Package org.drip.product.definition

Interface ComponentMarketParamRef

All Known Implementing Classes:
Bond, BondComponent, CalibratableComponent, CDSComponent, CDSEuropeanOption, Component, CreditComponent, CreditDefaultSwap, DualStreamComponent, FixFloatComponent, FixFloatEuropeanOption, FloatFloatComponent, FRAMarketComponent, FRAStandardCapFloor, FRAStandardCapFloorlet, FRAStandardComponent, FXForwardComponent, OptionComponent, RatesBasket, SingleStreamComponent, TreasuryComponent, TreasuryFutures
public interface ComponentMarketParamRef
ComponentMarketParamRef interface provides stubs for name, IR curve, forward curve, credit curve, TSY curve, and needed to value the component.



Author:
Lakshmi Krishnamurthy

  • Method Details

    • name

      java.lang.String name()
      Get the component name
      Returns:
      The component name

    • couponCurrency

      CaseInsensitiveTreeMap<java.lang.String> couponCurrency()
      Get the Map of Coupon Currencies
      Returns:
      The Map of Coupon Currencies

    • payCurrency

      java.lang.String payCurrency()
      Get the Pay Currency
      Returns:
      The Pay Currency

    • principalCurrency

      java.lang.String principalCurrency()
      Get the Principal Currency
      Returns:
      The Principal Currency

    • creditLabel

      EntityCDSLabel creditLabel()
      Get the Credit Curve Latent State Identifier Label
      Returns:
      The Credit Curve Latent State Identifier Label

    • forwardLabel

      CaseInsensitiveTreeMap<ForwardLabel> forwardLabel()
      Get the Map of Forward Latent State Labels
      Returns:
      The Map of the Forward Latent State Labels

    • otcFixFloatLabel

      CaseInsensitiveTreeMap<OTCFixFloatLabel> otcFixFloatLabel()
      Get the Map of OTC Fix Float Latent State Labels
      Returns:
      The Map of the OTC Fix Float Latent State Labels

    • fundingLabel

      FundingLabel fundingLabel()
      Get the Funding Curve Latent State Label
      Returns:
      Funding Curve Latent State Label

    • govvieLabel

      GovvieLabel govvieLabel()
      Get the Govvie Curve Latent State Label
      Returns:
      Govvie Curve Latent State Label

    • fxLabel

      CaseInsensitiveTreeMap<FXLabel> fxLabel()
      Get the Map of FX Latent State Identifier Labels
      Returns:
      The Map of FX Latent State Identifier Labels

    • volatilityLabel

      CaseInsensitiveTreeMap<VolatilityLabel> volatilityLabel()
      Get the Map of Volatility Latent State Identifier Labels
      Returns:
      The Map of Volatility Latent State Identifier Labels