java.lang.Object

org.drip.product.credit.BondComponent

All Implemented Interfaces:: BondProduct, ComponentMarketParamRef

Direct Known Subclasses:: TreasuryComponent

public class BondComponent
extends Bond
implements BondProduct

BondComponent is the base class that extends CreditComponent abstract class and implements the functionality behind bonds of all kinds. Bond static data is captured in a set of 11 container classes – BondTSYParams, BondCouponParams, BondNotionalParams, BondFloaterParams, BondCurrencyParams, BondIdentifierParams, CompCRValParams, BondCFTerminationEvent, BondFixedPeriodGenerationParams, and one EmbeddedOptionSchedule object instance each for the call and the put objects. Each of these parameter set can be set separately.

Module = Product Core Module
Library = Fixed Income Analytics
Project = Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses
Package = Credit Products - Components and Baskets

Author:: Lakshmi Krishnamurthy

Nested Class Summary

Nested Classes
Modifier and Type	Class	Description
`class`	`BondComponent.BondCalibrator`	The BondCalibrator implements a calibrator that calibrates the yield, the credit basis, or the Z Spread for the bond given the price input.

Constructor Summary

Constructors

Constructor Description

BondComponent()
Constructor: Construct an empty bond object

Method Summary

Modifier and Type	Method	Description
`java.lang.String`	`accrualDC()`	Return the bond's accrual day count
`double`	`accrued(int iDate, CurveSurfaceQuoteContainer csqc)`	Calculate the bond's accrued for the period identified by the valuation date
`double`	`aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate ASW from Bond Basis to Maturity
`double`	`aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate ASW from Bond Basis to Work-out
`double`	`aswFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate ASW from Bond Basis to Optimal Exercise
`double`	`aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate ASW from Credit Basis to Maturity
`double`	`aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate ASW from Credit Basis to Work-out
`double`	`aswFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate ASW from Credit Basis to Optimal Exercise
`double`	`aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate ASW from Discount Margin to Maturity
`double`	`aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate ASW from Discount Margin to Work-out
`double`	`aswFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate ASW from Discount Margin to Optimal Exercise
`double`	`aswFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate ASW from E Spread to Maturity
`double`	`aswFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate ASW from E Spread to Work-out
`double`	`aswFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate ASW from E Spread to Optimal Exercise
`double`	`aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate ASW from G Spread to Maturity
`double`	`aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate ASW from G Spread to Work-out
`double`	`aswFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate ASW from G Spread to Optimal Exercise
`double`	`aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate ASW from I Spread to Maturity
`double`	`aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate ASW from I Spread to Work-out
`double`	`aswFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate ASW from I Spread to Optimal Exercise
`double`	`aswFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate ASW from J Spread to Maturity
`double`	`aswFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate ASW from J Spread to Work-out
`double`	`aswFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate ASW from J Spread to Optimal Exercise
`double`	`aswFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate ASW from N Spread to Maturity
`double`	`aswFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate ASW from N Spread to Work-out
`double`	`aswFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate ASW from JN Spread to Optimal Exercise
`double`	`aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate ASW from OAS to Maturity
`double`	`aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate ASW from OAS to Work-out
`double`	`aswFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate ASW from OAS to Optimal Exercise
`double`	`aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate ASW from PECS to Maturity
`double`	`aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate ASW from PECS to Work-out
`double`	`aswFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate ASW from PECS to Optimal Exercise
`double`	`aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate ASW from Price to Maturity
`double`	`aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate ASW from Price to Work-out
`double`	`aswFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate ASW from Price to Optimal Exercise
`double`	`aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate ASW from TSY Spread to Maturity
`double`	`aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate ASW from TSY Spread to Work-out
`double`	`aswFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate ASW from TSY Spread to Optimal Exercise
`double`	`aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate ASW from Yield to Maturity
`double`	`aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate ASW from Yield to Work-out
`double`	`aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate ASW from Yield Spread to Maturity
`double`	`aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate ASW from Yield Spread to Work-out
`double`	`aswFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate ASW from Yield Spread to Optimal Exercise
`double`	`aswFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate ASW from Yield to Optimal Exercise
`double`	`aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate ASW from Z Spread to Maturity
`double`	`aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate ASW from Z Spread to Work-out
`double`	`aswFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate ASW from Z Spread to Optimal Exercise
`double`	`bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Bond Basis from ASW to Maturity
`double`	`bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Bond Basis from ASW to Work-out
`double`	`bondBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Bond Basis from ASW to Optimal Exercise
`double`	`bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Bond Basis from Credit Basis to Maturity
`double`	`bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Bond Basis from Credit Basis to Work-out
`double`	`bondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Bond Basis from Credit Basis to Optimal Exercise
`double`	`bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Bond Basis from Discount Margin to Maturity
`double`	`bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Bond Basis from Discount Margin to Work-out
`double`	`bondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Bond Basis from Discount Margin to Optimal Exercise
`double`	`bondBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Bond Basis from E Spread to Maturity
`double`	`bondBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Bond Basis from E Spread to Work-out
`double`	`bondBasisFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Bond Basis from E Spread to Optimal Exercise
`double`	`bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Bond Basis from G Spread to Maturity
`double`	`bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Bond Basis from G Spread to Work-out
`double`	`bondBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Bond Basis from G Spread to Optimal Exercise
`double`	`bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Bond Basis from I Spread to Maturity
`double`	`bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Bond Basis from I Spread to Work-out
`double`	`bondBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Bond Basis from I Spread to Optimal Exercise
`double`	`bondBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Bond Basis from J Spread to Maturity
`double`	`bondBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Bond Basis from J Spread to Work-out
`double`	`bondBasisFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Bond Basis from J Spread to Optimal Exercise
`double`	`bondBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Bond Basis from N Spread to Maturity
`double`	`bondBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Bond Basis from N Spread to Work-out
`double`	`bondBasisFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Bond Basis from N Spread to Optimal Exercise
`double`	`bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Bond Basis from OAS to Maturity
`double`	`bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Bond Basis from OAS to Work-out
`double`	`bondBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Bond Basis from OAS to Optimal Exercise
`double`	`bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Bond Basis from PECS to Maturity
`double`	`bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Bond Basis from PECS to Work-out
`double`	`bondBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Bond Basis from PECS to Optimal Exercise
`double`	`bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Bond Basis from Price to Maturity
`double`	`bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Bond Basis from Price to Work-out
`double`	`bondBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Bond Basis from Price to Optimal Exercise
`double`	`bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Bond Basis from TSY Spread to Maturity
`double`	`bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Bond Basis from TSY Spread to Work-out
`double`	`bondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Bond Basis from TSY Spread to Optimal Exercise
`double`	`bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Bond Basis from Yield to Maturity
`double`	`bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Bond Basis from Yield to Work-out
`double`	`bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Bond Basis from Yield Spread to Maturity
`double`	`bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Bond Basis from Yield Spread to Work-out
`double`	`bondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Bond Basis from Yield Spread to Optimal Exercise
`double`	`bondBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Bond Basis from Yield to Optimal Exercise
`double`	`bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Bond Basis from Z Spread to Maturity
`double`	`bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Bond Basis from Z Spread to Work-out
`double`	`bondBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Bond Basis from Z Spread to Optimal Exercise
`java.lang.String`	`calculationType()`	Return the bond's calculation type
`CaseInsensitiveTreeMap<java.lang.Double>`	`calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)`	Generate a Map of the Calibration Measures
`ProductQuoteSet`	`calibQuoteSet(LatentStateSpecification[] aLSS)`	Generate the Product Specific Calibration Quote Set
`boolean`	`callable()`	Indicate if the bond is callable
`BondEOSMetrics`	`callMetrics(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice, GovvieBuilderSettings gbs, DiffusionEvolver deGovvieForward, int iNumPath)`	Generate the EOS Callable Option Adjusted Metrics
`EmbeddedOptionSchedule`	`callSchedule()`	Return the bond's embedded call schedule
`CashSettleParams`	`cashSettleParams()`	Get the Product's cash settlement parameters
`double`	`convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Convexity from ASW to Maturity
`double`	`convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Convexity from ASW to Work-out
`double`	`convexityFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Convexity from ASW to Optimal Exercise
`double`	`convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Convexity from Bond Basis to Maturity
`double`	`convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Convexity from Bond Basis to Work-out
`double`	`convexityFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Convexity from Bond Basis to Optimal Exercise
`double`	`convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Convexity from Credit Basis to Maturity
`double`	`convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Convexity from Credit Basis to Work-out
`double`	`convexityFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Convexity from Credit Basis to Optimal Exercise
`double`	`convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Convexity from Discount Margin to Maturity
`double`	`convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Convexity from Discount Margin to Work-out
`double`	`convexityFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Convexity from Discount Margin to Optimal Exercise
`double`	`convexityFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Convexity from E Spread to Maturity
`double`	`convexityFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Convexity from E Spread to Work-out
`double`	`convexityFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Convexity from E Spread to Optimal Exercise
`double`	`convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Convexity from G Spread to Maturity
`double`	`convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Convexity from G Spread to Work-out
`double`	`convexityFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Convexity from G Spread to Optimal Exercise
`double`	`convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Convexity from I Spread to Maturity
`double`	`convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Convexity from I Spread to Work-out
`double`	`convexityFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Convexity from I Spread to Optimal Exercise
`double`	`convexityFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Convexity from J Spread to Maturity
`double`	`convexityFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Convexity from J Spread to Work-out
`double`	`convexityFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Convexity from J Spread to Optimal Exercise
`double`	`convexityFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Convexity from N Spread to Maturity
`double`	`convexityFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Convexity from N Spread to Work-out
`double`	`convexityFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Convexity from N Spread to Optimal Exercise
`double`	`convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Convexity from OAS to Maturity
`double`	`convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Convexity from OAS to Work-out
`double`	`convexityFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Convexity from OAS to Optimal Exercise
`double`	`convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Convexity from PECS to Maturity
`double`	`convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Convexity from PECS to Work-out
`double`	`convexityFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Convexity from PECS to Optimal Exercise
`double`	`convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Convexity from Price to Maturity
`double`	`convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Convexity from Price to Work-out
`double`	`convexityFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Convexity from Price to Optimal Exercise
`double`	`convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Convexity from TSY Spread to Maturity
`double`	`convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Convexity from TSY Spread to Work-out
`double`	`convexityFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Convexity from TSY Spread to Optimal Exercise
`double`	`convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Convexity from Yield to Maturity
`double`	`convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Convexity from Yield to Work-out
`double`	`convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Convexity from Yield Spread to Maturity
`double`	`convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Convexity from Yield Spread to Work-out
`double`	`convexityFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Convexity from Yield Spread to Optimal Exercise
`double`	`convexityFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Convexity from Yield to Optimal Exercise
`double`	`convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Convexity from Z Spread to Maturity
`double`	`convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Convexity from Z Spread to Work-out
`double`	`convexityFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Convexity from Z Spread to Optimal Exercise
`CaseInsensitiveTreeMap<java.lang.String>`	`couponCurrency()`	Get the Map of Coupon Currencies
`java.lang.String`	`couponDC()`	Return the bond's coupon day count
`double`	`couponFactor(int iDate)`	Retrieve the Coupon Factor for the given Date
`CompositePeriodCouponMetrics`	`couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqc)`	Get the Product's coupon Metrics at the specified accrual date
`java.util.List<CompositePeriod>`	`couponPeriods()`	Get the Product's Cash Flow Periods
`CouponSetting`	`couponSetting()`	Retrieve the bond coupon setting
`java.lang.String`	`couponType()`	Return the bond's coupon type
`double`	`creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Credit Basis from ASW to Maturity
`double`	`creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Credit Basis from ASW to Work-out
`double`	`creditBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Credit Basis from ASW to Optimal Exercise
`double`	`creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Credit Basis from Bond Basis to Maturity
`double`	`creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Credit Basis from Bond Basis to Work-out
`double`	`creditBasisFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Credit Basis from Bond Basis to Optimal Exercise
`double`	`creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Credit Basis from Discount Margin to Maturity
`double`	`creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Credit Basis from Discount Margin to Work-out
`double`	`creditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Credit Basis from Discount Margin to Optimal Exercise
`double`	`creditBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Credit Basis from E Spread to Maturity
`double`	`creditBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Credit Basis from E Spread to Work-out
`double`	`creditBasisFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Credit Basis from E Spread to Optimal Exercise
`double`	`creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Credit Basis from G Spread to Maturity
`double`	`creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Credit Basis from G Spread to Work-out
`double`	`creditBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Credit Basis from G Spread to Optimal Exercise
`double`	`creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Credit Basis from I Spread to Maturity
`double`	`creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Credit Basis from I Spread to Work-out
`double`	`creditBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Credit Basis from I Spread to Optimal Exercise
`double`	`creditBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Credit Basis from J Spread to Maturity
`double`	`creditBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Credit Basis from J Spread to Work-out
`double`	`creditBasisFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Credit Basis from J Spread to Optimal Exercise
`double`	`creditBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Credit Basis from N Spread to Maturity
`double`	`creditBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Credit Basis from N Spread to Work-out
`double`	`creditBasisFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Credit Basis from N Spread to Optimal Exercise
`double`	`creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Credit Basis from OAS to Maturity
`double`	`creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Credit Basis from OAS to Work-out
`double`	`creditBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Credit Basis from OAS to Optimal Exercise
`double`	`creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Credit Basis from PECS to Maturity
`double`	`creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Credit Basis from PECS to Work-out
`double`	`creditBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Credit Basis from PECS to Optimal Exercise
`double`	`creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Credit Basis from Price to Maturity
`double`	`creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Credit Basis from Price to Work-out
`double`	`creditBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Credit Basis from Price to Optimal Exercise
`double`	`creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Credit Basis from TSY Spread to Maturity
`double`	`creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Credit Basis from TSY Spread to Work-out
`double`	`creditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Credit Basis from TSY Spread to Optimal Exercise
`double`	`creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Credit Basis from Yield to Maturity
`double`	`creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Credit Basis from Yield to Work-out
`double`	`creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Credit Basis from Yield Spread to Maturity
`double`	`creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Credit Basis from Yield Spread to Work-out
`double`	`creditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Credit Basis from Yield Spread to Optimal Exercise
`double`	`creditBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Credit Basis from Yield to Optimal Exercise
`double`	`creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Credit Basis from Z Spread to Maturity
`double`	`creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Credit Basis from Z Spread to Work-out
`double`	`creditBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Credit Basis from Z Spread to Optimal Exercise
`EntityCDSLabel`	`creditLabel()`	Get the Credit Curve Latent State Identifier Label
`CreditSetting`	`creditSetting()`	Retrieve the bond credit Setting
`CreditSetting`	`creditValuationParams()`	Get the credit component's Credit Valuation Parameters
`java.lang.String`	`currency()`	Return the bond's coupon currency
`double`	`currentCoupon()`	Return the current bond coupon
`JulianDate`	`currentCouponDate(JulianDate dt)`	Return the coupon date for the period containing the specified date
`double`	`currentCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)`	Return the coupon rate for the period corresponding to the specified date
`java.lang.String`	`cusip()`	Get the CUSIP
`boolean`	`defaulted()`	Indicate if the bond has defaulted
`double`	`discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Discount Margin from ASW to Maturity
`double`	`discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Discount Margin from ASW to Work-out
`double`	`discountMarginFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Discount Margin from ASW to Optimal Exercise
`double`	`discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Discount Margin from Bond Basis to Maturity
`double`	`discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Discount Margin from Bond Basis to Work-out
`double`	`discountMarginFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Discount Margin from Bond Basis to Optimal Exercise
`double`	`discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Discount Margin from Credit Basis to Maturity
`double`	`discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Discount Margin from Credit Basis to Work-out
`double`	`discountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Discount Margin from Credit Basis to Optimal Exercise
`double`	`discountMarginFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Discount Margin from E Spread to Maturity
`double`	`discountMarginFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Discount Margin from E Spread to Work-out
`double`	`discountMarginFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Discount Margin from E Spread to Optimal Exercise
`double`	`discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Discount Margin from G Spread to Maturity
`double`	`discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Discount Margin from G Spread to Work-out
`double`	`discountMarginFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Discount Margin from G Spread to Optimal Exercise
`double`	`discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Discount Margin from I Spread to Maturity
`double`	`discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Discount Margin from I Spread to Work-out
`double`	`discountMarginFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Discount Margin from I Spread to Optimal Exercise
`double`	`discountMarginFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Discount Margin from J Spread to Maturity
`double`	`discountMarginFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Discount Margin from J Spread to Work-out
`double`	`discountMarginFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Discount Margin from J Spread to Optimal Exercise
`double`	`discountMarginFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Discount Margin from N Spread to Maturity
`double`	`discountMarginFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Discount Margin from N Spread to Work-out
`double`	`discountMarginFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Discount Margin from N Spread to Optimal Exercise
`double`	`discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Discount Margin from OAS to Maturity
`double`	`discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Discount Margin from OAS to Work-out
`double`	`discountMarginFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Discount Margin from OAS to Optimal Exercise
`double`	`discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Discount Margin from PECS to Maturity
`double`	`discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Discount Margin from PECS to Work-out
`double`	`discountMarginFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Discount Margin from PECS to Optimal Exercise
`double`	`discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Discount Margin from Price to Maturity
`double`	`discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Discount Margin from Price to Work-out
`double`	`discountMarginFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Discount Margin from Price to Optimal Exercise
`double`	`discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Discount Margin from TSY Spread to Maturity
`double`	`discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Discount Margin from TSY Spread to Work-out
`double`	`discountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Discount Margin from TSY Spread to Optimal Exercise
`double`	`discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Discount Margin from Yield to Maturity
`double`	`discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Discount Margin from Yield to Work-out
`double`	`discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Discount Margin from Yield Spread to Maturity
`double`	`discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Discount Margin from Yield Spread to Work-out
`double`	`discountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Discount Margin from Yield Spread to Optimal Exercise
`double`	`discountMarginFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Discount Margin from Yield to Optimal Exercise
`double`	`discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Discount Margin from Z Spread to Maturity
`double`	`discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Discount Margin from Z Spread to Work-out
`double`	`discountMarginFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Discount Margin from Z Spread to Optimal Exercise
`double`	`durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Duration from ASW to Maturity
`double`	`durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Duration from ASW to Work-out
`double`	`durationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Duration from ASW to Optimal Exercise
`double`	`durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Duration from Bond Basis to Maturity
`double`	`durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Duration from Bond Basis to Work-out
`double`	`durationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Duration from Bond Basis to Optimal Exercise
`double`	`durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Duration from Credit Basis to Maturity
`double`	`durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Duration from Credit Basis to Work-out
`double`	`durationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Duration from Credit Basis to Optimal Exercise
`double`	`durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Duration from Discount Margin to Maturity
`double`	`durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Duration from Discount Margin to Work-out
`double`	`durationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Duration from Discount Margin to Optimal Exercise
`double`	`durationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Duration from E Spread to Maturity
`double`	`durationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Duration from E Spread to Work-out
`double`	`durationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Duration from E Spread to Optimal Exercise
`double`	`durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Duration from G Spread to Maturity
`double`	`durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Duration from G Spread to Work-out
`double`	`durationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Duration from G Spread to Optimal Exercise
`double`	`durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Duration from I Spread to Maturity
`double`	`durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Duration from I Spread to Work-out
`double`	`durationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Duration from I Spread to Optimal Exercise
`double`	`durationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Duration from J Spread to Maturity
`double`	`durationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Duration from J Spread to Work-out
`double`	`durationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Duration from J Spread to Optimal Exercise
`double`	`durationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Duration from N Spread to Maturity
`double`	`durationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Duration from N Spread to Work-out
`double`	`durationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Duration from N Spread to Optimal Exercise
`double`	`durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Duration from OAS to Maturity
`double`	`durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Duration from OAS to Work-out
`double`	`durationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Duration from OAS to Optimal Exercise
`double`	`durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Duration from PECS to Maturity
`double`	`durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Duration from PECS to Work-out
`double`	`durationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Duration from PECS to Optimal Exercise
`double`	`durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Duration from Price to Maturity
`double`	`durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Duration from Price to Work-out
`double`	`durationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Duration from Price to Optimal Exercise
`double`	`durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Duration from TSY Spread to Maturity
`double`	`durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Duration from TSY Spread to Work-out
`double`	`durationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Duration from TSY Spread to Optimal Exercise
`double`	`durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Duration from Yield to Maturity
`double`	`durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Duration from Yield to Work-out
`double`	`durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Duration from Yield Spread to Maturity
`double`	`durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Duration from Yield Spread to Work-out
`double`	`durationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Duration from Yield Spread to Optimal Exercise
`double`	`durationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Duration from Yield to Optimal Exercise
`double`	`durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Duration from Z Spread to Maturity
`double`	`durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Duration from Z Spread to Work-out
`double`	`durationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Duration from Z Spread to Optimal Exercise
`JulianDate`	`effectiveDate()`	Get the Effective Date
`double`	`effectiveTreasuryBenchmarkYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Retrieve the effective treasury benchmark yield from the valuation, the component market parameters, and the market price
`double`	`eSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate E Spread from ASW to Maturity
`double`	`eSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate E Spread from ASW to Work-out
`double`	`eSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate E Spread from ASW to Optimal Exercise
`double`	`eSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate E Spread from Bond Basis to Maturity
`double`	`eSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate E Spread from Bond Basis to Work-out
`double`	`eSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate E Spread from Bond Basis to Optimal Exercise
`double`	`eSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate E Spread from Credit Basis to Maturity
`double`	`eSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate E Spread from Credit Basis to Work-out
`double`	`eSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate E Spread from Credit Basis to Optimal Exercise
`double`	`eSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate E Spread from Discount Margin to Maturity
`double`	`eSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate E Spread from Discount Margin to Work-out
`double`	`eSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate E Spread from Discount Margin to Optimal Exercise
`double`	`eSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate E Spread from G Spread to Maturity
`double`	`eSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate E Spread from G Spread to Work-out
`double`	`eSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate E Spread from G Spread to Optimal Exercise
`double`	`eSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate E Spread from I Spread to Maturity
`double`	`eSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate E Spread from I Spread to Work-out
`double`	`eSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate E Spread from I Spread to Optimal Exercise
`double`	`eSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate E Spread from J Spread to Maturity
`double`	`eSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate E Spread from J Spread to Work-out
`double`	`eSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate E Spread from J Spread to Optimal Exercise
`double`	`eSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate E Spread from N Spread to Maturity
`double`	`eSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate E Spread from N Spread to Work-out
`double`	`eSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate E Spread from N Spread to Optimal Exercise
`double`	`eSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate E Spread from OAS to Maturity
`double`	`eSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate E Spread from OAS to Work-out
`double`	`eSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate E Spread from OAS to Optimal Exercise
`double`	`eSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate E Spread from PECS to Maturity
`double`	`eSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate E Spread from PECS to Work-out
`double`	`eSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate E Spread from PECS to Optimal Exercise
`double`	`eSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate E Spread from Price to Maturity
`double`	`eSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate E Spread from Price to Work-out
`double`	`eSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate E Spread from Price to Optimal Exercise
`double`	`eSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate E Spread from TSY Spread to Maturity
`double`	`eSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate E Spread from TSY Spread to Work-out
`double`	`eSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate E Spread from TSY Spread to Optimal Exercise
`double`	`eSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate E Spread from Yield to Maturity
`double`	`eSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate E Spread from Yield to Work-out
`double`	`eSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate E Spread from Yield Spread to Maturity
`double`	`eSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate E Spread from Yield Spread to Work-out
`double`	`eSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate E Spread from Yield Spread to Optimal Exercise
`double`	`eSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate E Spread from Yield to Optimal Exercise
`boolean`	`exercised()`	Indicate if the bond has been exercised
`WorkoutInfo`	`exerciseYieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Retrieve the work-out information from price
`JulianDate`	`finalMaturity()`	Return the bond's final maturity
`JulianDate`	`firstCouponDate()`	Get the First Coupon Date
`java.lang.String`	`floatCouponConvention()`	Return the bond's floating coupon convention
`FloaterSetting`	`floaterSetting()`	Retrieve the bond floater setting
`double`	`floatSpread()`	Return the floating spread of the bond
`CaseInsensitiveTreeMap<ForwardLabel>`	`forwardLabel()`	Get the Map of Forward Latent State Labels
`PredictorResponseWeightConstraint`	`forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)`	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Forward Factor Latent State from the Component's Cash Flows.
`int`	`freq()`	Return the bond's coupon frequency
`PredictorResponseWeightConstraint`	`fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)`	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the merged Funding and Forward Latent States from the Component's Cash Flows.
`FundingLabel`	`fundingLabel()`	Get the Funding Curve Latent State Label
`PredictorResponseWeightConstraint`	`fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)`	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Funding Curve Discount Factor Latent State from the Component's Cash Flows.
`CaseInsensitiveTreeMap<FXLabel>`	`fxLabel()`	Get the Map of FX Latent State Identifier Labels
`PredictorResponseWeightConstraint`	`fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)`	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
`GovvieLabel`	`govvieLabel()`	Get the Govvie Curve Latent State Label
`PredictorResponseWeightConstraint`	`govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)`	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve FX Forward Latent State from the Component's Cash Flows.
`double`	`gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate G Spread from ASW to Maturity
`double`	`gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate G Spread from ASW to Work-out
`double`	`gSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate G Spread from ASW to Optimal Exercise
`double`	`gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate G Spread from Bond Basis to Maturity
`double`	`gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate G Spread from Bond Basis to Work-out
`double`	`gSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate G Spread from Bond Basis to Optimal Exercise
`double`	`gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate G Spread from Credit Basis to Maturity
`double`	`gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate G Spread from Credit Basis to Work-out
`double`	`gSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate G Spread from Credit Basis to Optimal Exercise
`double`	`gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate G Spread from Discount Margin to Maturity
`double`	`gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate G Spread from Discount Margin to Work-out
`double`	`gSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate G Spread from Discount Margin to Optimal Exercise
`double`	`gSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate G Spread from E Spread to Maturity
`double`	`gSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate G Spread from E Spread to Work-out
`double`	`gSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate G Spread from E Spread to Optimal Exercise
`double`	`gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate G Spread from I Spread to Maturity
`double`	`gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate G Spread from I Spread to Work-out
`double`	`gSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate G Spread from I Spread to Optimal Exercise
`double`	`gSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate G Spread from J Spread to Maturity
`double`	`gSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate G Spread from J Spread to Work-out
`double`	`gSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate G Spread from J Spread to Optimal Exercise
`double`	`gSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate G Spread from N Spread to Maturity
`double`	`gSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate G Spread from N Spread to Work-out
`double`	`gSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate G Spread from N Spread to Optimal Exercise
`double`	`gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate G Spread from OAS to Maturity
`double`	`gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate G Spread from OAS to Work-out
`double`	`gSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate G Spread from OAS to Optimal Exercise
`double`	`gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate G Spread from PECS to Maturity
`double`	`gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate G Spread from PECS to Work-out
`double`	`gSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate G Spread from PECS to Optimal Exercise
`double`	`gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate G Spread from Price to Maturity
`double`	`gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate G Spread from Price to Work-out
`double`	`gSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate G Spread from Price to Optimal Exercise
`double`	`gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate G Spread from TSY Spread to Maturity
`double`	`gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate G Spread from TSY Spread to Work-out
`double`	`gSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate G Spread from TSY Spread to Optimal Exercise
`double`	`gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate G Spread from Yield to Maturity
`double`	`gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate G Spread from Yield to Work-out
`double`	`gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate G Spread from Yield Spread to Maturity
`double`	`gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate G Spread from Yield Spread to Work-out
`double`	`gSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate G Spread from Yield Spread to Optimal Exercise
`double`	`gSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate G Spread from Yield to Optimal Exercise
`double`	`gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate G Spread from Z Spread to Maturity
`double`	`gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate G Spread from Z Spread to Work-out
`double`	`gSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate G Spread from Z Spread to Optimal Exercise
`IdentifierSet`	`identifierSet()`	Retrieve the bond identifier set
`boolean`	`inFirstCouponPeriod(int iDate)`	Indicate whether the given date is in the first coupon period
`double`	`initialNotional()`	Get the Initial Notional for the Product
`boolean`	`inLastCouponPeriod(int iDate)`	Indicate whether the given date is in the final coupon period
`boolean`	`isFloater()`	Return whether the bond is a floater
`java.lang.String`	`isin()`	Get the ISIN
`double`	`iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate I Spread from ASW to Maturity
`double`	`iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate I Spread from ASW to Work-out
`double`	`iSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate I Spread from ASW to Optimal Exercise
`double`	`iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate I Spread from Bond Basis to Maturity
`double`	`iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate I Spread from Bond Basis to Work-out
`double`	`iSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate I Spread from Bond Basis to Optimal Exercise
`double`	`iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate I Spread from Credit Basis to Maturity
`double`	`iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate I Spread from Credit Basis to Work-out
`double`	`iSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate I Spread from Credit Basis to Optimal Exercise
`double`	`iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate I Spread from Discount Margin to Maturity
`double`	`iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate I Spread from Discount Margin to Work-out
`double`	`iSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate I Spread from Discount Margin to Optimal Exercise
`double`	`iSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate I Spread from E Spread to Maturity
`double`	`iSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate I Spread from E Spread to Work-out
`double`	`iSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate I Spread from E Spread to Optimal Exercise
`double`	`iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate I Spread from G Spread to Maturity
`double`	`iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate I Spread from G Spread to Work-out
`double`	`iSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate I Spread from G Spread to Optimal Exercise
`double`	`iSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate I Spread from J Spread to Maturity
`double`	`iSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate I Spread from J Spread to Work-out
`double`	`iSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate I Spread from J Spread to Optimal Exercise
`double`	`iSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate I Spread from N Spread to Maturity
`double`	`iSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate I Spread from N Spread to Work-out
`double`	`iSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate I Spread from N Spread to Optimal Exercise
`double`	`iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate I Spread from OAS to Maturity
`double`	`iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate I Spread from OAS to Work-out
`double`	`iSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate I Spread from OAS to Optimal Exercise
`double`	`iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate I Spread from PECS to Maturity
`double`	`iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate I Spread from PECS to Work-out
`double`	`iSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate I Spread from PECS to Optimal Exercise
`double`	`iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate I Spread from Price to Maturity
`double`	`iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate I Spread from Price to Work-out
`double`	`iSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate I Spread from Price to Optimal Exercise
`double`	`iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate I Spread from TSY Spread to Maturity
`double`	`iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate I Spread from TSY Spread to Work-out
`double`	`iSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate I Spread from TSY Spread to Optimal Exercise
`double`	`iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate I Spread from Yield to Maturity
`double`	`iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate I Spread from Yield to Work-out
`double`	`iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate I Spread from Yield Spread to Maturity
`double`	`iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate I Spread from Yield Spread to Work-out
`double`	`iSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate I Spread from Yield Spread to Optimal Exercise
`double`	`iSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate I Spread from Yield to Optimal Exercise
`double`	`iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate I Spread from Z Spread to Maturity
`double`	`iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate I Spread from Z Spread to Work-out
`double`	`iSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate I Spread from Z Spread to Optimal Exercise
`WengertJacobian`	`jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)`	Compute the Jacobian of the Dirty PV to the Calibrated Input Manifest Measures
`double`	`jSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate J Spread from ASW to Maturity
`double`	`jSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate J Spread from ASW to Work-out
`double`	`jSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate J Spread from ASW to Optimal Exercise
`double`	`jSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate J Spread from Bond Basis to Maturity
`double`	`jSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate J Spread from Bond Basis to Work-out
`double`	`jSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate J Spread from Bond Basis to Optimal Exercise
`double`	`jSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate J Spread from Credit Basis to Maturity
`double`	`jSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate J Spread from Credit Basis to Work-out
`double`	`jSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate J Spread from Credit Basis to Optimal Exercise
`double`	`jSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate J Spread from Discount Margin to Maturity
`double`	`jSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate J Spread from Discount Margin to Work-out
`double`	`jSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate J Spread from Discount Margin to Optimal Exercise
`double`	`jSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate J Spread from E Spread to Maturity
`double`	`jSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate J Spread from E Spread to Work-out
`double`	`jSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate J Spread from E Spread to Optimal Exercise
`double`	`jSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate J Spread from G Spread to Maturity
`double`	`jSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate J Spread from G Spread to Work-out
`double`	`jSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate J Spread from G Spread to Optimal Exercise
`double`	`jSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate J Spread from I Spread to Maturity
`double`	`jSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate J Spread from I Spread to Work-out
`double`	`jSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate J Spread from I Spread to Optimal Exercise
`double`	`jSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate J Spread from N Spread to Maturity
`double`	`jSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate J Spread from N Spread to Work-out
`double`	`jSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate J Spread from N Spread to Optimal Exercise
`double`	`jSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate J Spread from OAS to Maturity
`double`	`jSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate J Spread from OAS to Work-out
`double`	`jSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate J Spread from OAS to Optimal Exercise
`double`	`jSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate J Spread from PECS to Maturity
`double`	`jSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate J Spread from PECS to Work-out
`double`	`jSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate J Spread from PECS to Optimal Exercise
`double`	`jSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate J Spread from Price to Maturity
`double`	`jSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate J Spread from Price to Work-out
`double`	`jSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate J Spread from Price to Optimal Exercise
`double`	`jSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate J Spread from TSY Spread to Maturity
`double`	`jSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate J Spread from TSY Spread to Work-out
`double`	`jSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate J Spread from TSY Spread to Optimal Exercise
`double`	`jSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate J Spread from Yield to Maturity
`double`	`jSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate J Spread from Yield to Work-out
`double`	`jSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate J Spread from Yield Spread to Maturity
`double`	`jSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate J Spread from Yield Spread to Work-out
`double`	`jSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate J Spread from Yield Spread to Optimal Exercise
`double`	`jSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate J Spread from Yield to Optimal Exercise
`double`	`jSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate J Spread from Z Spread to Maturity
`double`	`jSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate J Spread from Z Spread to Work-out
`double`	`jSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate J Spread from Z Spread to Optimal Exercise
`java.util.List<LossQuadratureMetrics>`	`lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc)`	Generate the loss flow for the credit component based on the pricer parameters
`java.util.List<LossQuadratureMetrics>`	`lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Get the bond's loss flow from price
`double`	`macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Macaulay Duration from ASW to Maturity
`double`	`macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Macaulay Duration from ASW to Work-out
`double`	`macaulayDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Macaulay Duration from ASW to Optimal Exercise
`double`	`macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Macaulay Duration from Bond Basis to Maturity
`double`	`macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Macaulay Duration from Bond Basis to Work-out
`double`	`macaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Macaulay Duration from Bond Basis to Optimal Exercise
`double`	`macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Macaulay Duration from Credit Basis to Maturity
`double`	`macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Macaulay Duration from Credit Basis to Work-out
`double`	`macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Macaulay Duration from Credit Basis to Optimal Exercise
`double`	`macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Macaulay Duration from Discount Margin to Maturity
`double`	`macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Macaulay Duration from Discount Margin to Work-out
`double`	`macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Macaulay Duration from Discount Margin to Optimal Exercise
`double`	`macaulayDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Macaulay Duration from E Spread to Maturity
`double`	`macaulayDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Macaulay Duration from E Spread to Work-out
`double`	`macaulayDurationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Macaulay Duration from E Spread to Optimal Exercise
`double`	`macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Macaulay Duration from G Spread to Maturity
`double`	`macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Macaulay Duration from G Spread to Work-out
`double`	`macaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Macaulay Duration from G Spread to Optimal Exercise
`double`	`macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Macaulay Duration from I Spread to Maturity
`double`	`macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Macaulay Duration from I Spread to Work-out
`double`	`macaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Macaulay Duration from I Spread to Optimal Exercise
`double`	`macaulayDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Macaulay Duration from J Spread to Maturity
`double`	`macaulayDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Macaulay Duration from J Spread to Work-out
`double`	`macaulayDurationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Macaulay Duration from J Spread to Optimal Exercise
`double`	`macaulayDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Macaulay Duration from N Spread to Maturity
`double`	`macaulayDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Macaulay Duration from N Spread to Work-out
`double`	`macaulayDurationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Macaulay Duration from N Spread to Optimal Exercise
`double`	`macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Macaulay Duration from OAS to Maturity
`double`	`macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Macaulay Duration from OAS to Work-out
`double`	`macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Macaulay Duration from PECS to Maturity
`double`	`macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Macaulay Duration from PECS to Work-out
`double`	`macaulayDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Macaulay Duration from PECS to Optimal Exercise
`double`	`macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Macaulay Duration from Price to Maturity
`double`	`macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Macaulay Duration from Price to Work-out
`double`	`macaulayDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Macaulay Duration from Price to Optimal Exercise
`double`	`macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Macaulay Duration from TSY Spread to Maturity
`double`	`macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Macaulay Duration from TSY Spread to Work-out
`double`	`macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Macaulay Duration from TSY Spread to Optimal Exercise
`double`	`macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Macaulay Duration from Yield to Maturity
`double`	`macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Macaulay Duration from Yield to Work-out
`double`	`macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Macaulay Duration from Yield Spread to Maturity
`double`	`macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Macaulay Duration from Yield Spread to Work-out
`double`	`macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Macaulay Duration from Yield Spread to Optimal Exercise
`double`	`macaulayDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Macaulay Duration from Yield to Optimal Exercise
`double`	`macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Macaulay Duration from Z Spread to Maturity
`double`	`macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Macaulay Duration from Z Spread to Work-out
`double`	`macaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Macaulay Duration from Z Spread to Optimal Exercise
`WengertJacobian`	`manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)`	Compute the micro-Jacobian of the given measure to the DF
`QuoteConvention`	`marketConvention()`	Retrieve the Bond's Market Convention
`JulianDate`	`maturityDate()`	Get the Maturity Date
`JulianDate`	`maturityPayDate()`	Get the Maturity Pay Date
`java.lang.String`	`maturityType()`	Return the bond's maturity type
`java.util.Set<java.lang.String>`	`measureNames()`	Retrieve the ordered set of the measure names whose values will be calculated
`double`	`mnacaulayDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Macaulay Duration from OAS to Optimal Exercise
`double`	`modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Modified Duration from ASW to Maturity
`double`	`modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Modified Duration from ASW to Work-out
`double`	`modifiedDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Modified Duration from ASW to Optimal Exercise
`double`	`modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Modified Duration from Bond Basis to Maturity
`double`	`modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Modified Duration from Bond Basis to Work-out
`double`	`modifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Modified Duration from Bond Basis to Optimal Exercise
`double`	`modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Modified Duration from Credit Basis to Maturity
`double`	`modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Modified Duration from Credit Basis to Work-out
`double`	`modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Modified Duration from Credit Basis to Optimal Exercise
`double`	`modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Modified Duration from Discount Margin to Maturity
`double`	`modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Modified Duration from Discount Margin to Work-out
`double`	`modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Modified Duration from Discount Margin to Optimal Exercise
`double`	`modifiedDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Modified Duration from E Spread to Maturity
`double`	`modifiedDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Modified Duration from E Spread to Work-out
`double`	`modifiedDurationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Modified Duration from E Spread to Optimal Exercise
`double`	`modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Modified Duration from G Spread to Maturity
`double`	`modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Modified Duration from G Spread to Work-out
`double`	`modifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Modified Duration from G Spread to Optimal Exercise
`double`	`modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Modified Duration from I Spread to Maturity
`double`	`modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Modified Duration from I Spread to Work-out
`double`	`modifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Modified Duration from I Spread to Optimal Exercise
`double`	`modifiedDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Modified Duration from J Spread to Maturity
`double`	`modifiedDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Modified Duration from J Spread to Work-out
`double`	`modifiedDurationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Modified Duration from J Spread to Optimal Exercise
`double`	`modifiedDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Modified Duration from N Spread to Maturity
`double`	`modifiedDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Modified Duration from N Spread to Work-out
`double`	`modifiedDurationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Modified Duration from N Spread to Optimal Exercise
`double`	`modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Modified Duration from OAS to Maturity
`double`	`modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Modified Duration from OAS to Work-out
`double`	`modifiedDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Modified Duration from OAS to Optimal Exercise
`double`	`modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Modified Duration from PECS to Maturity
`double`	`modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Modified Duration from PECS to Work-out
`double`	`modifiedDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Modified Duration from PECS to Optimal Exercise
`double`	`modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Modified Duration from Price to Maturity
`double`	`modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Modified Duration from Price to Work-out
`double`	`modifiedDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Modified Duration from Price to Optimal Exercise
`double`	`modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Modified Duration from TSY Spread to Maturity
`double`	`modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Modified Duration from TSY Spread to Work-out
`double`	`modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Modified Duration from TSY Spread to Optimal Exercise
`double`	`modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Modified Duration from Yield to Maturity
`double`	`modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Modified Duration from Yield to Work-out
`double`	`modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Modified Duration from Yield Spread to Maturity
`double`	`modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Modified Duration from Yield Spread to Work-out
`double`	`modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Modified Duration from Yield Spread to Optimal Exercise
`double`	`modifiedDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Modified Duration from Yield to Optimal Exercise
`double`	`modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Modified Duration from Z Spread to Maturity
`double`	`modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Modified Duration from Z Spread to Work-out
`double`	`modifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Modified Duration from Z Spread to Optimal Exercise
`java.lang.String`	`name()`	Get the component name
`JulianDate`	`nextCouponDate(JulianDate dt)`	Return the coupon date for the period subsequent to the specified date
`double`	`nextCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)`	Return the coupon rate for the period subsequent to the specified date
`ExerciseInfo`	`nextValidExerciseDateOfType(JulianDate dt, boolean bPut)`	Return the next exercise info of the given exercise type (call/put) subsequent to the specified date
`ExerciseInfo`	`nextValidExerciseInfo(JulianDate dt)`	Return the next exercise info subsequent to the specified date
`double`	`notional(int iDate)`	Get the Notional for the Product at the given date
`double`	`notional(int iStartDate, int iEndDate)`	Get the time-weighted Notional for the Product between 2 dates
`NotionalSetting`	`notionalSetting()`	Retrieve the bond notional Setting
`double`	`nSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate N Spread from ASW to Maturity
`double`	`nSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate N Spread from ASW to Work-out
`double`	`nSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate N Spread from ASW to Optimal Exercise
`double`	`nSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate N Spread from Bond Basis to Maturity
`double`	`nSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate N Spread from Bond Basis to Work-out
`double`	`nSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate N Spread from Bond Basis to Optimal Exercise
`double`	`nSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate N Spread from Credit Basis to Maturity
`double`	`nSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate N Spread from Credit Basis to Work-out
`double`	`nSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate N Spread from Credit Basis to Optimal Exercise
`double`	`nSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate N Spread from Discount Margin to Maturity
`double`	`nSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate N Spread from Discount Margin to Work-out
`double`	`nSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate N Spread from Discount Margin to Optimal Exercise
`double`	`nSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate N Spread from E Spread to Maturity
`double`	`nSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate N Spread from E Spread to Work-out
`double`	`nSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate N Spread from E Spread to Optimal Exercise
`double`	`nSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate N Spread from G Spread to Maturity
`double`	`nSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate N Spread from G Spread to Work-out
`double`	`nSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate N Spread from G Spread to Optimal Exercise
`double`	`nSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate N Spread from I Spread to Maturity
`double`	`nSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate N Spread from I Spread to Work-out
`double`	`nSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate N Spread from I Spread to Optimal Exercise
`double`	`nSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate N Spread from J Spread to Maturity
`double`	`nSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate N Spread from J Spread to Work-out
`double`	`nSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate N Spread from J Spread to Optimal Exercise
`double`	`nSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate N Spread from OAS to Maturity
`double`	`nSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate N Spread from OAS to Work-out
`double`	`nSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate N Spread from OAS to Optimal Exercise
`double`	`nSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate N Spread from PECS to Maturity
`double`	`nSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate N Spread from PECS to Work-out
`double`	`nSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate N Spread from PECS to Optimal Exercise
`double`	`nSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate N Spread from Price to Maturity
`double`	`nSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate N Spread from Price to Work-out
`double`	`nSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate N Spread from Price to Optimal Exercise
`double`	`nSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate N Spread from TSY Spread to Maturity
`double`	`nSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate N Spread from TSY Spread to Work-out
`double`	`nSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate N Spread from TSY Spread to Optimal Exercise
`double`	`nSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate N Spread from Yield to Maturity
`double`	`nSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate N Spread from Yield to Work-out
`double`	`nSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate N Spread from Yield Spread to Maturity
`double`	`nSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate N Spread from Yield Spread to Work-out
`double`	`nSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate N Spread from Yield Spread to Optimal Exercise
`double`	`nSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate N Spread from Yield to Optimal Exercise
`double`	`nSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate N Spread from Z Spread to Maturity
`double`	`nSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate N Spread from Z Spread to Work-out
`double`	`nSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate N Spread from Z Spread to Optimal Exercise
`double`	`oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate OAS from ASW to Maturity
`double`	`oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate OAS from ASW to Work-out
`double`	`oasFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate OAS from ASW to Optimal Exercise
`double`	`oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate OAS from Bond Basis to Maturity
`double`	`oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate OAS from Bond Basis to Work-out
`double`	`oasFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate OAS from Bond Basis to Optimal Exercise
`double`	`oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate OAS from Credit Basis to Maturity
`double`	`oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate OAS from Credit Basis to Work-out
`double`	`oasFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate OAS from Credit Basis to Optimal Exercise
`double`	`oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate OAS from Discount Margin to Maturity
`double`	`oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate OAS from Discount Margin to Work-out
`double`	`oasFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate OAS from Discount Margin to Optimal Exercise
`double`	`oasFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate OAS from E Spread to Maturity
`double`	`oasFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate OAS from E Spread to Work-out
`double`	`oasFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate OAS from E Spread to Optimal Exercise
`double`	`oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate OAS from G Spread to Maturity
`double`	`oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate OAS from G Spread to Work-out
`double`	`oasFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate OAS from G Spread to Optimal Exercise
`double`	`oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate OAS from I Spread to Maturity
`double`	`oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate OAS from I Spread to Work-out
`double`	`oasFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate OAS from I Spread to Optimal Exercise
`double`	`oasFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate OAS from J Spread to Maturity
`double`	`oasFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate OAS from J Spread to Work-out
`double`	`oasFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate OAS from J Spread to Optimal Exercise
`double`	`oasFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate OAS from N Spread to Maturity
`double`	`oasFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate OAS from N Spread to Work-out
`double`	`oasFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate OAS from N Spread to Optimal Exercise
`double`	`oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate OAS from PECS to Maturity
`double`	`oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate OAS from PECS to Work-out
`double`	`oasFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate OAS from PECS to Optimal Exercise
`double`	`oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate OAS from Price to Maturity
`double`	`oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate OAS from Price to Work-out
`double`	`oasFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate OAS from Price to Optimal Exercise
`double`	`oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate OAS from TSY Spread to Maturity
`double`	`oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate OAS from TSY Spread to Work-out
`double`	`oasFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate OAS from TSY Spread to Optimal Exercise
`double`	`oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate OAS from Yield to Maturity
`double`	`oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate OAS from Yield to Work-out
`double`	`oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate OAS from Yield Spread to Maturity
`double`	`oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate OAS from Yield Spread to Work-out
`double`	`oasFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate OAS from Yield Spread to Optimal Exercise
`double`	`oasFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate OAS from Yield to Optimal Exercise
`double`	`oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate OAS from Z Spread to Maturity
`double`	`oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate OAS from Z Spread to Work-out
`double`	`oasFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate OAS from Z Spread to Optimal Exercise
`CaseInsensitiveTreeMap<OTCFixFloatLabel>`	`otcFixFloatLabel()`	Get the Map of OTC Fix Float Latent State Labels
`java.lang.String`	`payCurrency()`	Get the Pay Currency
`double`	`pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate PECS from ASW to Maturity
`double`	`pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate PECS from ASW to Work-out
`double`	`pecsFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate PECS from ASW to Optimal Exercise
`double`	`pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate PECS from Bond Basis to Maturity
`double`	`pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate PECS from Bond Basis to Work-out
`double`	`pecsFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate PECS from Bond Basis to Optimal Exercise
`double`	`pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate PECS from Credit Basis to Maturity
`double`	`pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate PECS from Credit Basis to Work-out
`double`	`pecsFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate PECS from Credit Basis to Optimal Exercise
`double`	`pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate PECS from Discount Margin to Maturity
`double`	`pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate PECS from Discount Margin to Work-out
`double`	`pecsFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate PECS from Discount Margin to Optimal Exercise
`double`	`pecsFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate PECS from E Spread to Maturity
`double`	`pecsFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate PECS from E Spread to Work-out
`double`	`pecsFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate PECS from E Spread to Optimal Exercise
`double`	`pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate PECS from G Spread to Maturity
`double`	`pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate PECS from G Spread to Work-out
`double`	`pecsFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate PECS from G Spread to Optimal Exercise
`double`	`pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate PECS from I Spread to Maturity
`double`	`pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate PECS from I Spread to Work-out
`double`	`pecsFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate PECS from I Spread to Optimal Exercise
`double`	`pecsFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate PECS from J Spread to Maturity
`double`	`pecsFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate PECS from J Spread to Work-out
`double`	`pecsFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate PECS from J Spread to Optimal Exercise
`double`	`pecsFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate PECS from N Spread to Maturity
`double`	`pecsFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate PECS from N Spread to Work-out
`double`	`pecsFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate PECS from N Spread to Optimal Exercise
`double`	`pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate PECS from OAS to Maturity
`double`	`pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate PECS from OAS to Work-out
`double`	`pecsFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate PECS from OAS to Optimal Exercise
`double`	`pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate PECS from Price to Maturity
`double`	`pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate PECS from Price to Work-out
`double`	`pecsFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate PECS from Price to Optimal Exercise
`double`	`pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate PECS from TSY Spread to Maturity
`double`	`pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate PECS from TSY Spread to Work-out
`double`	`pecsFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate PECS from TSY Spread to Optimal Exercise
`double`	`pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate PECS from Yield to Maturity
`double`	`pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate PECS from Yield to Work-out
`double`	`pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate PECS from Yield Spread to Maturity
`double`	`pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate PECS from Yield Spread to Work-out
`double`	`pecsFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate PECS from Yield Spread to Optimal Exercise
`double`	`pecsFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate PECS from Yield to Optimal Exercise
`double`	`pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate PECS from Z Spread to Maturity
`double`	`pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate PECS from Z Spread to Work-out
`double`	`pecsFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate PECS from Z Spread to Optimal Exercise
`JulianDate`	`periodFixingDate(int iValueDate)`	Get the bond's reset date for the period identified by the valuation date
`boolean`	`perpetual()`	Indicate if the bond is perpetual
`JulianDate`	`previousCouponDate(JulianDate dt)`	Return the coupon date for the period prior to the specified date
`double`	`previousCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)`	Return the coupon rate for the period prior to the specified date
`double`	`priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Price from ASW to Maturity
`double`	`priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Price from ASW to Work-out
`double`	`priceFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Price from ASW to Optimal Exercise
`double`	`priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Price from Bond Basis to Maturity
`double`	`priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Price from Bond Basis to Work-out
`double`	`priceFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Price from Bond Basis to Optimal Exercise
`double`	`priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Price from Credit Basis to Maturity
`double`	`priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Price from Credit Basis to Work-out
`double`	`priceFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Price from Credit Basis to Optimal Exercise
`double`	`priceFromCreditCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis, boolean bFlat)`	Calculate the bond's credit risky theoretical price from the bumped credit curve
`double`	`priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Price from Discount Margin to Maturity
`double`	`priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Price from Discount Margin to Work-out
`double`	`priceFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Price from Discount Margin to Optimal Exercise
`double`	`priceFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Price from E Spread to Maturity
`double`	`priceFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Price from E Spread to Work-out
`double`	`priceFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Price from E Spread to Optimal Exercise
`double`	`priceFromFundingCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblBump)`	Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
`double`	`priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Price from G Spread to Maturity
`double`	`priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Price from G Spread to Work-out
`double`	`priceFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Price from G Spread to Optimal Exercise
`double`	`priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Price from I Spread to Maturity
`double`	`priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Price from I Spread to Work-out
`double`	`priceFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Price from I Spread to Optimal Exercise
`double`	`priceFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Price from J Spread to Maturity
`double`	`priceFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Price from J Spread to Work-out
`double`	`priceFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Price from J Spread to Optimal Exercise
`double`	`priceFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Price from N Spread to Maturity
`double`	`priceFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Price from N Spread to Work-out
`double`	`priceFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Price from N Spread to Optimal Exercise
`double`	`priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Price from OAS to Maturity
`double`	`priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Price from OAS to Work-out
`double`	`priceFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Price from OAS to Optimal Exercise
`double`	`priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Price from PECS to Maturity
`double`	`priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Price from PECS to Work-out
`double`	`priceFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Price from PECS to Optimal Exercise
`double`	`priceFromTreasuryCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblBump)`	Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
`double`	`priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Price from TSY Spread to Maturity
`double`	`priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Price from TSY Spread to Work-out
`double`	`priceFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Price from TSY Spread to Optimal Exercise
`double`	`priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Price from Yield to Maturity
`double`	`priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Price from Yield to Work-out
`double`	`priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Price from Yield Spread to Maturity
`double`	`priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Price from Yield Spread to Work-out
`double`	`priceFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Price from Yield Spread to Optimal Exercise
`double`	`priceFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Price from Yield to Optimal Exercise
`double`	`priceFromZeroCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblBump)`	Calculate the bond's non-credit risky theoretical price from the Bumped Zero Curve
`double`	`priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Price from Z Spread to Maturity
`double`	`priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Price from Z Spread to Work-out
`double`	`priceFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Price from Z Spread to Optimal Exercise
`java.lang.String`	`primaryCode()`	Return the primary code
`java.lang.String`	`principalCurrency()`	Get the Principal Currency
`boolean`	`putable()`	Indicate if the bond is putable
`BondEOSMetrics`	`putMetrics(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice, GovvieBuilderSettings gbs, DiffusionEvolver deGovvieForward, int iNumPath)`	Generate the EOS Putable Option Adjusted Metrics
`EmbeddedOptionSchedule`	`putSchedule()`	Return the bond's embedded put schedule
`double`	`pv(ValuationParams valParams, CreditPricerParams pricerParamsIn, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)`	Compute the PV for the specified Market Parameters
`java.lang.String`	`rateIndex()`	Return the rate index of the bond
`double`	`recovery(int iStartDate, int iEndDate, CreditCurve cc)`	Get the time-weighted recovery of the credit component between the given dates
`double`	`recovery(int iDate, CreditCurve cc)`	Get the recovery of the credit component for the given date
`java.lang.String`	`redemptionCurrency()`	Return the bond's redemption currency
`double`	`redemptionValue()`	Return the bond's redemption value
`java.lang.String[]`	`secondaryCode()`	Get the component's secondary codes
`double[]`	`secTreasurySpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)`	Retrieve the array of double for the bond's secondary treasury spreads from the Valuation Parameters and the component market parameters
`boolean`	`setCouponSetting(CouponSetting couponSetting)`	Set the bond coupon setting
`boolean`	`setCreditSetting(CreditSetting creditSetting)`	Set the bond Credit Setting
`void`	`setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)`	Set the bond's embedded call schedule
`void`	`setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)`	Set the bond's embedded put schedule
`boolean`	`setFloaterSetting(FloaterSetting fltParams)`	Set the bond floater setting
`boolean`	`setIdentifierSet(IdentifierSet idParams)`	Set the bond identifier set
`boolean`	`setMarketConvention(QuoteConvention quoteConvention)`	Set the Bond's Market Convention
`boolean`	`setNotionalSetting(NotionalSetting notionalSetting)`	Set the bond notional Setting
`void`	`setPrimaryCode(java.lang.String strCode)`	Set the component's primary code
`boolean`	`setStream(BondStream stream)`	Set the bond Stream
`boolean`	`setTerminationSetting(TerminationSetting terminationSetting)`	Set the bond termination setting
`boolean`	`setTreasuryBenchmark(TreasuryBenchmarks treasuryBenchmarks)`	Set the bond treasury benchmark Set
`void`	`showPeriods()`	Display all the coupon periods onto stdout
`boolean`	`sinkable()`	Indicate if the bond is sinkable
`BondRVMeasures`	`standardMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, WorkoutInfo wi, double dblPrice)`	Calculate the full set of Bond RV Measures from the Price Input
`BondStream`	`stream()`	Retrieve the Bond Stream
`TerminationSetting`	`terminationSetting()`	Retrieve the bond termination setting
`java.lang.String`	`ticker()`	Return the bond ticker
`boolean`	`tradeable(ValuationParams valParams)`	Calculate if the bond is tradeable on the given date
`TreasuryBenchmarks`	`treasuryBenchmark()`	Retrieve the bond treasury benchmark Set
`double`	`tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate TSY Spread from ASW to Maturity
`double`	`tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate TSY Spread from ASW to Work-out
`double`	`tsySpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate TSY Spread from ASW to Optimal Exercise
`double`	`tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate TSY Spread from Bond Basis to Maturity
`double`	`tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate TSY Spread from Bond Basis to Work-out
`double`	`tsySpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate TSY Spread from Bond Basis to Optimal Exercise
`double`	`tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate TSY Spread from Credit Basis to Maturity
`double`	`tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate TSY Spread from Credit Basis to Work-out
`double`	`tsySpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate TSY Spread from Credit Basis to Optimal Exercise
`double`	`tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate TSY Spread from Discount Margin to Maturity
`double`	`tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate TSY Spread from Discount Margin to Work-out
`double`	`tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate TSY Spread from Discount Margin to Optimal Exercise
`double`	`tsySpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate TSY Spread from E Spread to Maturity
`double`	`tsySpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate TSY Spread from E Spread to Work-out
`double`	`tsySpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate TSY Spread from E Spread to Optimal Exercise
`double`	`tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate TSY Spread from G Spread to Maturity
`double`	`tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate TSY Spread from G Spread to Work-out
`double`	`tsySpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate TSY Spread from G Spread to Optimal Exercise
`double`	`tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate TSY Spread from I Spread to Maturity
`double`	`tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate TSY Spread from I Spread to Work-out
`double`	`tsySpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate TSY Spread from I Spread to Optimal Exercise
`double`	`tsySpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate TSY Spread from J Spread to Maturity
`double`	`tsySpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate TSY Spread from J Spread to Work-out
`double`	`tsySpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate TSY Spread from J Spread to Optimal Exercise
`double`	`tsySpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate TSY Spread from N Spread to Maturity
`double`	`tsySpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate TSY Spread from N Spread to Work-out
`double`	`tsySpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate TSY Spread from N Spread to Optimal Exercise
`double`	`tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate TSY Spread from OAS to Maturity
`double`	`tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate TSY Spread from OAS to Work-out
`double`	`tsySpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate TSY Spread from OAS to Optimal Exercise
`double`	`tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate TSY Spread from PECS to Maturity
`double`	`tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate TSY Spread from PECS to Work-out
`double`	`tsySpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate TSY Spread from PECS to Optimal Exercise
`double`	`tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate TSY Spread from Price to Maturity
`double`	`tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate TSY Spread from Price to Work-out
`double`	`tsySpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate TSY Spread from Price to Optimal Exercise
`double`	`tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate TSY Spread from Yield to Maturity
`double`	`tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate TSY Spread from Yield to Work-out
`double`	`tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate TSY Spread from Yield Spread to Maturity
`double`	`tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate TSY Spread from Yield Spread to Work-out
`double`	`tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate TSY Spread from Yield Spread to Optimal Exercise
`double`	`tsySpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate TSY Spread from Yield to Optimal Exercise
`double`	`tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate TSY Spread from Z Spread to Maturity
`double`	`tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate TSY Spread from Z Spread to Work-out
`double`	`tsySpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate TSY Spread from Z Spread to Optimal Exercise
`CaseInsensitiveTreeMap<java.lang.Double>`	`value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)`	Generate a full list of the Product measures for the full input set of market parameters
`boolean`	`variableCoupon()`	Indicate if the bond has variable coupon
`CaseInsensitiveTreeMap<VolatilityLabel>`	`volatilityLabel()`	Get the Map of Volatility Latent State Identifier Labels
`PredictorResponseWeightConstraint`	`volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)`	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Latent State from the Component's Cash Flows.
`double`	`weightedAverageLife(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)`	Calculate the Bond's Weighted Average Life To Maturity from the Valuation Date
`double`	`weightedAverageLife(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)`	Calculate the Bond's Weighted Average Life from the Valuation Date
`double`	`weightedAverageLifeCouponOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)`	Calculate the Bond's Coupon Only Weighted Average Life To Maturity from the Valuation Date
`double`	`weightedAverageLifeCouponOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)`	Calculate the Bond's Coupon Only Weighted Average Life from the Valuation Date
`double`	`weightedAverageLifeCredit(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)`	Calculate the Credit Adjusted Weighted Average Life To Maturity from the Valuation Date
`double`	`weightedAverageLifeCredit(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)`	Calculate the Credit Adjusted Weighted Average Life from the Valuation Date
`double`	`weightedAverageLifeLossOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)`	Calculate the Bond's Weighted Average Life of Losses Only To Maturity from the Valuation Date
`double`	`weightedAverageLifeLossOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)`	Calculate the Bond's Weighted Average Life of Losses Only from the Valuation Date
`double`	`weightedAverageLifePrincipalOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)`	Calculate the Bond's Principal Only Weighted Average Life To Maturity from the Valuation Date
`double`	`weightedAverageLifePrincipalOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)`	Calculate the Bond's Principal Only Weighted Average Life from the Valuation Date
`int`	`weightedAverageMaturityDate(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)`	Calculate the Bond's Weighted Average Maturity Date To Maturity from the Valuation Date
`int`	`weightedAverageMaturityDate(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor)`	Calculate the Bond's Weighted Average Maturity Date from the Valuation Date
`double`	`yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Yield01 from ASW to Maturity
`double`	`yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Yield01 from ASW to Work-out
`double`	`yield01FromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Yield01 from ASW to Optimal Exercise
`double`	`yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Yield01 from Bond Basis to Maturity
`double`	`yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Yield01 from Bond Basis to Work-out
`double`	`yield01FromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Yield01 from Bond Basis to Optimal Exercise
`double`	`yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Yield01 from Credit Basis to Maturity
`double`	`yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Yield01 from Credit Basis to Work-out
`double`	`yield01FromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Yield01 from Credit Basis to Optimal Exercise
`double`	`yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Yield01 from Discount Margin to Maturity
`double`	`yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Yield01 from Discount Margin to Work-out
`double`	`yield01FromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Yield01 from Discount Margin to Optimal Exercise
`double`	`yield01FromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Yield01 from E Spread to Maturity
`double`	`yield01FromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Yield01 from E Spread to Work-out
`double`	`yield01FromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Yield01 from E Spread to Optimal Exercise
`double`	`yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Yield01 from G Spread to Maturity
`double`	`yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Yield01 from G Spread to Work-out
`double`	`yield01FromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Yield01 from G Spread to Optimal Exercise
`double`	`yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Yield01 from I Spread to Maturity
`double`	`yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Yield01 from I Spread to Work-out
`double`	`yield01FromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Yield01 from I Spread to Optimal Exercise
`double`	`yield01FromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Yield01 from J Spread to Maturity
`double`	`yield01FromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Yield01 from J Spread to Work-out
`double`	`yield01FromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Yield01 from J Spread to Optimal Exercise
`double`	`yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Yield01 from OAS to Maturity
`double`	`yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Yield01 from OAS to Work-out
`double`	`yield01FromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Yield01 from OAS to Optimal Exercise
`double`	`yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Yield01 from PECS to Maturity
`double`	`yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Yield01 from PECS to Work-out
`double`	`yield01FromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Yield01 from PECS to Optimal Exercise
`double`	`yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Yield01 from Price to Maturity
`double`	`yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Yield01 from Price to Work-out
`double`	`yield01FromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Yield01 from Price to Optimal Exercise
`double`	`yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Yield01 from TSY Spread to Maturity
`double`	`yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Yield01 from TSY Spread to Work-out
`double`	`yield01FromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Yield01 from TSY Spread to Optimal Exercise
`double`	`yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Yield01 from Yield to Maturity
`double`	`yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Yield01 from Yield to Work-out
`double`	`yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Yield01 from Yield Spread to Maturity
`double`	`yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Yield01 from Yield Spread to Work-out
`double`	`yield01FromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Yield01 from Yield Spread to Optimal Exercise
`double`	`yield01FromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Yield01 from Yield to Optimal Exercise
`double`	`yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Yield01 from Z Spread to Maturity
`double`	`yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Yield01 from Z Spread to Work-out
`double`	`yield01FromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Yield01 from Z Spread to Optimal Exercise
`double`	`yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Yield from ASW to Maturity
`double`	`yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Yield from ASW to Work-out
`double`	`yieldFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Yield from ASW to Optimal Exercise
`double`	`yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Yield from Bond Basis to Maturity
`double`	`yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Yield from Bond Basis to Work-out
`double`	`yieldFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Yield from Bond Basis to Optimal Exercise
`double`	`yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Yield from Credit Basis to Maturity
`double`	`yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Yield from Credit Basis to Work-out
`double`	`yieldFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Yield from Credit Basis to Optimal Exercise
`double`	`yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Yield from Discount Margin to Maturity
`double`	`yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Yield from Discount Margin to Work-out
`double`	`yieldFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Yield from Discount Margin to Optimal Exercise
`double`	`yieldFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Yield from E Spread to Maturity
`double`	`yieldFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Yield from E Spread to Work-out
`double`	`yieldFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Yield from E Spread to Optimal Exercise
`double`	`yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Yield from G Spread to Maturity
`double`	`yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Yield from G Spread to Work-out
`double`	`yieldFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Yield from G Spread to Optimal Exercise
`double`	`yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Yield from I Spread to Maturity
`double`	`yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Yield from I Spread to Work-out
`double`	`yieldFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Yield from I Spread to Optimal Exercise
`double`	`yieldFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Yield from J Spread to Maturity
`double`	`yieldFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Yield from J Spread to Work-out
`double`	`yieldFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Yield from J Spread to Optimal Exercise
`double`	`yieldFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Yield from N Spread to Maturity
`double`	`yieldFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Yield from N Spread to Work-out
`double`	`yieldFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Yield from N Spread to Optimal Exercise
`double`	`yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Yield from OAS to Maturity
`double`	`yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Yield from OAS to Work-out
`double`	`yieldFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Yield from OAS to Optimal Exercise
`double`	`yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Yield from PECS to Maturity
`double`	`yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Yield from PECS to Work-out
`double`	`yieldFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Yield from PECS to Optimal Exercise
`double`	`yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Yield from Price to Maturity
`double`	`yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Yield from Price to Work-out
`double`	`yieldFromPriceTC(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Yield from Price to Work-out after applying the Tax Credit Coupon Extension
`double`	`yieldFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Yield from Price to Optimal Exercise
`double`	`yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Yield from TSY Spread to Maturity
`double`	`yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Yield from TSY Spread to Work-out
`double`	`yieldFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Yield from TSY Spread to Optimal Exercise
`double`	`yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Yield from Yield Spread to Maturity
`double`	`yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Yield from Yield Spread to Work-out
`double`	`yieldFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Yield from Yield Spread to Optimal Exercise
`double`	`yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Yield from Z Spread to Maturity
`double`	`yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Yield from Z Spread to Work-out
`double`	`yieldFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Yield from Z Spread to Optimal Exercise
`double`	`yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Yield Spread from ASW to Maturity
`double`	`yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Yield Spread from ASW to Work-out
`double`	`yieldSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Yield Spread from ASW to Optimal Exercise
`double`	`yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Yield Spread from Bond Basis to Maturity
`double`	`yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Yield Spread from Bond Basis to Work-out
`double`	`yieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Yield Spread from Bond Basis to Optimal Exercise
`double`	`yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Yield Spread from Credit Basis to Maturity
`double`	`yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Yield Spread from Credit Basis to Work-out
`double`	`yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Yield Spread from Credit Basis to Optimal Exercise
`double`	`yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Yield Spread from Discount Margin to Maturity
`double`	`yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Yield Spread from Discount Margin to Work-out
`double`	`yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Yield Spread from Discount Margin to Optimal Exercise
`double`	`yieldSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Yield Spread from E Spread to Maturity
`double`	`yieldSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread)`	Calculate Yield Spread from E Spread to Work-out
`double`	`yieldSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread)`	Calculate Yield Spread from E Spread to Optimal Exercise
`double`	`yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Yield Spread from G Spread to Maturity
`double`	`yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Yield Spread from G Spread to Work-out
`double`	`yieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Yield Spread from G Spread to Optimal Exercise
`double`	`yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Yield Spread from I Spread to Maturity
`double`	`yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Yield Spread from I Spread to Work-out
`double`	`yieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Yield Spread from I Spread to Optimal Exercise
`double`	`yieldSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Yield Spread from J Spread to Maturity
`double`	`yieldSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Yield Spread from J Spread to Work-out
`double`	`yieldSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Yield Spread from J Spread to Optimal Exercise
`double`	`yieldSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Yield Spread from N Spread to Maturity
`double`	`yieldSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Yield Spread from N Spread to Work-out
`double`	`yieldSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Yield Spread from N Spread to Optimal Exercise
`double`	`yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Yield Spread from OAS to Maturity
`double`	`yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Yield Spread from OAS to Work-out
`double`	`yieldSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Yield Spread from OAS to Optimal Exercise
`double`	`yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Yield Spread from PECS to Maturity
`double`	`yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Yield Spread from PECS to Work-out
`double`	`yieldSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Yield Spread from PECS to Optimal Exercise
`double`	`yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Yield Spread from Price to Maturity
`double`	`yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Yield Spread from Price to Work-out
`double`	`yieldSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Yield Spread from Price to Optimal Exercise
`double`	`yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Yield Spread from TSY Spread to Maturity
`double`	`yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Yield Spread from TSY Spread to Work-out
`double`	`yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Yield Spread from TSY Spread to Optimal Exercise
`double`	`yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Yield Spread from Yield to Maturity
`double`	`yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Yield Spread from Yield to Work-out
`double`	`yieldSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Yield Spread from Yield to Optimal Exercise
`double`	`yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Yield Spread from Z Spread to Maturity
`double`	`yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread)`	Calculate Yield Spread from Z Spread to Work-out
`double`	`yieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread)`	Calculate Yield Spread from Z Spread to Optimal Exercise
`double`	`zSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Z Spread from ASW to Maturity
`double`	`zSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW)`	Calculate Z Spread from ASW to Work-out
`double`	`zSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW)`	Calculate Z Spread from ASW to Optimal Exercise
`double`	`zSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Z Spread from Bond Basis to Maturity
`double`	`zSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis)`	Calculate Z Spread from Bond Basis to Work-out
`double`	`zSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis)`	Calculate Z Spread from Bond Basis to Optimal Exercise
`double`	`zSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Z Spread from Credit Basis to Maturity
`double`	`zSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis)`	Calculate Z Spread from Credit Basis to Work-out
`double`	`zSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis)`	Calculate Z Spread from Credit Basis to Optimal Exercise
`double`	`zSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Z Spread from Discount Margin to Maturity
`double`	`zSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin)`	Calculate Z Spread from Discount Margin to Work-out
`double`	`zSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin)`	Calculate Z Spread from Discount Margin to Optimal Exercise
`double`	`zSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Z Spread from G Spread to Maturity
`double`	`zSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread)`	Calculate Z Spread from G Spread to Work-out
`double`	`zSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread)`	Calculate Z Spread from G Spread to Optimal Exercise
`double`	`zSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Z Spread from I Spread to Maturity
`double`	`zSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread)`	Calculate Z Spread from I Spread to Work-out
`double`	`zSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread)`	Calculate Z Spread from I Spread to Optimal Exercise
`double`	`zSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Z Spread from J Spread to Maturity
`double`	`zSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread)`	Calculate Z Spread from J Spread to Work-out
`double`	`zSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread)`	Calculate Z Spread from J Spread to Optimal Exercise
`double`	`zSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Z Spread from N Spread to Maturity
`double`	`zSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread)`	Calculate Z Spread from N Spread to Work-out
`double`	`zSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread)`	Calculate Z Spread from N Spread to Optimal Exercise
`double`	`zSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Z Spread from OAS to Maturity
`double`	`zSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS)`	Calculate Z Spread from OAS to Work-out
`double`	`zSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS)`	Calculate Z Spread from OAS to Optimal Exercise
`double`	`zSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Z Spread from PECS to Maturity
`double`	`zSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS)`	Calculate Z Spread from PECS to Work-out
`double`	`zSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS)`	Calculate Z Spread from PECS to Optimal Exercise
`double`	`zSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Z Spread from Price to Maturity
`double`	`zSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice)`	Calculate Z Spread from Price to Work-out
`double`	`zSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`	Calculate Z Spread from Price to Optimal Exercise
`double`	`zSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Z Spread from TSY Spread to Maturity
`double`	`zSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread)`	Calculate Z Spread from TSY Spread to Work-out
`double`	`zSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread)`	Calculate Z Spread from TSY Spread to Optimal Exercise
`double`	`zSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Z Spread from Yield to Maturity
`double`	`zSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield)`	Calculate Z Spread from Yield to Work-out
`double`	`zSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Z Spread from Yield Spread to Maturity
`double`	`zSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread)`	Calculate Z Spread from Yield Spread to Work-out
`double`	`zSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread)`	Calculate Z Spread from Yield Spread to Optimal Exercise
`double`	`zSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield)`	Calculate Z Spread from Yield to Optimal Exercise

Methods inherited from class org.drip.product.definition.CreditComponent

lossFlow

Methods inherited from class org.drip.product.definition.CalibratableComponent

calibPRWC

Methods inherited from class org.drip.product.definition.Component

customScenarioMeasures, measures, measureValue, tenor

Methods inherited from class java.lang.Object

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

Constructor Details
- BondComponent
  
  public BondComponent()
  
  Constructor: Construct an empty bond object
Method Details
- calibMeasures
  
  public CaseInsensitiveTreeMap<java.lang.Double> calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
  
  Description copied from class: CalibratableComponent
  
  Generate a Map of the Calibration Measures
  
  Specified by:
  
  calibMeasures in class CalibratableComponent
  
  Parameters:
  
  valParams - Valuation Parameters
  
  pricerParams - Pricer Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  Returns:
  
  Map of the Calibration Measures
- exerciseYieldFromPrice
  
  public WorkoutInfo exerciseYieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
  
  Description copied from class: Bond
  
  Retrieve the work-out information from price
  
  Specified by:
  
  exerciseYieldFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Bond Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price
  
  Returns:
  
  The Optimal Work-out Information
- secTreasurySpread
  
  public double[] secTreasurySpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
  
  Description copied from class: Bond
  
  Retrieve the array of double for the bond's secondary treasury spreads from the Valuation Parameters and the component market parameters
  
  Specified by:
  
  secTreasurySpread in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  Returns:
  
  Array of double for the bond's secondary treasury spreads
- effectiveTreasuryBenchmarkYield
  
  public double effectiveTreasuryBenchmarkYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Retrieve the effective treasury benchmark yield from the valuation, the component market parameters, and the market price
  
  Specified by:
  
  effectiveTreasuryBenchmarkYield in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Market price
  
  Returns:
  
  Effective treasury benchmark yield
  
  Throws:
  
  java.lang.Exception - Thrown if the effective benchmark cannot be calculated
- setTreasuryBenchmark
  
  public boolean setTreasuryBenchmark(TreasuryBenchmarks treasuryBenchmarks)
  
  Description copied from interface: BondProduct
  
  Set the bond treasury benchmark Set
  
  Specified by:
  
  setTreasuryBenchmark in interface BondProduct
  
  Parameters:
  
  treasuryBenchmarks - Bond treasury benchmark Set
  
  Returns:
  
  TRUE if succeeded
- treasuryBenchmark
  
  public TreasuryBenchmarks treasuryBenchmark()
  
  Description copied from interface: BondProduct
  
  Retrieve the bond treasury benchmark Set
  
  Specified by:
  
  treasuryBenchmark in interface BondProduct
  
  Returns:
  
  Bond treasury benchmark Set
- setIdentifierSet
  
  public boolean setIdentifierSet(IdentifierSet idParams)
  
  Description copied from interface: BondProduct
  
  Set the bond identifier set
  
  Specified by:
  
  setIdentifierSet in interface BondProduct
  
  Parameters:
  
  idParams - Bond identifier set
  
  Returns:
  
  True if succeeded
- identifierSet
  
  public IdentifierSet identifierSet()
  
  Description copied from interface: BondProduct
  
  Retrieve the bond identifier set
  
  Specified by:
  
  identifierSet in interface BondProduct
  
  Returns:
  
  Bond identifier set
- setCouponSetting
  
  public boolean setCouponSetting(CouponSetting couponSetting)
  
  Description copied from interface: BondProduct
  
  Set the bond coupon setting
  
  Specified by:
  
  setCouponSetting in interface BondProduct
  
  Parameters:
  
  couponSetting - Bond coupon setting
  
  Returns:
  
  True if succeeded
- couponSetting
  
  public CouponSetting couponSetting()
  
  Description copied from interface: BondProduct
  
  Retrieve the bond coupon setting
  
  Specified by:
  
  couponSetting in interface BondProduct
  
  Returns:
  
  Bond Coupon setting
- setFloaterSetting
  
  public boolean setFloaterSetting(FloaterSetting fltParams)
  
  Description copied from interface: BondProduct
  
  Set the bond floater setting
  
  Specified by:
  
  setFloaterSetting in interface BondProduct
  
  Parameters:
  
  fltParams - Bond floater setting
  
  Returns:
  
  True if succeeded
- floaterSetting
  
  public FloaterSetting floaterSetting()
  
  Description copied from interface: BondProduct
  
  Retrieve the bond floater setting
  
  Specified by:
  
  floaterSetting in interface BondProduct
  
  Returns:
  
  Bond Floater setting
- setMarketConvention
  
  public boolean setMarketConvention(QuoteConvention quoteConvention)
  
  Description copied from interface: BondProduct
  
  Set the Bond's Market Convention
  
  Specified by:
  
  setMarketConvention in interface BondProduct
  
  Parameters:
  
  quoteConvention - Bond's Market Convention
  
  Returns:
  
  True if succeeded
- marketConvention
  
  public QuoteConvention marketConvention()
  
  Description copied from interface: BondProduct
  
  Retrieve the Bond's Market Convention
  
  Specified by:
  
  marketConvention in interface BondProduct
  
  Returns:
  
  Bond's Market Convention
- setCreditSetting
  
  public boolean setCreditSetting(CreditSetting creditSetting)
  
  Description copied from interface: BondProduct
  
  Set the bond Credit Setting
  
  Specified by:
  
  setCreditSetting in interface BondProduct
  
  Parameters:
  
  creditSetting - Bond credit Setting
  
  Returns:
  
  True if succeeded
- creditSetting
  
  public CreditSetting creditSetting()
  
  Description copied from interface: BondProduct
  
  Retrieve the bond credit Setting
  
  Specified by:
  
  creditSetting in interface BondProduct
  
  Returns:
  
  Bond credit Setting
- setTerminationSetting
  
  public boolean setTerminationSetting(TerminationSetting terminationSetting)
  
  Description copied from interface: BondProduct
  
  Set the bond termination setting
  
  Specified by:
  
  setTerminationSetting in interface BondProduct
  
  Parameters:
  
  terminationSetting - Bond termination setting
  
  Returns:
  
  True if succeeded
- terminationSetting
  
  public TerminationSetting terminationSetting()
  
  Description copied from interface: BondProduct
  
  Retrieve the bond termination setting
  
  Specified by:
  
  terminationSetting in interface BondProduct
  
  Returns:
  
  Bond termination setting
- setStream
  
  public boolean setStream(BondStream stream)
  
  Description copied from interface: BondProduct
  
  Set the bond Stream
  
  Specified by:
  
  setStream in interface BondProduct
  
  Parameters:
  
  stream - Bond Stream
  
  Returns:
  
  True if succeeded
- stream
  
  public BondStream stream()
  
  Description copied from interface: BondProduct
  
  Retrieve the Bond Stream
  
  Specified by:
  
  stream in interface BondProduct
  
  Returns:
  
  Bond Stream
- setNotionalSetting
  
  public boolean setNotionalSetting(NotionalSetting notionalSetting)
  
  Description copied from interface: BondProduct
  
  Set the bond notional Setting
  
  Specified by:
  
  setNotionalSetting in interface BondProduct
  
  Parameters:
  
  notionalSetting - Bond Notional Setting
  
  Returns:
  
  True if succeeded
- notionalSetting
  
  public NotionalSetting notionalSetting()
  
  Description copied from interface: BondProduct
  
  Retrieve the bond notional Setting
  
  Specified by:
  
  notionalSetting in interface BondProduct
  
  Returns:
  
  Bond notional Setting
- primaryCode
  
  public java.lang.String primaryCode()
  
  Description copied from class: CalibratableComponent
  
  Return the primary code
  
  Specified by:
  
  primaryCode in class CalibratableComponent
  
  Returns:
  
  Primary Code
- setPrimaryCode
  
  public void setPrimaryCode(java.lang.String strCode)
  
  Description copied from class: CalibratableComponent
  
  Set the component's primary code
  
  Specified by:
  
  setPrimaryCode in class CalibratableComponent
  
  Parameters:
  
  strCode - Primary Code
- secondaryCode
  
  public java.lang.String[] secondaryCode()
  
  Description copied from class: CalibratableComponent
  
  Get the component's secondary codes
  
  Overrides:
  
  secondaryCode in class CalibratableComponent
  
  Returns:
  
  Array of strings containing the secondary codes
- isin
  
  public java.lang.String isin()
  
  Description copied from class: Bond
  
  Get the ISIN
  
  Specified by:
  
  isin in class Bond
  
  Returns:
  
  ISIN string
- cusip
  
  public java.lang.String cusip()
  
  Description copied from class: Bond
  
  Get the CUSIP
  
  Specified by:
  
  cusip in class Bond
  
  Returns:
  
  CUSIP string
- name
  
  public java.lang.String name()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the component name
  
  Specified by:
  
  name in interface ComponentMarketParamRef
  
  Returns:
  
  The component name
- couponCurrency
  
  public CaseInsensitiveTreeMap<java.lang.String> couponCurrency()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the Map of Coupon Currencies
  
  Specified by:
  
  couponCurrency in interface ComponentMarketParamRef
  
  Returns:
  
  The Map of Coupon Currencies
- payCurrency
  
  public java.lang.String payCurrency()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the Pay Currency
  
  Specified by:
  
  payCurrency in interface ComponentMarketParamRef
  
  Returns:
  
  The Pay Currency
- principalCurrency
  
  public java.lang.String principalCurrency()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the Principal Currency
  
  Specified by:
  
  principalCurrency in interface ComponentMarketParamRef
  
  Returns:
  
  The Principal Currency
- notional
  
  public double notional(int iDate) throws java.lang.Exception
  
  Description copied from class: Component
  
  Get the Notional for the Product at the given date
  
  Specified by:
  
  notional in class Component
  
  Parameters:
  
  iDate - Date
  
  Returns:
  
  Product Notional
  
  Throws:
  
  java.lang.Exception - Thrown if Notional cannot be computed
- notional
  
  public double notional(int iStartDate, int iEndDate) throws java.lang.Exception
  
  Description copied from class: Component
  
  Get the time-weighted Notional for the Product between 2 dates
  
  Specified by:
  
  notional in class Component
  
  Parameters:
  
  iStartDate - Date #1
  
  iEndDate - Date #2
  
  Returns:
  
  The Product Notional
  
  Throws:
  
  java.lang.Exception - Thrown if Notional cannot be computed
- initialNotional
  
  public double initialNotional() throws java.lang.Exception
  
  Description copied from class: Component
  
  Get the Initial Notional for the Product
  
  Specified by:
  
  initialNotional in class Component
  
  Returns:
  
  Initial Notional
  
  Throws:
  
  java.lang.Exception - Thrown if Initial Notional cannot be computed
- couponFactor
  
  public double couponFactor(int iDate) throws java.lang.Exception
  
  Retrieve the Coupon Factor for the given Date
  
  Parameters:
  
  iDate - The Date
  
  Returns:
  
  The Coupon Factor
  
  Throws:
  
  java.lang.Exception - Thrown if the Coupon Factor cannot be calculated
- recovery
  
  public double recovery(int iDate, CreditCurve cc) throws java.lang.Exception
  
  Description copied from class: CreditComponent
  
  Get the recovery of the credit component for the given date
  
  Specified by:
  
  recovery in class CreditComponent
  
  Parameters:
  
  iDate - JulianDate
  
  cc - Credit Curve
  
  Returns:
  
  Recovery
  
  Throws:
  
  java.lang.Exception - Thrown if recovery cannot be calculated
- recovery
  
  public double recovery(int iStartDate, int iEndDate, CreditCurve cc) throws java.lang.Exception
  
  Description copied from class: CreditComponent
  
  Get the time-weighted recovery of the credit component between the given dates
  
  Specified by:
  
  recovery in class CreditComponent
  
  Parameters:
  
  iStartDate - JulianDate #1
  
  iEndDate - JulianDate #2
  
  cc - Credit Curve
  
  Returns:
  
  Recovery
  
  Throws:
  
  java.lang.Exception - Thrown if recovery cannot be calculated
- creditValuationParams
  
  public CreditSetting creditValuationParams()
  
  Description copied from class: CreditComponent
  
  Get the credit component's Credit Valuation Parameters
  
  Specified by:
  
  creditValuationParams in class CreditComponent
  
  Returns:
  
  CompCRValParams
- couponMetrics
  
  public CompositePeriodCouponMetrics couponMetrics(int iAccrualEndDate, ValuationParams valParams, CurveSurfaceQuoteContainer csqc)
  
  Description copied from class: Component
  
  Get the Product's coupon Metrics at the specified accrual date
  
  Specified by:
  
  couponMetrics in class Component
  
  Parameters:
  
  iAccrualEndDate - Accrual End Date
  
  valParams - The Valuation Parameters
  
  csqc - Component Market Parameters
  
  Returns:
  
  The Product's coupon Nominal/Adjusted Coupon Measures
- freq
  
  public int freq()
  
  Description copied from class: Bond
  
  Return the bond's coupon frequency
  
  Specified by:
  
  freq in class Bond
  
  Returns:
  
  Bond's coupon frequency
- creditLabel
  
  public EntityCDSLabel creditLabel()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the Credit Curve Latent State Identifier Label
  
  Specified by:
  
  creditLabel in interface ComponentMarketParamRef
  
  Returns:
  
  The Credit Curve Latent State Identifier Label
- forwardLabel
  
  public CaseInsensitiveTreeMap<ForwardLabel> forwardLabel()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the Map of Forward Latent State Labels
  
  Specified by:
  
  forwardLabel in interface ComponentMarketParamRef
  
  Returns:
  
  The Map of the Forward Latent State Labels
- otcFixFloatLabel
  
  public CaseInsensitiveTreeMap<OTCFixFloatLabel> otcFixFloatLabel()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the Map of OTC Fix Float Latent State Labels
  
  Specified by:
  
  otcFixFloatLabel in interface ComponentMarketParamRef
  
  Returns:
  
  The Map of the OTC Fix Float Latent State Labels
- fundingLabel
  
  public FundingLabel fundingLabel()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the Funding Curve Latent State Label
  
  Specified by:
  
  fundingLabel in interface ComponentMarketParamRef
  
  Returns:
  
  Funding Curve Latent State Label
- govvieLabel
  
  public GovvieLabel govvieLabel()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the Govvie Curve Latent State Label
  
  Specified by:
  
  govvieLabel in interface ComponentMarketParamRef
  
  Returns:
  
  Govvie Curve Latent State Label
- fxLabel
  
  public CaseInsensitiveTreeMap<FXLabel> fxLabel()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the Map of FX Latent State Identifier Labels
  
  Specified by:
  
  fxLabel in interface ComponentMarketParamRef
  
  Returns:
  
  The Map of FX Latent State Identifier Labels
- volatilityLabel
  
  public CaseInsensitiveTreeMap<VolatilityLabel> volatilityLabel()
  
  Description copied from interface: ComponentMarketParamRef
  
  Get the Map of Volatility Latent State Identifier Labels
  
  Specified by:
  
  volatilityLabel in interface ComponentMarketParamRef
  
  Returns:
  
  The Map of Volatility Latent State Identifier Labels
- effectiveDate
  
  public JulianDate effectiveDate()
  
  Description copied from class: Component
  
  Get the Effective Date
  
  Specified by:
  
  effectiveDate in class Component
  
  Returns:
  
  Effective Date
- maturityDate
  
  public JulianDate maturityDate()
  
  Description copied from class: Component
  
  Get the Maturity Date
  
  Specified by:
  
  maturityDate in class Component
  
  Returns:
  
  Maturity Date
- maturityPayDate
  
  public JulianDate maturityPayDate()
  
  Description copied from class: Component
  
  Get the Maturity Pay Date
  
  Overrides:
  
  maturityPayDate in class Component
  
  Returns:
  
  Maturity Pay Date
- firstCouponDate
  
  public JulianDate firstCouponDate()
  
  Description copied from class: Component
  
  Get the First Coupon Date
  
  Specified by:
  
  firstCouponDate in class Component
  
  Returns:
  
  First Coupon Date
- couponPeriods
  
  public java.util.List<CompositePeriod> couponPeriods()
  
  Description copied from class: Component
  
  Get the Product's Cash Flow Periods
  
  Specified by:
  
  couponPeriods in class Component
  
  Returns:
  
  List of the Product's Cash Flow Periods
- cashSettleParams
  
  public CashSettleParams cashSettleParams()
  
  Description copied from class: Component
  
  Get the Product's cash settlement parameters
  
  Specified by:
  
  cashSettleParams in class Component
  
  Returns:
  
  Cash settlement Parameters
- lossFlow
  
  public java.util.List<LossQuadratureMetrics> lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc)
  
  Description copied from class: CreditComponent
  
  Generate the loss flow for the credit component based on the pricer parameters
  
  Specified by:
  
  lossFlow in class CreditComponent
  
  Parameters:
  
  valParams - ValuationParams
  
  pricerParams - PricerParams
  
  csqc - ComponentMarketParams
  
  Returns:
  
  List of ProductLossPeriodCurveMeasures
- lossFlowFromPrice
  
  public java.util.List<LossQuadratureMetrics> lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
  
  Description copied from class: Bond
  
  Get the bond's loss flow from price
  
  Specified by:
  
  lossFlowFromPrice in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  pricerParams - PricerParams
  
  csqc - ComponentMarketParams
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Input price
  
  Returns:
  
  List of LossQuadratureMetrics
- isFloater
  
  public boolean isFloater()
  
  Description copied from class: Bond
  
  Return whether the bond is a floater
  
  Specified by:
  
  isFloater in class Bond
  
  Returns:
  
  True if the bond is a floater
- rateIndex
  
  public java.lang.String rateIndex()
  
  Description copied from class: Bond
  
  Return the rate index of the bond
  
  Specified by:
  
  rateIndex in class Bond
  
  Returns:
  
  Rate index
- currentCoupon
  
  public double currentCoupon()
  
  Description copied from class: Bond
  
  Return the current bond coupon
  
  Specified by:
  
  currentCoupon in class Bond
  
  Returns:
  
  Current coupon
- floatSpread
  
  public double floatSpread()
  
  Description copied from class: Bond
  
  Return the floating spread of the bond
  
  Specified by:
  
  floatSpread in class Bond
  
  Returns:
  
  Floating spread
- ticker
  
  public java.lang.String ticker()
  
  Description copied from class: Bond
  
  Return the bond ticker
  
  Specified by:
  
  ticker in class Bond
  
  Returns:
  
  Bond Ticker
- setEmbeddedCallSchedule
  
  public void setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)
  
  Description copied from interface: BondProduct
  
  Set the bond's embedded call schedule
  
  Specified by:
  
  setEmbeddedCallSchedule in interface BondProduct
  
  Parameters:
  
  eos - Bond's embedded call schedule
- setEmbeddedPutSchedule
  
  public void setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)
  
  Description copied from interface: BondProduct
  
  Set the bond's embedded put schedule
  
  Specified by:
  
  setEmbeddedPutSchedule in interface BondProduct
  
  Parameters:
  
  eos - Bond's embedded put schedule
- callable
  
  public boolean callable()
  
  Description copied from class: Bond
  
  Indicate if the bond is callable
  
  Specified by:
  
  callable in class Bond
  
  Returns:
  
  True - callable
- putable
  
  public boolean putable()
  
  Description copied from class: Bond
  
  Indicate if the bond is putable
  
  Specified by:
  
  putable in class Bond
  
  Returns:
  
  True - putable
- sinkable
  
  public boolean sinkable()
  
  Description copied from class: Bond
  
  Indicate if the bond is sinkable
  
  Specified by:
  
  sinkable in class Bond
  
  Returns:
  
  True - sinkable
- variableCoupon
  
  public boolean variableCoupon()
  
  Description copied from class: Bond
  
  Indicate if the bond has variable coupon
  
  Specified by:
  
  variableCoupon in class Bond
  
  Returns:
  
  True - has variable coupon
- exercised
  
  public boolean exercised()
  
  Description copied from class: Bond
  
  Indicate if the bond has been exercised
  
  Specified by:
  
  exercised in class Bond
  
  Returns:
  
  True - Has been exercised
- defaulted
  
  public boolean defaulted()
  
  Description copied from class: Bond
  
  Indicate if the bond has defaulted
  
  Specified by:
  
  defaulted in class Bond
  
  Returns:
  
  True - Bond has defaulted
- perpetual
  
  public boolean perpetual()
  
  Description copied from class: Bond
  
  Indicate if the bond is perpetual
  
  Specified by:
  
  perpetual in class Bond
  
  Returns:
  
  True - Bond is Perpetual
- tradeable
  
  public boolean tradeable(ValuationParams valParams) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate if the bond is tradeable on the given date
  
  Specified by:
  
  tradeable in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  Returns:
  
  True indicates the bond is tradeable
  
  Throws:
  
  java.lang.Exception - Thrown if inputs are invalid
- callSchedule
  
  public EmbeddedOptionSchedule callSchedule()
  
  Description copied from class: Bond
  
  Return the bond's embedded call schedule
  
  Specified by:
  
  callSchedule in class Bond
  
  Returns:
  
  EOS Call
- putSchedule
  
  public EmbeddedOptionSchedule putSchedule()
  
  Description copied from class: Bond
  
  Return the bond's embedded put schedule
  
  Specified by:
  
  putSchedule in class Bond
  
  Returns:
  
  EOS Put
- couponType
  
  public java.lang.String couponType()
  
  Description copied from class: Bond
  
  Return the bond's coupon type
  
  Specified by:
  
  couponType in class Bond
  
  Returns:
  
  Bond's coupon Type
- couponDC
  
  public java.lang.String couponDC()
  
  Description copied from class: Bond
  
  Return the bond's coupon day count
  
  Specified by:
  
  couponDC in class Bond
  
  Returns:
  
  Coupon day count string
- accrualDC
  
  public java.lang.String accrualDC()
  
  Description copied from class: Bond
  
  Return the bond's accrual day count
  
  Specified by:
  
  accrualDC in class Bond
  
  Returns:
  
  Accrual day count string
- maturityType
  
  public java.lang.String maturityType()
  
  Description copied from class: Bond
  
  Return the bond's maturity type
  
  Specified by:
  
  maturityType in class Bond
  
  Returns:
  
  Bond's maturity type
- finalMaturity
  
  public JulianDate finalMaturity()
  
  Description copied from class: Bond
  
  Return the bond's final maturity
  
  Specified by:
  
  finalMaturity in class Bond
  
  Returns:
  
  Bond's final maturity
- calculationType
  
  public java.lang.String calculationType()
  
  Description copied from class: Bond
  
  Return the bond's calculation type
  
  Specified by:
  
  calculationType in class Bond
  
  Returns:
  
  Bond's calculation type
- redemptionValue
  
  public double redemptionValue()
  
  Description copied from class: Bond
  
  Return the bond's redemption value
  
  Specified by:
  
  redemptionValue in class Bond
  
  Returns:
  
  Bond's redemption value
- currency
  
  public java.lang.String currency()
  
  Description copied from class: Bond
  
  Return the bond's coupon currency
  
  Specified by:
  
  currency in class Bond
  
  Returns:
  
  Bond's coupon currency
- redemptionCurrency
  
  public java.lang.String redemptionCurrency()
  
  Description copied from class: Bond
  
  Return the bond's redemption currency
  
  Specified by:
  
  redemptionCurrency in class Bond
  
  Returns:
  
  Bond's redemption currency
- inFirstCouponPeriod
  
  public boolean inFirstCouponPeriod(int iDate) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Indicate whether the given date is in the first coupon period
  
  Specified by:
  
  inFirstCouponPeriod in class Bond
  
  Parameters:
  
  iDate - Valuation Date
  
  Returns:
  
  True - The given date is in the first coupon period
  
  Throws:
  
  java.lang.Exception - Thrown if inputs are invalid
- inLastCouponPeriod
  
  public boolean inLastCouponPeriod(int iDate) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Indicate whether the given date is in the final coupon period
  
  Specified by:
  
  inLastCouponPeriod in class Bond
  
  Parameters:
  
  iDate - Valuation Date
  
  Returns:
  
  True - The given date is in the last coupon period
  
  Throws:
  
  java.lang.Exception - Thrown if inputs are invalid
- floatCouponConvention
  
  public java.lang.String floatCouponConvention()
  
  Description copied from class: Bond
  
  Return the bond's floating coupon convention
  
  Specified by:
  
  floatCouponConvention in class Bond
  
  Returns:
  
  Bond's floating coupon convention
- periodFixingDate
  
  public JulianDate periodFixingDate(int iValueDate)
  
  Description copied from class: Bond
  
  Get the bond's reset date for the period identified by the valuation date
  
  Specified by:
  
  periodFixingDate in class Bond
  
  Parameters:
  
  iValueDate - Valuation Date
  
  Returns:
  
  Reset JulianDate
- previousCouponDate
  
  public JulianDate previousCouponDate(JulianDate dt)
  
  Description copied from class: Bond
  
  Return the coupon date for the period prior to the specified date
  
  Specified by:
  
  previousCouponDate in class Bond
  
  Parameters:
  
  dt - Valuation Date
  
  Returns:
  
  Previous Coupon Date
- previousCouponRate
  
  public double previousCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Return the coupon rate for the period prior to the specified date
  
  Specified by:
  
  previousCouponRate in class Bond
  
  Parameters:
  
  dt - Valuation Date
  
  csqc - Component Market Params
  
  Returns:
  
  Previous Coupon Rate
  
  Throws:
  
  java.lang.Exception - Thrown if the previous coupon rate cannot be calculated
- currentCouponDate
  
  public JulianDate currentCouponDate(JulianDate dt)
  
  Description copied from class: Bond
  
  Return the coupon date for the period containing the specified date
  
  Specified by:
  
  currentCouponDate in class Bond
  
  Parameters:
  
  dt - Valuation Date
  
  Returns:
  
  Current Coupon Date
- nextCouponDate
  
  public JulianDate nextCouponDate(JulianDate dt)
  
  Description copied from class: Bond
  
  Return the coupon date for the period subsequent to the specified date
  
  Specified by:
  
  nextCouponDate in class Bond
  
  Parameters:
  
  dt - Valuation Date
  
  Returns:
  
  Next Coupon Date
- nextValidExerciseDateOfType
  
  public ExerciseInfo nextValidExerciseDateOfType(JulianDate dt, boolean bPut)
  
  Description copied from class: Bond
  
  Return the next exercise info of the given exercise type (call/put) subsequent to the specified date
  
  Specified by:
  
  nextValidExerciseDateOfType in class Bond
  
  Parameters:
  
  dt - Valuation Date
  
  bPut - TRUE - Gets the next put date
  
  Returns:
  
  Next Exercise Information
- nextValidExerciseInfo
  
  public ExerciseInfo nextValidExerciseInfo(JulianDate dt)
  
  Description copied from class: Bond
  
  Return the next exercise info subsequent to the specified date
  
  Specified by:
  
  nextValidExerciseInfo in class Bond
  
  Parameters:
  
  dt - Valuation Date
  
  Returns:
  
  Next Exercise Info
- currentCouponRate
  
  public double currentCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Return the coupon rate for the period corresponding to the specified date
  
  Specified by:
  
  currentCouponRate in class Bond
  
  Parameters:
  
  dt - Valuation Date
  
  csqc - Component Market Params
  
  Returns:
  
  Next Coupon Rate
  
  Throws:
  
  java.lang.Exception - Thrown if the current period coupon rate cannot be calculated
- nextCouponRate
  
  public double nextCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Return the coupon rate for the period subsequent to the specified date
  
  Specified by:
  
  nextCouponRate in class Bond
  
  Parameters:
  
  dt - Valuation Date
  
  csqc - Component Market Params
  
  Returns:
  
  Next Coupon Rate
  
  Throws:
  
  java.lang.Exception - Thrown if the subsequent coupon rate cannot be calculated
- accrued
  
  public double accrued(int iDate, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the bond's accrued for the period identified by the valuation date
  
  Specified by:
  
  accrued in class Bond
  
  Parameters:
  
  iDate - Valuation Date
  
  csqc - Bond market parameters
  
  Returns:
  
  The coupon accrued in the current period
  
  Throws:
  
  java.lang.Exception - Thrown if accrual cannot be calculated
- weightedAverageMaturityDate
  
  public int weightedAverageMaturityDate(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Bond's Weighted Average Maturity Date from the Valuation Date
  
  Specified by:
  
  weightedAverageMaturityDate in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  Returns:
  
  The Bond's Weighted Average Maturity Date from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Bond's Weighted Average Maturity Date cannot be calculated
- weightedAverageMaturityDate
  
  public int weightedAverageMaturityDate(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Bond's Weighted Average Maturity Date To Maturity from the Valuation Date
  
  Specified by:
  
  weightedAverageMaturityDate in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  Returns:
  
  The Bond's Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Bond's Weighted Average Maturity Date To Maturity cannot be calculated
- weightedAverageLife
  
  public double weightedAverageLife(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Bond's Weighted Average Life from the Valuation Date
  
  Specified by:
  
  weightedAverageLife in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  Returns:
  
  The Bond's Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Bond's Weighted Average Life cannot be calculated
- weightedAverageLife
  
  public double weightedAverageLife(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Bond's Weighted Average Life To Maturity from the Valuation Date
  
  Specified by:
  
  weightedAverageLife in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  Returns:
  
  The Bond's Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Bond's Weighted Average Life To Maturity cannot be calculated
- weightedAverageLifePrincipalOnly
  
  public double weightedAverageLifePrincipalOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Bond's Principal Only Weighted Average Life from the Valuation Date
  
  Specified by:
  
  weightedAverageLifePrincipalOnly in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  Returns:
  
  The Bond's Principal Only Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Bond's Weighted Average Life cannot be calculated
- weightedAverageLifePrincipalOnly
  
  public double weightedAverageLifePrincipalOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Bond's Principal Only Weighted Average Life To Maturity from the Valuation Date
  
  Specified by:
  
  weightedAverageLifePrincipalOnly in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  Returns:
  
  The Bond's Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Bond's Principal Only Weighted Average Life To Maturity cannot be calculated
- weightedAverageLifeCouponOnly
  
  public double weightedAverageLifeCouponOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Bond's Coupon Only Weighted Average Life from the Valuation Date
  
  Specified by:
  
  weightedAverageLifeCouponOnly in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  Returns:
  
  The Bond's Coupon Only Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Bond's Weighted Average Life cannot be calculated
- weightedAverageLifeCouponOnly
  
  public double weightedAverageLifeCouponOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Bond's Coupon Only Weighted Average Life To Maturity from the Valuation Date
  
  Specified by:
  
  weightedAverageLifeCouponOnly in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  Returns:
  
  The Bond's Coupon Only Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Bond's Coupon Only Weighted Average Life To Maturity cannot be calculated
- weightedAverageLifeLossOnly
  
  public double weightedAverageLifeLossOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Bond's Weighted Average Life of Losses Only from the Valuation Date
  
  Specified by:
  
  weightedAverageLifeLossOnly in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  Returns:
  
  The Bond's Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Bond's Weighted Average Life of Losses Only cannot be calculated
- weightedAverageLifeLossOnly
  
  public double weightedAverageLifeLossOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Bond's Weighted Average Life of Losses Only To Maturity from the Valuation Date
  
  Specified by:
  
  weightedAverageLifeLossOnly in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  Returns:
  
  The Bond's Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Bond's Weighted Average Life of Losses Only To Maturity cannot be calculated
- weightedAverageLifeCredit
  
  public double weightedAverageLifeCredit(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Credit Adjusted Weighted Average Life from the Valuation Date
  
  Specified by:
  
  weightedAverageLifeCredit in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Double Work-out Factor
  
  Returns:
  
  The Credit Adjusted Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Adjusted Weighted Average Life cannot be calculated
- weightedAverageLifeCredit
  
  public double weightedAverageLifeCredit(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the Credit Adjusted Weighted Average Life To Maturity from the Valuation Date
  
  Specified by:
  
  weightedAverageLifeCredit in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  Returns:
  
  The Credit Adjusted Weighted Average Life from the Valuation Date
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Adjusted Weighted Average Life To Maturity cannot be calculated
- priceFromZeroCurve
  
  public double priceFromZeroCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblBump) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the bond's non-credit risky theoretical price from the Bumped Zero Curve
  
  Specified by:
  
  priceFromZeroCurve in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  vcp - Valuation Customization Parameters
  
  iZeroCurveBaseDC - The Discount Curve to derive the zero curve off of
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  dblBump - Bump to be applied to the zero curve
  
  Returns:
  
  Bond's non-credit risky theoretical price
  
  Throws:
  
  java.lang.Exception - Thrown if the price cannot be calculated
- priceFromFundingCurve
  
  public double priceFromFundingCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblBump) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
  
  Specified by:
  
  priceFromFundingCurve in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  dblBump - Bump to be applied to the DC
  
  Returns:
  
  Bond's non-credit risky theoretical price from the Bumped Funding curve
  
  Throws:
  
  java.lang.Exception - Thrown if the price cannot be calculated
- priceFromTreasuryCurve
  
  public double priceFromTreasuryCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblBump) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
  
  Specified by:
  
  priceFromTreasuryCurve in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  dblBump - Bump to be applied to the DC
  
  Returns:
  
  Bond's non-credit risky theoretical price from the Bumped Treasury curve
  
  Throws:
  
  java.lang.Exception - Thrown if the price cannot be calculated
- priceFromCreditCurve
  
  public double priceFromCreditCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis, boolean bFlat) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate the bond's credit risky theoretical price from the bumped credit curve
  
  Specified by:
  
  priceFromCreditCurve in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  csqc - ComponentMarketParams
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  dblCreditBasis - Bump to be applied to the credit curve
  
  bFlat - Is the CDS Curve flat (for PECS)
  
  Returns:
  
  Bond's credit risky theoretical price
  
  Throws:
  
  java.lang.Exception - Thrown if the bond's credit risky theoretical price cannot be calculated
- aswFromBondBasis
  
  public double aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Bond Basis to Work-out
  
  Specified by:
  
  aswFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  ASW from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromBondBasis
  
  public double aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Bond Basis to Maturity
  
  Specified by:
  
  aswFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  ASW from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromBondBasisToOptimalExercise
  
  public double aswFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Bond Basis to Optimal Exercise
  
  Specified by:
  
  aswFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  ASW from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromCreditBasis
  
  public double aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Credit Basis to Work-out
  
  Specified by:
  
  aswFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  ASW from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromCreditBasis
  
  public double aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Credit Basis to Maturity
  
  Specified by:
  
  aswFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  ASW from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromCreditBasisToOptimalExercise
  
  public double aswFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Credit Basis to Optimal Exercise
  
  Specified by:
  
  aswFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  ASW from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromDiscountMargin
  
  public double aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Discount Margin to Work-out
  
  Specified by:
  
  aswFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  ASW from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromDiscountMargin
  
  public double aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Discount Margin to Maturity
  
  Specified by:
  
  aswFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  ASW from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromDiscountMarginToOptimalExercise
  
  public double aswFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Discount Margin to Optimal Exercise
  
  Specified by:
  
  aswFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  ASW from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromESpread
  
  public double aswFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from E Spread to Work-out
  
  Specified by:
  
  aswFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  ASW from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromESpread
  
  public double aswFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from E Spread to Maturity
  
  Specified by:
  
  aswFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  ASW from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromESpreadToOptimalExercise
  
  public double aswFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from E Spread to Optimal Exercise
  
  Specified by:
  
  aswFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  ASW from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromGSpread
  
  public double aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from G Spread to Work-out
  
  Specified by:
  
  aswFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  ASW from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromGSpread
  
  public double aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from G Spread to Maturity
  
  Specified by:
  
  aswFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  ASW from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromGSpreadToOptimalExercise
  
  public double aswFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from G Spread to Optimal Exercise
  
  Specified by:
  
  aswFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  ASW from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromISpread
  
  public double aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from I Spread to Work-out
  
  Specified by:
  
  aswFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  ASW from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromISpread
  
  public double aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from I Spread to Maturity
  
  Specified by:
  
  aswFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  ASW from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromISpreadToOptimalExercise
  
  public double aswFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from I Spread to Optimal Exercise
  
  Specified by:
  
  aswFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  ASW from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromJSpread
  
  public double aswFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from J Spread to Work-out
  
  Specified by:
  
  aswFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  ASW from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromJSpread
  
  public double aswFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from J Spread to Maturity
  
  Specified by:
  
  aswFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  ASW from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromJSpreadToOptimalExercise
  
  public double aswFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from J Spread to Optimal Exercise
  
  Specified by:
  
  aswFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  ASW from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromNSpread
  
  public double aswFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from N Spread to Work-out
  
  Specified by:
  
  aswFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  ASW from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromNSpread
  
  public double aswFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from N Spread to Maturity
  
  Specified by:
  
  aswFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  ASW from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromNSpreadToOptimalExercise
  
  public double aswFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from JN Spread to Optimal Exercise
  
  Specified by:
  
  aswFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  ASW from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromOAS
  
  public double aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from OAS to Work-out
  
  Specified by:
  
  aswFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  ASW from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromOAS
  
  public double aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from OAS to Maturity
  
  Specified by:
  
  aswFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  ASW from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromOASToOptimalExercise
  
  public double aswFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from OAS to Optimal Exercise
  
  Specified by:
  
  aswFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  ASW from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromPECS
  
  public double aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from PECS to Work-out
  
  Specified by:
  
  aswFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  ASW from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromPECS
  
  public double aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from PECS to Maturity
  
  Specified by:
  
  aswFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  ASW from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromPECSToOptimalExercise
  
  public double aswFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from PECS to Optimal Exercise
  
  Specified by:
  
  aswFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  ASW from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromPrice
  
  public double aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Price to Work-out
  
  Specified by:
  
  aswFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  ASW from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromPrice
  
  public double aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Price to Maturity
  
  Specified by:
  
  aswFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  ASW from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromPriceToOptimalExercise
  
  public double aswFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Price to Optimal Exercise
  
  Specified by:
  
  aswFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  ASW from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromTSYSpread
  
  public double aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from TSY Spread to Work-out
  
  Specified by:
  
  aswFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  ASW from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromTSYSpread
  
  public double aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from TSY Spread to Maturity
  
  Specified by:
  
  aswFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  ASW from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromTSYSpreadToOptimalExercise
  
  public double aswFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from TSY Spread to Optimal Exercise
  
  Specified by:
  
  aswFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  ASW from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromYield
  
  public double aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Yield to Work-out
  
  Specified by:
  
  aswFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  ASW from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromYield
  
  public double aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Yield to Maturity
  
  Specified by:
  
  aswFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  ASW from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromYieldToOptimalExercise
  
  public double aswFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Yield to Optimal Exercise
  
  Specified by:
  
  aswFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  ASW from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromYieldSpread
  
  public double aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Yield Spread to Work-out
  
  Specified by:
  
  aswFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  ASW from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromYieldSpread
  
  public double aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Yield Spread to Maturity
  
  Specified by:
  
  aswFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  ASW from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromYieldSpreadToOptimalExercise
  
  public double aswFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Yield Spread to Optimal Exercise
  
  Specified by:
  
  aswFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  ASW from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromZSpread
  
  public double aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Z Spread to Work-out
  
  Specified by:
  
  aswFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  ASW from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the ASW cannot be calculated
- aswFromZSpread
  
  public double aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Z Spread to Maturity
  
  Specified by:
  
  aswFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  ASW from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- aswFromZSpreadToOptimalExercise
  
  public double aswFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate ASW from Z Spread to Optimal Exercise
  
  Specified by:
  
  aswFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  ASW from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if ASW cannot be calculated
- bondBasisFromASW
  
  public double bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from ASW to Work-out
  
  Specified by:
  
  bondBasisFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Bond Basis from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromASW
  
  public double bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from ASW to Maturity
  
  Specified by:
  
  bondBasisFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Bond Basis from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromASWToOptimalExercise
  
  public double bondBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from ASW to Optimal Exercise
  
  Specified by:
  
  bondBasisFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Bond Basis from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromCreditBasis
  
  public double bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Credit Basis to Work-out
  
  Specified by:
  
  bondBasisFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Bond Basis from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromCreditBasis
  
  public double bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Credit Basis to Maturity
  
  Specified by:
  
  bondBasisFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Bond Basis from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromCreditBasisToOptimalExercise
  
  public double bondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Credit Basis to Optimal Exercise
  
  Specified by:
  
  bondBasisFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Bond Basis from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromDiscountMargin
  
  public double bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Discount Margin to Work-out
  
  Specified by:
  
  bondBasisFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Bond Basis from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromDiscountMargin
  
  public double bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Discount Margin to Maturity
  
  Specified by:
  
  bondBasisFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Bond Basis from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromDiscountMarginToOptimalExercise
  
  public double bondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Discount Margin to Optimal Exercise
  
  Specified by:
  
  bondBasisFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Bond Basis from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromESpread
  
  public double bondBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from E Spread to Work-out
  
  Specified by:
  
  bondBasisFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Bond Basis from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromESpread
  
  public double bondBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from E Spread to Maturity
  
  Specified by:
  
  bondBasisFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Bond Basis from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromESpreadToOptimalExercise
  
  public double bondBasisFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from E Spread to Optimal Exercise
  
  Specified by:
  
  bondBasisFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Bond Basis from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromGSpread
  
  public double bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from G Spread to Work-out
  
  Specified by:
  
  bondBasisFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Bond Basis from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromGSpread
  
  public double bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from G Spread to Maturity
  
  Specified by:
  
  bondBasisFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Bond Basis from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromGSpreadToOptimalExercise
  
  public double bondBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from G Spread to Optimal Exercise
  
  Specified by:
  
  bondBasisFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Bond Basis from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromISpread
  
  public double bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from I Spread to Work-out
  
  Specified by:
  
  bondBasisFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Bond Basis from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromISpread
  
  public double bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from I Spread to Maturity
  
  Specified by:
  
  bondBasisFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Bond Basis from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromISpreadToOptimalExercise
  
  public double bondBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from I Spread to Optimal Exercise
  
  Specified by:
  
  bondBasisFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  Bond Basis from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromJSpread
  
  public double bondBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from J Spread to Work-out
  
  Specified by:
  
  bondBasisFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Bond Basis from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromJSpread
  
  public double bondBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from J Spread to Maturity
  
  Specified by:
  
  bondBasisFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Bond Basis from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromJSpreadToOptimalExercise
  
  public double bondBasisFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from J Spread to Optimal Exercise
  
  Specified by:
  
  bondBasisFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  Bond Basis from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromNSpread
  
  public double bondBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from N Spread to Work-out
  
  Specified by:
  
  bondBasisFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Bond Basis from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromNSpread
  
  public double bondBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from N Spread to Maturity
  
  Specified by:
  
  bondBasisFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Bond Basis from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromNSpreadToOptimalExercise
  
  public double bondBasisFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from N Spread to Optimal Exercise
  
  Specified by:
  
  bondBasisFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Bond Basis from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromOAS
  
  public double bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from OAS to Work-out
  
  Specified by:
  
  bondBasisFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Bond Basis from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromOAS
  
  public double bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from OAS to Maturity
  
  Specified by:
  
  bondBasisFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Bond Basis from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromOASToOptimalExercise
  
  public double bondBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from OAS to Optimal Exercise
  
  Specified by:
  
  bondBasisFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Bond Basis from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromPECS
  
  public double bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from PECS to Work-out
  
  Specified by:
  
  bondBasisFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Bond Basis from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromPECS
  
  public double bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from PECS to Maturity
  
  Specified by:
  
  bondBasisFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Bond Basis from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromPECSToOptimalExercise
  
  public double bondBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from PECS to Optimal Exercise
  
  Specified by:
  
  bondBasisFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Bond Basis from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromPrice
  
  public double bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Price to Work-out
  
  Specified by:
  
  bondBasisFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Bond Basis from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromPrice
  
  public double bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Price to Maturity
  
  Specified by:
  
  bondBasisFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Bond Basis from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromPriceToOptimalExercise
  
  public double bondBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Price to Optimal Exercise
  
  Specified by:
  
  bondBasisFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Bond Basis from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromTSYSpread
  
  public double bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from TSY Spread to Work-out
  
  Specified by:
  
  bondBasisFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Bond Basis from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromTSYSpread
  
  public double bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from TSY Spread to Maturity
  
  Specified by:
  
  bondBasisFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Bond Basis from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromTSYSpreadToOptimalExercise
  
  public double bondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from TSY Spread to Optimal Exercise
  
  Specified by:
  
  bondBasisFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  Bond Basis from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromYield
  
  public double bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Yield to Work-out
  
  Specified by:
  
  bondBasisFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Bond Basis from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromYield
  
  public double bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Yield to Maturity
  
  Specified by:
  
  bondBasisFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Bond Basis from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromYieldToOptimalExercise
  
  public double bondBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Yield to Optimal Exercise
  
  Specified by:
  
  bondBasisFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Bond Basis from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromYieldSpread
  
  public double bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Yield Spread to Work-out
  
  Specified by:
  
  bondBasisFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Bond Basis from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromYieldSpread
  
  public double bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Yield Spread to Maturity
  
  Specified by:
  
  bondBasisFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Bond Basis from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromYieldSpreadToOptimalExercise
  
  public double bondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Yield Spread to Optimal Exercise
  
  Specified by:
  
  bondBasisFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Bond Basis from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromZSpread
  
  public double bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Z Spread to Work-out
  
  Specified by:
  
  bondBasisFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Bond Basis from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromZSpread
  
  public double bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Z Spread to Maturity
  
  Specified by:
  
  bondBasisFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Bond Basis from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- bondBasisFromZSpreadToOptimalExercise
  
  public double bondBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Bond Basis from Z Spread to Optimal Exercise
  
  Specified by:
  
  bondBasisFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Bond Basis from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Bond Basis cannot be calculated
- convexityFromASW
  
  public double convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from ASW to Work-out
  
  Specified by:
  
  convexityFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Convexity from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromASW
  
  public double convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from ASW to Maturity
  
  Specified by:
  
  convexityFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Convexity from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromASWToOptimalExercise
  
  public double convexityFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from ASW to Optimal Exercise
  
  Specified by:
  
  convexityFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Convexity from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromBondBasis
  
  public double convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Bond Basis to Work-out
  
  Specified by:
  
  convexityFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Convexity from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromBondBasis
  
  public double convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Bond Basis to Maturity
  
  Specified by:
  
  convexityFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Convexity from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromBondBasisToOptimalExercise
  
  public double convexityFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Bond Basis to Optimal Exercise
  
  Specified by:
  
  convexityFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Convexity from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromCreditBasis
  
  public double convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Credit Basis to Work-out
  
  Specified by:
  
  convexityFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Convexity from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromCreditBasis
  
  public double convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Credit Basis to Maturity
  
  Specified by:
  
  convexityFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Convexity from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromCreditBasisToOptimalExercise
  
  public double convexityFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Credit Basis to Optimal Exercise
  
  Specified by:
  
  convexityFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Convexity from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromDiscountMargin
  
  public double convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Discount Margin to Work-out
  
  Specified by:
  
  convexityFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Convexity from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromDiscountMargin
  
  public double convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Discount Margin to Maturity
  
  Specified by:
  
  convexityFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Convexity from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromDiscountMarginToOptimalExercise
  
  public double convexityFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Discount Margin to Optimal Exercise
  
  Specified by:
  
  convexityFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Convexity from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromESpread
  
  public double convexityFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from E Spread to Work-out
  
  Specified by:
  
  convexityFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Convexity from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromESpread
  
  public double convexityFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from E Spread to Maturity
  
  Specified by:
  
  convexityFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Convexity from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromESpreadToOptimalExercise
  
  public double convexityFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from E Spread to Optimal Exercise
  
  Specified by:
  
  convexityFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Convexity from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromGSpread
  
  public double convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from G Spread to Work-out
  
  Specified by:
  
  convexityFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Convexity from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromGSpread
  
  public double convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from G Spread to Maturity
  
  Specified by:
  
  convexityFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Convexity from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromGSpreadToOptimalExercise
  
  public double convexityFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from G Spread to Optimal Exercise
  
  Specified by:
  
  convexityFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Convexity from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromISpread
  
  public double convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from I Spread to Work-out
  
  Specified by:
  
  convexityFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Convexity from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromISpread
  
  public double convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from I Spread to Maturity
  
  Specified by:
  
  convexityFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Convexity from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromISpreadToOptimalExercise
  
  public double convexityFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from I Spread to Optimal Exercise
  
  Specified by:
  
  convexityFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  Convexity from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromJSpread
  
  public double convexityFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from J Spread to Work-out
  
  Specified by:
  
  convexityFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Convexity from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromJSpread
  
  public double convexityFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from J Spread to Maturity
  
  Specified by:
  
  convexityFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Convexity from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromJSpreadToOptimalExercise
  
  public double convexityFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from J Spread to Optimal Exercise
  
  Specified by:
  
  convexityFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  Convexity from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromNSpread
  
  public double convexityFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from N Spread to Work-out
  
  Specified by:
  
  convexityFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Convexity from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromNSpread
  
  public double convexityFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from N Spread to Maturity
  
  Specified by:
  
  convexityFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Convexity from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromNSpreadToOptimalExercise
  
  public double convexityFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from N Spread to Optimal Exercise
  
  Specified by:
  
  convexityFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Convexity from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromOAS
  
  public double convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from OAS to Work-out
  
  Specified by:
  
  convexityFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Convexity from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromOAS
  
  public double convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from OAS to Maturity
  
  Specified by:
  
  convexityFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Convexity from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromOASToOptimalExercise
  
  public double convexityFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from OAS to Optimal Exercise
  
  Specified by:
  
  convexityFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Convexity from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromPECS
  
  public double convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from PECS to Work-out
  
  Specified by:
  
  convexityFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Convexity from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromPECS
  
  public double convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from PECS to Maturity
  
  Specified by:
  
  convexityFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Convexity from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromPECSToOptimalExercise
  
  public double convexityFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from PECS to Optimal Exercise
  
  Specified by:
  
  convexityFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Convexity from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromPrice
  
  public double convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Price to Work-out
  
  Specified by:
  
  convexityFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Convexity from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromPrice
  
  public double convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Price to Maturity
  
  Specified by:
  
  convexityFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Convexity from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromPriceToOptimalExercise
  
  public double convexityFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Price to Optimal Exercise
  
  Specified by:
  
  convexityFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Convexity from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromTSYSpread
  
  public double convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from TSY Spread to Work-out
  
  Specified by:
  
  convexityFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Convexity from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromTSYSpread
  
  public double convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from TSY Spread to Maturity
  
  Specified by:
  
  convexityFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Convexity from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromTSYSpreadToOptimalExercise
  
  public double convexityFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from TSY Spread to Optimal Exercise
  
  Specified by:
  
  convexityFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  Convexity from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromYield
  
  public double convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Yield to Work-out
  
  Specified by:
  
  convexityFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Convexity from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromYield
  
  public double convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Yield to Maturity
  
  Specified by:
  
  convexityFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Convexity from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromYieldToOptimalExercise
  
  public double convexityFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Yield to Optimal Exercise
  
  Specified by:
  
  convexityFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Convexity from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromYieldSpread
  
  public double convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Yield Spread to Work-out
  
  Specified by:
  
  convexityFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Convexity from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromYieldSpread
  
  public double convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Yield Spread to Maturity
  
  Specified by:
  
  convexityFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Convexity from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromYieldSpreadToOptimalExercise
  
  public double convexityFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Yield Spread to Optimal Exercise
  
  Specified by:
  
  convexityFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Convexity from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromZSpread
  
  public double convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Z Spread to Work-out
  
  Specified by:
  
  convexityFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Convexity from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromZSpread
  
  public double convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Z Spread to Maturity
  
  Specified by:
  
  convexityFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Convexity from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- convexityFromZSpreadToOptimalExercise
  
  public double convexityFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Convexity from Z Spread to Optimal Exercise
  
  Specified by:
  
  convexityFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Convexity from Z to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Convexity cannot be calculated
- creditBasisFromASW
  
  public double creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from ASW to Work-out
  
  Specified by:
  
  creditBasisFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Credit Basis from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromASW
  
  public double creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from ASW to Maturity
  
  Specified by:
  
  creditBasisFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Credit Basis from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromASWToOptimalExercise
  
  public double creditBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from ASW to Optimal Exercise
  
  Specified by:
  
  creditBasisFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Credit Basis from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromBondBasis
  
  public double creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Bond Basis to Work-out
  
  Specified by:
  
  creditBasisFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Credit Basis from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromBondBasis
  
  public double creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Bond Basis to Maturity
  
  Specified by:
  
  creditBasisFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Credit Basis from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromBondBasisToOptimalExercise
  
  public double creditBasisFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Bond Basis to Optimal Exercise
  
  Specified by:
  
  creditBasisFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Credit Basis from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromDiscountMargin
  
  public double creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Discount Margin to Work-out
  
  Specified by:
  
  creditBasisFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Credit Basis from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromDiscountMargin
  
  public double creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Discount Margin to Maturity
  
  Specified by:
  
  creditBasisFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Credit Basis from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromDiscountMarginToOptimalExercise
  
  public double creditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Discount Margin to Optimal Exercise
  
  Specified by:
  
  creditBasisFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Credit Basis from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- creditBasisFromESpread
  
  public double creditBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from E Spread to Work-out
  
  Specified by:
  
  creditBasisFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Credit Basis from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromESpread
  
  public double creditBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from E Spread to Maturity
  
  Specified by:
  
  creditBasisFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Credit Basis from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromESpreadToOptimalExercise
  
  public double creditBasisFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from E Spread to Optimal Exercise
  
  Specified by:
  
  creditBasisFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Credit Basis from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromGSpread
  
  public double creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from G Spread to Work-out
  
  Specified by:
  
  creditBasisFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Credit Basis from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromGSpread
  
  public double creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from G Spread to Maturity
  
  Specified by:
  
  creditBasisFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Credit Basis from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromGSpreadToOptimalExercise
  
  public double creditBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from G Spread to Optimal Exercise
  
  Specified by:
  
  creditBasisFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Credit Basis from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromISpread
  
  public double creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from I Spread to Work-out
  
  Specified by:
  
  creditBasisFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Credit Basis from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromISpread
  
  public double creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from I Spread to Maturity
  
  Specified by:
  
  creditBasisFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Credit Basis from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromISpreadToOptimalExercise
  
  public double creditBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from I Spread to Optimal Exercise
  
  Specified by:
  
  creditBasisFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  Credit Basis from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromJSpread
  
  public double creditBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from J Spread to Work-out
  
  Specified by:
  
  creditBasisFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Credit Basis from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromJSpread
  
  public double creditBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from J Spread to Maturity
  
  Specified by:
  
  creditBasisFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Credit Basis from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromJSpreadToOptimalExercise
  
  public double creditBasisFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from J Spread to Optimal Exercise
  
  Specified by:
  
  creditBasisFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  Credit Basis from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromNSpread
  
  public double creditBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from N Spread to Work-out
  
  Specified by:
  
  creditBasisFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Credit Basis from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromNSpread
  
  public double creditBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from N Spread to Maturity
  
  Specified by:
  
  creditBasisFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Credit Basis from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromNSpreadToOptimalExercise
  
  public double creditBasisFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from N Spread to Optimal Exercise
  
  Specified by:
  
  creditBasisFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Credit Basis from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromOAS
  
  public double creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from OAS to Work-out
  
  Specified by:
  
  creditBasisFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Credit Basis from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromOAS
  
  public double creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from OAS to Maturity
  
  Specified by:
  
  creditBasisFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Credit Basis from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromOASToOptimalExercise
  
  public double creditBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from OAS to Optimal Exercise
  
  Specified by:
  
  creditBasisFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Credit Basis from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromPECS
  
  public double creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from PECS to Work-out
  
  Specified by:
  
  creditBasisFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Credit Basis from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromPECS
  
  public double creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from PECS to Maturity
  
  Specified by:
  
  creditBasisFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Credit Basis from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromPECSToOptimalExercise
  
  public double creditBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from PECS to Optimal Exercise
  
  Specified by:
  
  creditBasisFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Credit Basis from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromPrice
  
  public double creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Price to Work-out
  
  Specified by:
  
  creditBasisFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Credit Basis from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromPrice
  
  public double creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Price to Maturity
  
  Specified by:
  
  creditBasisFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Credit Basis from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromPriceToOptimalExercise
  
  public double creditBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Price to Optimal Exercise
  
  Specified by:
  
  creditBasisFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Credit Basis from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromTSYSpread
  
  public double creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from TSY Spread to Work-out
  
  Specified by:
  
  creditBasisFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Credit Basis from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromTSYSpread
  
  public double creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from TSY Spread to Maturity
  
  Specified by:
  
  creditBasisFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Credit Basis from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromTSYSpreadToOptimalExercise
  
  public double creditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from TSY Spread to Optimal Exercise
  
  Specified by:
  
  creditBasisFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  Credit Basis from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromYield
  
  public double creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Yield to Work-out
  
  Specified by:
  
  creditBasisFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Credit Basis from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromYield
  
  public double creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Yield to Maturity
  
  Specified by:
  
  creditBasisFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Credit Basis from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromYieldToOptimalExercise
  
  public double creditBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Yield to Optimal Exercise
  
  Specified by:
  
  creditBasisFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Credit Basis from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromYieldSpread
  
  public double creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Yield Spread to Work-out
  
  Specified by:
  
  creditBasisFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Credit Basis from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromYieldSpread
  
  public double creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Yield Spread to Maturity
  
  Specified by:
  
  creditBasisFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Credit Basis from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromYieldSpreadToOptimalExercise
  
  public double creditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Yield Spread to Optimal Exercise
  
  Specified by:
  
  creditBasisFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Credit Basis from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromZSpread
  
  public double creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Z Spread to Work-out
  
  Specified by:
  
  creditBasisFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Credit Basis from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromZSpread
  
  public double creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Z Spread to Maturity
  
  Specified by:
  
  creditBasisFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Credit Basis from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- creditBasisFromZSpreadToOptimalExercise
  
  public double creditBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Credit Basis from Z Spread to Optimal Exercise
  
  Specified by:
  
  creditBasisFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Credit Basis from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Credit Basis cannot be calculated
- discountMarginFromASW
  
  public double discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from ASW to Work-out
  
  Specified by:
  
  discountMarginFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Discount Margin from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromASW
  
  public double discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from ASW to Maturity
  
  Specified by:
  
  discountMarginFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Discount Margin from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromASWToOptimalExercise
  
  public double discountMarginFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from ASW to Optimal Exercise
  
  Specified by:
  
  discountMarginFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Discount Margin from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromBondBasis
  
  public double discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Bond Basis to Work-out
  
  Specified by:
  
  discountMarginFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Discount Margin from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromBondBasis
  
  public double discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Bond Basis to Maturity
  
  Specified by:
  
  discountMarginFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Discount Margin from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromBondBasisToOptimalExercise
  
  public double discountMarginFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Bond Basis to Optimal Exercise
  
  Specified by:
  
  discountMarginFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Discount Margin from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromCreditBasis
  
  public double discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Credit Basis to Work-out
  
  Specified by:
  
  discountMarginFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Discount Margin from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromCreditBasis
  
  public double discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Credit Basis to Maturity
  
  Specified by:
  
  discountMarginFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Discount Margin from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromCreditBasisToOptimalExercise
  
  public double discountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Credit Basis to Optimal Exercise
  
  Specified by:
  
  discountMarginFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Discount Margin from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromESpread
  
  public double discountMarginFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from E Spread to Work-out
  
  Specified by:
  
  discountMarginFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Discount Margin from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromESpread
  
  public double discountMarginFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from E Spread to Maturity
  
  Specified by:
  
  discountMarginFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Discount Margin from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromESpreadToOptimalExercise
  
  public double discountMarginFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from E Spread to Optimal Exercise
  
  Specified by:
  
  discountMarginFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Discount Margin from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromGSpread
  
  public double discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from G Spread to Work-out
  
  Specified by:
  
  discountMarginFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Discount Margin from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromGSpread
  
  public double discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from G Spread to Maturity
  
  Specified by:
  
  discountMarginFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Discount Margin from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromGSpreadToOptimalExercise
  
  public double discountMarginFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from G Spread to Optimal Exercise
  
  Specified by:
  
  discountMarginFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Discount Margin from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromISpread
  
  public double discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from I Spread to Work-out
  
  Specified by:
  
  discountMarginFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Discount Margin from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromISpread
  
  public double discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from I Spread to Maturity
  
  Specified by:
  
  discountMarginFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Discount Margin from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromISpreadToOptimalExercise
  
  public double discountMarginFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from I Spread to Optimal Exercise
  
  Specified by:
  
  discountMarginFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  Discount Margin from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromJSpread
  
  public double discountMarginFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from J Spread to Work-out
  
  Specified by:
  
  discountMarginFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Discount Margin from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromJSpread
  
  public double discountMarginFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from J Spread to Maturity
  
  Specified by:
  
  discountMarginFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Discount Margin from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromJSpreadToOptimalExercise
  
  public double discountMarginFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from J Spread to Optimal Exercise
  
  Specified by:
  
  discountMarginFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  Discount Margin from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromNSpread
  
  public double discountMarginFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from N Spread to Work-out
  
  Specified by:
  
  discountMarginFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Discount Margin from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromNSpread
  
  public double discountMarginFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from N Spread to Maturity
  
  Specified by:
  
  discountMarginFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Discount Margin from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromNSpreadToOptimalExercise
  
  public double discountMarginFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from N Spread to Optimal Exercise
  
  Specified by:
  
  discountMarginFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Discount Margin from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromOAS
  
  public double discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from OAS to Work-out
  
  Specified by:
  
  discountMarginFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Discount Margin from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromOAS
  
  public double discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from OAS to Maturity
  
  Specified by:
  
  discountMarginFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Discount Margin from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromOASToOptimalExercise
  
  public double discountMarginFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from OAS to Optimal Exercise
  
  Specified by:
  
  discountMarginFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Discount Margin from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromPECS
  
  public double discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from PECS to Work-out
  
  Specified by:
  
  discountMarginFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Discount Margin from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromPECS
  
  public double discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from PECS to Maturity
  
  Specified by:
  
  discountMarginFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Discount Margin from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromPECSToOptimalExercise
  
  public double discountMarginFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from PECS to Optimal Exercise
  
  Specified by:
  
  discountMarginFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Discount Margin from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromPrice
  
  public double discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Price to Work-out
  
  Specified by:
  
  discountMarginFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Discount Margin from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromPrice
  
  public double discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Price to Maturity
  
  Specified by:
  
  discountMarginFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Discount Margin from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromPriceToOptimalExercise
  
  public double discountMarginFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Price to Optimal Exercise
  
  Specified by:
  
  discountMarginFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Discount Margin from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromTSYSpread
  
  public double discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from TSY Spread to Work-out
  
  Specified by:
  
  discountMarginFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Discount Margin from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromTSYSpread
  
  public double discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from TSY Spread to Maturity
  
  Specified by:
  
  discountMarginFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Discount Margin from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromTSYSpreadToOptimalExercise
  
  public double discountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from TSY Spread to Optimal Exercise
  
  Specified by:
  
  discountMarginFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  Discount Margin from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromYield
  
  public double discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Yield to Work-out
  
  Specified by:
  
  discountMarginFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Discount Margin from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromYield
  
  public double discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Yield to Maturity
  
  Specified by:
  
  discountMarginFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Discount Margin from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromYieldToOptimalExercise
  
  public double discountMarginFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Yield to Optimal Exercise
  
  Specified by:
  
  discountMarginFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Discount Margin from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromYieldSpread
  
  public double discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Yield Spread to Work-out
  
  Specified by:
  
  discountMarginFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Discount Margin from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromYieldSpread
  
  public double discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Yield Spread to Maturity
  
  Specified by:
  
  discountMarginFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Discount Margin from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromYieldSpreadToOptimalExercise
  
  public double discountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Yield Spread to Optimal Exercise
  
  Specified by:
  
  discountMarginFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Discount Margin from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromZSpread
  
  public double discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Z Spread to Work-out
  
  Specified by:
  
  discountMarginFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Discount Margin from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromZSpread
  
  public double discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Z Spread to Maturity
  
  Specified by:
  
  discountMarginFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Discount Margin from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- discountMarginFromZSpreadToOptimalExercise
  
  public double discountMarginFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Discount Margin from Z Spread to Optimal Exercise
  
  Specified by:
  
  discountMarginFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Discount Margin from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Discount Margin cannot be calculated
- durationFromASW
  
  public double durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from ASW to Work-out
  
  Specified by:
  
  durationFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Duration from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Duration cannot be calculated
- durationFromASW
  
  public double durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from ASW to Maturity
  
  Specified by:
  
  durationFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Duration from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromASWToOptimalExercise
  
  public double durationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from ASW to Optimal Exercise
  
  Specified by:
  
  durationFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Duration from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromBondBasis
  
  public double durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Bond Basis to Work-out
  
  Specified by:
  
  durationFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Duration from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromBondBasis
  
  public double durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Bond Basis to Maturity
  
  Specified by:
  
  durationFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Duration from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromBondBasisToOptimalExercise
  
  public double durationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Bond Basis to Optimal Exercise
  
  Specified by:
  
  durationFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Duration from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromCreditBasis
  
  public double durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Credit Basis to Work-out
  
  Specified by:
  
  durationFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Duration from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromCreditBasis
  
  public double durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Credit Basis to Maturity
  
  Specified by:
  
  durationFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Duration from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromCreditBasisToOptimalExercise
  
  public double durationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Credit Basis to Optimal Exercise
  
  Specified by:
  
  durationFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Duration from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromDiscountMargin
  
  public double durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Discount Margin to Work-out
  
  Specified by:
  
  durationFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Duration from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromDiscountMargin
  
  public double durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Discount Margin to Maturity
  
  Specified by:
  
  durationFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Duration from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromDiscountMarginToOptimalExercise
  
  public double durationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Discount Margin to Optimal Exercise
  
  Specified by:
  
  durationFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Duration from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromESpread
  
  public double durationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from E Spread to Work-out
  
  Specified by:
  
  durationFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Duration from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromESpread
  
  public double durationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from E Spread to Maturity
  
  Specified by:
  
  durationFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Duration from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromESpreadToOptimalExercise
  
  public double durationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from E Spread to Optimal Exercise
  
  Specified by:
  
  durationFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Duration from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromGSpread
  
  public double durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from G Spread to Work-out
  
  Specified by:
  
  durationFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Duration from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromGSpread
  
  public double durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from G Spread to Maturity
  
  Specified by:
  
  durationFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Duration from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromGSpreadToOptimalExercise
  
  public double durationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from G Spread to Optimal Exercise
  
  Specified by:
  
  durationFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Duration from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromISpread
  
  public double durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from I Spread to Work-out
  
  Specified by:
  
  durationFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Duration from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromISpread
  
  public double durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from I Spread to Maturity
  
  Specified by:
  
  durationFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Duration from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromISpreadToOptimalExercise
  
  public double durationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from I Spread to Optimal Exercise
  
  Specified by:
  
  durationFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  Duration from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromJSpread
  
  public double durationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from J Spread to Work-out
  
  Specified by:
  
  durationFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Duration from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromJSpread
  
  public double durationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from J Spread to Maturity
  
  Specified by:
  
  durationFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Duration from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromJSpreadToOptimalExercise
  
  public double durationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from J Spread to Optimal Exercise
  
  Specified by:
  
  durationFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  Duration from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromNSpread
  
  public double durationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from N Spread to Work-out
  
  Specified by:
  
  durationFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Duration from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromNSpread
  
  public double durationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from N Spread to Maturity
  
  Specified by:
  
  durationFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Duration from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromNSpreadToOptimalExercise
  
  public double durationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from N Spread to Optimal Exercise
  
  Specified by:
  
  durationFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Duration from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromOAS
  
  public double durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from OAS to Work-out
  
  Specified by:
  
  durationFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Duration from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromOAS
  
  public double durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from OAS to Maturity
  
  Specified by:
  
  durationFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Duration from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromOASToOptimalExercise
  
  public double durationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from OAS to Optimal Exercise
  
  Specified by:
  
  durationFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Duration from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromPECS
  
  public double durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from PECS to Work-out
  
  Specified by:
  
  durationFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Duration from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromPECS
  
  public double durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from PECS to Maturity
  
  Specified by:
  
  durationFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Duration from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromPECSToOptimalExercise
  
  public double durationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from PECS to Optimal Exercise
  
  Specified by:
  
  durationFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Duration from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromPrice
  
  public double durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Price to Work-out
  
  Specified by:
  
  durationFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Duration from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromPrice
  
  public double durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Price to Maturity
  
  Specified by:
  
  durationFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Duration from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromPriceToOptimalExercise
  
  public double durationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Price to Optimal Exercise
  
  Specified by:
  
  durationFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Duration from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromTSYSpread
  
  public double durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from TSY Spread to Work-out
  
  Specified by:
  
  durationFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Duration from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromTSYSpread
  
  public double durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from TSY Spread to Maturity
  
  Specified by:
  
  durationFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Duration from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromTSYSpreadToOptimalExercise
  
  public double durationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from TSY Spread to Optimal Exercise
  
  Specified by:
  
  durationFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  Duration from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromYield
  
  public double durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Yield to Work-out
  
  Specified by:
  
  durationFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Duration from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromYield
  
  public double durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Yield to Maturity
  
  Specified by:
  
  durationFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Duration from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromYieldToOptimalExercise
  
  public double durationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Yield to Optimal Exercise
  
  Specified by:
  
  durationFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Duration from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromYieldSpread
  
  public double durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Yield Spread to Work-out
  
  Specified by:
  
  durationFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Duration from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromYieldSpread
  
  public double durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Yield Spread to Maturity
  
  Specified by:
  
  durationFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Duration from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromYieldSpreadToOptimalExercise
  
  public double durationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Yield Spread to Optimal Exercise
  
  Specified by:
  
  durationFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Duration from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromZSpread
  
  public double durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Z Spread to Work-out
  
  Specified by:
  
  durationFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Duration from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromZSpread
  
  public double durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Z Spread to Maturity
  
  Specified by:
  
  durationFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Duration from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- durationFromZSpreadToOptimalExercise
  
  public double durationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Duration from Z Spread to Optimal Exercise
  
  Specified by:
  
  durationFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Duration from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Duration cannot be calculated
- eSpreadFromASW
  
  public double eSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from ASW to Work-out
  
  Specified by:
  
  eSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  E Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromASW
  
  public double eSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from ASW to Maturity
  
  Specified by:
  
  eSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  E Spread from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- eSpreadFromASWToOptimalExercise
  
  public double eSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from ASW to Optimal Exercise
  
  Specified by:
  
  eSpreadFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  E Spread from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromBondBasis
  
  public double eSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Bond Basis to Work-out
  
  Specified by:
  
  eSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  E Spread from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- eSpreadFromBondBasis
  
  public double eSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Bond Basis to Maturity
  
  Specified by:
  
  eSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  E Spread from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromBondBasisToOptimalExercise
  
  public double eSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Bond Basis to Optimal Exercise
  
  Specified by:
  
  eSpreadFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  E Spread from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromCreditBasis
  
  public double eSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Credit Basis to Work-out
  
  Specified by:
  
  eSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  E Spread from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromCreditBasis
  
  public double eSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Credit Basis to Maturity
  
  Specified by:
  
  eSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  E Spread from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromCreditBasisToOptimalExercise
  
  public double eSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Credit Basis to Optimal Exercise
  
  Specified by:
  
  eSpreadFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  E Spread from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromDiscountMargin
  
  public double eSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Discount Margin to Work-out
  
  Specified by:
  
  eSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  E Spread from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromDiscountMargin
  
  public double eSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Discount Margin to Maturity
  
  Specified by:
  
  eSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  E Spread from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromDiscountMarginToOptimalExercise
  
  public double eSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Discount Margin to Optimal Exercise
  
  Specified by:
  
  eSpreadFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  E Spread from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromGSpread
  
  public double eSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from G Spread to Work-out
  
  Specified by:
  
  eSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  E Spread from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromGSpread
  
  public double eSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from G Spread to Maturity
  
  Specified by:
  
  eSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  E Spread from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromGSpreadToOptimalExercise
  
  public double eSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from G Spread to Optimal Exercise
  
  Specified by:
  
  eSpreadFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  E Spread from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromISpread
  
  public double eSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from I Spread to Work-out
  
  Specified by:
  
  eSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  E Spread from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromISpread
  
  public double eSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from I Spread to Maturity
  
  Specified by:
  
  eSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  E Spread from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromISpreadToOptimalExercise
  
  public double eSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from I Spread to Optimal Exercise
  
  Specified by:
  
  eSpreadFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - ISpread to Optimal Exercise
  
  Returns:
  
  E Spread from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromJSpread
  
  public double eSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from J Spread to Work-out
  
  Specified by:
  
  eSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  E Spread from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromJSpread
  
  public double eSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from J Spread to Maturity
  
  Specified by:
  
  eSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  E Spread from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromJSpreadToOptimalExercise
  
  public double eSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from J Spread to Optimal Exercise
  
  Specified by:
  
  eSpreadFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - JSpread to Optimal Exercise
  
  Returns:
  
  E Spread from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromNSpread
  
  public double eSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from N Spread to Work-out
  
  Specified by:
  
  eSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  E Spread from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromNSpread
  
  public double eSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from N Spread to Maturity
  
  Specified by:
  
  eSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  E Spread from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromNSpreadToOptimalExercise
  
  public double eSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from N Spread to Optimal Exercise
  
  Specified by:
  
  eSpreadFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  E Spread from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromOAS
  
  public double eSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from OAS to Work-out
  
  Specified by:
  
  eSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  E Spread from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromOAS
  
  public double eSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from OAS to Maturity
  
  Specified by:
  
  eSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  E Spread from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromOASToOptimalExercise
  
  public double eSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from OAS to Optimal Exercise
  
  Specified by:
  
  eSpreadFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  E Spread from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromPECS
  
  public double eSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from PECS to Work-out
  
  Specified by:
  
  eSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  E Spread from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromPECS
  
  public double eSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from PECS to Maturity
  
  Specified by:
  
  eSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  E Spread from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromPECSToOptimalExercise
  
  public double eSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from PECS to Optimal Exercise
  
  Specified by:
  
  eSpreadFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  E Spread from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromPrice
  
  public double eSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Price to Work-out
  
  Specified by:
  
  eSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  E Spread from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromPrice
  
  public double eSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Price to Maturity
  
  Specified by:
  
  eSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  E Spread from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromPriceToOptimalExercise
  
  public double eSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Price to Optimal Exercise
  
  Specified by:
  
  eSpreadFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  E Spread from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromTSYSpread
  
  public double eSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from TSY Spread to Work-out
  
  Specified by:
  
  eSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  E Spread from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromTSYSpread
  
  public double eSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from TSY Spread to Maturity
  
  Specified by:
  
  eSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  E Spread from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromTSYSpreadToOptimalExercise
  
  public double eSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from TSY Spread to Optimal Exercise
  
  Specified by:
  
  eSpreadFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  E Spread from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromYield
  
  public double eSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Yield to Work-out
  
  Specified by:
  
  eSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  E Spread from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromYield
  
  public double eSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Yield to Maturity
  
  Specified by:
  
  eSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  E Spread from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromYieldToOptimalExercise
  
  public double eSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Yield to Optimal Exercise
  
  Specified by:
  
  eSpreadFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  E Spread from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromYieldSpread
  
  public double eSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Yield Spread to Work-out
  
  Specified by:
  
  eSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  E Spread from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromYieldSpread
  
  public double eSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Yield Spread to Maturity
  
  Specified by:
  
  eSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  E Spread from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- eSpreadFromYieldSpreadToOptimalExercise
  
  public double eSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate E Spread from Yield Spread to Optimal Exercise
  
  Specified by:
  
  eSpreadFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  E Spread from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if E Spread cannot be calculated
- gSpreadFromASW
  
  public double gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from ASW to Work-out
  
  Specified by:
  
  gSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  G Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromASW
  
  public double gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from ASW to Maturity
  
  Specified by:
  
  gSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  G Spread from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromASWToOptimalExercise
  
  public double gSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from ASW to Optimal Exercise
  
  Specified by:
  
  gSpreadFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  G Spread from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromBondBasis
  
  public double gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Bond Basis to Work-out
  
  Specified by:
  
  gSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  G Spread from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromBondBasis
  
  public double gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Bond Basis to Maturity
  
  Specified by:
  
  gSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  G Spread from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromBondBasisToOptimalExercise
  
  public double gSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Bond Basis to Optimal Exercise
  
  Specified by:
  
  gSpreadFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  G Spread from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromCreditBasis
  
  public double gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Credit Basis to Work-out
  
  Specified by:
  
  gSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  G Spread from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromCreditBasis
  
  public double gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Credit Basis to Maturity
  
  Specified by:
  
  gSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  G Spread from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromCreditBasisToOptimalExercise
  
  public double gSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Credit Basis to Optimal Exercise
  
  Specified by:
  
  gSpreadFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  G Spread from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromDiscountMargin
  
  public double gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Discount Margin to Work-out
  
  Specified by:
  
  gSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  G Spread from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromDiscountMargin
  
  public double gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Discount Margin to Maturity
  
  Specified by:
  
  gSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  G Spread from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromDiscountMarginToOptimalExercise
  
  public double gSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Discount Margin to Optimal Exercise
  
  Specified by:
  
  gSpreadFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  G Spread from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromESpread
  
  public double gSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from E Spread to Work-out
  
  Specified by:
  
  gSpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  G Spread from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromESpread
  
  public double gSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from E Spread to Maturity
  
  Specified by:
  
  gSpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  G Spread from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromESpreadToOptimalExercise
  
  public double gSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from E Spread to Optimal Exercise
  
  Specified by:
  
  gSpreadFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  G Spread from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromISpread
  
  public double gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from I Spread to Work-out
  
  Specified by:
  
  gSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  G Spread from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromISpread
  
  public double gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from I Spread to Maturity
  
  Specified by:
  
  gSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  G Spread from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromISpreadToOptimalExercise
  
  public double gSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from I Spread to Optimal Exercise
  
  Specified by:
  
  gSpreadFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  G Spread from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromJSpread
  
  public double gSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from J Spread to Work-out
  
  Specified by:
  
  gSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  G Spread from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromJSpread
  
  public double gSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from J Spread to Maturity
  
  Specified by:
  
  gSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  G Spread from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromJSpreadToOptimalExercise
  
  public double gSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from J Spread to Optimal Exercise
  
  Specified by:
  
  gSpreadFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  G Spread from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromNSpread
  
  public double gSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from N Spread to Work-out
  
  Specified by:
  
  gSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  G Spread from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromNSpread
  
  public double gSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from N Spread to Maturity
  
  Specified by:
  
  gSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  G Spread from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromNSpreadToOptimalExercise
  
  public double gSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from N Spread to Optimal Exercise
  
  Specified by:
  
  gSpreadFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  G Spread from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromOAS
  
  public double gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from OAS to Work-out
  
  Specified by:
  
  gSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  G Spread from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromOAS
  
  public double gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from OAS to Maturity
  
  Specified by:
  
  gSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  G Spread from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromOASToOptimalExercise
  
  public double gSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from OAS to Optimal Exercise
  
  Specified by:
  
  gSpreadFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  G Spread from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromPECS
  
  public double gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from PECS to Work-out
  
  Specified by:
  
  gSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  G Spread from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromPECS
  
  public double gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from PECS to Maturity
  
  Specified by:
  
  gSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  G Spread from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromPECSToOptimalExercise
  
  public double gSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from PECS to Optimal Exercise
  
  Specified by:
  
  gSpreadFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  G Spread from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromPrice
  
  public double gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Price to Work-out
  
  Specified by:
  
  gSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  G Spread from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromPrice
  
  public double gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Price to Maturity
  
  Specified by:
  
  gSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  G Spread from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromPriceToOptimalExercise
  
  public double gSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Price to Optimal Exercise
  
  Specified by:
  
  gSpreadFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  G Spread from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromTSYSpread
  
  public double gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from TSY Spread to Work-out
  
  Specified by:
  
  gSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  G Spread from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromTSYSpread
  
  public double gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from TSY Spread to Maturity
  
  Specified by:
  
  gSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  G Spread from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromTSYSpreadToOptimalExercise
  
  public double gSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from TSY Spread to Optimal Exercise
  
  Specified by:
  
  gSpreadFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  G Spread from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromYield
  
  public double gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Yield to Work-out
  
  Specified by:
  
  gSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  G Spread from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromYield
  
  public double gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Yield to Maturity
  
  Specified by:
  
  gSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  G Spread from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromYieldToOptimalExercise
  
  public double gSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Yield to Optimal Exercise
  
  Specified by:
  
  gSpreadFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  G Spread from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromYieldSpread
  
  public double gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Yield Spread to Work-out
  
  Specified by:
  
  gSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  G Spread from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromYieldSpread
  
  public double gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Yield Spread to Maturity
  
  Specified by:
  
  gSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  G Spread from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromYieldSpreadToOptimalExercise
  
  public double gSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Yield Spread to Optimal Exercise
  
  Specified by:
  
  gSpreadFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  G Spread from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromZSpread
  
  public double gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Z Spread to Work-out
  
  Specified by:
  
  gSpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  G Spread from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the G Spread cannot be calculated
- gSpreadFromZSpread
  
  public double gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Z Spread to Maturity
  
  Specified by:
  
  gSpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  G Spread from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- gSpreadFromZSpreadToOptimalExercise
  
  public double gSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate G Spread from Z Spread to Optimal Exercise
  
  Specified by:
  
  gSpreadFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  G Spread from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if G Spread cannot be calculated
- iSpreadFromASW
  
  public double iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from ASW to Work-out
  
  Specified by:
  
  iSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  I Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromASW
  
  public double iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from ASW to Maturity
  
  Specified by:
  
  iSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  I Spread from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromASWToOptimalExercise
  
  public double iSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from ASW to Optimal Exercise
  
  Specified by:
  
  iSpreadFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  I Spread from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromBondBasis
  
  public double iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Bond Basis to Work-out
  
  Specified by:
  
  iSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  I Spread from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromBondBasis
  
  public double iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Bond Basis to Maturity
  
  Specified by:
  
  iSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  I Spread from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromBondBasisToOptimalExercise
  
  public double iSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Bond Basis to Optimal Exercise
  
  Specified by:
  
  iSpreadFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  I Spread from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromCreditBasis
  
  public double iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Credit Basis to Work-out
  
  Specified by:
  
  iSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  I Spread from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromCreditBasis
  
  public double iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Credit Basis to Maturity
  
  Specified by:
  
  iSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  I Spread from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromCreditBasisToOptimalExercise
  
  public double iSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Credit Basis to Optimal Exercise
  
  Specified by:
  
  iSpreadFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  I Spread from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromDiscountMargin
  
  public double iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Discount Margin to Work-out
  
  Specified by:
  
  iSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  I Spread from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromDiscountMargin
  
  public double iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Discount Margin to Maturity
  
  Specified by:
  
  iSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  I Spread from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromDiscountMarginToOptimalExercise
  
  public double iSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Discount Margin to Optimal Exercise
  
  Specified by:
  
  iSpreadFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  I Spread from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromESpread
  
  public double iSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from E Spread to Work-out
  
  Specified by:
  
  iSpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  I Spread from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromESpread
  
  public double iSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from E Spread to Maturity
  
  Specified by:
  
  iSpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  I Spread from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromESpreadToOptimalExercise
  
  public double iSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from E Spread to Optimal Exercise
  
  Specified by:
  
  iSpreadFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  I Spread from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromGSpread
  
  public double iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from G Spread to Work-out
  
  Specified by:
  
  iSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  I Spread from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromGSpread
  
  public double iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from G Spread to Maturity
  
  Specified by:
  
  iSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  I Spread from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromGSpreadToOptimalExercise
  
  public double iSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from G Spread to Optimal Exercise
  
  Specified by:
  
  iSpreadFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  I Spread from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromJSpread
  
  public double iSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from J Spread to Work-out
  
  Specified by:
  
  iSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  I Spread from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromJSpread
  
  public double iSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from J Spread to Maturity
  
  Specified by:
  
  iSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  I Spread from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromJSpreadToOptimalExercise
  
  public double iSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from J Spread to Optimal Exercise
  
  Specified by:
  
  iSpreadFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  I Spread from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromNSpread
  
  public double iSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from N Spread to Work-out
  
  Specified by:
  
  iSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  I Spread from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromNSpread
  
  public double iSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from N Spread to Maturity
  
  Specified by:
  
  iSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  I Spread from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromNSpreadToOptimalExercise
  
  public double iSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from N Spread to Optimal Exercise
  
  Specified by:
  
  iSpreadFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  I Spread from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromOAS
  
  public double iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from OAS to Work-out
  
  Specified by:
  
  iSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  I Spread from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromOAS
  
  public double iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from OAS to Maturity
  
  Specified by:
  
  iSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  I Spread from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromOASToOptimalExercise
  
  public double iSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from OAS to Optimal Exercise
  
  Specified by:
  
  iSpreadFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  I Spread from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromPECS
  
  public double iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from PECS to Work-out
  
  Specified by:
  
  iSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  I Spread from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromPECS
  
  public double iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from PECS to Maturity
  
  Specified by:
  
  iSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  I Spread from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromPECSToOptimalExercise
  
  public double iSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from PECS to Optimal Exercise
  
  Specified by:
  
  iSpreadFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  I Spread from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromPrice
  
  public double iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Price to Work-out
  
  Specified by:
  
  iSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  I Spread from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromPrice
  
  public double iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Price to Maturity
  
  Specified by:
  
  iSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  I Spread from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromPriceToOptimalExercise
  
  public double iSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Price to Optimal Exercise
  
  Specified by:
  
  iSpreadFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  I Spread from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromTSYSpread
  
  public double iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from TSY Spread to Work-out
  
  Specified by:
  
  iSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  I Spread from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromTSYSpread
  
  public double iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from TSY Spread to Maturity
  
  Specified by:
  
  iSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  I Spread from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromTSYSpreadToOptimalExercise
  
  public double iSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from TSY Spread to Optimal Exercise
  
  Specified by:
  
  iSpreadFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  I Spread from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromYield
  
  public double iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Yield to Work-out
  
  Specified by:
  
  iSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  I Spread from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromYield
  
  public double iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Yield to Maturity
  
  Specified by:
  
  iSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  I Spread from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromYieldToOptimalExercise
  
  public double iSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Yield to Optimal Exercise
  
  Specified by:
  
  iSpreadFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  I Spread from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromYieldSpread
  
  public double iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Yield Spread to Work-out
  
  Specified by:
  
  iSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  I Spread from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromYieldSpread
  
  public double iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Yield Spread to Maturity
  
  Specified by:
  
  iSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  I Spread from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromYieldSpreadToOptimalExercise
  
  public double iSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Yield Spread to Optimal Exercise
  
  Specified by:
  
  iSpreadFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  I Spread from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromZSpread
  
  public double iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Z Spread to Work-out
  
  Specified by:
  
  iSpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  I Spread from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromZSpread
  
  public double iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Z Spread to Maturity
  
  Specified by:
  
  iSpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  I Spread from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- iSpreadFromZSpreadToOptimalExercise
  
  public double iSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate I Spread from Z Spread to Optimal Exercise
  
  Specified by:
  
  iSpreadFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  I Spread from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if I Spread cannot be calculated
- jSpreadFromASW
  
  public double jSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from ASW to Work-out
  
  Specified by:
  
  jSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  J Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromASW
  
  public double jSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from ASW to Maturity
  
  Specified by:
  
  jSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  J Spread from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromASWToOptimalExercise
  
  public double jSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from ASW to Optimal Exercise
  
  Specified by:
  
  jSpreadFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  J Spread from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromBondBasis
  
  public double jSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Bond Basis to Work-out
  
  Specified by:
  
  jSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  J Spread from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromBondBasis
  
  public double jSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Bond Basis to Maturity
  
  Specified by:
  
  jSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  J Spread from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromBondBasisToOptimalExercise
  
  public double jSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Bond Basis to Optimal Exercise
  
  Specified by:
  
  jSpreadFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  J Spread from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromCreditBasis
  
  public double jSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Credit Basis to Work-out
  
  Specified by:
  
  jSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  J Spread from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromCreditBasis
  
  public double jSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Credit Basis to Maturity
  
  Specified by:
  
  jSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  J Spread from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromCreditBasisToOptimalExercise
  
  public double jSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Credit Basis to Optimal Exercise
  
  Specified by:
  
  jSpreadFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  J Spread from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromDiscountMargin
  
  public double jSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Discount Margin to Work-out
  
  Specified by:
  
  jSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  J Spread from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromDiscountMargin
  
  public double jSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Discount Margin to Maturity
  
  Specified by:
  
  jSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  J Spread from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromDiscountMarginToOptimalExercise
  
  public double jSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Discount Margin to Optimal Exercise
  
  Specified by:
  
  jSpreadFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  J Spread from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromESpread
  
  public double jSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from E Spread to Work-out
  
  Specified by:
  
  jSpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  J Spread from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromESpread
  
  public double jSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from E Spread to Maturity
  
  Specified by:
  
  jSpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  J Spread from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromESpreadToOptimalExercise
  
  public double jSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from E Spread to Optimal Exercise
  
  Specified by:
  
  jSpreadFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  J Spread from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromGSpread
  
  public double jSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from G Spread to Work-out
  
  Specified by:
  
  jSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  J Spread from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromGSpread
  
  public double jSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from G Spread to Maturity
  
  Specified by:
  
  jSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  J Spread from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromGSpreadToOptimalExercise
  
  public double jSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from G Spread to Optimal Exercise
  
  Specified by:
  
  jSpreadFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  J Spread from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromISpread
  
  public double jSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from I Spread to Work-out
  
  Specified by:
  
  jSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  J Spread from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromISpread
  
  public double jSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from I Spread to Maturity
  
  Specified by:
  
  jSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  J Spread from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromISpreadToOptimalExercise
  
  public double jSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from I Spread to Optimal Exercise
  
  Specified by:
  
  jSpreadFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  J Spread from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromNSpread
  
  public double jSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from N Spread to Work-out
  
  Specified by:
  
  jSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  J Spread from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromNSpread
  
  public double jSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from N Spread to Maturity
  
  Specified by:
  
  jSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  J Spread from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromNSpreadToOptimalExercise
  
  public double jSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from N Spread to Optimal Exercise
  
  Specified by:
  
  jSpreadFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  J Spread from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- jSpreadFromOAS
  
  public double jSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from OAS to Work-out
  
  Specified by:
  
  jSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  J Spread from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromOAS
  
  public double jSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from OAS to Maturity
  
  Specified by:
  
  jSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  J Spread from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromOASToOptimalExercise
  
  public double jSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from OAS to Optimal Exercise
  
  Specified by:
  
  jSpreadFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  J Spread from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromPECS
  
  public double jSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from PECS to Work-out
  
  Specified by:
  
  jSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  J Spread from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromPECS
  
  public double jSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from PECS to Maturity
  
  Specified by:
  
  jSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  J Spread from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromPECSToOptimalExercise
  
  public double jSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from PECS to Optimal Exercise
  
  Specified by:
  
  jSpreadFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  J Spread from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromPrice
  
  public double jSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Price to Work-out
  
  Specified by:
  
  jSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  J Spread from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromPrice
  
  public double jSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Price to Maturity
  
  Specified by:
  
  jSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  J Spread from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromPriceToOptimalExercise
  
  public double jSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Price to Optimal Exercise
  
  Specified by:
  
  jSpreadFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  J Spread from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromTSYSpread
  
  public double jSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from TSY Spread to Work-out
  
  Specified by:
  
  jSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  J Spread from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromTSYSpread
  
  public double jSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from TSY Spread to Maturity
  
  Specified by:
  
  jSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  J Spread from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromTSYSpreadToOptimalExercise
  
  public double jSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from TSY Spread to Optimal Exercise
  
  Specified by:
  
  jSpreadFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  J Spread from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromYield
  
  public double jSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Yield to Work-out
  
  Specified by:
  
  jSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  J Spread from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromYield
  
  public double jSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Yield to Maturity
  
  Specified by:
  
  jSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  J Spread from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromYieldToOptimalExercise
  
  public double jSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Yield to Optimal Exercise
  
  Specified by:
  
  jSpreadFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  J Spread from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromYieldSpread
  
  public double jSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Yield Spread to Work-out
  
  Specified by:
  
  jSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  J Spread from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromYieldSpread
  
  public double jSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Yield Spread to Maturity
  
  Specified by:
  
  jSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  J Spread from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromYieldSpreadToOptimalExercise
  
  public double jSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Yield Spread to Optimal Exercise
  
  Specified by:
  
  jSpreadFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  J Spread from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromZSpread
  
  public double jSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Z Spread to Work-out
  
  Specified by:
  
  jSpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  J Spread from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromZSpread
  
  public double jSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Z Spread to Maturity
  
  Specified by:
  
  jSpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  J Spread from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- jSpreadFromZSpreadToOptimalExercise
  
  public double jSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate J Spread from Z Spread to Optimal Exercise
  
  Specified by:
  
  jSpreadFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  J Spread from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if J Spread cannot be calculated
- macaulayDurationFromASW
  
  public double macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from ASW to Work-out
  
  Specified by:
  
  macaulayDurationFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Macaulay Duration from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromASW
  
  public double macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from ASW to Maturity
  
  Specified by:
  
  macaulayDurationFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Macaulay Duration from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromASWToOptimalExercise
  
  public double macaulayDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from ASW to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromBondBasis
  
  public double macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Bond Basis to Work-out
  
  Specified by:
  
  macaulayDurationFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Macaulay Duration from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromBondBasis
  
  public double macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Bond Basis to Maturity
  
  Specified by:
  
  macaulayDurationFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Macaulay Duration from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromBondBasisToOptimalExercise
  
  public double macaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Bond Basis to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromCreditBasis
  
  public double macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Credit Basis to Work-out
  
  Specified by:
  
  macaulayDurationFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Macaulay Duration from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromCreditBasis
  
  public double macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Credit Basis to Maturity
  
  Specified by:
  
  macaulayDurationFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Macaulay Duration from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromCreditBasisToOptimalExercise
  
  public double macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Credit Basis to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromDiscountMargin
  
  public double macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Discount Margin to Work-out
  
  Specified by:
  
  macaulayDurationFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Macaulay Duration from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromDiscountMargin
  
  public double macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Discount Margin to Maturity
  
  Specified by:
  
  macaulayDurationFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Macaulay Duration from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromDiscountMarginToOptimalExercise
  
  public double macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Discount Margin to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromESpread
  
  public double macaulayDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from E Spread to Work-out
  
  Specified by:
  
  macaulayDurationFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Macaulay Duration from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromESpread
  
  public double macaulayDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from E Spread to Maturity
  
  Specified by:
  
  macaulayDurationFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Macaulay Duration from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromESpreadToOptimalExercise
  
  public double macaulayDurationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from E Spread to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromGSpread
  
  public double macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from G Spread to Work-out
  
  Specified by:
  
  macaulayDurationFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Macaulay Duration from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromGSpread
  
  public double macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from G Spread to Maturity
  
  Specified by:
  
  macaulayDurationFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Macaulay Duration from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromGSpreadToOptimalExercise
  
  public double macaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from G Spread to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromISpread
  
  public double macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from I Spread to Work-out
  
  Specified by:
  
  macaulayDurationFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Macaulay Duration from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromISpread
  
  public double macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from I Spread to Maturity
  
  Specified by:
  
  macaulayDurationFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Macaulay Duration from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromISpreadToOptimalExercise
  
  public double macaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from I Spread to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromJSpread
  
  public double macaulayDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from J Spread to Work-out
  
  Specified by:
  
  macaulayDurationFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Macaulay Duration from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromJSpread
  
  public double macaulayDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from J Spread to Maturity
  
  Specified by:
  
  macaulayDurationFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Macaulay Duration from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromJSpreadToOptimalExercise
  
  public double macaulayDurationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from J Spread to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromNSpread
  
  public double macaulayDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from N Spread to Work-out
  
  Specified by:
  
  macaulayDurationFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Macaulay Duration from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromNSpread
  
  public double macaulayDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from N Spread to Maturity
  
  Specified by:
  
  macaulayDurationFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Macaulay Duration from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromNSpreadToOptimalExercise
  
  public double macaulayDurationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from N Spread to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromOAS
  
  public double macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from OAS to Work-out
  
  Specified by:
  
  macaulayDurationFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Macaulay Duration from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromOAS
  
  public double macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from OAS to Maturity
  
  Specified by:
  
  macaulayDurationFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Macaulay Duration from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- mnacaulayDurationFromOASToOptimalExercise
  
  public double mnacaulayDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from OAS to Optimal Exercise
  
  Specified by:
  
  mnacaulayDurationFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromPECS
  
  public double macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from PECS to Work-out
  
  Specified by:
  
  macaulayDurationFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Macaulay Duration from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromPECS
  
  public double macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from PECS to Maturity
  
  Specified by:
  
  macaulayDurationFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Macaulay Duration from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromPECSToOptimalExercise
  
  public double macaulayDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from PECS to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromPrice
  
  public double macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Price to Work-out
  
  Specified by:
  
  macaulayDurationFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Macaulay Duration from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromPrice
  
  public double macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Price to Maturity
  
  Specified by:
  
  macaulayDurationFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Macaulay Duration from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromPriceToOptimalExercise
  
  public double macaulayDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Price to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromTSYSpread
  
  public double macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from TSY Spread to Work-out
  
  Specified by:
  
  macaulayDurationFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Macaulay Duration from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromTSYSpread
  
  public double macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from TSY Spread to Maturity
  
  Specified by:
  
  macaulayDurationFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Macaulay Duration from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromTSYSpreadToOptimalExercise
  
  public double macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from TSY Spread to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromYield
  
  public double macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Yield to Work-out
  
  Specified by:
  
  macaulayDurationFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Macaulay Duration from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromYield
  
  public double macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Yield to Maturity
  
  Specified by:
  
  macaulayDurationFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Macaulay Duration from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromYieldToOptimalExercise
  
  public double macaulayDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Yield to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromYieldSpread
  
  public double macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Yield Spread to Work-out
  
  Specified by:
  
  macaulayDurationFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Macaulay Duration from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromYieldSpread
  
  public double macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Yield Spread to Maturity
  
  Specified by:
  
  macaulayDurationFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Macaulay Duration from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromYieldSpreadToOptimalExercise
  
  public double macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Yield Spread to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromZSpread
  
  public double macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Z Spread to Work-out
  
  Specified by:
  
  macaulayDurationFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Macaulay Duration from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromZSpread
  
  public double macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Z Spread to Maturity
  
  Specified by:
  
  macaulayDurationFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Macaulay Duration from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromZSpreadToOptimalExercise
  
  public double macaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Macaulay Duration from Z Spread to Optimal Exercise
  
  Specified by:
  
  macaulayDurationFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Macaulay Duration from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- modifiedDurationFromASW
  
  public double modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from ASW to Work-out
  
  Specified by:
  
  modifiedDurationFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Modified Duration from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromASW
  
  public double modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from ASW to Maturity
  
  Specified by:
  
  modifiedDurationFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Modified Duration from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromASWToOptimalExercise
  
  public double modifiedDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from ASW to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Modified Duration from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromBondBasis
  
  public double modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Bond Basis to Work-out
  
  Specified by:
  
  modifiedDurationFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Modified Duration from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromBondBasis
  
  public double modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Bond Basis to Maturity
  
  Specified by:
  
  modifiedDurationFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Modified Duration from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromBondBasisToOptimalExercise
  
  public double modifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Bond Basis to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Modified Duration from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromCreditBasis
  
  public double modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Credit Basis to Work-out
  
  Specified by:
  
  modifiedDurationFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Modified Duration from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromCreditBasis
  
  public double modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Credit Basis to Maturity
  
  Specified by:
  
  modifiedDurationFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Modified Duration from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromCreditBasisToOptimalExercise
  
  public double modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Credit Basis to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Modified Duration from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromDiscountMargin
  
  public double modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Discount Margin to Work-out
  
  Specified by:
  
  modifiedDurationFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Modified Duration from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromDiscountMargin
  
  public double modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Discount Margin to Maturity
  
  Specified by:
  
  modifiedDurationFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Modified Duration from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromDiscountMarginToOptimalExercise
  
  public double modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Discount Margin to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Modified Duration from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromESpread
  
  public double modifiedDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from E Spread to Work-out
  
  Specified by:
  
  modifiedDurationFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Modified Duration from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromESpread
  
  public double modifiedDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from E Spread to Maturity
  
  Specified by:
  
  modifiedDurationFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Modified Duration from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromESpreadToOptimalExercise
  
  public double modifiedDurationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from E Spread to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Modified Duration from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromGSpread
  
  public double modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from G Spread to Work-out
  
  Specified by:
  
  modifiedDurationFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Modified Duration from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromGSpread
  
  public double modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from G Spread to Maturity
  
  Specified by:
  
  modifiedDurationFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Modified Duration from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromGSpreadToOptimalExercise
  
  public double modifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from G Spread to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Modified Duration from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromISpread
  
  public double modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from I Spread to Work-out
  
  Specified by:
  
  modifiedDurationFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Modified Duration from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromISpread
  
  public double modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from I Spread to Maturity
  
  Specified by:
  
  modifiedDurationFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Modified Duration from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromISpreadToOptimalExercise
  
  public double modifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from I Spread to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  Modified Duration from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromJSpread
  
  public double modifiedDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from J Spread to Work-out
  
  Specified by:
  
  modifiedDurationFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - JSpread to Work-out
  
  Returns:
  
  Modified Duration from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromJSpread
  
  public double modifiedDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from J Spread to Maturity
  
  Specified by:
  
  modifiedDurationFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Modified Duration from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromJSpreadToOptimalExercise
  
  public double modifiedDurationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from J Spread to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  Modified Duration from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromNSpread
  
  public double modifiedDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from N Spread to Work-out
  
  Specified by:
  
  modifiedDurationFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Modified Duration from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromNSpread
  
  public double modifiedDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from N Spread to Maturity
  
  Specified by:
  
  modifiedDurationFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Modified Duration from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromNSpreadToOptimalExercise
  
  public double modifiedDurationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from N Spread to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Modified Duration from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromOAS
  
  public double modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from OAS to Work-out
  
  Specified by:
  
  modifiedDurationFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Modified Duration from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromOAS
  
  public double modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from OAS to Maturity
  
  Specified by:
  
  modifiedDurationFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Modified Duration from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromOASToOptimalExercise
  
  public double modifiedDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from OAS to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Modified Duration from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromPECS
  
  public double modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from PECS to Work-out
  
  Specified by:
  
  modifiedDurationFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Modified Duration from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromPECS
  
  public double modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from PECS to Maturity
  
  Specified by:
  
  modifiedDurationFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Modified Duration from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromPECSToOptimalExercise
  
  public double modifiedDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from PECS to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Modified Duration from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromPrice
  
  public double modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Price to Work-out
  
  Specified by:
  
  modifiedDurationFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Modified Duration from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromPrice
  
  public double modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Price to Maturity
  
  Specified by:
  
  modifiedDurationFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Modified Duration from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromPriceToOptimalExercise
  
  public double modifiedDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Price to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Modified Duration from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromTSYSpread
  
  public double modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from TSY Spread to Work-out
  
  Specified by:
  
  modifiedDurationFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Modified Duration from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromTSYSpread
  
  public double modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from TSY Spread to Maturity
  
  Specified by:
  
  modifiedDurationFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Modified Duration from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromTSYSpreadToOptimalExercise
  
  public double modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from TSY Spread to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  Modified Duration from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromYield
  
  public double modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Yield to Work-out
  
  Specified by:
  
  modifiedDurationFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Modified Duration from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromYield
  
  public double modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Yield to Maturity
  
  Specified by:
  
  modifiedDurationFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Modified Duration from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromYieldToOptimalExercise
  
  public double modifiedDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Yield to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Modified Duration from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromYieldSpread
  
  public double modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Yield Spread to Work-out
  
  Specified by:
  
  modifiedDurationFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Modified Duration from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromYieldSpread
  
  public double modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Yield Spread to Maturity
  
  Specified by:
  
  modifiedDurationFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Modified Duration from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromYieldSpreadToOptimalExercise
  
  public double modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Yield Spread to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Modified Duration from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromZSpread
  
  public double modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Z Spread to Work-out
  
  Specified by:
  
  modifiedDurationFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Modified Duration from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromZSpread
  
  public double modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Z Spread to Maturity
  
  Specified by:
  
  modifiedDurationFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Modified Duration from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromZSpreadToOptimalExercise
  
  public double modifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Modified Duration from Z Spread to Optimal Exercise
  
  Specified by:
  
  modifiedDurationFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Modified Duration from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- nSpreadFromASW
  
  public double nSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from ASW to Work-out
  
  Specified by:
  
  nSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  N Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromASW
  
  public double nSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from ASW to Maturity
  
  Specified by:
  
  nSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  N Spread from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromASWToOptimalExercise
  
  public double nSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from ASW to Optimal Exercise
  
  Specified by:
  
  nSpreadFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  N Spread from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromBondBasis
  
  public double nSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Bond Basis to Work-out
  
  Specified by:
  
  nSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  N Spread from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromBondBasis
  
  public double nSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Bond Basis to Maturity
  
  Specified by:
  
  nSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  N Spread from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromBondBasisToOptimalExercise
  
  public double nSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Bond Basis to Optimal Exercise
  
  Specified by:
  
  nSpreadFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  N Spread from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromCreditBasis
  
  public double nSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Credit Basis to Work-out
  
  Specified by:
  
  nSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  N Spread from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromCreditBasis
  
  public double nSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Credit Basis to Maturity
  
  Specified by:
  
  nSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  N Spread from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromCreditBasisToOptimalExercise
  
  public double nSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Credit Basis to Optimal Exercise
  
  Specified by:
  
  nSpreadFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  N Spread from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromDiscountMargin
  
  public double nSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Discount Margin to Work-out
  
  Specified by:
  
  nSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  N Spread from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromDiscountMargin
  
  public double nSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Discount Margin to Maturity
  
  Specified by:
  
  nSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  N Spread from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromDiscountMarginToOptimalExercise
  
  public double nSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Discount Margin to Optimal Exercise
  
  Specified by:
  
  nSpreadFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  N Spread from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromESpread
  
  public double nSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from E Spread to Work-out
  
  Specified by:
  
  nSpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  N Spread from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromESpread
  
  public double nSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from E Spread to Maturity
  
  Specified by:
  
  nSpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  N Spread from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromESpreadToOptimalExercise
  
  public double nSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from E Spread to Optimal Exercise
  
  Specified by:
  
  nSpreadFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  N Spread from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromGSpread
  
  public double nSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from G Spread to Work-out
  
  Specified by:
  
  nSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  N Spread from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromGSpread
  
  public double nSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from G Spread to Maturity
  
  Specified by:
  
  nSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  N Spread from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromGSpreadToOptimalExercise
  
  public double nSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from G Spread to Optimal Exercise
  
  Specified by:
  
  nSpreadFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  N Spread from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromISpread
  
  public double nSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from I Spread to Work-out
  
  Specified by:
  
  nSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  N Spread from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromISpread
  
  public double nSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from I Spread to Maturity
  
  Specified by:
  
  nSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  N Spread from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromISpreadToOptimalExercise
  
  public double nSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from I Spread to Optimal Exercise
  
  Specified by:
  
  nSpreadFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  N Spread from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromJSpread
  
  public double nSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from J Spread to Work-out
  
  Specified by:
  
  nSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  N Spread from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromJSpread
  
  public double nSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from J Spread to Maturity
  
  Specified by:
  
  nSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  N Spread from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromJSpreadToOptimalExercise
  
  public double nSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from J Spread to Optimal Exercise
  
  Specified by:
  
  nSpreadFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  N Spread from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromOAS
  
  public double nSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from OAS to Work-out
  
  Specified by:
  
  nSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  N Spread from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromOAS
  
  public double nSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from OAS to Maturity
  
  Specified by:
  
  nSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  N Spread from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromOASToOptimalExercise
  
  public double nSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from OAS to Optimal Exercise
  
  Specified by:
  
  nSpreadFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  N Spread from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromPECS
  
  public double nSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from PECS to Work-out
  
  Specified by:
  
  nSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  N Spread from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromPECS
  
  public double nSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from PECS to Maturity
  
  Specified by:
  
  nSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  N Spread from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromPECSToOptimalExercise
  
  public double nSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from PECS to Optimal Exercise
  
  Specified by:
  
  nSpreadFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  N Spread from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromPrice
  
  public double nSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Price to Work-out
  
  Specified by:
  
  nSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  N Spread from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromPrice
  
  public double nSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Price to Maturity
  
  Specified by:
  
  nSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  N Spread from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromPriceToOptimalExercise
  
  public double nSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Price to Optimal Exercise
  
  Specified by:
  
  nSpreadFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  N Spread from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromTSYSpread
  
  public double nSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from TSY Spread to Work-out
  
  Specified by:
  
  nSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  N Spread from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromTSYSpread
  
  public double nSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from TSY Spread to Maturity
  
  Specified by:
  
  nSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  N Spread from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromTSYSpreadToOptimalExercise
  
  public double nSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from TSY Spread to Optimal Exercise
  
  Specified by:
  
  nSpreadFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  N Spread from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromYield
  
  public double nSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Yield to Work-out
  
  Specified by:
  
  nSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  N Spread from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromYield
  
  public double nSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Yield to Maturity
  
  Specified by:
  
  nSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  N Spread from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromYieldToOptimalExercise
  
  public double nSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Yield to Optimal Exercise
  
  Specified by:
  
  nSpreadFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  N Spread from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromYieldSpread
  
  public double nSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Yield Spread to Work-out
  
  Specified by:
  
  nSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  N Spread from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromYieldSpread
  
  public double nSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Yield Spread to Maturity
  
  Specified by:
  
  nSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  N Spread from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromYieldSpreadToOptimalExercise
  
  public double nSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Yield Spread to Optimal Exercise
  
  Specified by:
  
  nSpreadFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  N Spread from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromZSpread
  
  public double nSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Z Spread to Work-out
  
  Specified by:
  
  nSpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  N Spread from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromZSpread
  
  public double nSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Z Spread to Maturity
  
  Specified by:
  
  nSpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  N Spread from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- nSpreadFromZSpreadToOptimalExercise
  
  public double nSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate N Spread from Z Spread to Optimal Exercise
  
  Specified by:
  
  nSpreadFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  N Spread from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if N Spread cannot be calculated
- oasFromASW
  
  public double oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from ASW to Work-out
  
  Specified by:
  
  oasFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  OAS from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromASW
  
  public double oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from ASW to Maturity
  
  Specified by:
  
  oasFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  OAS from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromASWToOptimalExercise
  
  public double oasFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from ASW to Optimal Exercise
  
  Specified by:
  
  oasFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  OAS from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromBondBasis
  
  public double oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Bond Basis to Work-out
  
  Specified by:
  
  oasFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  OAS from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromBondBasis
  
  public double oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Bond Basis to Maturity
  
  Specified by:
  
  oasFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  OAS from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromBondBasisToOptimalExercise
  
  public double oasFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Bond Basis to Optimal Exercise
  
  Specified by:
  
  oasFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  OAS from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromCreditBasis
  
  public double oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Credit Basis to Work-out
  
  Specified by:
  
  oasFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  OAS from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromCreditBasis
  
  public double oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Credit Basis to Maturity
  
  Specified by:
  
  oasFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  OAS from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromCreditBasisToOptimalExercise
  
  public double oasFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Credit Basis to Optimal Exercise
  
  Specified by:
  
  oasFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  OAS from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromDiscountMargin
  
  public double oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Discount Margin to Work-out
  
  Specified by:
  
  oasFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  OAS from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromDiscountMargin
  
  public double oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Discount Margin to Maturity
  
  Specified by:
  
  oasFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  OAS from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromDiscountMarginToOptimalExercise
  
  public double oasFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Discount Margin to Optimal Exercise
  
  Specified by:
  
  oasFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  OAS from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromESpread
  
  public double oasFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from E Spread to Work-out
  
  Specified by:
  
  oasFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  OAS from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromESpread
  
  public double oasFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from E Spread to Maturity
  
  Specified by:
  
  oasFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  OAS from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromESpreadToOptimalExercise
  
  public double oasFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from E Spread to Optimal Exercise
  
  Specified by:
  
  oasFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  OAS from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromGSpread
  
  public double oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from G Spread to Work-out
  
  Specified by:
  
  oasFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  OAS from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromGSpread
  
  public double oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from G Spread to Maturity
  
  Specified by:
  
  oasFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  OAS from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromGSpreadToOptimalExercise
  
  public double oasFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from G Spread to Optimal Exercise
  
  Specified by:
  
  oasFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  OAS from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromISpread
  
  public double oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from I Spread to Work-out
  
  Specified by:
  
  oasFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  OAS from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromISpread
  
  public double oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from I Spread to Maturity
  
  Specified by:
  
  oasFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  OAS from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromISpreadToOptimalExercise
  
  public double oasFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from I Spread to Optimal Exercise
  
  Specified by:
  
  oasFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - ISpread to Optimal Exercise
  
  Returns:
  
  OAS from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromJSpread
  
  public double oasFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from J Spread to Work-out
  
  Specified by:
  
  oasFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  OAS from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromJSpread
  
  public double oasFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from J Spread to Maturity
  
  Specified by:
  
  oasFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  OAS from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromJSpreadToOptimalExercise
  
  public double oasFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from J Spread to Optimal Exercise
  
  Specified by:
  
  oasFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - JSpread to Optimal Exercise
  
  Returns:
  
  OAS from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromNSpread
  
  public double oasFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from N Spread to Work-out
  
  Specified by:
  
  oasFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  OAS from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromNSpread
  
  public double oasFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from N Spread to Maturity
  
  Specified by:
  
  oasFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  OAS from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromNSpreadToOptimalExercise
  
  public double oasFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from N Spread to Optimal Exercise
  
  Specified by:
  
  oasFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  OAS from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromPECS
  
  public double oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from PECS to Work-out
  
  Specified by:
  
  oasFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  OAS from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromPECS
  
  public double oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from PECS to Maturity
  
  Specified by:
  
  oasFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  OAS from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromPECSToOptimalExercise
  
  public double oasFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from PECS to Optimal Exercise
  
  Specified by:
  
  oasFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  OAS from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromPrice
  
  public double oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Price to Work-out
  
  Specified by:
  
  oasFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  OAS from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromPrice
  
  public double oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Price to Maturity
  
  Specified by:
  
  oasFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  OAS from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromPriceToOptimalExercise
  
  public double oasFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Price to Optimal Exercise
  
  Specified by:
  
  oasFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  OAS from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromTSYSpread
  
  public double oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from TSY Spread to Work-out
  
  Specified by:
  
  oasFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  OAS from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromTSYSpread
  
  public double oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from TSY Spread to Maturity
  
  Specified by:
  
  oasFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  OAS from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromTSYSpreadToOptimalExercise
  
  public double oasFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from TSY Spread to Optimal Exercise
  
  Specified by:
  
  oasFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  OAS from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromYield
  
  public double oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Yield to Work-out
  
  Specified by:
  
  oasFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  OAS from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromYield
  
  public double oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Yield to Maturity
  
  Specified by:
  
  oasFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  OAS from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromYieldToOptimalExercise
  
  public double oasFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Yield to Optimal Exercise
  
  Specified by:
  
  oasFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  OAS from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromYieldSpread
  
  public double oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Yield Spread to Work-out
  
  Specified by:
  
  oasFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  OAS from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromYieldSpread
  
  public double oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Yield Spread to Maturity
  
  Specified by:
  
  oasFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  OAS from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromYieldSpreadToOptimalExercise
  
  public double oasFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Yield Spread to Optimal Exercise
  
  Specified by:
  
  oasFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  OAS from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromZSpread
  
  public double oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Z Spread to Work-out
  
  Specified by:
  
  oasFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  OAS from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromZSpread
  
  public double oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Z Spread to Maturity
  
  Specified by:
  
  oasFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  OAS from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- oasFromZSpreadToOptimalExercise
  
  public double oasFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate OAS from Z Spread to Optimal Exercise
  
  Specified by:
  
  oasFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  OAS from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if OAS cannot be calculated
- pecsFromASW
  
  public double pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from ASW to Work-out
  
  Specified by:
  
  pecsFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  PECS from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromASW
  
  public double pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from ASW to Maturity
  
  Specified by:
  
  pecsFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  PECS from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromASWToOptimalExercise
  
  public double pecsFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from ASW to Optimal Exercise
  
  Specified by:
  
  pecsFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  PECS from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromBondBasis
  
  public double pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Bond Basis to Work-out
  
  Specified by:
  
  pecsFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  PECS from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromBondBasis
  
  public double pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Bond Basis to Maturity
  
  Specified by:
  
  pecsFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  PECS from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromBondBasisToOptimalExercise
  
  public double pecsFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Bond Basis to Optimal Exercise
  
  Specified by:
  
  pecsFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  PECS from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromCreditBasis
  
  public double pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Credit Basis to Work-out
  
  Specified by:
  
  pecsFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  PECS from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromCreditBasis
  
  public double pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Credit Basis to Maturity
  
  Specified by:
  
  pecsFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  PECS from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromCreditBasisToOptimalExercise
  
  public double pecsFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Credit Basis to Optimal Exercise
  
  Specified by:
  
  pecsFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  PECS from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromDiscountMargin
  
  public double pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Discount Margin to Work-out
  
  Specified by:
  
  pecsFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  PECS from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromDiscountMargin
  
  public double pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Discount Margin to Maturity
  
  Specified by:
  
  pecsFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  PECS from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromDiscountMarginToOptimalExercise
  
  public double pecsFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Discount Margin to Optimal Exercise
  
  Specified by:
  
  pecsFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  PECS from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromESpread
  
  public double pecsFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from E Spread to Work-out
  
  Specified by:
  
  pecsFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  PECS from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromESpread
  
  public double pecsFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from E Spread to Maturity
  
  Specified by:
  
  pecsFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  PECS from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromESpreadToOptimalExercise
  
  public double pecsFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from E Spread to Optimal Exercise
  
  Specified by:
  
  pecsFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  PECS from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromGSpread
  
  public double pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from G Spread to Work-out
  
  Specified by:
  
  pecsFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  PECS from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromGSpread
  
  public double pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from G Spread to Maturity
  
  Specified by:
  
  pecsFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  PECS from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromGSpreadToOptimalExercise
  
  public double pecsFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from G Spread to Optimal Exercise
  
  Specified by:
  
  pecsFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  PECS from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromISpread
  
  public double pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from I Spread to Work-out
  
  Specified by:
  
  pecsFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  PECS from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromISpread
  
  public double pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from I Spread to Maturity
  
  Specified by:
  
  pecsFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  PECS from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromISpreadToOptimalExercise
  
  public double pecsFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from I Spread to Optimal Exercise
  
  Specified by:
  
  pecsFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - ISpread to Optimal Exercise
  
  Returns:
  
  PECS from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromJSpread
  
  public double pecsFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from J Spread to Work-out
  
  Specified by:
  
  pecsFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  PECS from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromJSpread
  
  public double pecsFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from J Spread to Maturity
  
  Specified by:
  
  pecsFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  PECS from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromJSpreadToOptimalExercise
  
  public double pecsFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from J Spread to Optimal Exercise
  
  Specified by:
  
  pecsFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - JSpread to Optimal Exercise
  
  Returns:
  
  PECS from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromNSpread
  
  public double pecsFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from N Spread to Work-out
  
  Specified by:
  
  pecsFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  PECS from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromNSpread
  
  public double pecsFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from N Spread to Maturity
  
  Specified by:
  
  pecsFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  PECS from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromNSpreadToOptimalExercise
  
  public double pecsFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from N Spread to Optimal Exercise
  
  Specified by:
  
  pecsFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  PECS from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromOAS
  
  public double pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from OAS to Work-out
  
  Specified by:
  
  pecsFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  PECS from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromOAS
  
  public double pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from OAS to Maturity
  
  Specified by:
  
  pecsFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  PECS from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromOASToOptimalExercise
  
  public double pecsFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from OAS to Optimal Exercise
  
  Specified by:
  
  pecsFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  PECS from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromPrice
  
  public double pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Price to Work-out
  
  Specified by:
  
  pecsFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  PECS from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- pecsFromPrice
  
  public double pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Price to Maturity
  
  Specified by:
  
  pecsFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  PECS from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromPriceToOptimalExercise
  
  public double pecsFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Price to Optimal Exercise
  
  Specified by:
  
  pecsFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  PECS from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromTSYSpread
  
  public double pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from TSY Spread to Work-out
  
  Specified by:
  
  pecsFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  PECS from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromTSYSpread
  
  public double pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from TSY Spread to Maturity
  
  Specified by:
  
  pecsFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  PECS from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromTSYSpreadToOptimalExercise
  
  public double pecsFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from TSY Spread to Optimal Exercise
  
  Specified by:
  
  pecsFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  PECS from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromYield
  
  public double pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Yield to Work-out
  
  Specified by:
  
  pecsFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  PECS from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromYield
  
  public double pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Yield to Maturity
  
  Specified by:
  
  pecsFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  PECS from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromYieldToOptimalExercise
  
  public double pecsFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Yield to Optimal Exercise
  
  Specified by:
  
  pecsFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  PECS from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromYieldSpread
  
  public double pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Yield Spread to Work-out
  
  Specified by:
  
  pecsFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  PECS from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromYieldSpread
  
  public double pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Yield Spread to Maturity
  
  Specified by:
  
  pecsFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  PECS from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromYieldSpreadToOptimalExercise
  
  public double pecsFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Yield Spread to Optimal Exercise
  
  Specified by:
  
  pecsFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  PECS from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromZSpread
  
  public double pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Z Spread to Work-out
  
  Specified by:
  
  pecsFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  PECS from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromZSpread
  
  public double pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Z Spread to Maturity
  
  Specified by:
  
  pecsFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  PECS from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- pecsFromZSpreadToOptimalExercise
  
  public double pecsFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate PECS from Z Spread to Optimal Exercise
  
  Specified by:
  
  pecsFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  PECS from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if PECS cannot be calculated
- priceFromASW
  
  public double priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from ASW to Work-out
  
  Specified by:
  
  priceFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Price from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromASW
  
  public double priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from ASW to Maturity
  
  Specified by:
  
  priceFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Price from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromASWToOptimalExercise
  
  public double priceFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from ASW to Optimal Exercise
  
  Specified by:
  
  priceFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Price from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromBondBasis
  
  public double priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Bond Basis to Work-out
  
  Specified by:
  
  priceFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Price from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromBondBasis
  
  public double priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Bond Basis to Maturity
  
  Specified by:
  
  priceFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Price from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromBondBasisToOptimalExercise
  
  public double priceFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Bond Basis to Optimal Exercise
  
  Specified by:
  
  priceFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Price from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromCreditBasis
  
  public double priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Credit Basis to Work-out
  
  Specified by:
  
  priceFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Price from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromCreditBasis
  
  public double priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Credit Basis to Maturity
  
  Specified by:
  
  priceFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Price from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromCreditBasisToOptimalExercise
  
  public double priceFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Credit Basis to Optimal Exercise
  
  Specified by:
  
  priceFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Price from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromDiscountMargin
  
  public double priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Discount Margin to Work-out
  
  Specified by:
  
  priceFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Price from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromDiscountMargin
  
  public double priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Discount Margin to Maturity
  
  Specified by:
  
  priceFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Price from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromDiscountMarginToOptimalExercise
  
  public double priceFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Discount Margin to Optimal Exercise
  
  Specified by:
  
  priceFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Price from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromESpread
  
  public double priceFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from E Spread to Work-out
  
  Specified by:
  
  priceFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Price from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromESpread
  
  public double priceFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from E Spread to Maturity
  
  Specified by:
  
  priceFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Price from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromESpreadToOptimalExercise
  
  public double priceFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from E Spread to Optimal Exercise
  
  Specified by:
  
  priceFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Price from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromGSpread
  
  public double priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from G Spread to Work-out
  
  Specified by:
  
  priceFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Price from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromGSpread
  
  public double priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from G Spread to Maturity
  
  Specified by:
  
  priceFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Price from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromGSpreadToOptimalExercise
  
  public double priceFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from G Spread to Optimal Exercise
  
  Specified by:
  
  priceFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Price from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromISpread
  
  public double priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from I Spread to Work-out
  
  Specified by:
  
  priceFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Price from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromISpread
  
  public double priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from I Spread to Maturity
  
  Specified by:
  
  priceFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Price from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromISpreadToOptimalExercise
  
  public double priceFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from I Spread to Optimal Exercise
  
  Specified by:
  
  priceFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - ISpread to Optimal Exercise
  
  Returns:
  
  Price from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromJSpread
  
  public double priceFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from J Spread to Work-out
  
  Specified by:
  
  priceFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Price from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromJSpread
  
  public double priceFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from J Spread to Maturity
  
  Specified by:
  
  priceFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Price from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromJSpreadToOptimalExercise
  
  public double priceFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from J Spread to Optimal Exercise
  
  Specified by:
  
  priceFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  Price from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromNSpread
  
  public double priceFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from N Spread to Work-out
  
  Specified by:
  
  priceFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Price from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromNSpread
  
  public double priceFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from N Spread to Maturity
  
  Specified by:
  
  priceFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Price from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromNSpreadToOptimalExercise
  
  public double priceFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from N Spread to Optimal Exercise
  
  Specified by:
  
  priceFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Price from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromOAS
  
  public double priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from OAS to Work-out
  
  Specified by:
  
  priceFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Price from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromOAS
  
  public double priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from OAS to Maturity
  
  Specified by:
  
  priceFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Price from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromOASToOptimalExercise
  
  public double priceFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from OAS to Optimal Exercise
  
  Specified by:
  
  priceFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Price from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromPECS
  
  public double priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from PECS to Work-out
  
  Specified by:
  
  priceFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Price from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- priceFromPECS
  
  public double priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from PECS to Maturity
  
  Specified by:
  
  priceFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Price from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromPECSToOptimalExercise
  
  public double priceFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from PECS to Optimal Exercise
  
  Specified by:
  
  priceFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Price from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromTSYSpread
  
  public double priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from TSY Spread to Work-out
  
  Specified by:
  
  priceFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Price from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromTSYSpread
  
  public double priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from TSY Spread to Maturity
  
  Specified by:
  
  priceFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Price from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromTSYSpreadToOptimalExercise
  
  public double priceFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from TSY Spread to Optimal Exercise
  
  Specified by:
  
  priceFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  Price from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromYield
  
  public double priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Yield to Work-out
  
  Specified by:
  
  priceFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Price from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromYield
  
  public double priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Yield to Maturity
  
  Specified by:
  
  priceFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Price from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromYieldToOptimalExercise
  
  public double priceFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Yield to Optimal Exercise
  
  Specified by:
  
  priceFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Price from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromYieldSpread
  
  public double priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Yield Spread to Work-out
  
  Specified by:
  
  priceFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Price from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromYieldSpread
  
  public double priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Yield Spread to Maturity
  
  Specified by:
  
  priceFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Price from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromYieldSpreadToOptimalExercise
  
  public double priceFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Yield Spread to Optimal Exercise
  
  Specified by:
  
  priceFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Price from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromZSpread
  
  public double priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Z Spread to Work-out
  
  Specified by:
  
  priceFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Price from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromZSpread
  
  public double priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Z Spread to Maturity
  
  Specified by:
  
  priceFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Price from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- priceFromZSpreadToOptimalExercise
  
  public double priceFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Price from Z Spread to Optimal Exercise
  
  Specified by:
  
  priceFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Price from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Price cannot be calculated
- tsySpreadFromASW
  
  public double tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from ASW to Work-out
  
  Specified by:
  
  tsySpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  TSY Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromASW
  
  public double tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from ASW to Maturity
  
  Specified by:
  
  tsySpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  TSY Spread from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromASWToOptimalExercise
  
  public double tsySpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from ASW to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  TSY Spread from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromBondBasis
  
  public double tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Bond Basis to Work-out
  
  Specified by:
  
  tsySpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  TSY Spread from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromBondBasis
  
  public double tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Bond Basis to Maturity
  
  Specified by:
  
  tsySpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  TSY Spread from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromBondBasisToOptimalExercise
  
  public double tsySpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Bond Basis to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  TSY Spread from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromCreditBasis
  
  public double tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Credit Basis to Work-out
  
  Specified by:
  
  tsySpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  TSY Spread from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromCreditBasis
  
  public double tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Credit Basis to Maturity
  
  Specified by:
  
  tsySpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  TSY Spread from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromCreditBasisToOptimalExercise
  
  public double tsySpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Credit Basis to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  TSY Spread from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromDiscountMargin
  
  public double tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Discount Margin to Work-out
  
  Specified by:
  
  tsySpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  TSY Spread from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromDiscountMargin
  
  public double tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Discount Margin to Maturity
  
  Specified by:
  
  tsySpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  TSY Spread from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromDiscountMarginToOptimalExercise
  
  public double tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Discount Margin to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  TSY Spread from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromESpread
  
  public double tsySpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from E Spread to Work-out
  
  Specified by:
  
  tsySpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  TSY Spread from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromESpread
  
  public double tsySpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from E Spread to Maturity
  
  Specified by:
  
  tsySpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  TSY Spread from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromESpreadToOptimalExercise
  
  public double tsySpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from E Spread to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  TSY Spread from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromGSpread
  
  public double tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from G Spread to Work-out
  
  Specified by:
  
  tsySpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  TSY Spread from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromGSpread
  
  public double tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from G Spread to Maturity
  
  Specified by:
  
  tsySpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  TSY Spread from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromGSpreadToOptimalExercise
  
  public double tsySpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from G Spread to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  TSY Spread from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromISpread
  
  public double tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from I Spread to Work-out
  
  Specified by:
  
  tsySpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  TSY Spread from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromISpread
  
  public double tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from I Spread to Maturity
  
  Specified by:
  
  tsySpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  TSY Spread from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromISpreadToOptimalExercise
  
  public double tsySpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from I Spread to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Optimal Exercise
  
  Returns:
  
  TSY Spread from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromJSpread
  
  public double tsySpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from J Spread to Work-out
  
  Specified by:
  
  tsySpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  TSY Spread from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromJSpread
  
  public double tsySpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from J Spread to Maturity
  
  Specified by:
  
  tsySpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  TSY Spread from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromJSpreadToOptimalExercise
  
  public double tsySpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from J Spread to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  TSY Spread from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromNSpread
  
  public double tsySpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from N Spread to Work-out
  
  Specified by:
  
  tsySpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  TSY Spread from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromNSpread
  
  public double tsySpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from N Spread to Maturity
  
  Specified by:
  
  tsySpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  TSY Spread from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromNSpreadToOptimalExercise
  
  public double tsySpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from N Spread to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  TSY Spread from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromOAS
  
  public double tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from OAS to Work-out
  
  Specified by:
  
  tsySpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  TSY Spread from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromOAS
  
  public double tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from OAS to Maturity
  
  Specified by:
  
  tsySpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  TSY Spread from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromOASToOptimalExercise
  
  public double tsySpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from OAS to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  TSY Spread from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromPECS
  
  public double tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from PECS to Work-out
  
  Specified by:
  
  tsySpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  TSY Spread from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromPECS
  
  public double tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from PECS to Maturity
  
  Specified by:
  
  tsySpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  TSY Spread from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromPECSToOptimalExercise
  
  public double tsySpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from PECS to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  TSY Spread from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromPrice
  
  public double tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Price to Work-out
  
  Specified by:
  
  tsySpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  TSY Spread from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromPrice
  
  public double tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Price to Maturity
  
  Specified by:
  
  tsySpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  TSY Spread from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromPriceToOptimalExercise
  
  public double tsySpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Price to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  TSY Spread from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromYield
  
  public double tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Yield to Work-out
  
  Specified by:
  
  tsySpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  TSY Spread from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromYield
  
  public double tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Yield to Maturity
  
  Specified by:
  
  tsySpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  TSY Spread from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromYieldToOptimalExercise
  
  public double tsySpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Yield to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  TSY Spread from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromYieldSpread
  
  public double tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Yield Spread to Work-out
  
  Specified by:
  
  tsySpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  TSY Spread from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromYieldSpread
  
  public double tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Yield Spread to Maturity
  
  Specified by:
  
  tsySpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  TSY Spread from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromYieldSpreadToOptimalExercise
  
  public double tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Yield Spread to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  TSY Spread from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromZSpread
  
  public double tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Z Spread to Work-out
  
  Specified by:
  
  tsySpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  TSY Spread from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromZSpread
  
  public double tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Z Spread to Maturity
  
  Specified by:
  
  tsySpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  TSY Spread from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- tsySpreadFromZSpreadToOptimalExercise
  
  public double tsySpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate TSY Spread from Z Spread to Optimal Exercise
  
  Specified by:
  
  tsySpreadFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  TSY Spread from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if TSY Spread cannot be calculated
- yieldFromASW
  
  public double yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from ASW to Work-out
  
  Specified by:
  
  yieldFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Yield from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromASW
  
  public double yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from ASW to Maturity
  
  Specified by:
  
  yieldFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Yield from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromASWToOptimalExercise
  
  public double yieldFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from ASW to Optimal Exercise
  
  Specified by:
  
  yieldFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Yield from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromBondBasis
  
  public double yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Bond Basis to Work-out
  
  Specified by:
  
  yieldFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Yield from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromBondBasis
  
  public double yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Bond Basis to Maturity
  
  Specified by:
  
  yieldFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Yield from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromBondBasisToOptimalExercise
  
  public double yieldFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Bond Basis to Optimal Exercise
  
  Specified by:
  
  yieldFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Yield from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromCreditBasis
  
  public double yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Credit Basis to Work-out
  
  Specified by:
  
  yieldFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Yield from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromCreditBasis
  
  public double yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Credit Basis to Maturity
  
  Specified by:
  
  yieldFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Yield from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromCreditBasisToOptimalExercise
  
  public double yieldFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Credit Basis to Optimal Exercise
  
  Specified by:
  
  yieldFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Yield from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromDiscountMargin
  
  public double yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Discount Margin to Work-out
  
  Specified by:
  
  yieldFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Yield from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromDiscountMargin
  
  public double yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Discount Margin to Maturity
  
  Specified by:
  
  yieldFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Yield from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromDiscountMarginToOptimalExercise
  
  public double yieldFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Discount Margin to Optimal Exercise
  
  Specified by:
  
  yieldFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Yield from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromESpread
  
  public double yieldFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from E Spread to Work-out
  
  Specified by:
  
  yieldFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Yield from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromESpread
  
  public double yieldFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from E Spread to Maturity
  
  Specified by:
  
  yieldFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Yield from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromESpreadToOptimalExercise
  
  public double yieldFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from E Spread to Optimal Exercise
  
  Specified by:
  
  yieldFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Yield from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromGSpread
  
  public double yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from G Spread to Work-out
  
  Specified by:
  
  yieldFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Yield from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromGSpread
  
  public double yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from G Spread to Maturity
  
  Specified by:
  
  yieldFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Yield from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromGSpreadToOptimalExercise
  
  public double yieldFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from G Spread to Optimal Exercise
  
  Specified by:
  
  yieldFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Yield from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromISpread
  
  public double yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from I Spread to Work-out
  
  Specified by:
  
  yieldFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Yield from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromISpread
  
  public double yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from I Spread to Maturity
  
  Specified by:
  
  yieldFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Yield from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromISpreadToOptimalExercise
  
  public double yieldFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from I Spread to Optimal Exercise
  
  Specified by:
  
  yieldFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - ISpread to Optimal Exercise
  
  Returns:
  
  Yield from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromJSpread
  
  public double yieldFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from J Spread to Work-out
  
  Specified by:
  
  yieldFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Yield from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromJSpread
  
  public double yieldFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from J Spread to Maturity
  
  Specified by:
  
  yieldFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Yield from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromJSpreadToOptimalExercise
  
  public double yieldFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from J Spread to Optimal Exercise
  
  Specified by:
  
  yieldFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Optimal Exercise
  
  Returns:
  
  Yield from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromNSpread
  
  public double yieldFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from N Spread to Work-out
  
  Specified by:
  
  yieldFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Yield from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromNSpread
  
  public double yieldFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from N Spread to Maturity
  
  Specified by:
  
  yieldFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Yield from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromNSpreadToOptimalExercise
  
  public double yieldFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from N Spread to Optimal Exercise
  
  Specified by:
  
  yieldFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Yield from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromOAS
  
  public double yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from OAS to Work-out
  
  Specified by:
  
  yieldFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Yield from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromOAS
  
  public double yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from OAS to Maturity
  
  Specified by:
  
  yieldFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Yield from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromOASToOptimalExercise
  
  public double yieldFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from OAS to Optimal Exercise
  
  Specified by:
  
  yieldFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Yield from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromPECS
  
  public double yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from PECS to Work-out
  
  Specified by:
  
  yieldFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Yield from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromPECS
  
  public double yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from PECS to Maturity
  
  Specified by:
  
  yieldFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Yield from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromPECSToOptimalExercise
  
  public double yieldFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from PECS to Optimal Exercise
  
  Specified by:
  
  yieldFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Yield from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromPrice
  
  public double yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Price to Work-out
  
  Specified by:
  
  yieldFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Yield from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromPrice
  
  public double yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Price to Maturity
  
  Specified by:
  
  yieldFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Yield from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromPriceToOptimalExercise
  
  public double yieldFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Price to Optimal Exercise
  
  Specified by:
  
  yieldFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Yield from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromPriceTC
  
  public double yieldFromPriceTC(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Price to Work-out after applying the Tax Credit Coupon Extension
  
  Specified by:
  
  yieldFromPriceTC in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Yield from Price to Work-out after applying the Tax Credit Coupon Extension
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromTSYSpread
  
  public double yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from TSY Spread to Work-out
  
  Specified by:
  
  yieldFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Yield from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromTSYSpread
  
  public double yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from TSY Spread to Maturity
  
  Specified by:
  
  yieldFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - TSY Spread to Maturity
  
  Returns:
  
  Yield from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromTSYSpreadToOptimalExercise
  
  public double yieldFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from TSY Spread to Optimal Exercise
  
  Specified by:
  
  yieldFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - TSY Spread to Optimal Exercise
  
  Returns:
  
  Yield from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromYieldSpread
  
  public double yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Yield Spread to Work-out
  
  Specified by:
  
  yieldFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Yield from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromYieldSpread
  
  public double yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Yield Spread to Maturity
  
  Specified by:
  
  yieldFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Yield from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromYieldSpreadToOptimalExercise
  
  public double yieldFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Yield Spread to Optimal Exercise
  
  Specified by:
  
  yieldFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Yield from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromZSpread
  
  public double yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Z Spread to Work-out
  
  Specified by:
  
  yieldFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Yield from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromZSpread
  
  public double yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Z Spread to Maturity
  
  Specified by:
  
  yieldFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Yield from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromZSpreadToOptimalExercise
  
  public double yieldFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield from Z Spread to Optimal Exercise
  
  Specified by:
  
  yieldFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Yield from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yield01FromASW
  
  public double yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from ASW to Work-out
  
  Specified by:
  
  yield01FromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Yield01 from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromASW
  
  public double yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from ASW to Maturity
  
  Specified by:
  
  yield01FromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Yield01 from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromASWToOptimalExercise
  
  public double yield01FromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from ASW to Optimal Exercise
  
  Specified by:
  
  yield01FromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Yield01 from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromBondBasis
  
  public double yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Bond Basis to Work-out
  
  Specified by:
  
  yield01FromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Yield01 from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromBondBasis
  
  public double yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Bond Basis to Maturity
  
  Specified by:
  
  yield01FromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Yield01 from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromBondBasisToOptimalExercise
  
  public double yield01FromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Bond Basis to Optimal Exercise
  
  Specified by:
  
  yield01FromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Yield01 from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromCreditBasis
  
  public double yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Credit Basis to Work-out
  
  Specified by:
  
  yield01FromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Yield01 from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromCreditBasis
  
  public double yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Credit Basis to Maturity
  
  Specified by:
  
  yield01FromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Yield01 from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromCreditBasisToOptimalExercise
  
  public double yield01FromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Credit Basis to Optimal Exercise
  
  Specified by:
  
  yield01FromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Yield01 from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromDiscountMargin
  
  public double yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Discount Margin to Work-out
  
  Specified by:
  
  yield01FromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Yield01 from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromDiscountMargin
  
  public double yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Discount Margin to Maturity
  
  Specified by:
  
  yield01FromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Yield01 from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromDiscountMarginToOptimalExercise
  
  public double yield01FromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Discount Margin to Optimal Exercise
  
  Specified by:
  
  yield01FromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Yield01 from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromESpread
  
  public double yield01FromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from E Spread to Work-out
  
  Specified by:
  
  yield01FromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Yield01 from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromESpread
  
  public double yield01FromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from E Spread to Maturity
  
  Specified by:
  
  yield01FromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Yield01 from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromESpreadToOptimalExercise
  
  public double yield01FromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from E Spread to Optimal Exercise
  
  Specified by:
  
  yield01FromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Yield01 from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromGSpread
  
  public double yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from G Spread to Work-out
  
  Specified by:
  
  yield01FromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Yield01 from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromGSpread
  
  public double yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from G Spread to Maturity
  
  Specified by:
  
  yield01FromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Yield01 from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromGSpreadToOptimalExercise
  
  public double yield01FromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from G Spread to Optimal Exercise
  
  Specified by:
  
  yield01FromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Yield01 from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromISpread
  
  public double yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from I Spread to Work-out
  
  Specified by:
  
  yield01FromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Yield01 from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromISpread
  
  public double yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from I Spread to Maturity
  
  Specified by:
  
  yield01FromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Yield01 from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromISpreadToOptimalExercise
  
  public double yield01FromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from I Spread to Optimal Exercise
  
  Specified by:
  
  yield01FromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - ISpread to Optimal Exercise
  
  Returns:
  
  Yield01 from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromJSpread
  
  public double yield01FromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from J Spread to Work-out
  
  Specified by:
  
  yield01FromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Yield01 from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromJSpread
  
  public double yield01FromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from J Spread to Maturity
  
  Specified by:
  
  yield01FromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Yield01 from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromJSpreadToOptimalExercise
  
  public double yield01FromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from J Spread to Optimal Exercise
  
  Specified by:
  
  yield01FromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - JSpread to Optimal Exercise
  
  Returns:
  
  Yield01 from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromOAS
  
  public double yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from OAS to Work-out
  
  Specified by:
  
  yield01FromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Yield01 from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromOAS
  
  public double yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from OAS to Maturity
  
  Specified by:
  
  yield01FromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Yield01 from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromOASToOptimalExercise
  
  public double yield01FromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from OAS to Optimal Exercise
  
  Specified by:
  
  yield01FromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Yield01 from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromPECS
  
  public double yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from PECS to Work-out
  
  Specified by:
  
  yield01FromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Yield01 from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromPECS
  
  public double yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from PECS to Maturity
  
  Specified by:
  
  yield01FromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Yield01 from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromPECSToOptimalExercise
  
  public double yield01FromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from PECS to Optimal Exercise
  
  Specified by:
  
  yield01FromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Yield01 from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromPrice
  
  public double yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Price to Work-out
  
  Specified by:
  
  yield01FromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Yield01 from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromPrice
  
  public double yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Price to Maturity
  
  Specified by:
  
  yield01FromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Yield01 from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromPriceToOptimalExercise
  
  public double yield01FromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Price to Optimal Exercise
  
  Specified by:
  
  yield01FromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Yield01 from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromTSYSpread
  
  public double yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from TSY Spread to Work-out
  
  Specified by:
  
  yield01FromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Yield01 from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromTSYSpread
  
  public double yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from TSY Spread to Maturity
  
  Specified by:
  
  yield01FromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - TSY Spread to Maturity
  
  Returns:
  
  Yield01 from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromTSYSpreadToOptimalExercise
  
  public double yield01FromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from TSY Spread to Optimal Exercise
  
  Specified by:
  
  yield01FromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - TSY Spread to Optimal Exercise
  
  Returns:
  
  Yield01 from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromYield
  
  public double yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Yield to Work-out
  
  Specified by:
  
  yield01FromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Yield01 from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromYield
  
  public double yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Yield to Maturity
  
  Specified by:
  
  yield01FromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Yield01 from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromYieldToOptimalExercise
  
  public double yield01FromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Yield to Optimal Exercise
  
  Specified by:
  
  yield01FromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Yield01 from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromYieldSpread
  
  public double yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Yield Spread to Work-out
  
  Specified by:
  
  yield01FromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Yield01 from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromYieldSpread
  
  public double yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Yield Spread to Maturity
  
  Specified by:
  
  yield01FromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Yield01 from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromYieldSpreadToOptimalExercise
  
  public double yield01FromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Yield Spread to Optimal Exercise
  
  Specified by:
  
  yield01FromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Yield01 from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromZSpread
  
  public double yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Z Spread to Work-out
  
  Specified by:
  
  yield01FromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Yield01 from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromZSpread
  
  public double yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Z Spread to Maturity
  
  Specified by:
  
  yield01FromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Yield01 from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromZSpreadToOptimalExercise
  
  public double yield01FromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield01 from Z Spread to Optimal Exercise
  
  Specified by:
  
  yield01FromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Yield01 from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yieldSpreadFromASW
  
  public double yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from ASW to Work-out
  
  Specified by:
  
  yieldSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Yield Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromASW
  
  public double yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from ASW to Maturity
  
  Specified by:
  
  yieldSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Yield Spread from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromASWToOptimalExercise
  
  public double yieldSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from ASW to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Yield Spread from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromBondBasis
  
  public double yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Bond Basis to Work-out
  
  Specified by:
  
  yieldSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Yield Spread from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromBondBasis
  
  public double yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Bond Basis to Maturity
  
  Specified by:
  
  yieldSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Yield Spread from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromBondBasisToOptimalExercise
  
  public double yieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Bond Basis to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Yield Spread from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromCreditBasis
  
  public double yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Credit Basis to Work-out
  
  Specified by:
  
  yieldSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Yield Spread from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromCreditBasis
  
  public double yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Credit Basis to Maturity
  
  Specified by:
  
  yieldSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Yield Spread from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromCreditBasisToOptimalExercise
  
  public double yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Credit Basis to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Yield Spread from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromDiscountMargin
  
  public double yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Discount Margin to Work-out
  
  Specified by:
  
  yieldSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Yield Spread from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromDiscountMargin
  
  public double yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Discount Margin to Maturity
  
  Specified by:
  
  yieldSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Yield Spread from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromDiscountMarginToOptimalExercise
  
  public double yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Discount Margin to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Yield Spread from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromESpread
  
  public double yieldSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from E Spread to Work-out
  
  Specified by:
  
  yieldSpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblESpread - E Spread to Work-out
  
  Returns:
  
  Yield Spread from E Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromESpread
  
  public double yieldSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from E Spread to Maturity
  
  Specified by:
  
  yieldSpreadFromESpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Maturity
  
  Returns:
  
  Yield Spread from E Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromESpreadToOptimalExercise
  
  public double yieldSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from E Spread to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromESpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblESpread - E Spread to Optimal Exercise
  
  Returns:
  
  Yield Spread from E Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromGSpread
  
  public double yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from G Spread to Work-out
  
  Specified by:
  
  yieldSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Yield Spread from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromGSpread
  
  public double yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from G Spread to Maturity
  
  Specified by:
  
  yieldSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Yield Spread from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromGSpreadToOptimalExercise
  
  public double yieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from G Spread to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Yield Spread from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromISpread
  
  public double yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from I Spread to Work-out
  
  Specified by:
  
  yieldSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Yield Spread from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromISpread
  
  public double yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from I Spread to Maturity
  
  Specified by:
  
  yieldSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Yield Spread from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromISpreadToOptimalExercise
  
  public double yieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from I Spread to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - ISpread to Optimal Exercise
  
  Returns:
  
  Yield Spread from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromJSpread
  
  public double yieldSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from J Spread to Work-out
  
  Specified by:
  
  yieldSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Yield Spread from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromJSpread
  
  public double yieldSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from J Spread to Maturity
  
  Specified by:
  
  yieldSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Yield Spread from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromJSpreadToOptimalExercise
  
  public double yieldSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from J Spread to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - JSpread to Optimal Exercise
  
  Returns:
  
  Yield Spread from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromNSpread
  
  public double yieldSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from N Spread to Work-out
  
  Specified by:
  
  yieldSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Yield Spread from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromNSpread
  
  public double yieldSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from N Spread to Maturity
  
  Specified by:
  
  yieldSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Yield Spread from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromNSpreadToOptimalExercise
  
  public double yieldSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from N Spread to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Yield Spread from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromOAS
  
  public double yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from OAS to Work-out
  
  Specified by:
  
  yieldSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Yield Spread from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromOAS
  
  public double yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from OAS to Maturity
  
  Specified by:
  
  yieldSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Yield Spread from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromOASToOptimalExercise
  
  public double yieldSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from OAS to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Yield Spread from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromPECS
  
  public double yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from PECS to Work-out
  
  Specified by:
  
  yieldSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Yield Spread from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromPECS
  
  public double yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from PECS to Maturity
  
  Specified by:
  
  yieldSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Yield Spread from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromPECSToOptimalExercise
  
  public double yieldSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from PECS to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Yield Spread from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromPrice
  
  public double yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Price to Work-out
  
  Specified by:
  
  yieldSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Yield Spread from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromPrice
  
  public double yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Price to Maturity
  
  Specified by:
  
  yieldSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Yield Spread from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromPriceToOptimalExercise
  
  public double yieldSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Price to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Yield Spread from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromTSYSpread
  
  public double yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from TSY Spread to Work-out
  
  Specified by:
  
  yieldSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Yield Spread from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromTSYSpread
  
  public double yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from TSY Spread to Maturity
  
  Specified by:
  
  yieldSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Yield Spread from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromTSYSpreadToOptimalExercise
  
  public double yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from TSY Spread to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  Yield Spread from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromYield
  
  public double yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Yield to Work-out
  
  Specified by:
  
  yieldSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Yield Spread from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromYield
  
  public double yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Yield to Maturity
  
  Specified by:
  
  yieldSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Yield Spread from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromYieldToOptimalExercise
  
  public double yieldSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Yield to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Yield Spread from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromZSpread
  
  public double yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Z Spread to Work-out
  
  Specified by:
  
  yieldSpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblZSpread - Z Spread to Work-out
  
  Returns:
  
  Yield Spread from Z Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromZSpread
  
  public double yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Z Spread to Maturity
  
  Specified by:
  
  yieldSpreadFromZSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Maturity
  
  Returns:
  
  Yield Spread from Z Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- yieldSpreadFromZSpreadToOptimalExercise
  
  public double yieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Yield Spread from Z Spread to Optimal Exercise
  
  Specified by:
  
  yieldSpreadFromZSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblZSpread - Z Spread to Optimal Exercise
  
  Returns:
  
  Yield Spread from Z Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- zSpreadFromASW
  
  public double zSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from ASW to Work-out
  
  Specified by:
  
  zSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblASW - ASW to Work-out
  
  Returns:
  
  Z Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromASW
  
  public double zSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from ASW to Maturity
  
  Specified by:
  
  zSpreadFromASW in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Maturity
  
  Returns:
  
  Z Spread from ASW to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromASWToOptimalExercise
  
  public double zSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from ASW to Optimal Exercise
  
  Specified by:
  
  zSpreadFromASWToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblASW - ASW to Optimal Exercise
  
  Returns:
  
  Z Spread from ASW to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromBondBasis
  
  public double zSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Bond Basis to Work-out
  
  Specified by:
  
  zSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblBondBasis - Bond Basis to Work-out
  
  Returns:
  
  Z Spread from Bond Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromBondBasis
  
  public double zSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Bond Basis to Maturity
  
  Specified by:
  
  zSpreadFromBondBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Maturity
  
  Returns:
  
  Z Spread from Bond Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromBondBasisToOptimalExercise
  
  public double zSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Bond Basis to Optimal Exercise
  
  Specified by:
  
  zSpreadFromBondBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblBondBasis - Bond Basis to Optimal Exercise
  
  Returns:
  
  Z Spread from Bond Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromCreditBasis
  
  public double zSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Credit Basis to Work-out
  
  Specified by:
  
  zSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblCreditBasis - Credit Basis to Work-out
  
  Returns:
  
  Z Spread from Credit Basis to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromCreditBasis
  
  public double zSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Credit Basis to Maturity
  
  Specified by:
  
  zSpreadFromCreditBasis in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Maturity
  
  Returns:
  
  Z Spread from Credit Basis to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromCreditBasisToOptimalExercise
  
  public double zSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Credit Basis to Optimal Exercise
  
  Specified by:
  
  zSpreadFromCreditBasisToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblCreditBasis - Credit Basis to Optimal Exercise
  
  Returns:
  
  Z Spread from Credit Basis to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromDiscountMargin
  
  public double zSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Discount Margin to Work-out
  
  Specified by:
  
  zSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblDiscountMargin - Discount Margin to Work-out
  
  Returns:
  
  Z Spread from Discount Margin to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromDiscountMargin
  
  public double zSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Discount Margin to Maturity
  
  Specified by:
  
  zSpreadFromDiscountMargin in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Maturity
  
  Returns:
  
  Z Spread from Discount Margin to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromDiscountMarginToOptimalExercise
  
  public double zSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Discount Margin to Optimal Exercise
  
  Specified by:
  
  zSpreadFromDiscountMarginToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblDiscountMargin - Discount Margin to Optimal Exercise
  
  Returns:
  
  Z Spread from Discount Margin to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromGSpread
  
  public double zSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from G Spread to Work-out
  
  Specified by:
  
  zSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblGSpread - G Spread to Work-out
  
  Returns:
  
  Z Spread from G Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromGSpread
  
  public double zSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from G Spread to Maturity
  
  Specified by:
  
  zSpreadFromGSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Maturity
  
  Returns:
  
  Z Spread from G Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromGSpreadToOptimalExercise
  
  public double zSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from G Spread to Optimal Exercise
  
  Specified by:
  
  zSpreadFromGSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblGSpread - G Spread to Optimal Exercise
  
  Returns:
  
  Z Spread from G Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromISpread
  
  public double zSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from I Spread to Work-out
  
  Specified by:
  
  zSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblISpread - I Spread to Work-out
  
  Returns:
  
  Z Spread from I Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromISpread
  
  public double zSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from I Spread to Maturity
  
  Specified by:
  
  zSpreadFromISpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - I Spread to Maturity
  
  Returns:
  
  Z Spread from I Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromISpreadToOptimalExercise
  
  public double zSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from I Spread to Optimal Exercise
  
  Specified by:
  
  zSpreadFromISpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblISpread - ISpread to Optimal Exercise
  
  Returns:
  
  Z Spread from I Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromJSpread
  
  public double zSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from J Spread to Work-out
  
  Specified by:
  
  zSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblJSpread - J Spread to Work-out
  
  Returns:
  
  Z Spread from J Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromJSpread
  
  public double zSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from J Spread to Maturity
  
  Specified by:
  
  zSpreadFromJSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - J Spread to Maturity
  
  Returns:
  
  Z Spread from J Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromJSpreadToOptimalExercise
  
  public double zSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from J Spread to Optimal Exercise
  
  Specified by:
  
  zSpreadFromJSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblJSpread - JSpread to Optimal Exercise
  
  Returns:
  
  Z Spread from J Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromNSpread
  
  public double zSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from N Spread to Work-out
  
  Specified by:
  
  zSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblNSpread - N Spread to Work-out
  
  Returns:
  
  Z Spread from N Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromNSpread
  
  public double zSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from N Spread to Maturity
  
  Specified by:
  
  zSpreadFromNSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Maturity
  
  Returns:
  
  Z Spread from N Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromNSpreadToOptimalExercise
  
  public double zSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from N Spread to Optimal Exercise
  
  Specified by:
  
  zSpreadFromNSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblNSpread - N Spread to Optimal Exercise
  
  Returns:
  
  Z Spread from N Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromOAS
  
  public double zSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from OAS to Work-out
  
  Specified by:
  
  zSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblOAS - OAS to Work-out
  
  Returns:
  
  Z Spread from OAS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromOAS
  
  public double zSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from OAS to Maturity
  
  Specified by:
  
  zSpreadFromOAS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Maturity
  
  Returns:
  
  Z Spread from OAS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromOASToOptimalExercise
  
  public double zSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from OAS to Optimal Exercise
  
  Specified by:
  
  zSpreadFromOASToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblOAS - OAS to Optimal Exercise
  
  Returns:
  
  Z Spread from OAS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromPECS
  
  public double zSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from PECS to Work-out
  
  Specified by:
  
  zSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPECS - PECS to Work-out
  
  Returns:
  
  Z Spread from PECS to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromPECS
  
  public double zSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from PECS to Maturity
  
  Specified by:
  
  zSpreadFromPECS in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Maturity
  
  Returns:
  
  Z Spread from PECS to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromPECSToOptimalExercise
  
  public double zSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from PECS to Optimal Exercise
  
  Specified by:
  
  zSpreadFromPECSToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPECS - PECS to Optimal Exercise
  
  Returns:
  
  Z Spread from PECS to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromPrice
  
  public double zSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Price to Work-out
  
  Specified by:
  
  zSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblPrice - Price to Work-out
  
  Returns:
  
  Z Spread from Price to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromPrice
  
  public double zSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Price to Maturity
  
  Specified by:
  
  zSpreadFromPrice in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Maturity
  
  Returns:
  
  Z Spread from Price to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromPriceToOptimalExercise
  
  public double zSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Price to Optimal Exercise
  
  Specified by:
  
  zSpreadFromPriceToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price to Optimal Exercise
  
  Returns:
  
  Z Spread from Price to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromTSYSpread
  
  public double zSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from TSY Spread to Work-out
  
  Specified by:
  
  zSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblTSYSpread - TSY Spread to Work-out
  
  Returns:
  
  Z Spread from TSY Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromTSYSpread
  
  public double zSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from TSY Spread to Maturity
  
  Specified by:
  
  zSpreadFromTSYSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Z Spread from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromTSYSpreadToOptimalExercise
  
  public double zSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from TSY Spread to Optimal Exercise
  
  Specified by:
  
  zSpreadFromTSYSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Optimal Exercise
  
  Returns:
  
  Z Spread from TSY Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromYield
  
  public double zSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Yield to Work-out
  
  Specified by:
  
  zSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYield - Yield to Work-out
  
  Returns:
  
  Z Spread from Yield to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromYield
  
  public double zSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Yield to Maturity
  
  Specified by:
  
  zSpreadFromYield in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Maturity
  
  Returns:
  
  Z Spread from Yield to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromYieldToOptimalExercise
  
  public double zSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Yield to Optimal Exercise
  
  Specified by:
  
  zSpreadFromYieldToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYield - Yield to Optimal Exercise
  
  Returns:
  
  Z Spread from Yield to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromYieldSpread
  
  public double zSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Yield Spread to Work-out
  
  Specified by:
  
  zSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  iWorkoutDate - Work-out Date
  
  dblWorkoutFactor - Work-out Factor
  
  dblYieldSpread - Yield Spread to Work-out
  
  Returns:
  
  Z Spread from Yield Spread to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromYieldSpread
  
  public double zSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Yield Spread to Maturity
  
  Specified by:
  
  zSpreadFromYieldSpread in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Maturity
  
  Returns:
  
  Z Spread from Yield Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Z Spread cannot be calculated
- zSpreadFromYieldSpreadToOptimalExercise
  
  public double zSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Description copied from class: Bond
  
  Calculate Z Spread from Yield Spread to Optimal Exercise
  
  Specified by:
  
  zSpreadFromYieldSpreadToOptimalExercise in class Bond
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblYieldSpread - Yield Spread to Optimal Exercise
  
  Returns:
  
  Z Spread from Yield Spread to Optimal Exercise
  
  Throws:
  
  java.lang.Exception - Thrown if Yield Spread cannot be calculated
- standardMeasures
  
  public BondRVMeasures standardMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, WorkoutInfo wi, double dblPrice)
  
  Description copied from class: Bond
  
  Calculate the full set of Bond RV Measures from the Price Input
  
  Specified by:
  
  standardMeasures in class Bond
  
  Parameters:
  
  valParams - ValuationParams
  
  pricerParams - Pricing Parameters
  
  csqs - Bond market parameters
  
  vcp - Valuation Customization Parameters
  
  wi - Work out Information
  
  dblPrice - Input Price
  
  Returns:
  
  Bond RV Measure Set
- value
  
  public CaseInsensitiveTreeMap<java.lang.Double> value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
  
  Description copied from class: Component
  
  Generate a full list of the Product measures for the full input set of market parameters
  
  Specified by:
  
  value in class Component
  
  Parameters:
  
  valParams - ValuationParams
  
  pricerParams - PricerParams
  
  csqs - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  Returns:
  
  Map of measure name and value
- measureNames
  
  public java.util.Set<java.lang.String> measureNames()
  
  Description copied from class: Component
  
  Retrieve the ordered set of the measure names whose values will be calculated
  
  Specified by:
  
  measureNames in class Component
  
  Returns:
  
  Set of Measure Names
- pv
  
  public double pv(ValuationParams valParams, CreditPricerParams pricerParamsIn, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp) throws java.lang.Exception
  
  Description copied from class: Component
  
  Compute the PV for the specified Market Parameters
  
  Specified by:
  
  pv in class Component
  
  Parameters:
  
  valParams - ValuationParams
  
  pricerParamsIn - PricerParams
  
  csqc - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  Returns:
  
  The PV
  
  Throws:
  
  java.lang.Exception - Thrown if the PV cannot be computed
- jackDDirtyPVDManifestMeasure
  
  public WengertJacobian jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
  
  Description copied from class: CalibratableComponent
  
  Compute the Jacobian of the Dirty PV to the Calibrated Input Manifest Measures
  
  Specified by:
  
  jackDDirtyPVDManifestMeasure in class CalibratableComponent
  
  Parameters:
  
  valParams - Valuation Parameters
  
  pricerParams - Pricer Parameters
  
  csqs - Component Market Parameters
  
  vcp - Valuation Customization Parameters
  
  Returns:
  
  The micro-Jacobian
- calibQuoteSet
  
  public ProductQuoteSet calibQuoteSet(LatentStateSpecification[] aLSS)
  
  Description copied from class: CalibratableComponent
  
  Generate the Product Specific Calibration Quote Set
  
  Specified by:
  
  calibQuoteSet in class CalibratableComponent
  
  Parameters:
  
  aLSS - Array of Latent State Specification
  
  Returns:
  
  The Product Specific Calibration Quote Set
- fundingPRWC
  
  public PredictorResponseWeightConstraint fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
  
  Description copied from class: CalibratableComponent
  
  Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Funding Curve Discount Factor Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.
  
  Specified by:
  
  fundingPRWC in class CalibratableComponent
  
  Parameters:
  
  valParams - Valuation Parameters
  
  pricerParams - Pricer Parameters
  
  csqs - Component Market Parameters
  
  vcp - Valuation Customization Parameters
  
  pqs - Product Quote Set
  
  Returns:
  
  The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding PV)
- forwardPRWC
  
  public PredictorResponseWeightConstraint forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
  
  Description copied from class: CalibratableComponent
  
  Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Forward Factor Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.
  
  Specified by:
  
  forwardPRWC in class CalibratableComponent
  
  Parameters:
  
  valParams - Valuation Parameters
  
  pricerParams - Pricer Parameters
  
  csqs - Component Market Parameters
  
  vcp - Valuation Customization Parameters
  
  pqs - Product Quote Set
  
  Returns:
  
  The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding PV)
- fundingForwardPRWC
  
  public PredictorResponseWeightConstraint fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
  
  Description copied from class: CalibratableComponent
  
  Generate the Calibratable Linearized Predictor/Response Constraint Weights for the merged Funding and Forward Latent States from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.
  
  Specified by:
  
  fundingForwardPRWC in class CalibratableComponent
  
  Parameters:
  
  valParams - Valuation Parameters
  
  pricerParams - Pricer Parameters
  
  csqs - Component Market Parameters
  
  vcp - Valuation Customization Parameters
  
  pqs - Product Quote Set
  
  Returns:
  
  The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding PV)
- fxPRWC
  
  public PredictorResponseWeightConstraint fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
  
  Description copied from class: CalibratableComponent
  
  Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.
  
  Specified by:
  
  fxPRWC in class CalibratableComponent
  
  Parameters:
  
  valParams - Valuation Parameters
  
  pricerParams - Pricer Parameters
  
  csqs - Component Market Parameters
  
  vcp - Valuation Customization Parameters
  
  pqs - Product Quote Set
  
  Returns:
  
  The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding FX Forward)
- govviePRWC
  
  public PredictorResponseWeightConstraint govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
  
  Description copied from class: CalibratableComponent
  
  Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve FX Forward Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.
  
  Specified by:
  
  govviePRWC in class CalibratableComponent
  
  Parameters:
  
  valParams - Valuation Parameters
  
  pricerParams - Pricer Parameters
  
  csqs - Component Market Parameters
  
  vcp - Valuation Customization Parameters
  
  pqs - Product Quote Set
  
  Returns:
  
  The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding Govvie Forward)
- volatilityPRWC
  
  public PredictorResponseWeightConstraint volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
  
  Description copied from class: CalibratableComponent
  
  Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.
  
  Specified by:
  
  volatilityPRWC in class CalibratableComponent
  
  Parameters:
  
  valParams - Valuation Parameters
  
  pricerParams - Pricer Parameters
  
  csqs - Component Market Parameters
  
  vcp - Valuation Customization Parameters
  
  pqs - Product Quote Set
  
  Returns:
  
  The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding PV)
- manifestMeasureDFMicroJack
  
  public WengertJacobian manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
  
  Description copied from class: CalibratableComponent
  
  Compute the micro-Jacobian of the given measure to the DF
  
  Specified by:
  
  manifestMeasureDFMicroJack in class CalibratableComponent
  
  Parameters:
  
  strManifestMeasure - Manifest Measure Name
  
  valParams - Valuation Parameters
  
  pricerParams - Pricer Parameters
  
  csqs - Component Market Parameters
  
  vcp - Valuation Customization Parameters
  
  Returns:
  
  The micro-Jacobian
- callMetrics
  
  public BondEOSMetrics callMetrics(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice, GovvieBuilderSettings gbs, DiffusionEvolver deGovvieForward, int iNumPath)
  
  Generate the EOS Callable Option Adjusted Metrics
  
  Parameters:
  
  valParams - The Valuation Parameters
  
  csqc - The Market Parameters
  
  vcp - The Valuation Customization Parameters
  
  dblCleanPrice - Clean Price
  
  gbs - The Govvie Builder Settings
  
  deGovvieForward - The Govvie Forward Diffusion Evolver
  
  iNumPath - The Number of Paths
  
  Returns:
  
  The Bond EOS Metrics
- putMetrics
  
  public BondEOSMetrics putMetrics(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblCleanPrice, GovvieBuilderSettings gbs, DiffusionEvolver deGovvieForward, int iNumPath)
  
  Generate the EOS Putable Option Adjusted Metrics
  
  Parameters:
  
  valParams - The Valuation Parameters
  
  csqc - The Market Parameters
  
  vcp - The Valuation Customization Parameters
  
  dblCleanPrice - Clean Price
  
  gbs - The Govvie Builder Settings
  
  deGovvieForward - The Govvie Forward Diffusion Evolver
  
  iNumPath - The Number of Paths
  
  Returns:
  
  The Bond EOS Metrics
- showPeriods
  
  public void showPeriods() throws java.lang.Exception
  
  Description copied from class: Bond
  
  Display all the coupon periods onto stdout
  
  Specified by:
  
  showPeriods in class Bond
  
  Throws:
  
  java.lang.Exception - Thrown if the coupon periods cannot be displayed onto stdout

Class BondComponent

Nested Class Summary

Constructor Summary

Method Summary

Methods inherited from class org.drip.product.definition.CreditComponent

Methods inherited from class org.drip.product.definition.CalibratableComponent

Methods inherited from class org.drip.product.definition.Component

Methods inherited from class java.lang.Object

Constructor Details

BondComponent

Method Details

calibMeasures

exerciseYieldFromPrice

secTreasurySpread

effectiveTreasuryBenchmarkYield

setTreasuryBenchmark

treasuryBenchmark

setIdentifierSet

identifierSet

setCouponSetting

couponSetting

setFloaterSetting

floaterSetting

setMarketConvention

marketConvention

setCreditSetting

creditSetting

setTerminationSetting

terminationSetting

setStream

stream

setNotionalSetting

notionalSetting

primaryCode

setPrimaryCode

secondaryCode

isin

cusip

name

couponCurrency

payCurrency

principalCurrency

notional

notional

initialNotional

couponFactor

recovery

recovery

creditValuationParams

couponMetrics

freq

creditLabel

forwardLabel

otcFixFloatLabel

fundingLabel

govvieLabel

fxLabel

volatilityLabel

effectiveDate

maturityDate

maturityPayDate

firstCouponDate

couponPeriods

cashSettleParams

lossFlow

lossFlowFromPrice

isFloater

rateIndex

currentCoupon

floatSpread

ticker

setEmbeddedCallSchedule

setEmbeddedPutSchedule

callable

putable

sinkable

variableCoupon

exercised

defaulted

perpetual