Package org.drip.product.calib

Class ProductQuoteSet

java.lang.Object

org.drip.product.calib.ProductQuoteSet

Direct Known Subclasses:

CompositePeriodQuoteSet, DepositComponentQuoteSet, FixedStreamQuoteSet, FixFloatQuoteSet, FloatFloatQuoteSet, FloatingStreamQuoteSet, FRAComponentQuoteSet, FuturesComponentQuoteSet, FXForwardQuoteSet, TreasuryBondQuoteSet, VolatilityProductQuoteSet

public class ProductQuoteSet
extends java.lang.Object

ProductQuoteSet implements the Calibratable type-free Product Quote Shell. The derived calibration sets provide custom accessors.

• 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
ProductQuoteSet(LatentStateSpecification[] aLSS)	Product Quote Set Constructor

Method Summary

Modifier and Type	Method	Description
boolean	contains(java.lang.String strManifestMeasure)	Indicate if the Manifest Measure is available
boolean	contains(java.lang.String strLatentState, java.lang.String strLatentStateQuantificationMetric, LatentStateLabel label)	Indicate if the Specified External Latent State Specification is contained in the Array
boolean	containsLatentStateQuantificationMetric(java.lang.String strLatentStateQuantificationMetric)	Indicate if the requested Latent State Quantification Metric is contained in the Quote Set
boolean	containsLatentStateType(java.lang.String strLatentStateType)	Indicate if the requested Latent State Type is contained in the Quote Set
java.util.Set<java.lang.String>	fields()	Return the Set of Fields Available
ForwardLabel	forwardLabel()	Retrieve the Forward Latent State Label, if it exists
FundingLabel	fundingLabel()	Retrieve the Funding Latent State Label, if it exists
FXLabel	fxLabel()	Retrieve the FX Latent State Label, if it exists
double	get(java.lang.String strManifestMeasure)	Retrieve the Quote corresponding to the Specified Manifest Measure
GovvieLabel	govvieLabel()	Retrieve the Govvie Latent State Label, if it exists
LatentStateSpecification[]	lss()	Retrieve the Array of Latent State Specification
boolean	set(java.lang.String strManifestMeasure, double dblManifestMeasureQuote)	Set the named Manifest Measure Quote Value
VolatilityLabel	volatilityLabel()	Retrieve the Volatility Latent State Label, if it exists

Methods inherited from class java.lang.Object

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

Constructor Details

ProductQuoteSet

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

Product Quote Set Constructor

Parameters:

aLSS - Array of Latent State Specifications

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

lss

public LatentStateSpecification[] lss()

Retrieve the Array of Latent State Specification

Returns:

The Array of Latent State Specification

containsLatentStateType

public boolean containsLatentStateType(java.lang.String strLatentStateType)

Indicate if the requested Latent State Type is contained in the Quote Set

Parameters:

strLatentStateType - The Requested Latent State Type

Returns:

TRUE - The requested Latent State Type is contained in the Quote Set

forwardLabel

public ForwardLabel forwardLabel()

Retrieve the Forward Latent State Label, if it exists

Returns:

The Forward Latent State Label

fundingLabel

public FundingLabel fundingLabel()

Retrieve the Funding Latent State Label, if it exists

Returns:

The Funding Latent State Label

fxLabel

public FXLabel fxLabel()

Retrieve the FX Latent State Label, if it exists

Returns:

The FX Latent State Label

govvieLabel

public GovvieLabel govvieLabel()

Retrieve the Govvie Latent State Label, if it exists

Returns:

The Govvie Latent State Label

volatilityLabel

public VolatilityLabel volatilityLabel()

Retrieve the Volatility Latent State Label, if it exists

Returns:

The Volatility Latent State Label

containsLatentStateQuantificationMetric

public boolean containsLatentStateQuantificationMetric(java.lang.String strLatentStateQuantificationMetric)

Indicate if the requested Latent State Quantification Metric is contained in the Quote Set

Parameters:

strLatentStateQuantificationMetric - The Requested Latent State Quantification Metric

Returns:

TRUE - The requested Latent State Quantification Metric is contained in the Quote Set

contains

public boolean contains(java.lang.String strLatentState,
java.lang.String strLatentStateQuantificationMetric,
LatentStateLabel label)

Indicate if the Specified External Latent State Specification is contained in the Array

Parameters:

strLatentState - The Latent State

strLatentStateQuantificationMetric - The Latent State Quantification Metric

label - The Specific Latent State Label

Returns:

TRUE - The Specified External Latent State Specification is contained in the Array

set

public boolean set(java.lang.String strManifestMeasure,
double dblManifestMeasureQuote)

Set the named Manifest Measure Quote Value

Parameters:

strManifestMeasure - The Manifest Measure

dblManifestMeasureQuote - The Quote Value

Returns:

TRUE - The Manifest Measure Quote Value successfully set

get

public double get(java.lang.String strManifestMeasure)
           throws java.lang.Exception

Retrieve the Quote corresponding to the Specified Manifest Measure

Parameters:

strManifestMeasure - The Manifest Measure

Returns:

The Corresponding Quote

Throws:

java.lang.Exception - Thrown if the Quote cannot be extracted

contains

public boolean contains(java.lang.String strManifestMeasure)

Indicate if the Manifest Measure is available

Parameters:

strManifestMeasure - The Manifest Measure

Returns:

TRUE - The Manifest Measure is Available

fields

public java.util.Set<java.lang.String> fields()

Return the Set of Fields Available

Returns:

The Set of Fields Available