Package org.drip.product.definition

Interface BondProduct

All Known Implementing Classes:

BondComponent, TreasuryComponent

public interface BondProduct

BondProduct interface implements the product static data behind bonds of all kinds. Bond static data is captured in a set of 11 container classes – BondTSYParams, BondCouponParams, BondNotionalParams, BondFloaterParams, BondCurrencyParams, BondIdentifierParams, ComponentValuationParams, ComponentRatesValuationParams, ComponentCreditValuationParams, ComponentTerminationEvent, BondFixedPeriodParams, and one EmbeddedOptionSchedule object instance each for the call and the put objects. Each of these parameter sets can be set separately.

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

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
CouponSetting	couponSetting()	Retrieve the bond coupon setting
CreditSetting	creditSetting()	Retrieve the bond credit Setting
FloaterSetting	floaterSetting()	Retrieve the bond floater setting
IdentifierSet	identifierSet()	Retrieve the bond identifier set
QuoteConvention	marketConvention()	Retrieve the Bond's Market Convention
NotionalSetting	notionalSetting()	Retrieve the bond notional Setting
boolean	setCouponSetting(CouponSetting cpnSetting)	Set the bond coupon setting
boolean	setCreditSetting(CreditSetting creditSetting)	Set the bond Credit Setting
void	setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)	Set the bond's embedded call schedule
void	setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)	Set the bond's embedded put schedule
boolean	setFloaterSetting(FloaterSetting fltSetting)	Set the bond floater setting
boolean	setIdentifierSet(IdentifierSet idSet)	Set the bond identifier set
boolean	setMarketConvention(QuoteConvention mktConv)	Set the Bond's Market Convention
boolean	setNotionalSetting(NotionalSetting notlSetting)	Set the bond notional Setting
boolean	setStream(BondStream stream)	Set the bond Stream
boolean	setTerminationSetting(TerminationSetting termSetting)	Set the bond termination setting
boolean	setTreasuryBenchmark(TreasuryBenchmarks tsyBmkSet)	Set the bond treasury benchmark Set
BondStream	stream()	Retrieve the Bond Stream
TerminationSetting	terminationSetting()	Retrieve the bond termination setting
TreasuryBenchmarks	treasuryBenchmark()	Retrieve the bond treasury benchmark Set

Method Details

setTreasuryBenchmark

boolean setTreasuryBenchmark(TreasuryBenchmarks tsyBmkSet)

Set the bond treasury benchmark Set

Parameters:

tsyBmkSet - Bond treasury benchmark Set

Returns:

TRUE if succeeded

treasuryBenchmark

TreasuryBenchmarks treasuryBenchmark()

Retrieve the bond treasury benchmark Set

Returns:

Bond treasury benchmark Set

setIdentifierSet

boolean setIdentifierSet(IdentifierSet idSet)

Set the bond identifier set

Parameters:

idSet - Bond identifier set

Returns:

True if succeeded

identifierSet

IdentifierSet identifierSet()

Retrieve the bond identifier set

Returns:

Bond identifier set

setCouponSetting

boolean setCouponSetting(CouponSetting cpnSetting)

Set the bond coupon setting

Parameters:

cpnSetting - Bond coupon setting

Returns:

True if succeeded

couponSetting

CouponSetting couponSetting()

Retrieve the bond coupon setting

Returns:

Bond Coupon setting

setFloaterSetting

boolean setFloaterSetting(FloaterSetting fltSetting)

Set the bond floater setting

Parameters:

fltSetting - Bond floater setting

Returns:

True if succeeded

floaterSetting

FloaterSetting floaterSetting()

Retrieve the bond floater setting

Returns:

Bond Floater setting

setMarketConvention

boolean setMarketConvention(QuoteConvention mktConv)

Set the Bond's Market Convention

Parameters:

mktConv - Bond's Market Convention

Returns:

True if succeeded

marketConvention

QuoteConvention marketConvention()

Retrieve the Bond's Market Convention

Returns:

Bond's Market Convention

setCreditSetting

boolean setCreditSetting(CreditSetting creditSetting)

Set the bond Credit Setting

Parameters:

creditSetting - Bond credit Setting

Returns:

True if succeeded

creditSetting

CreditSetting creditSetting()

Retrieve the bond credit Setting

Returns:

Bond credit Setting

setTerminationSetting

boolean setTerminationSetting(TerminationSetting termSetting)

Set the bond termination setting

Parameters:

termSetting - Bond termination setting

Returns:

True if succeeded

terminationSetting

TerminationSetting terminationSetting()

Retrieve the bond termination setting

Returns:

Bond termination setting

setStream

boolean setStream(BondStream stream)

Set the bond Stream

Parameters:

stream - Bond Stream

Returns:

True if succeeded

stream

BondStream stream()

Retrieve the Bond Stream

Returns:

Bond Stream

setNotionalSetting

boolean setNotionalSetting(NotionalSetting notlSetting)

Set the bond notional Setting

Parameters:

notlSetting - Bond Notional Setting

Returns:

True if succeeded

notionalSetting

NotionalSetting notionalSetting()

Retrieve the bond notional Setting

Returns:

Bond notional Setting

setEmbeddedCallSchedule

void setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)

Set the bond's embedded call schedule

Parameters:

eos - Bond's embedded call schedule

setEmbeddedPutSchedule

void setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)

Set the bond's embedded put schedule

Parameters:

eos - Bond's embedded put schedule