Package org.drip.product.calib

Class DepositComponentQuoteSet

java.lang.Object

org.drip.product.calib.ProductQuoteSet

org.drip.product.calib.DepositComponentQuoteSet

public class DepositComponentQuoteSet
extends ProductQuoteSet

DepositComponentQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Deposit Component. Currently it exposes the PV and the Rate Quote Fields.

• 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
DepositComponentQuoteSet(LatentStateSpecification[] aLSS)	DepositComponentQuoteSet Constructor

Method Summary

Modifier and Type	Method	Description
boolean	containsForwardRate()	Indicate if the Forward Rate Field exists
boolean	containsPV()	Indicate if the PV Field exists
boolean	containsRate()	Indicate if the Rate Field exists
double	forwardRate()	Retrieve the Forward Rate
double	pv()	Retrieve the PV
double	rate()	Retrieve the Rate
boolean	setForwardRate(double dblForwardRate)	Set the Forward Rate
boolean	setPV(double dblPV)	Set the PV
boolean	setRate(double dblRate)	Set the Rate

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

DepositComponentQuoteSet

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

DepositComponentQuoteSet Constructor

Parameters:

aLSS - Array of Latent State Specification

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Details

setPV

public boolean setPV(double dblPV)

Set the PV

Parameters:

dblPV - The PV

Returns:

TRUE - PV successfully set

containsPV

public boolean containsPV()

Indicate if the PV Field exists

Returns:

TRUE - PV Field Exists

pv

public double pv()
          throws java.lang.Exception

Retrieve the PV

Returns:

The PV

Throws:

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

setForwardRate

public boolean setForwardRate(double dblForwardRate)

Set the Forward Rate

Parameters:

dblForwardRate - The Forward Rate

Returns:

TRUE - The Forward Rate successfully set

containsForwardRate

public boolean containsForwardRate()

Indicate if the Forward Rate Field exists

Returns:

TRUE - Forward Rate Field Exists

forwardRate

public double forwardRate()
                   throws java.lang.Exception

Retrieve the Forward Rate

Returns:

The Forward Rate

Throws:

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

setRate

public boolean setRate(double dblRate)

Set the Rate

Parameters:

dblRate - The Rate

Returns:

TRUE - The Rate successfully set

containsRate

public boolean containsRate()

Indicate if the Rate Field exists

Returns:

TRUE - Rate Field Exists

rate

public double rate()
            throws java.lang.Exception

Retrieve the Rate

Returns:

The Rate

Throws:

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