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.



Author:
Lakshmi Krishnamurthy
  • 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