Package org.drip.product.calib

Class CompositePeriodQuoteSet

java.lang.Object

org.drip.product.calib.ProductQuoteSet

org.drip.product.calib.CompositePeriodQuoteSet

public class CompositePeriodQuoteSet
extends ProductQuoteSet

CompositePeriodQuoteSet implements the composite period's calibration quote set functionality.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses
• Package = Curve/Surface Calibration Quote Sets

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
CompositePeriodQuoteSet(LatentStateSpecification[] aLSS)	CompositePeriodQuoteSet constructor

Method Summary

Modifier and Type	Method	Description
double	baseRate()	Get the Period Base Coupon Rate
double	basis()	Get the Period Coupon Basis
boolean	containsBaseRate()	Indicate if the Base Rate Field exists
boolean	containsBasis()	Indicate if the Basis Field exists
boolean	setBaseRate(double dblBaseRate)	Set the Base Rate
boolean	setBasis(double dblBasis)	Set the Basis

Methods inherited from class org.drip.product.calib.ProductQuoteSet

contains, contains, containsLatentStateQuantificationMetric, containsLatentStateType, fields, forwardLabel, fundingLabel, fxLabel, get, govvieLabel, lss, set, volatilityLabel

Methods inherited from class java.lang.Object

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

Constructor Details

CompositePeriodQuoteSet

public CompositePeriodQuoteSet(LatentStateSpecification[] aLSS)
                        throws java.lang.Exception

CompositePeriodQuoteSet constructor

Parameters:

aLSS - Array of Latent State Specification

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Details

setBaseRate

public boolean setBaseRate(double dblBaseRate)

Set the Base Rate

Parameters:

dblBaseRate - The Base Rate

Returns:

TRUE - Base Rate successfully set

containsBaseRate

public boolean containsBaseRate()

Indicate if the Base Rate Field exists

Returns:

TRUE - Base Rate Field Exists

baseRate

public double baseRate()
                throws java.lang.Exception

Get the Period Base Coupon Rate

Returns:

The Period Base Coupon Rate

Throws:

java.lang.Exception - Thrown if the Base Rate Field does not exist

setBasis

public boolean setBasis(double dblBasis)

Set the Basis

Parameters:

dblBasis - The Basis

Returns:

TRUE - Basis successfully set

containsBasis

public boolean containsBasis()

Indicate if the Basis Field exists

Returns:

TRUE - Basis Field Exists

basis

public double basis()
             throws java.lang.Exception

Get the Period Coupon Basis

Returns:

The Period Coupon Basis

Throws:

java.lang.Exception - Thrown if the Basis Field does not exist