Package org.drip.product.calib

Class FuturesComponentQuoteSet

java.lang.Object

org.drip.product.calib.ProductQuoteSet

org.drip.product.calib.FuturesComponentQuoteSet

public class FuturesComponentQuoteSet
extends ProductQuoteSet

FuturesComponentQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Short-term Interest Rate Futures Component. Currently it exposes the Price 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
FuturesComponentQuoteSet(LatentStateSpecification[] aLSS)	FuturesComponentQuoteSet Constructor

Method Summary

Modifier and Type	Method	Description
boolean	containsPrice()	Indicate if the Price Field exists
boolean	containsRate()	Indicate if the Rate Field exists
double	price()	Retrieve the Price
double	rate()	Retrieve the Rate
boolean	setPrice(double dblPrice)	Set the Price
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

FuturesComponentQuoteSet

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

FuturesComponentQuoteSet Constructor

Parameters:

aLSS - Array of Latent State Specification

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Details

setPrice

public boolean setPrice(double dblPrice)

Set the Price

Parameters:

dblPrice - The Price

Returns:

TRUE - Price successfully set

containsPrice

public boolean containsPrice()

Indicate if the Price Field exists

Returns:

TRUE - Price Field Exists

price

public double price()
             throws java.lang.Exception

Retrieve the Price

Returns:

The Price

Throws:

java.lang.Exception - Thrown if the Price 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