimal Exercise
abstract double	Bond.yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Yield from Credit Basis to Maturity
abstract double	Bond.yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Yield from Credit Basis to Work-out
abstract double	Bond.yieldFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Yield from Credit Basis to Optimal Exercise
abstract double	Bond.yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Yield from Discount Margin to Maturity
abstract double	Bond.yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Yield from Discount Margin to Work-out
abstract double	Bond.yieldFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Yield from Discount Margin to Optimal Exercise
abstract double	Bond.yieldFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Yield from E Spread to Maturity
abstract double	Bond.yieldFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Yield from E Spread to Work-out
abstract double	Bond.yieldFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Yield from E Spread to Optimal Exercise
abstract double	Bond.yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Yield from G Spread to Maturity
abstract double	Bond.yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Yield from G Spread to Work-out
abstract double	Bond.yieldFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Yield from G Spread to Optimal Exercise
abstract double	Bond.yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Yield from I Spread to Maturity
abstract double	Bond.yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Yield from I Spread to Work-out
abstract double	Bond.yieldFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Yield from I Spread to Optimal Exercise
abstract double	Bond.yieldFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Yield from J Spread to Maturity
abstract double	Bond.yieldFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Yield from J Spread to Work-out
abstract double	Bond.yieldFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Yield from J Spread to Optimal Exercise
abstract double	Bond.yieldFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Yield from N Spread to Maturity
abstract double	Bond.yieldFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Yield from N Spread to Work-out
abstract double	Bond.yieldFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Yield from N Spread to Optimal Exercise
abstract double	Bond.yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Yield from OAS to Maturity
abstract double	Bond.yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Yield from OAS to Work-out
abstract double	Bond.yieldFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Yield from OAS to Optimal Exercise
abstract double	Bond.yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Yield from PECS to Maturity
abstract double	Bond.yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Yield from PECS to Work-out
abstract double	Bond.yieldFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Yield from PECS to Optimal Exercise
abstract double	Bond.yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Yield from Price to Maturity
abstract double	Bond.yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Yield from Price to Work-out
abstract double	Bond.yieldFromPriceTC(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Yield from Price to Work-out after applying the Tax Credit Coupon Extension
abstract double	Bond.yieldFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Yield from Price to Optimal Exercise
abstract double	Bond.yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Yield from TSY Spread to Maturity
abstract double	Bond.yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Yield from TSY Spread to Work-out
abstract double	Bond.yieldFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Yield from TSY Spread to Optimal Exercise
abstract double	Bond.yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Yield from Yield Spread to Maturity
abstract double	Bond.yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Yield from Yield Spread to Work-out
abstract double	Bond.yieldFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Yield from Yield Spread to Optimal Exercise
abstract double	Bond.yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Yield from Z Spread to Maturity
abstract double	Bond.yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Yield from Z Spread to Work-out
abstract double	Bond.yieldFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Yield from Z Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Yield Spread from ASW to Maturity
abstract double	Bond.yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Yield Spread from ASW to Work-out
abstract double	Bond.yieldSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Yield Spread from ASW to Optimal Exercise
abstract double	Bond.yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Yield Spread from Bond Basis to Maturity
abstract double	Bond.yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Yield Spread from Bond Basis to Work-out
abstract double	Bond.yieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Yield Spread from Bond Basis to Optimal Exercise
abstract double	Bond.yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Yield Spread from Credit Basis to Maturity
abstract double	Bond.yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Yield Spread from Credit Basis to Work-out
abstract double	Bond.yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Yield Spread from Credit Basis to Optimal Exercise
abstract double	Bond.yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Yield Spread from Discount Margin to Maturity
abstract double	Bond.yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Yield Spread from Discount Margin to Work-out
abstract double	Bond.yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Yield Spread from Discount Margin to Optimal Exercise
abstract double	Bond.yieldSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Yield Spread from E Spread to Maturity
abstract double	Bond.yieldSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)	Calculate Yield Spread from E Spread to Work-out
abstract double	Bond.yieldSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread)	Calculate Yield Spread from E Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Yield Spread from G Spread to Maturity
abstract double	Bond.yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Yield Spread from G Spread to Work-out
abstract double	Bond.yieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Yield Spread from G Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Yield Spread from I Spread to Maturity
abstract double	Bond.yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Yield Spread from I Spread to Work-out
abstract double	Bond.yieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Yield Spread from I Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Yield Spread from J Spread to Maturity
abstract double	Bond.yieldSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Yield Spread from J Spread to Work-out
abstract double	Bond.yieldSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Yield Spread from J Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Yield Spread from N Spread to Maturity
abstract double	Bond.yieldSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Yield Spread from N Spread to Work-out
abstract double	Bond.yieldSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Yield Spread from N Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Yield Spread from OAS to Maturity
abstract double	Bond.yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Yield Spread from OAS to Work-out
abstract double	Bond.yieldSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Yield Spread from OAS to Optimal Exercise
abstract double	Bond.yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Yield Spread from PECS to Maturity
abstract double	Bond.yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Yield Spread from PECS to Work-out
abstract double	Bond.yieldSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Yield Spread from PECS to Optimal Exercise
abstract double	Bond.yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Yield Spread from Price to Maturity
abstract double	Bond.yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Yield Spread from Price to Work-out
abstract double	Bond.yieldSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Yield Spread from Price to Optimal Exercise
abstract double	Bond.yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Yield Spread from TSY Spread to Maturity
abstract double	Bond.yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Yield Spread from TSY Spread to Work-out
abstract double	Bond.yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Yield Spread from TSY Spread to Optimal Exercise
abstract double	Bond.yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Yield Spread from Yield to Maturity
abstract double	Bond.yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Yield Spread from Yield to Work-out
abstract double	Bond.yieldSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Yield Spread from Yield to Optimal Exercise
abstract double	Bond.yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Yield Spread from Z Spread to Maturity
abstract double	Bond.yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)	Calculate Yield Spread from Z Spread to Work-out
abstract double	Bond.yieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread)	Calculate Yield Spread from Z Spread to Optimal Exercise
abstract double	Bond.zSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Z Spread from ASW to Maturity
abstract double	Bond.zSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)	Calculate Z Spread from ASW to Work-out
abstract double	Bond.zSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW)	Calculate Z Spread from ASW to Optimal Exercise
abstract double	Bond.zSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Z Spread from Bond Basis to Maturity
abstract double	Bond.zSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)	Calculate Z Spread from Bond Basis to Work-out
abstract double	Bond.zSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis)	Calculate Z Spread from Bond Basis to Optimal Exercise
abstract double	Bond.zSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Z Spread from Credit Basis to Maturity
abstract double	Bond.zSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)	Calculate Z Spread from Credit Basis to Work-out
abstract double	Bond.zSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)	Calculate Z Spread from Credit Basis to Optimal Exercise
abstract double	Bond.zSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Z Spread from Discount Margin to Maturity
abstract double	Bond.zSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)	Calculate Z Spread from Discount Margin to Work-out
abstract double	Bond.zSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin)	Calculate Z Spread from Discount Margin to Optimal Exercise
abstract double	Bond.zSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Z Spread from G Spread to Maturity
abstract double	Bond.zSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)	Calculate Z Spread from G Spread to Work-out
abstract double	Bond.zSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread)	Calculate Z Spread from G Spread to Optimal Exercise
abstract double	Bond.zSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Z Spread from I Spread to Maturity
abstract double	Bond.zSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)	Calculate Z Spread from I Spread to Work-out
abstract double	Bond.zSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread)	Calculate Z Spread from I Spread to Optimal Exercise
abstract double	Bond.zSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Z Spread from J Spread to Maturity
abstract double	Bond.zSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)	Calculate Z Spread from J Spread to Work-out
abstract double	Bond.zSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread)	Calculate Z Spread from J Spread to Optimal Exercise
abstract double	Bond.zSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Z Spread from N Spread to Maturity
abstract double	Bond.zSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)	Calculate Z Spread from N Spread to Work-out
abstract double	Bond.zSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread)	Calculate Z Spread from N Spread to Optimal Exercise
abstract double	Bond.zSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Z Spread from OAS to Maturity
abstract double	Bond.zSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)	Calculate Z Spread from OAS to Work-out
abstract double	Bond.zSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS)	Calculate Z Spread from OAS to Optimal Exercise
abstract double	Bond.zSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Z Spread from PECS to Maturity
abstract double	Bond.zSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)	Calculate Z Spread from PECS to Work-out
abstract double	Bond.zSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS)	Calculate Z Spread from PECS to Optimal Exercise
abstract double	Bond.zSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Z Spread from Price to Maturity
abstract double	Bond.zSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)	Calculate Z Spread from Price to Work-out
abstract double	Bond.zSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)	Calculate Z Spread from Price to Optimal Exercise
abstract double	Bond.zSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Z Spread from TSY Spread to Maturity
abstract double	Bond.zSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)	Calculate Z Spread from TSY Spread to Work-out
abstract double	Bond.zSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread)	Calculate Z Spread from TSY Spread to Optimal Exercise
abstract double	Bond.zSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Z Spread from Yield to Maturity
abstract double	Bond.zSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)	Calculate Z Spread from Yield to Work-out
abstract double	Bond.zSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Z Spread from Yield Spread to Maturity
abstract double	Bond.zSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)	Calculate Z Spread from Yield Spread to Work-out
abstract double	Bond.zSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread)	Calculate Z Spread from Yield Spread to Optimal Exercise
abstract double	Bond.zSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield)	Calculate Z Spread from Yield to Optimal Exercise

Uses of ValuationParams in org.drip.product.fra

Methods in org.drip.product.fra with parameters of type ValuationParams

Modifier and Type	Method	Description
double	FRAStandardCapFloor.atmPriceFromVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFlatVolatility)	Compute the ATM Cap/Floor Price from the Flat Volatility
double	FRAStandardCapFloor.flatVolatilityFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCalibPrice)	Imply the Flat Cap/Floor Volatility from the Calibration Price
PredictorResponseWeightConstraint	FRAStandardComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FRAStandardComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	FRAStandardCapFloorlet.implyVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strCalibMeasure, double dblCalibValue)	Imply the Flat Caplet/Floorlet Volatility from the Market Manifest Measure
WengertJacobian	FRAStandardComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	FRAStandardComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	FRAStandardCapFloorlet.price(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblVolatility)	Compute the Caplet/Floorlet Price from the Inputs
double	FRAStandardCapFloor.priceFromFlatVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFlatVolatility)	Compute the Cap/Floor Price from the Flat Volatility
double	FRAStandardCapFloor.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	FRAStandardCapFloorlet.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
boolean	FRAStandardCapFloor.stripPiecewiseForwardVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCapVolatility, java.util.Map<JulianDate,java.lang.Double> mapDateVol)	Strip the Piece-wise Constant Forward Rate Volatility of the Unmarked Segment of the Volatility Term Structure
CaseInsensitiveTreeMap<java.lang.Double>	FRAMarketComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardCapFloor.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardCapFloorlet.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardCapFloorlet.valueFromSurfaceVariance(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblIntegratedSurfaceVariance)	Generate the Standard FRA Caplet/Floorlet Measures from the Integrated Surface Variance
double	FRAStandardCapFloor.volatilityFromATMPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCalibPrice)	Imply the Flat Cap/Floor Volatility from the Calibration ATM Price
PredictorResponseWeightConstraint	FRAStandardCapFloor.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FRAStandardCapFloorlet.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of ValuationParams in org.drip.product.fx

Methods in org.drip.product.fx with parameters of type ValuationParams

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<java.lang.Double>	FXForwardComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	FXForwardComponent.FXBasisCalibrator.calibrateDCBasisFromFwdPriceNR(ValuationParams valParams, MergedDiscountForwardCurve dcNum, MergedDiscountForwardCurve dcDenom, double dblFXSpot, double dblMarketFXFwdPrice, boolean bBasisOnDenom)	Calibrate the discount curve basis from FXForward using Newton-Raphson methodology
CompositePeriodCouponMetrics	FXForwardComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
LatentStateSegmentSpec	ComponentPair.derivedForwardSpec(ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double dblBasis, boolean bBasisOnDerivedComponent, boolean bBasisOnDerivedStream)	Generate the Derived Forward Latent State Segment Specification
LatentStateSegmentSpec	ComponentPair.derivedFundingForwardSpec(ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double dblReferenceComponentBasis, boolean bBasisOnDerivedLeg, double dblSwapRate)	Generate the Derived Funding/Forward Merged Latent State Segment Specification
double	FXForwardComponent.discountCurveBasis(ValuationParams valParams, MergedDiscountForwardCurve dcNum, MergedDiscountForwardCurve dcDenom, double dblFXSpot, double dblMarketFXFwdPrice, boolean bBasisOnDenom)	Calculate the basis to either the numerator or the denominator discount curve
PredictorResponseWeightConstraint	FXForwardComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	FXForwardComponent.fxForward(ValuationParams valParams, MergedDiscountForwardCurve dcNum, MergedDiscountForwardCurve dcDenom, double dblFXSpot, boolean bFwdAsPIP)	Imply the FX Forward
PredictorResponseWeightConstraint	FXForwardComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
WengertJacobian	FXForwardComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FXForwardComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	FXForwardComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	ComponentPair.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	DomesticCollateralizedForeignForward.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)	Value the Product
CaseInsensitiveTreeMap<java.lang.Double>	ForeignCollateralizedDomesticForward.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)	Value the Product
CaseInsensitiveTreeMap<java.lang.Double>	FXForwardComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
PredictorResponseWeightConstraint	FXForwardComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of ValuationParams in org.drip.product.govvie

Methods in org.drip.product.govvie with parameters of type ValuationParams

Modifier and Type	Method	Description
CompositePeriodCouponMetrics	TreasuryFutures.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
PredictorResponseWeightConstraint	TreasuryComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	TreasuryFutures.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	TreasuryFutures.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)

Uses of ValuationParams in org.drip.product.option

Methods in org.drip.product.option with parameters of type ValuationParams

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<java.lang.Double>	OptionComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CompositePeriodCouponMetrics	OptionComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
PredictorResponseWeightConstraint	OptionComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	EuropeanCallPut.implyVolatilityFromCallPrice(ValuationParams valParams, double dblUnderlier, boolean bIsForward, MergedDiscountForwardCurve dc, double dblCallPrice)	Imply the Option Volatility given the Call Price
double	EuropeanCallPut.implyVolatilityFromPutPrice(ValuationParams valParams, double dblUnderlier, boolean bIsForward, MergedDiscountForwardCurve dc, double dblPutPrice)	Imply the Option Volatility given the Put Price
WengertJacobian	OptionComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	OptionComponent.manifestMeasureDFMicroJack(java.lang.String strMainfestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	CDSEuropeanOption.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	FixFloatEuropeanOption.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	CDSEuropeanOption.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	EuropeanCallPut.value(ValuationParams valParams, double dblUnderlier, boolean bIsForward, MergedDiscountForwardCurve dc, R1ToR1 auVolatility, FokkerPlanckGenerator fpg)	Generate the Measure Set for the Option
CaseInsensitiveTreeMap<java.lang.Double>	FixFloatEuropeanOption.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	CDSEuropeanOption.valueFromSurfaceVariance(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblIntegratedSurfaceVariance)	Generate the Standard CDS European Option Measures from the Integrated Surface Variance
PredictorResponseWeightConstraint	CDSEuropeanOption.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatEuropeanOption.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)

Uses of ValuationParams in org.drip.product.params

Methods in org.drip.product.params with parameters of type ValuationParams

Modifier and Type	Method	Description
int	QuoteConvention.settleDate(ValuationParams valParams)	Compute the Settlement Date

Uses of ValuationParams in org.drip.product.rates

Methods in org.drip.product.rates with parameters of type ValuationParams

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<java.lang.Double>	FixFloatComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	FloatFloatComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	RatesBasket.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	SingleStreamComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CompositePeriodCouponMetrics	Stream.coupon(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)	Get the Coupon Metrics for the period corresponding to the specified accrual end date
CompositePeriodCouponMetrics	FixFloatComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
CompositePeriodCouponMetrics	FloatFloatComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
CompositePeriodCouponMetrics	RatesBasket.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
CompositePeriodCouponMetrics	SingleStreamComponent.couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
PredictorResponseWeightConstraint	FixFloatComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	SingleStreamComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the State Loading Constraints for the Forward Latent State
PredictorResponseWeightConstraint	FixFloatComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	SingleStreamComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the State Loading Constraints for the Merged Forward/Funding Latent State
PredictorResponseWeightConstraint	FixFloatComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	SingleStreamComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the State Loading Constraints for the Funding Latent State
PredictorResponseWeightConstraint	FixFloatComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	SingleStreamComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
PredictorResponseWeightConstraint	FixFloatComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	SingleStreamComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve Yield Latent State from the Component's Cash Flows.
WengertJacobian	FixFloatComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FloatFloatComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	RatesBasket.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	SingleStreamComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	Stream.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)	Generate the Jacobian of the Dirty PV to the Manifest Measure
WengertJacobian	FixFloatComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FloatFloatComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	RatesBasket.manifestMeasureDFMicroJack(java.lang.String strMainfestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	SingleStreamComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	Stream.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)	Generate the micro-Jacobian of the Manifest Measure to the Discount Factor
double	FixFloatComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	FloatFloatComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	RatesBasket.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	SingleStreamComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	Stream.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)	Compute the PV for the specified Market Parameters
CaseInsensitiveTreeMap<java.lang.Double>	FixFloatComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	FloatFloatComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	RatesBasket.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	SingleStreamComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	Stream.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)	Generate a Value Map for the Stream
PredictorResponseWeightConstraint	FixFloatComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	SingleStreamComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Curve Volatility Latent State from the Component's Cash Flows.

Uses of ValuationParams in org.drip.service.scenario

Methods in org.drip.service.scenario that return ValuationParams

Modifier and Type	Method	Description
ValuationParams	BondReplicator.valuationParameters()	Retrieve the Valuation Parameters
ValuationParams	EOSMetricsReplicator.valuationParameters()	Retrieve the Valuation Parameters

Methods in org.drip.service.scenario with parameters of type ValuationParams

Modifier and Type	Method	Description
static EOSMetricsReplicator	EOSMetricsReplicator.Standard(BondComponent bond, ValuationParams valParams, CurveSurfaceQuoteContainer csqc, GovvieBuilderSettings gbs, double dblLogNormalVolatility, double dblPrice)	Standard Static EOSMetricsReplicator Creator

Constructors in org.drip.service.scenario with parameters of type ValuationParams

Constructor	Description
EOSMetricsReplicator(BondComponent bond, ValuationParams valParams, CurveSurfaceQuoteContainer csqc, GovvieBuilderSettings gbs, DiffusionEvolver de, int iNumPath, double dblPrice)	EOSMetricsReplicator Constructor

Uses of ValuationParams in org.drip.state.boot

Methods in org.drip.state.boot with parameters of type ValuationParams

Modifier and Type	Method	Description
static CreditCurve	CreditCurveScenario.Standard(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double recovery, boolean flat, MergedDiscountForwardCurve discountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams, CalibrationParams calibrationParams)	Calibrate a Credit Curve
static MergedDiscountForwardCurve	DiscountCurveScenario.Standard(ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double bump, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a discount curve
static VolatilityCurve	VolatilityCurveScenario.Standard(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Volatility Curve
static CreditCurve[]	CreditCurveScenario.Tenor(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double recovery, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an array of tenor bumped credit curves
static MergedDiscountForwardCurve[]	DiscountCurveScenario.Tenor(ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double bump, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate an array of tenor bumped discount curves
static VolatilityCurve[]	VolatilityCurveScenario.Tenor(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an array of tenor bumped Volatility curves
static CaseInsensitiveTreeMap<CreditCurve>	CreditCurveScenario.TenorMap(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double recovery, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an tenor named map of tenor bumped credit curves
static CaseInsensitiveTreeMap<MergedDiscountForwardCurve>	DiscountCurveScenario.TenorMap(ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double bump, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a tenor map of tenor bumped discount curves
CaseInsensitiveTreeMap<VolatilityCurve>	VolatilityCurveScenario.TenorMap(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an tenor named map of tenor bumped Volatility curves

Uses of ValuationParams in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type ValuationParams

Modifier and Type	Method	Description
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CubicKLKHyperbolicDFRateShapePreserver(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String[] manifestMeasureArray2, boolean zeroSmooth)	Construct an instance of the Shape Preserver of the KLK Hyperbolic Tension Type, using the specified basis set builder parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CubicPolyDFRateShapePreserver(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String[] manifestMeasureArray2, boolean zeroSmooth)	Construct an instance of the Shape Preserver of the Cubic Polynomial Type, using the specified basis set builder parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CustomDENSE(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String tenor1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String tenor2, java.lang.String[] manifestMeasureArray2, TurnListDiscountFactor turnListDiscountFactor)	Customizable DENSE Curve Creation Methodology - the references are: - Sankar, L.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DENSE(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String[] manifestMeasureArray2, TurnListDiscountFactor turnListDiscountFactor)	The Standard DENSE Curve Creation Methodology - this uses no re-construction set for the short term, and uses 3M dense re-construction for the Swap Set.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DFRateShapePreserver(java.lang.String name, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String[] manifestMeasureArray2, double epochResponse, boolean zeroSmooth)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DUALDENSE(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String tenor1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String tenor2, java.lang.String[] manifestMeasureArray2, TurnListDiscountFactor turnListDiscountFactor)	The DUAL DENSE Curve Creation Methodology - this uses configurable re-construction set for the short term, and another configurable re-construction for the Swap Set.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.ShapePreservingDFBuild(java.lang.String currency, LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)	Build the Shape Preserving Discount Curve using the Custom Parameters
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(java.lang.String name, ForwardLabel friForwardLabel, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, CalibratableComponent[] calibrationComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, ForwardLabel forwardLabel, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)	Build the Shape Preserving Forward Curve using the Custom Parameters
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String name, CurrencyPair currencyPair, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, CalibratableComponent[] calibratableComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String name, CurrencyPair currencyPair, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, CalibratableComponent[] calibratableComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, CurrencyPair currencyPair, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)	Build the Shape Preserving FX Curve using the Custom Parameters
static GovvieCurve	ScenarioGovvieCurveBuilder.ShapePreservingGovvieCurve(java.lang.String name, java.lang.String treasuryCode, java.lang.String currency, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, SegmentInelasticDesignControl segmentInelasticDesignControl, CalibratableComponent[] calibratableComponentArray, java.lang.String manifestMeasure, double[] quoteArray)	Construct an Instance of the Shape Preserver of the desired Basis Spline Type, using the specified Basis Spline Set Builder Parameters.
static GovvieCurve	ScenarioGovvieCurveBuilder.ShapePreservingGovvieCurve(LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, java.lang.String treasuryCode, java.lang.String currency, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)	Build the Shape Preserving Govvie Curve using the Custom Parameters
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.SmoothingGlobalControlBuild(MergedDiscountForwardCurve shapePreserverDiscountCurve, LinearLatentStateCalibrator linearLatentStateCalibrator, GlobalControlCurveParams globalControlCurveParams, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams)	Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.SmoothingLocalControlBuild(MergedDiscountForwardCurve shapePreserverDiscountCurve, LinearLatentStateCalibrator linearLatentStateCalibrator, LocalControlCurveParams localControlCurveParams, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams)	Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters

Uses of ValuationParams in org.drip.state.credit

Methods in org.drip.state.credit with parameters of type ValuationParams

Modifier and Type	Method	Description
void	CreditCurve.setInstrCalibInputs(ValuationParams valuationParams, boolean flat, MergedDiscountForwardCurve discountCurve, GovvieCurve govvieCurve, CreditPricerParams creditPricerParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Set the calibration inputs for the CreditCurve

Uses of ValuationParams in org.drip.state.curve

Methods in org.drip.state.curve with parameters of type ValuationParams

Modifier and Type	Method	Description
double[]	BasisSplineFXForward.bootstrapBasis(int[] nodeDateArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)
MergedDiscountForwardCurve	BasisSplineFXForward.bootstrapBasisDC(int[] nodeDateArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)
double[]	BasisSplineFXForward.impliedNodeRates(int[] nodeDateArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)
double	BasisSplineFXForward.rate(int[] nodeDateArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, int date, boolean basisOnDenominator)
double[]	BasisSplineFXForward.zeroBasis(int[] nodeDateArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)

Uses of ValuationParams in org.drip.state.estimator

Methods in org.drip.state.estimator with parameters of type ValuationParams

Modifier and Type	Method	Description
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairDiscountStretch(java.lang.String stretchName, ComponentPair[] componentPairArray, ValuationParams valuationParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, double[] referenceComponentBasisArray, double[] swapRateArray, boolean basisOnDerivedLeg)	Construct an instance of LatentStateStretchSpec for the Construction of the Discount Curve from the specified Inputs
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairForwardStretch(java.lang.String stretchName, ComponentPair[] componentPairArray, ValuationParams valuationParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, double[] basisArray, boolean basisOnDerivedComponent, boolean basisOnDerivedStream)	Construct an instance of LatentStateStretchSpec for the Construction of the Forward Curve from the specified Inputs

Uses of ValuationParams in org.drip.state.fx

Methods in org.drip.state.fx with parameters of type ValuationParams

Modifier and Type	Method	Description
abstract double[]	FXCurve.bootstrapBasis(int[] dateNodeArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)	Bootstrap the basis to the discount curve inputs
abstract MergedDiscountForwardCurve	FXCurve.bootstrapBasisDC(int[] dateNodeArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)	Bootstrap the discount curve from the discount curve inputs
abstract double[]	FXCurve.impliedNodeRates(int[] dateNodeArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)	Calculate the rates implied by the discount curve inputs
abstract double	FXCurve.rate(int[] dateNodeArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, int date, boolean basisOnDenominator)	Calculate the rate implied by the discount curve inputs to a specified date
abstract double[]	FXCurve.zeroBasis(int[] dateNodeArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)	Calculate the set of Zero basis given the input discount curves

Uses of ValuationParams in org.drip.state.inference

Methods in org.drip.state.inference with parameters of type ValuationParams

Modifier and Type	Method	Description
OverlappingStretchSpan	LinearLatentStateCalibrator.calibrateSpan(LatentStateStretchSpec[] latentStateStretchSpecArray, double epochResponse, ValuationParams valuationParams, CreditPricerParams creditPricerParams, ValuationCustomizationParams valuationCustomizationParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer)	Calibrate the Span from the Instruments in the Stretches and their Details.

Constructors in org.drip.state.inference with parameters of type ValuationParams

Constructor

Description

LatentStateSequenceBuilder(double epochResponse, LatentStateStretchSpec latentStateStretchSpecification, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, Span span, StretchBestFitResponse stretchBestFitResponse, CaseInsensitiveHashMap<PreceedingManifestSensitivityControl> preceedingManifestSensitivityControlMap, StretchBestFitResponse stretchBestFitResponseQuoteSensitivity, BoundarySettings boundarySettings)

LatentStateSequenceBuilder constructor

Uses of ValuationParams in org.drip.state.nonlinear

Methods in org.drip.state.nonlinear with parameters of type ValuationParams

Modifier and Type	Method	Description
double[]	FlatForwardFXCurve.bootstrapBasis(int[] dateNodeArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)
MergedDiscountForwardCurve	FlatForwardFXCurve.bootstrapBasisDC(int[] dateNodeArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)
static boolean	NonlinearCurveBuilder.CreditCurve(ValuationParams valuationParams, Component calibrationComponent, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootCreditCurve explicitBootCreditCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, GovvieCurve govvieCurve, CreditPricerParams creditPricerParams, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams, CalibrationParams calibrationParams)	Calibrate a single Hazard Rate Node from the corresponding Component
static boolean	NonlinearCurveBuilder.DiscountCurve(ValuationParams valuationParams, Component[] calibrationComponentArray, double[] calibrationValueArray, java.lang.String[] calibrationMeasureArray, double bump, boolean flat, ExplicitBootDiscountCurve explicitBootDiscountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Boot-strap a Discount Curve from the set of calibration components
static double	NonlinearCurveBuilder.DiscountCurveNode(ValuationParams valuationParams, Component component, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootDiscountCurve explicitBootDiscountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Single Discount Curve Segment from the corresponding Component
double[]	FlatForwardFXCurve.impliedNodeRates(int[] dateNodeArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)
double	FlatForwardFXCurve.rate(int[] dateNodeArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, int date, boolean basisOnDenominator)
static boolean	NonlinearCurveBuilder.VolatilityCurve(ValuationParams valuationParams, Component[] calibrationComponentArray, double[] calibrationValueArray, java.lang.String[] calibrationMeasureArray, double bump, boolean flat, ExplicitBootVolatilityCurve explicitBootVolatilityCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Boot-strap a Volatility Curve from the set of calibration components
static double	NonlinearCurveBuilder.VolatilityCurveNode(ValuationParams valuationParams, Component calibrationComponent, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootVolatilityCurve explicitBootVolatilityCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Single Volatility Curve Segment from the corresponding Component
double[]	FlatForwardFXCurve.zeroBasis(int[] dateNodeArray, ValuationParams valuationParams, MergedDiscountForwardCurve numeratorDiscountCurve, MergedDiscountForwardCurve denominatorDiscountCurve, boolean basisOnDenominator)