java.lang.Object

org.drip.product.definition.Bond

All Implemented Interfaces:: ComponentMarketParamRef

Direct Known Subclasses:: BondComponent

public abstract class Bond
extends CreditComponent

Bond abstract class implements the pricing, the valuation, and the RV analytics functionality for the bond product.

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

Constructor Summary

Constructors

Constructor Description

Bond()

Method Summary

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

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

creditValuationParams, lossFlow, lossFlow, recovery, recovery

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

calibMeasures, calibPRWC, calibQuoteSet, forwardPRWC, fundingForwardPRWC, fundingPRWC, fxPRWC, govviePRWC, jackDDirtyPVDManifestMeasure, manifestMeasureDFMicroJack, primaryCode, secondaryCode, setPrimaryCode, volatilityPRWC

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

cashSettleParams, couponMetrics, couponPeriods, customScenarioMeasures, effectiveDate, firstCouponDate, initialNotional, maturityDate, maturityPayDate, measureNames, measures, measureValue, notional, notional, pv, tenor, value

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.drip.product.definition.ComponentMarketParamRef

couponCurrency, creditLabel, forwardLabel, fundingLabel, fxLabel, govvieLabel, name, otcFixFloatLabel, payCurrency, principalCurrency, volatilityLabel

Constructor Details
- Bond
  
  public Bond()
Method Details
- exerciseYieldFromPrice
  
  public abstract WorkoutInfo exerciseYieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)
  
  Retrieve the work-out information from price
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - Bond Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Price
  
  Returns:
  
  The Optimal Work-out Information
- secTreasurySpread
  
  public abstract double[] secTreasurySpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs)
  
  Retrieve the array of double for the bond's secondary treasury spreads from the Valuation Parameters and the component market parameters
  
  Parameters:
  
  valParams - ValuationParams
  
  csqs - ComponentMarketParams
  
  Returns:
  
  Array of double for the bond's secondary treasury spreads
- effectiveTreasuryBenchmarkYield
  
  public abstract double effectiveTreasuryBenchmarkYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Retrieve the effective treasury benchmark yield from the valuation, the component market parameters, and the market price
  
  Parameters:
  
  valParams - ValuationParams
  
  csqs - 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
- isin
  
  public abstract java.lang.String isin()
  
  Get the ISIN
  
  Returns:
  
  ISIN string
- cusip
  
  public abstract java.lang.String cusip()
  
  Get the CUSIP
  
  Returns:
  
  CUSIP string
- lossFlowFromPrice
  
  public abstract java.util.List<LossQuadratureMetrics> lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)
  
  Get the bond's loss flow from price
  
  Parameters:
  
  valParams - ValuationParams
  
  pricerParams - PricerParams
  
  csqs - ComponentMarketParams
  
  vcp - Valuation Customization Parameters
  
  dblPrice - Input price
  
  Returns:
  
  List of LossQuadratureMetrics
- isFloater
  
  public abstract boolean isFloater()
  
  Return whether the bond is a floater
  
  Returns:
  
  True if the bond is a floater
- rateIndex
  
  public abstract java.lang.String rateIndex()
  
  Return the rate index of the bond
  
  Returns:
  
  Rate index
- currentCoupon
  
  public abstract double currentCoupon()
  
  Return the current bond coupon
  
  Returns:
  
  Current coupon
- floatSpread
  
  public abstract double floatSpread()
  
  Return the floating spread of the bond
  
  Returns:
  
  Floating spread
- ticker
  
  public abstract java.lang.String ticker()
  
  Return the bond ticker
  
  Returns:
  
  Bond Ticker
- callable
  
  public abstract boolean callable()
  
  Indicate if the bond is callable
  
  Returns:
  
  True - callable
- putable
  
  public abstract boolean putable()
  
  Indicate if the bond is putable
  
  Returns:
  
  True - putable
- sinkable
  
  public abstract boolean sinkable()
  
  Indicate if the bond is sinkable
  
  Returns:
  
  True - sinkable
- variableCoupon
  
  public abstract boolean variableCoupon()
  
  Indicate if the bond has variable coupon
  
  Returns:
  
  True - has variable coupon
- exercised
  
  public abstract boolean exercised()
  
  Indicate if the bond has been exercised
  
  Returns:
  
  True - Has been exercised
- defaulted
  
  public abstract boolean defaulted()
  
  Indicate if the bond has defaulted
  
  Returns:
  
  True - Bond has defaulted
- perpetual
  
  public abstract boolean perpetual()
  
  Indicate if the bond is perpetual
  
  Returns:
  
  True - Bond is Perpetual
- tradeable
  
  public abstract boolean tradeable(ValuationParams valParams) throws java.lang.Exception
  
  Calculate if the bond is tradeable on the given date
  
  Parameters:
  
  valParams - Valuation Parameters
  
  Returns:
  
  True indicates the bond is tradeable
  
  Throws:
  
  java.lang.Exception - Thrown if inputs are invalid
- callSchedule
  
  public abstract EmbeddedOptionSchedule callSchedule()
  
  Return the bond's embedded call schedule
  
  Returns:
  
  EOS Call
- putSchedule
  
  public abstract EmbeddedOptionSchedule putSchedule()
  
  Return the bond's embedded put schedule
  
  Returns:
  
  EOS Put
- couponType
  
  public abstract java.lang.String couponType()
  
  Return the bond's coupon type
  
  Returns:
  
  Bond's coupon Type
- couponDC
  
  public abstract java.lang.String couponDC()
  
  Return the bond's coupon day count
  
  Returns:
  
  Coupon day count string
- accrualDC
  
  public abstract java.lang.String accrualDC()
  
  Return the bond's accrual day count
  
  Returns:
  
  Accrual day count string
- maturityType
  
  public abstract java.lang.String maturityType()
  
  Return the bond's maturity type
  
  Returns:
  
  Bond's maturity type
- freq
  
  public abstract int freq()
  
  Return the bond's coupon frequency
  
  Specified by:
  
  freq in class Component
  
  Returns:
  
  Bond's coupon frequency
- finalMaturity
  
  public abstract JulianDate finalMaturity()
  
  Return the bond's final maturity
  
  Returns:
  
  Bond's final maturity
- calculationType
  
  public abstract java.lang.String calculationType()
  
  Return the bond's calculation type
  
  Returns:
  
  Bond's calculation type
- redemptionValue
  
  public abstract double redemptionValue()
  
  Return the bond's redemption value
  
  Returns:
  
  Bond's redemption value
- currency
  
  public abstract java.lang.String currency()
  
  Return the bond's coupon currency
  
  Returns:
  
  Bond's coupon currency
- redemptionCurrency
  
  public abstract java.lang.String redemptionCurrency()
  
  Return the bond's redemption currency
  
  Returns:
  
  Bond's redemption currency
- inFirstCouponPeriod
  
  public abstract boolean inFirstCouponPeriod(int iDate) throws java.lang.Exception
  
  Indicate whether the given date is in the first coupon period
  
  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 abstract boolean inLastCouponPeriod(int iDate) throws java.lang.Exception
  
  Indicate whether the given date is in the final coupon period
  
  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 abstract java.lang.String floatCouponConvention()
  
  Return the bond's floating coupon convention
  
  Returns:
  
  Bond's floating coupon convention
- periodFixingDate
  
  public abstract JulianDate periodFixingDate(int iValueDate)
  
  Get the bond's reset date for the period identified by the valuation date
  
  Parameters:
  
  iValueDate - Valuation Date
  
  Returns:
  
  Reset JulianDate
- previousCouponDate
  
  public abstract JulianDate previousCouponDate(JulianDate dt)
  
  Return the coupon date for the period prior to the specified date
  
  Parameters:
  
  dt - Valuation Date
  
  Returns:
  
  Previous Coupon Date
- previousCouponRate
  
  public abstract double previousCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs) throws java.lang.Exception
  
  Return the coupon rate for the period prior to the specified date
  
  Parameters:
  
  dt - Valuation Date
  
  csqs - Component Market Params
  
  Returns:
  
  Previous Coupon Rate
  
  Throws:
  
  java.lang.Exception - Thrown if the previous coupon rate cannot be calculated
- currentCouponDate
  
  public abstract JulianDate currentCouponDate(JulianDate dt)
  
  Return the coupon date for the period containing the specified date
  
  Parameters:
  
  dt - Valuation Date
  
  Returns:
  
  Current Coupon Date
- nextCouponDate
  
  public abstract JulianDate nextCouponDate(JulianDate dt)
  
  Return the coupon date for the period subsequent to the specified date
  
  Parameters:
  
  dt - Valuation Date
  
  Returns:
  
  Next Coupon Date
- nextValidExerciseDateOfType
  
  public abstract ExerciseInfo nextValidExerciseDateOfType(JulianDate dt, boolean bGetPut)
  
  Return the next exercise info of the given exercise type (call/put) subsequent to the specified date
  
  Parameters:
  
  dt - Valuation Date
  
  bGetPut - TRUE - Gets the next put date
  
  Returns:
  
  Next Exercise Information
- nextValidExerciseInfo
  
  public abstract ExerciseInfo nextValidExerciseInfo(JulianDate dt)
  
  Return the next exercise info subsequent to the specified date
  
  Parameters:
  
  dt - Valuation Date
  
  Returns:
  
  Next Exercise Info
- currentCouponRate
  
  public abstract double currentCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs) throws java.lang.Exception
  
  Return the coupon rate for the period corresponding to the specified date
  
  Parameters:
  
  dt - Valuation Date
  
  csqs - Component Market Params
  
  Returns:
  
  Next Coupon Rate
  
  Throws:
  
  java.lang.Exception - Thrown if the current period coupon rate cannot be calculated
- nextCouponRate
  
  public abstract double nextCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs) throws java.lang.Exception
  
  Return the coupon rate for the period subsequent to the specified date
  
  Parameters:
  
  dt - Valuation Date
  
  csqs - Component Market Params
  
  Returns:
  
  Next Coupon Rate
  
  Throws:
  
  java.lang.Exception - Thrown if the subsequent coupon rate cannot be calculated
- accrued
  
  public abstract double accrued(int iDate, CurveSurfaceQuoteContainer csqs) throws java.lang.Exception
  
  Calculate the bond's accrued for the period identified by the valuation date
  
  Parameters:
  
  iDate - Valuation Date
  
  csqs - Bond market parameters
  
  Returns:
  
  The coupon accrued in the current period
  
  Throws:
  
  java.lang.Exception - Thrown if accrual cannot be calculated
- weightedAverageMaturityDate
  
  public abstract int weightedAverageMaturityDate(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Calculate the Bond's Weighted Average Maturity Date from the Valuation Date
  
  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 abstract int weightedAverageMaturityDate(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Calculate the Bond's Weighted Average Maturity Date To Maturity from the Valuation Date
  
  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 abstract double weightedAverageLife(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Calculate the Bond's Weighted Average Life from the Valuation Date
  
  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 abstract double weightedAverageLife(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Calculate the Bond's Weighted Average Life To Maturity from the Valuation Date
  
  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 abstract double weightedAverageLifePrincipalOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Calculate the Bond's Principal Only Weighted Average Life from the Valuation Date
  
  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 abstract double weightedAverageLifePrincipalOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Calculate the Bond's Principal Only Weighted Average Life To Maturity from the Valuation Date
  
  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 abstract double weightedAverageLifeCouponOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Calculate the Bond's Coupon Only Weighted Average Life from the Valuation Date
  
  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 abstract double weightedAverageLifeCouponOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Calculate the Bond's Coupon Only Weighted Average Life To Maturity from the Valuation Date
  
  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 abstract double weightedAverageLifeLossOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Calculate the Bond's Weighted Average Life of Losses Only from the Valuation Date
  
  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 abstract double weightedAverageLifeLossOnly(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Calculate the Bond's Weighted Average Life of Losses Only To Maturity from the Valuation Date
  
  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 abstract double weightedAverageLifeCredit(ValuationParams valParams, CurveSurfaceQuoteContainer csqc, int iWorkoutDate, double dblWorkoutFactor) throws java.lang.Exception
  
  Calculate the Credit Adjusted Weighted Average Life from the Valuation Date
  
  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 abstract double weightedAverageLifeCredit(ValuationParams valParams, CurveSurfaceQuoteContainer csqc) throws java.lang.Exception
  
  Calculate the Credit Adjusted Weighted Average Life To Maturity from the Valuation Date
  
  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 abstract double priceFromZeroCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iZeroCurveBaseDC, int iWorkoutDate, double dblWorkoutFactor, double dblZCBump) throws java.lang.Exception
  
  Calculate the bond's non-credit risky theoretical price from the Bumped Zero Curve
  
  Parameters:
  
  valParams - ValuationParams
  
  csqs - 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
  
  dblZCBump - 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 abstract double priceFromFundingCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblDCBump) throws java.lang.Exception
  
  Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
  
  Parameters:
  
  valParams - ValuationParams
  
  csqs - ComponentMarketParams
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  dblDCBump - 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 abstract double priceFromTreasuryCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblDCBump) throws java.lang.Exception
  
  Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
  
  Parameters:
  
  valParams - ValuationParams
  
  csqs - ComponentMarketParams
  
  iWorkoutDate - Work-out date
  
  dblWorkoutFactor - Double Work-out factor
  
  dblDCBump - 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 abstract double priceFromCreditCurve(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis, boolean bFlat) throws java.lang.Exception
  
  Calculate the bond's credit risky theoretical price from the bumped credit curve
  
  Parameters:
  
  valParams - ValuationParams
  
  csqs - 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 abstract double aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate ASW from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate ASW from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate ASW from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate ASW from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate ASW from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate ASW from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate ASW from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate ASW from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate ASW from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate ASW from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate ASW from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate ASW from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate ASW from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate ASW from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate ASW from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate ASW from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate ASW from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate ASW from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate ASW from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate ASW from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate ASW from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate ASW from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate ASW from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate ASW from JN Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate ASW from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate ASW from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate ASW from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate ASW from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate ASW from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate ASW from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate ASW from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate ASW from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate ASW from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate ASW from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate ASW from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate ASW from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate ASW from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate ASW from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate ASW from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate ASW from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate ASW from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate ASW from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate ASW from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate ASW from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double aswFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate ASW from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Bond Basis from ASW to Work-out
  
  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:
  
  Bond Basis from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Bond Basis cannot be calculated
- bondBasisFromASW
  
  public abstract double bondBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Bond Basis from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Bond Basis from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Bond Basis from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Bond Basis from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Bond Basis from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Bond Basis from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Bond Basis from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Bond Basis from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Bond Basis from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Bond Basis from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Bond Basis from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Bond Basis from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Bond Basis from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Bond Basis from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Bond Basis from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Bond Basis from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Bond Basis from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Bond Basis from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Bond Basis from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Bond Basis from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Bond Basis from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Bond Basis from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Bond Basis from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Bond Basis from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Bond Basis from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Bond Basis from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Bond Basis from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Bond Basis from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Bond Basis from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Bond Basis from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Bond Basis from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Bond Basis from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Bond Basis from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Bond Basis from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Bond Basis from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Bond Basis from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Bond Basis from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Bond Basis from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Bond Basis from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Bond Basis from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Bond Basis from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Bond Basis from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Bond Basis from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double bondBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Bond Basis from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Convexity from ASW to Work-out
  
  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:
  
  Convexity from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Convexity cannot be calculated
- convexityFromASW
  
  public abstract double convexityFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Convexity from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Convexity from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Convexity from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Convexity from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Convexity from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Convexity from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Convexity from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Convexity from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Convexity from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Convexity from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Convexity from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Convexity from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Convexity from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Convexity from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Convexity from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Convexity from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Convexity from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Convexity from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Convexity from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Convexity from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Convexity from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Convexity from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Convexity from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Convexity from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Convexity from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Convexity from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Convexity from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Convexity from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Convexity from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Convexity from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Convexity from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Convexity from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Convexity from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Convexity from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Convexity from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Convexity from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Convexity from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Convexity from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Convexity from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Convexity from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Convexity from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Convexity from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Convexity from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Convexity from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Convexity from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Convexity from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double convexityFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Convexity from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Credit Basis from ASW to Work-out
  
  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:
  
  Credit Basis from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Credit Basis cannot be calculated
- creditBasisFromASW
  
  public abstract double creditBasisFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Credit Basis from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Credit Basis from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Credit Basis from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Credit Basis from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Credit Basis from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Credit Basis from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Credit Basis from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Credit Basis from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Credit Basis from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Credit Basis from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Credit Basis from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Credit Basis from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Credit Basis from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Credit Basis from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Credit Basis from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Credit Basis from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Credit Basis from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Credit Basis from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Credit Basis from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Credit Basis from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Credit Basis from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Credit Basis from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Credit Basis from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Credit Basis from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Credit Basis from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Credit Basis from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Credit Basis from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Credit Basis from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Credit Basis from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Credit Basis from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Credit Basis from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Credit Basis from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Credit Basis from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Credit Basis from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Credit Basis from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Credit Basis from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Credit Basis from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Credit Basis from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Credit Basis from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Credit Basis from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Credit Basis from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Credit Basis from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Credit Basis from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double creditBasisFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Credit Basis from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Discount Margin from ASW to Work-out
  
  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:
  
  Discount Margin from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Discount Margin cannot be calculated
- discountMarginFromASW
  
  public abstract double discountMarginFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Discount Margin from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Discount Margin from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Discount Margin from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Discount Margin from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Discount Margin from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Discount Margin from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Discount Margin from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Discount Margin from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Discount Margin from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Discount Margin from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Discount Margin from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Discount Margin from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Discount Margin from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Discount Margin from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Discount Margin from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Discount Margin from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Discount Margin from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Discount Margin from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Discount Margin from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Discount Margin from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Discount Margin from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Discount Margin from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Discount Margin from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Discount Margin from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Discount Margin from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Discount Margin from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Discount Margin from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Discount Margin from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Discount Margin from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Discount Margin from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Discount Margin from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Discount Margin from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Discount Margin from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Discount Margin from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Discount Margin from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Discount Margin from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Discount Margin from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Discount Margin from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Discount Margin from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Discount Margin from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Discount Margin from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Discount Margin from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Discount Margin from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double discountMarginFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Discount Margin from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Duration from ASW to Work-out
  
  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:
  
  Duration from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Duration cannot be calculated
- durationFromASW
  
  public abstract double durationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Duration from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Duration from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Duration from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Duration from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Duration from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Duration from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Duration from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Duration from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Duration from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Duration from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Duration from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Duration from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Duration from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Duration from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Duration from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Duration from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Duration from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Duration from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Duration from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Duration from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Duration from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Duration from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Duration from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Duration from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Duration from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Duration from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Duration from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Duration from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Duration from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Duration from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Duration from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Duration from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Duration from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Duration from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Duration from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Duration from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Duration from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Duration from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Duration from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Duration from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Duration from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Duration from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Duration from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Duration from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Duration from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Duration from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double durationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Duration from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate E Spread from ASW to Work-out
  
  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:
  
  E Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the E Spread cannot be calculated
- eSpreadFromASW
  
  public abstract double eSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate E Spread from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate E Spread from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate E Spread from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate E Spread from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate E Spread from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate E Spread from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate E Spread from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate E Spread from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate E Spread from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate E Spread from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate E Spread from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate E Spread from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate E Spread from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate E Spread from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate E Spread from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate E Spread from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate E Spread from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate E Spread from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate E Spread from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate E Spread from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate E Spread from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate E Spread from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate E Spread from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate E Spread from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate E Spread from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate E Spread from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- eSpreadFromPrice
  
  public abstract double eSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate E Spread from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate E Spread from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate E Spread from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- eSpreadFromPECS
  
  public abstract double eSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate E Spread from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate E Spread from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate E Spread from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- eSpreadFromTSYSpread
  
  public abstract double eSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate E Spread from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate E Spread from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate E Spread from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate E Spread from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate E Spread from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate E Spread from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate E Spread from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate E Spread from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double eSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate E Spread from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate G Spread from ASW to Work-out
  
  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 abstract double gSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate G Spread from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate G Spread from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate G Spread from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate G Spread from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate G Spread from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate G Spread from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate G Spread from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate G Spread from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate G Spread from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate G Spread from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate G Spread from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate G Spread from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate G Spread from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate G Spread from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate G Spread from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate G Spread from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate G Spread from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate G Spread from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate G Spread from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate G Spread from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate G Spread from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate G Spread from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate G Spread from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate G Spread from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate G Spread from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate G Spread from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate G Spread from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate G Spread from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate G Spread from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate G Spread from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate G Spread from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate G Spread from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate G Spread from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate G Spread from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate G Spread from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate G Spread from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate G Spread from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate G Spread from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate G Spread from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate G Spread from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate G Spread from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate G Spread from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate G Spread from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double gSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate G Spread from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate I Spread from ASW to Work-out
  
  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:
  
  I Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the I Spread cannot be calculated
- iSpreadFromASW
  
  public abstract double iSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate I Spread from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate I Spread from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate I Spread from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate I Spread from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate I Spread from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate I Spread from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate I Spread from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate I Spread from Credit Basis to Optimal Exercise
  
  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 abstract double iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate I Spread from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate I Spread from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate I Spread from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate I Spread from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate I Spread from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate I Spread from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate I Spread from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate I Spread from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate I Spread from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate I Spread from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate I Spread from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate I Spread from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate I Spread from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate I Spread from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate I Spread from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate I Spread from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate I Spread from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate I Spread from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate I Spread from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate I Spread from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate I Spread from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate I Spread from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate I Spread from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate I Spread from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate I Spread from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate I Spread from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate I Spread from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate I Spread from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate I Spread from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate I Spread from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate I Spread from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate I Spread from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate I Spread from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate I Spread from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate I Spread from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double iSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate I Spread from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate J Spread from ASW to Work-out
  
  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:
  
  J Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the J Spread cannot be calculated
- jSpreadFromASW
  
  public abstract double jSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate J Spread from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate J Spread from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate J Spread from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate J Spread from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate J Spread from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate J Spread from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate J Spread from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate J Spread from Credit Basis to Optimal Exercise
  
  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 abstract double jSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate J Spread from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate J Spread from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate J Spread from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate J Spread from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate J Spread from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate J Spread from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate J Spread from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate J Spread from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate J Spread from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate J Spread from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate J Spread from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate J Spread from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate J Spread from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate J Spread from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate J Spread from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate J Spread from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate J Spread from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate J Spread from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate J Spread from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate J Spread from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate J Spread from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate J Spread from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate J Spread from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate J Spread from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate J Spread from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate J Spread from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate J Spread from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate J Spread from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate J Spread from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate J Spread from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate J Spread from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate J Spread from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate J Spread from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate J Spread from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate J Spread from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double jSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate J Spread from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Macaulay Duration from ASW to Work-out
  
  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:
  
  Macaulay Duration from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Macaulay Duration cannot be calculated
- macaulayDurationFromASW
  
  public abstract double macaulayDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Macaulay Duration from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Macaulay Duration from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Macaulay Duration from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Macaulay Duration from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Macaulay Duration from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Macaulay Duration from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Macaulay Duration from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Macaulay Duration from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Macaulay Duration from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Macaulay Duration from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Macaulay Duration from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Macaulay Duration from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Macaulay Duration from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double mnacaulayDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Macaulay Duration from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Macaulay Duration from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Macaulay Duration from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Macaulay Duration from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Macaulay Duration from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Macaulay Duration from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Macaulay Duration from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Macaulay Duration from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Macaulay Duration from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Macaulay Duration from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double macaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Macaulay Duration from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Modified Duration from ASW to Work-out
  
  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:
  
  Modified Duration from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if Modified Duration cannot be calculated
- modifiedDurationFromASW
  
  public abstract double modifiedDurationFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Modified Duration from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Modified Duration from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Modified Duration from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Modified Duration from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Modified Duration from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Modified Duration from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Modified Duration from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Modified Duration from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Modified Duration from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Modified Duration from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Modified Duration from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Modified Duration from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Modified Duration from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Modified Duration from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Modified Duration from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Modified Duration from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Modified Duration from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Modified Duration from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Modified Duration from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Modified Duration from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Modified Duration from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Modified Duration from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Modified Duration from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Modified Duration from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Modified Duration from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Modified Duration from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Modified Duration from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Modified Duration from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Modified Duration from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Modified Duration from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Modified Duration from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Modified Duration from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Modified Duration from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Modified Duration from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Modified Duration from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Modified Duration from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Modified Duration from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Modified Duration from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Modified Duration from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Modified Duration from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Modified Duration from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Modified Duration from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Modified Duration from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Modified Duration from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Modified Duration from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Modified Duration from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double modifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Modified Duration from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate N Spread from ASW to Work-out
  
  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:
  
  N Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the N Spread cannot be calculated
- nSpreadFromASW
  
  public abstract double nSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate N Spread from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate N Spread from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate N Spread from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate N Spread from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate N Spread from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate N Spread from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate N Spread from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate N Spread from Credit Basis to Optimal Exercise
  
  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 abstract double nSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate N Spread from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate N Spread from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate N Spread from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate N Spread from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate N Spread from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate N Spread from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate N Spread from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate N Spread from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate N Spread from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate N Spread from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate N Spread from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate N Spread from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate N Spread from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate N Spread from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate N Spread from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate N Spread from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate N Spread from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate N Spread from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate N Spread from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate N Spread from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate N Spread from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate N Spread from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate N Spread from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate N Spread from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate N Spread from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate N Spread from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate N Spread from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate N Spread from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate N Spread from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate N Spread from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate N Spread from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate N Spread from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate N Spread from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate N Spread from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate N Spread from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double nSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate N Spread from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate OAS from ASW to Work-out
  
  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:
  
  OAS from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the OAS cannot be calculated
- oasFromASW
  
  public abstract double oasFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate OAS from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate OAS from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate OAS from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate OAS from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate OAS from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate OAS from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate OAS from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate OAS from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate OAS from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate OAS from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate OAS from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate OAS from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate OAS from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate OAS from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate OAS from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate OAS from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate OAS from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate OAS from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate OAS from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate OAS from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate OAS from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate OAS from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate OAS from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate OAS from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate OAS from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate OAS from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate OAS from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate OAS from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate OAS from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate OAS from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate OAS from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate OAS from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate OAS from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate OAS from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate OAS from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate OAS from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate OAS from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate OAS from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate OAS from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate OAS from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate OAS from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate OAS from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate OAS from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double oasFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate OAS from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate PECS from ASW to Work-out
  
  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:
  
  PECS from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the PECS cannot be calculated
- pecsFromASW
  
  public abstract double pecsFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate PECS from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate PECS from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate PECS from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate PECS from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate PECS from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate PECS from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate PECS from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate PECS from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate PECS from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate PECS from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate PECS from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate PECS from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate PECS from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate PECS from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate PECS from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate PECS from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate PECS from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate PECS from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate PECS from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate PECS from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate PECS from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate PECS from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate PECS from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate PECS from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate PECS from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate PECS from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate PECS from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate PECS from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate PECS from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate PECS from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate PECS from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate PECS from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate PECS from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate PECS from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate PECS from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate PECS from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate PECS from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate PECS from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate PECS from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate PECS from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate PECS from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate PECS from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate PECS from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double pecsFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate PECS from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Price from ASW to Work-out
  
  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:
  
  Price from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Price cannot be calculated
- priceFromASW
  
  public abstract double priceFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Price from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Price from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Price from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Price from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Price from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Price from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Price from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Price from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Price from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Price from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Price from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Price from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Price from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Price from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Price from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Price from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Price from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Price from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Price from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Price from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Price from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Price from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Price from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Price from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Price from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Price from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Price from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Price from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Price from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Price from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Price from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Price from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Price from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Price from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Price from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Price from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Price from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Price from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Price from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Price from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Price from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Price from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Price from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double priceFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Price from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate TSY Spread from ASW to Work-out
  
  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:
  
  TSY Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the TSY Spread cannot be calculated
- tsySpreadFromASW
  
  public abstract double tsySpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate TSY Spread from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate TSY Spread from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate TSY Spread from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate TSY Spread from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate TSY Spread from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate TSY Spread from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate TSY Spread from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate TSY Spread from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate TSY Spread from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate TSY Spread from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate TSY Spread from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- tsySpreadFromISpread
  
  public abstract double tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate TSY Spread from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate TSY Spread from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate TSY Spread from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- tsySpreadFromESpread
  
  public abstract double tsySpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate TSY Spread from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate TSY Spread from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate TSY Spread from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate TSY Spread from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate TSY Spread from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate TSY Spread from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- tsySpreadFromJSpread
  
  public abstract double tsySpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate TSY Spread from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate TSY Spread from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate TSY Spread from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate TSY Spread from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate TSY Spread from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate TSY Spread from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate TSY Spread from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate TSY Spread from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate TSY Spread from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate TSY Spread from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate TSY Spread from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate TSY Spread from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate TSY Spread from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate TSY Spread from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate TSY Spread from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate TSY Spread from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate TSY Spread from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate TSY Spread from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate TSY Spread from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate TSY Spread from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate TSY Spread from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate TSY Spread from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate TSY Spread from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double tsySpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate TSY Spread from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Yield from ASW to Work-out
  
  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:
  
  Yield from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield cannot be calculated
- yieldFromASW
  
  public abstract double yieldFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Yield from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Yield from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Yield from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Yield from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Yield from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Yield from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Yield from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Yield from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Yield from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Yield from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Yield from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Yield from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Yield from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Yield from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Yield from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Yield from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Yield from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Yield from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Yield from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Yield from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Yield from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Yield from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Yield from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Yield from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Yield from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Yield from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Yield from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Yield from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Yield from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Yield from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Yield from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Yield from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Yield from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Yield from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Yield from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromPriceTC(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Yield from Price to Work-out after applying the Tax Credit Coupon Extension
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Yield from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Yield from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Yield from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield cannot be calculated
- yieldFromTSYSpreadToOptimalExercise
  
  public abstract double yieldFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Yield from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - 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 abstract double yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Yield from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Yield from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Yield from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Yield from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Yield from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Yield from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Yield01 from ASW to Work-out
  
  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:
  
  Yield01 from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield01 cannot be calculated
- yield01FromASW
  
  public abstract double yield01FromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Yield01 from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Yield01 from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Yield01 from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Yield01 from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Yield01 from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Yield01 from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Yield01 from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Yield01 from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Yield01 from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Yield01 from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Yield01 from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Yield01 from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Yield01 from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Yield01 from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Yield01 from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Yield01 from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Yield01 from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Yield01 from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Yield01 from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Yield01 from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Yield01 from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Yield01 from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Yield01 from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Yield01 from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Yield01 from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Yield01 from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Yield01 from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Yield01 from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Yield01 from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Yield01 from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Yield01 from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Yield01 from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Yield01 from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Yield01 from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - TSY Spread to Maturity
  
  Returns:
  
  Yield01 from TSY Spread to Maturity
  
  Throws:
  
  java.lang.Exception - Thrown if Yield01 cannot be calculated
- yield01FromTSYSpreadToOptimalExercise
  
  public abstract double yield01FromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Yield01 from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - Market Parameters
  
  vcp - Valuation Customization Parameters
  
  dblTSYSpread - 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 abstract double yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Yield01 from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Yield01 from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Yield01 from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Yield01 from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Yield01 from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Yield01 from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Yield01 from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Yield01 from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yield01FromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Yield01 from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Yield Spread from ASW to Work-out
  
  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:
  
  Yield Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Yield Spread cannot be calculated
- yieldSpreadFromASW
  
  public abstract double yieldSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Yield Spread from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Yield Spread from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Yield Spread from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Yield Spread from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Yield Spread from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Yield Spread from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Yield Spread from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Yield Spread from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Yield Spread from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Yield Spread from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Yield Spread from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblESpread) throws java.lang.Exception
  
  Calculate Yield Spread from E Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromESpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Yield Spread from E Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromESpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblESpread) throws java.lang.Exception
  
  Calculate Yield Spread from E Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Yield Spread from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Yield Spread from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Yield Spread from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Yield Spread from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Yield Spread from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Yield Spread from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Yield Spread from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Yield Spread from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Yield Spread from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Yield Spread from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Yield Spread from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Yield Spread from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Yield Spread from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Yield Spread from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Yield Spread from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- yieldSpreadFromPrice
  
  public abstract double yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Yield Spread from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Yield Spread from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Yield Spread from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- yieldSpreadFromPECS
  
  public abstract double yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Yield Spread from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Yield Spread from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Yield Spread from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- yieldSpreadFromTSYSpread
  
  public abstract double yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Yield Spread from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Yield Spread from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Yield Spread from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Yield Spread from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Yield Spread from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Yield Spread from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
  
  Calculate Yield Spread from Z Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromZSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Yield Spread from Z Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double yieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblZSpread) throws java.lang.Exception
  
  Calculate Yield Spread from Z Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
  
  Calculate Z Spread from ASW to Work-out
  
  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:
  
  Z Spread from ASW to Work-out
  
  Throws:
  
  java.lang.Exception - Thrown if the Z Spread cannot be calculated
- zSpreadFromASW
  
  public abstract double zSpreadFromASW(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Z Spread from ASW to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromASWToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblASW) throws java.lang.Exception
  
  Calculate Z Spread from ASW to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
  
  Calculate Z Spread from Bond Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromBondBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Z Spread from Bond Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblBondBasis) throws java.lang.Exception
  
  Calculate Z Spread from Bond Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Z Spread from Credit Basis to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromCreditBasis(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Z Spread from Credit Basis to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCreditBasis) throws java.lang.Exception
  
  Calculate Z Spread from Credit Basis to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Z Spread from Discount Margin to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromDiscountMargin(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Z Spread from Discount Margin to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblDiscountMargin) throws java.lang.Exception
  
  Calculate Z Spread from Discount Margin to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
  
  Calculate Z Spread from G Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromGSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Z Spread from G Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblGSpread) throws java.lang.Exception
  
  Calculate Z Spread from G Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
  
  Calculate Z Spread from I Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromISpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Z Spread from I Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromISpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblISpread) throws java.lang.Exception
  
  Calculate Z Spread from I Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblJSpread) throws java.lang.Exception
  
  Calculate Z Spread from J Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromJSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Z Spread from J Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromJSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblJSpread) throws java.lang.Exception
  
  Calculate Z Spread from J Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblNSpread) throws java.lang.Exception
  
  Calculate Z Spread from N Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromNSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Z Spread from N Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromNSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblNSpread) throws java.lang.Exception
  
  Calculate Z Spread from N Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
  
  Calculate Z Spread from OAS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromOAS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Z Spread from OAS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromOASToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblOAS) throws java.lang.Exception
  
  Calculate Z Spread from OAS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- zSpreadFromPrice
  
  public abstract double zSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
  
  Calculate Z Spread from Price to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromPrice(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Z Spread from Price to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromPriceToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) throws java.lang.Exception
  
  Calculate Z Spread from Price to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- zSpreadFromPECS
  
  public abstract double zSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
  
  Calculate Z Spread from PECS to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromPECS(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Z Spread from PECS to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromPECSToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPECS) throws java.lang.Exception
  
  Calculate Z Spread from PECS to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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
- zSpreadFromTSYSpread
  
  public abstract double zSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Z Spread from TSY Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromTSYSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Z Spread from TSY Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblTSYSpread) throws java.lang.Exception
  
  Calculate Z Spread from TSY Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
  
  Calculate Z Spread from Yield to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromYield(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Z Spread from Yield to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromYieldToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYield) throws java.lang.Exception
  
  Calculate Z Spread from Yield to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, int iWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Z Spread from Yield Spread to Work-out
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromYieldSpread(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Z Spread from Yield Spread to Maturity
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract double zSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblYieldSpread) throws java.lang.Exception
  
  Calculate Z Spread from Yield Spread to Optimal Exercise
  
  Parameters:
  
  valParams - Valuation Parameters
  
  csqs - 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 abstract 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
  
  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
- showPeriods
  
  public abstract void showPeriods() throws java.lang.Exception
  
  Display all the coupon periods onto stdout
  
  Throws:
  
  java.lang.Exception - Thrown if the coupon periods cannot be displayed onto stdout

Class Bond

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

Methods inherited from interface org.drip.product.definition.ComponentMarketParamRef

Constructor Details

Bond

Method Details

exerciseYieldFromPrice

secTreasurySpread

effectiveTreasuryBenchmarkYield

isin

cusip

lossFlowFromPrice

isFloater

rateIndex

currentCoupon

floatSpread

ticker

callable

putable

sinkable

variableCoupon

exercised

defaulted

perpetual

tradeable

callSchedule

putSchedule

couponType

couponDC

accrualDC

maturityType

freq

finalMaturity

calculationType

redemptionValue

currency

redemptionCurrency

inFirstCouponPeriod

inLastCouponPeriod

floatCouponConvention

periodFixingDate

previousCouponDate

previousCouponRate

currentCouponDate

nextCouponDate

nextValidExerciseDateOfType

nextValidExerciseInfo

currentCouponRate

nextCouponRate

accrued

weightedAverageMaturityDate

weightedAverageMaturityDate

weightedAverageLife

weightedAverageLife

weightedAverageLifePrincipalOnly

weightedAverageLifePrincipalOnly

weightedAverageLifeCouponOnly

weightedAverageLifeCouponOnly

weightedAverageLifeLossOnly

weightedAverageLifeLossOnly

weightedAverageLifeCredit

weightedAverageLifeCredit

priceFromZeroCurve

priceFromFundingCurve

priceFromTreasuryCurve

priceFromCreditCurve

aswFromBondBasis

aswFromBondBasis

aswFromBondBasisToOptimalExercise

aswFromCreditBasis

aswFromCreditBasis

aswFromCreditBasisToOptimalExercise

aswFromDiscountMargin

aswFromDiscountMargin

aswFromDiscountMarginToOptimalExercise