Package org.drip.product.definition
Interface BasketMarketParamRef
- All Known Implementing Classes:
BasketProduct
,BondBasket
,CDSBasket
,ComponentPair
public interface BasketMarketParamRef
BasketMarketParamRef interface provides stubs for basket name, IR curve, forward curve, credit
curve, TSY curve, and needed to value the component.
- Module = Product Core Module
- Library = Fixed Income Analytics
- Project = Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses
- Package = Fixed Income Components/Baskets Definitions
- Author:
- Lakshmi Krishnamurthy
-
Method Summary
Modifier and Type Method Description java.lang.String[]
couponCurrency()
Get the Coupon CurrencyEntityCDSLabel[]
creditLabel()
Get the Array of Credit Curve Latent State Identifier LabelsForwardLabel[]
forwardLabel()
Get the Array of Forward LabelsFundingLabel[]
fundingLabel()
Get the Array of Funding Curve Latent State LabelsFXLabel[]
fxLabel()
Get the Array of the FX Latent State Identifier Labelsjava.lang.String
name()
Get the component namejava.lang.String[]
payCurrency()
Get the Pay Currencyjava.lang.String[]
principalCurrency()
Get the Principal Currency
-
Method Details
-
name
java.lang.String name()Get the component name- Returns:
- The component name
-
couponCurrency
java.lang.String[] couponCurrency()Get the Coupon Currency- Returns:
- The Coupon Currency
-
payCurrency
java.lang.String[] payCurrency()Get the Pay Currency- Returns:
- The Pay Currency
-
principalCurrency
java.lang.String[] principalCurrency()Get the Principal Currency- Returns:
- The Principal Currency
-
creditLabel
EntityCDSLabel[] creditLabel()Get the Array of Credit Curve Latent State Identifier Labels- Returns:
- The Array of Credit Curve Latent State Identifier Labels
-
forwardLabel
ForwardLabel[] forwardLabel()Get the Array of Forward Labels- Returns:
- Array of the Forward Labels
-
fundingLabel
FundingLabel[] fundingLabel()Get the Array of Funding Curve Latent State Labels- Returns:
- Array of the Funding Curve Latent State Labels
-
fxLabel
FXLabel[] fxLabel()Get the Array of the FX Latent State Identifier Labels- Returns:
- The Array of the FX Latent State Identifier Labels
-