Package org.drip.product.calib

Class FixedStreamQuoteSet

java.lang.Object

org.drip.product.calib.ProductQuoteSet

org.drip.product.calib.FixedStreamQuoteSet

public class FixedStreamQuoteSet
extends ProductQuoteSet

FixedStreamQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Fixed Stream. Currently it exposes the PV and the Coupon 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
FixedStreamQuoteSet(LatentStateSpecification[] aLSS)	FixedStreamQuoteSet Constructor

Method Summary

Modifier and Type	Method	Description
boolean	containsCoupon()	Indicate if the Coupon Field exists
boolean	containsCouponBasis()	Indicate if the Coupon Basis Field exists
boolean	containsPV()	Indicate if the PV Field exists
double	coupon()	Retrieve the Coupon
double	couponBasis()	Retrieve the Coupon Basis
double	pv()	Retrieve the PV
boolean	setCoupon(double dblCoupon)	Set the Coupon
boolean	setCouponBasis(double dblCouponBasis)	Set the Coupon Basis
boolean	setPV(double dblPV)	Set the PV

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

FixedStreamQuoteSet

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

FixedStreamQuoteSet 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

setCoupon

public boolean setCoupon(double dblCoupon)

Set the Coupon

Parameters:

dblCoupon - The Coupon

Returns:

TRUE - The Coupon successfully set

containsCoupon

public boolean containsCoupon()

Indicate if the Coupon Field exists

Returns:

TRUE - Coupon Field Exists

coupon

public double coupon()
              throws java.lang.Exception

Retrieve the Coupon

Returns:

The Coupon

Throws:

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

setCouponBasis

public boolean setCouponBasis(double dblCouponBasis)

Set the Coupon Basis

Parameters:

dblCouponBasis - The Coupon Basis

Returns:

TRUE - The Coupon Basis successfully set

containsCouponBasis

public boolean containsCouponBasis()

Indicate if the Coupon Basis Field exists

Returns:

TRUE - Coupon Basis Field Exists

couponBasis

public double couponBasis()
                   throws java.lang.Exception

Retrieve the Coupon Basis

Returns:

The Coupon Basis

Throws:

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