Package org.drip.product.credit

Class CDSComponent.SpreadCalibOP

java.lang.Object
org.drip.product.credit.CDSComponent.SpreadCalibOP
Enclosing class:
CDSComponent
public class CDSComponent.SpreadCalibOP
extends java.lang.Object
CDS spread calibration output
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    SpreadCalibOP​(double dblCalibResult, CreditCurve ccCalib)
    SpreadCalibOP Constructor

  • Method Summary

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SpreadCalibOP

      public SpreadCalibOP​(double dblCalibResult, CreditCurve ccCalib) throws java.lang.Exception
      SpreadCalibOP Constructor
      Parameters:
      dblCalibResult - Calibration Result
      ccCalib - Calibrated Credit Curve
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid