Package org.drip.product.calib

Class FloatingStreamQuoteSet

java.lang.Object

org.drip.product.calib.ProductQuoteSet

org.drip.product.calib.FloatingStreamQuoteSet

public class FloatingStreamQuoteSet
extends ProductQuoteSet

FloatingStreamQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Floating Stream. Currently it exposes the PV and the Spread 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
FloatingStreamQuoteSet(LatentStateSpecification[] aLSS)	FloatingStreamQuoteSet 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	containsSpread()	Indicate if the Spread Field exists
double	forwardRate()	Retrieve the Forward Rate
double	pv()	Retrieve the PV
boolean	setForwardRate(double dblForwardRate)	Set the Forward Rate
boolean	setPV(double dblPV)	Set the PV
boolean	setSpread(double dblSpread)	Set the Spread
double	spread()	Retrieve the Spread

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

FloatingStreamQuoteSet

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

FloatingStreamQuoteSet 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

setSpread

public boolean setSpread(double dblSpread)

Set the Spread

Parameters:

dblSpread - The Spread

Returns:

TRUE - The Spread successfully set

containsSpread

public boolean containsSpread()

Indicate if the Spread Field exists

Returns:

TRUE - Spread Field Exists

spread

public double spread()
              throws java.lang.Exception

Retrieve the Spread

Returns:

The Spread

Throws:

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