Package org.drip.product.calib

Class TreasuryBondQuoteSet

java.lang.Object

org.drip.product.calib.ProductQuoteSet

org.drip.product.calib.TreasuryBondQuoteSet

public class TreasuryBondQuoteSet
extends ProductQuoteSet

TreasuryBondQuoteSet extends the ProductQuoteSet by implementing the Calibration Parameters for the Treasury Bond Component. Currently it exposes the Yield.

• 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
TreasuryBondQuoteSet(LatentStateSpecification[] aLSS)	TreasuryBondQuoteSet Constructor

Method Summary

Modifier and Type	Method	Description
boolean	containsYield()	Indicate if the Yield Field exists
boolean	setYield(double dblYield)	Set the Yield
double	yield()	Retrieve the Yield

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

TreasuryBondQuoteSet

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

TreasuryBondQuoteSet Constructor

Parameters:

aLSS - Array of Latent State Specification

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Details

setYield

public boolean setYield(double dblYield)

Set the Yield

Parameters:

dblYield - The Yield

Returns:

TRUE - The Yield successfully set

containsYield

public boolean containsYield()

Indicate if the Yield Field exists

Returns:

TRUE - Yield Field Exists

yield

public double yield()
             throws java.lang.Exception

Retrieve the Yield

Returns:

Yield

Throws:

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