java.lang.Object

org.drip.product.govvie.TreasuryComponent

All Implemented Interfaces:: BondProduct, ComponentMarketParamRef

public class TreasuryComponent
extends BondComponent

TreasuryComponent implements the Functionality behind a Sovereign/Treasury Bond/Bill/Note.

Module = Product Core Module
Library = Fixed Income Analytics
Project = Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses
Package = Treasury Bills, Notes, Bonds, Futures

Author:: Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
`ProductQuoteSet`	`calibQuoteSet(LatentStateSpecification[] aLSS)`	Generate the Product Specific Calibration Quote Set
`java.lang.String`	`code()`	Retrieve the Treasury Code
`PredictorResponseWeightConstraint`	`govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)`	Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve FX Forward Latent State from the Component's Cash Flows.

Methods inherited from class org.drip.product.credit.BondComponent

accrualDC, accrued, aswFromBondBasis, aswFromBondBasis, aswFromBondBasisToOptimalExercise, aswFromCreditBasis, aswFromCreditBasis, aswFromCreditBasisToOptimalExercise, aswFromDiscountMargin, aswFromDiscountMargin, aswFromDiscountMarginToOptimalExercise, aswFromESpread, aswFromESpread, aswFromESpreadToOptimalExercise, aswFromGSpread, aswFromGSpread, aswFromGSpreadToOptimalExercise, aswFromISpread, aswFromISpread, aswFromISpreadToOptimalExercise, aswFromJSpread, aswFromJSpread, aswFromJSpreadToOptimalExercise, aswFromNSpread, aswFromNSpread, aswFromNSpreadToOptimalExercise, aswFromOAS, aswFromOAS, aswFromOASToOptimalExercise, aswFromPECS, aswFromPECS, aswFromPECSToOptimalExercise, aswFromPrice, aswFromPrice, aswFromPriceToOptimalExercise, aswFromTSYSpread, aswFromTSYSpread, aswFromTSYSpreadToOptimalExercise, aswFromYield, aswFromYield, aswFromYieldSpread, aswFromYieldSpread, aswFromYieldSpreadToOptimalExercise, aswFromYieldToOptimalExercise, aswFromZSpread, aswFromZSpread, aswFromZSpreadToOptimalExercise, bondBasisFromASW, bondBasisFromASW, bondBasisFromASWToOptimalExercise, bondBasisFromCreditBasis, bondBasisFromCreditBasis, bondBasisFromCreditBasisToOptimalExercise, bondBasisFromDiscountMargin, bondBasisFromDiscountMargin, bondBasisFromDiscountMarginToOptimalExercise, bondBasisFromESpread, bondBasisFromESpread, bondBasisFromESpreadToOptimalExercise, bondBasisFromGSpread, bondBasisFromGSpread, bondBasisFromGSpreadToOptimalExercise, bondBasisFromISpread, bondBasisFromISpread, bondBasisFromISpreadToOptimalExercise, bondBasisFromJSpread, bondBasisFromJSpread, bondBasisFromJSpreadToOptimalExercise, bondBasisFromNSpread, bondBasisFromNSpread, bondBasisFromNSpreadToOptimalExercise, bondBasisFromOAS, bondBasisFromOAS, bondBasisFromOASToOptimalExercise, bondBasisFromPECS, bondBasisFromPECS, bondBasisFromPECSToOptimalExercise, bondBasisFromPrice, bondBasisFromPrice, bondBasisFromPriceToOptimalExercise, bondBasisFromTSYSpread, bondBasisFromTSYSpread, bondBasisFromTSYSpreadToOptimalExercise, bondBasisFromYield, bondBasisFromYield, bondBasisFromYieldSpread, bondBasisFromYieldSpread, bondBasisFromYieldSpreadToOptimalExercise, bondBasisFromYieldToOptimalExercise, bondBasisFromZSpread, bondBasisFromZSpread, bondBasisFromZSpreadToOptimalExercise, calculationType, calibMeasures, callable, callMetrics, callSchedule, cashSettleParams, convexityFromASW, convexityFromASW, convexityFromASWToOptimalExercise, convexityFromBondBasis, convexityFromBondBasis, convexityFromBondBasisToOptimalExercise, convexityFromCreditBasis, convexityFromCreditBasis, convexityFromCreditBasisToOptimalExercise, convexityFromDiscountMargin, convexityFromDiscountMargin, convexityFromDiscountMarginToOptimalExercise, convexityFromESpread, convexityFromESpread, convexityFromESpreadToOptimalExercise, convexityFromGSpread, convexityFromGSpread, convexityFromGSpreadToOptimalExercise, convexityFromISpread, convexityFromISpread, convexityFromISpreadToOptimalExercise, convexityFromJSpread, convexityFromJSpread, convexityFromJSpreadToOptimalExercise, convexityFromNSpread, convexityFromNSpread, convexityFromNSpreadToOptimalExercise, convexityFromOAS, convexityFromOAS, convexityFromOASToOptimalExercise, convexityFromPECS, convexityFromPECS, convexityFromPECSToOptimalExercise, convexityFromPrice, convexityFromPrice, convexityFromPriceToOptimalExercise, convexityFromTSYSpread, convexityFromTSYSpread, convexityFromTSYSpreadToOptimalExercise, convexityFromYield, convexityFromYield, convexityFromYieldSpread, convexityFromYieldSpread, convexityFromYieldSpreadToOptimalExercise, convexityFromYieldToOptimalExercise, convexityFromZSpread, convexityFromZSpread, convexityFromZSpreadToOptimalExercise, couponCurrency, couponDC, couponFactor, couponMetrics, couponPeriods, couponSetting, couponType, creditBasisFromASW, creditBasisFromASW, creditBasisFromASWToOptimalExercise, creditBasisFromBondBasis, creditBasisFromBondBasis, creditBasisFromBondBasisToOptimalExercise, creditBasisFromDiscountMargin, creditBasisFromDiscountMargin, creditBasisFromDiscountMarginToOptimalExercise, creditBasisFromESpread, creditBasisFromESpread, creditBasisFromESpreadToOptimalExercise, creditBasisFromGSpread, creditBasisFromGSpread, creditBasisFromGSpreadToOptimalExercise, creditBasisFromISpread, creditBasisFromISpread, creditBasisFromISpreadToOptimalExercise, creditBasisFromJSpread, creditBasisFromJSpread, creditBasisFromJSpreadToOptimalExercise, creditBasisFromNSpread, creditBasisFromNSpread, creditBasisFromNSpreadToOptimalExercise, creditBasisFromOAS, creditBasisFromOAS, creditBasisFromOASToOptimalExercise, creditBasisFromPECS, creditBasisFromPECS, creditBasisFromPECSToOptimalExercise, creditBasisFromPrice, creditBasisFromPrice, creditBasisFromPriceToOptimalExercise, creditBasisFromTSYSpread, creditBasisFromTSYSpread, creditBasisFromTSYSpreadToOptimalExercise, creditBasisFromYield, creditBasisFromYield, creditBasisFromYieldSpread, creditBasisFromYieldSpread, creditBasisFromYieldSpreadToOptimalExercise, creditBasisFromYieldToOptimalExercise, creditBasisFromZSpread, creditBasisFromZSpread, creditBasisFromZSpreadToOptimalExercise, creditLabel, creditSetting, creditValuationParams, currency, currentCoupon, currentCouponDate, currentCouponRate, cusip, defaulted, discountMarginFromASW, discountMarginFromASW, discountMarginFromASWToOptimalExercise, discountMarginFromBondBasis, discountMarginFromBondBasis, discountMarginFromBondBasisToOptimalExercise, discountMarginFromCreditBasis, discountMarginFromCreditBasis, discountMarginFromCreditBasisToOptimalExercise, discountMarginFromESpread, discountMarginFromESpread, discountMarginFromESpreadToOptimalExercise, discountMarginFromGSpread, discountMarginFromGSpread, discountMarginFromGSpreadToOptimalExercise, discountMarginFromISpread, discountMarginFromISpread, discountMarginFromISpreadToOptimalExercise, discountMarginFromJSpread, discountMarginFromJSpread, discountMarginFromJSpreadToOptimalExercise, discountMarginFromNSpread, discountMarginFromNSpread, discountMarginFromNSpreadToOptimalExercise, discountMarginFromOAS, discountMarginFromOAS, discountMarginFromOASToOptimalExercise, discountMarginFromPECS, discountMarginFromPECS, discountMarginFromPECSToOptimalExercise, discountMarginFromPrice, discountMarginFromPrice, discountMarginFromPriceToOptimalExercise, discountMarginFromTSYSpread, discountMarginFromTSYSpread, discountMarginFromTSYSpreadToOptimalExercise, discountMarginFromYield, discountMarginFromYield, discountMarginFromYieldSpread, discountMarginFromYieldSpread, discountMarginFromYieldSpreadToOptimalExercise, discountMarginFromYieldToOptimalExercise, discountMarginFromZSpread, discountMarginFromZSpread, discountMarginFromZSpreadToOptimalExercise, durationFromASW, durationFromASW, durationFromASWToOptimalExercise, durationFromBondBasis, durationFromBondBasis, durationFromBondBasisToOptimalExercise, durationFromCreditBasis, durationFromCreditBasis, durationFromCreditBasisToOptimalExercise, durationFromDiscountMargin, durationFromDiscountMargin, durationFromDiscountMarginToOptimalExercise, durationFromESpread, durationFromESpread, durationFromESpreadToOptimalExercise, durationFromGSpread, durationFromGSpread, durationFromGSpreadToOptimalExercise, durationFromISpread, durationFromISpread, durationFromISpreadToOptimalExercise, durationFromJSpread, durationFromJSpread, durationFromJSpreadToOptimalExercise, durationFromNSpread, durationFromNSpread, durationFromNSpreadToOptimalExercise, durationFromOAS, durationFromOAS, durationFromOASToOptimalExercise, durationFromPECS, durationFromPECS, durationFromPECSToOptimalExercise, durationFromPrice, durationFromPrice, durationFromPriceToOptimalExercise, durationFromTSYSpread, durationFromTSYSpread, durationFromTSYSpreadToOptimalExercise, durationFromYield, durationFromYield, durationFromYieldSpread, durationFromYieldSpread, durationFromYieldSpreadToOptimalExercise, durationFromYieldToOptimalExercise, durationFromZSpread, durationFromZSpread, durationFromZSpreadToOptimalExercise, effectiveDate, effectiveTreasuryBenchmarkYield, eSpreadFromASW, eSpreadFromASW, eSpreadFromASWToOptimalExercise, eSpreadFromBondBasis, eSpreadFromBondBasis, eSpreadFromBondBasisToOptimalExercise, eSpreadFromCreditBasis, eSpreadFromCreditBasis, eSpreadFromCreditBasisToOptimalExercise, eSpreadFromDiscountMargin, eSpreadFromDiscountMargin, eSpreadFromDiscountMarginToOptimalExercise, eSpreadFromGSpread, eSpreadFromGSpread, eSpreadFromGSpreadToOptimalExercise, eSpreadFromISpread, eSpreadFromISpread, eSpreadFromISpreadToOptimalExercise, eSpreadFromJSpread, eSpreadFromJSpread, eSpreadFromJSpreadToOptimalExercise, eSpreadFromNSpread, eSpreadFromNSpread, eSpreadFromNSpreadToOptimalExercise, eSpreadFromOAS, eSpreadFromOAS, eSpreadFromOASToOptimalExercise, eSpreadFromPECS, eSpreadFromPECS, eSpreadFromPECSToOptimalExercise, eSpreadFromPrice, eSpreadFromPrice, eSpreadFromPriceToOptimalExercise, eSpreadFromTSYSpread, eSpreadFromTSYSpread, eSpreadFromTSYSpreadToOptimalExercise, eSpreadFromYield, eSpreadFromYield, eSpreadFromYieldSpread, eSpreadFromYieldSpread, eSpreadFromYieldSpreadToOptimalExercise, eSpreadFromYieldToOptimalExercise, exercised, exerciseYieldFromPrice, finalMaturity, firstCouponDate, floatCouponConvention, floaterSetting, floatSpread, forwardLabel, forwardPRWC, freq, fundingForwardPRWC, fundingLabel, fundingPRWC, fxLabel, fxPRWC, govvieLabel, gSpreadFromASW, gSpreadFromASW, gSpreadFromASWToOptimalExercise, gSpreadFromBondBasis, gSpreadFromBondBasis, gSpreadFromBondBasisToOptimalExercise, gSpreadFromCreditBasis, gSpreadFromCreditBasis, gSpreadFromCreditBasisToOptimalExercise, gSpreadFromDiscountMargin, gSpreadFromDiscountMargin, gSpreadFromDiscountMarginToOptimalExercise, gSpreadFromESpread, gSpreadFromESpread, gSpreadFromESpreadToOptimalExercise, gSpreadFromISpread, gSpreadFromISpread, gSpreadFromISpreadToOptimalExercise, gSpreadFromJSpread, gSpreadFromJSpread, gSpreadFromJSpreadToOptimalExercise, gSpreadFromNSpread, gSpreadFromNSpread, gSpreadFromNSpreadToOptimalExercise, gSpreadFromOAS, gSpreadFromOAS, gSpreadFromOASToOptimalExercise, gSpreadFromPECS, gSpreadFromPECS, gSpreadFromPECSToOptimalExercise, gSpreadFromPrice, gSpreadFromPrice, gSpreadFromPriceToOptimalExercise, gSpreadFromTSYSpread, gSpreadFromTSYSpread, gSpreadFromTSYSpreadToOptimalExercise, gSpreadFromYield, gSpreadFromYield, gSpreadFromYieldSpread, gSpreadFromYieldSpread, gSpreadFromYieldSpreadToOptimalExercise, gSpreadFromYieldToOptimalExercise, gSpreadFromZSpread, gSpreadFromZSpread, gSpreadFromZSpreadToOptimalExercise, identifierSet, inFirstCouponPeriod, initialNotional, inLastCouponPeriod, isFloater, isin, iSpreadFromASW, iSpreadFromASW, iSpreadFromASWToOptimalExercise, iSpreadFromBondBasis, iSpreadFromBondBasis, iSpreadFromBondBasisToOptimalExercise, iSpreadFromCreditBasis, iSpreadFromCreditBasis, iSpreadFromCreditBasisToOptimalExercise, iSpreadFromDiscountMargin, iSpreadFromDiscountMargin, iSpreadFromDiscountMarginToOptimalExercise, iSpreadFromESpread, iSpreadFromESpread, iSpreadFromESpreadToOptimalExercise, iSpreadFromGSpread, iSpreadFromGSpread, iSpreadFromGSpreadToOptimalExercise, iSpreadFromJSpread, iSpreadFromJSpread, iSpreadFromJSpreadToOptimalExercise, iSpreadFromNSpread, iSpreadFromNSpread, iSpreadFromNSpreadToOptimalExercise, iSpreadFromOAS, iSpreadFromOAS, iSpreadFromOASToOptimalExercise, iSpreadFromPECS, iSpreadFromPECS, iSpreadFromPECSToOptimalExercise, iSpreadFromPrice, iSpreadFromPrice, iSpreadFromPriceToOptimalExercise, iSpreadFromTSYSpread, iSpreadFromTSYSpread, iSpreadFromTSYSpreadToOptimalExercise, iSpreadFromYield, iSpreadFromYield, iSpreadFromYieldSpread, iSpreadFromYieldSpread, iSpreadFromYieldSpreadToOptimalExercise, iSpreadFromYieldToOptimalExercise, iSpreadFromZSpread, iSpreadFromZSpread, iSpreadFromZSpreadToOptimalExercise, jackDDirtyPVDManifestMeasure, jSpreadFromASW, jSpreadFromASW, jSpreadFromASWToOptimalExercise, jSpreadFromBondBasis, jSpreadFromBondBasis, jSpreadFromBondBasisToOptimalExercise, jSpreadFromCreditBasis, jSpreadFromCreditBasis, jSpreadFromCreditBasisToOptimalExercise, jSpreadFromDiscountMargin, jSpreadFromDiscountMargin, jSpreadFromDiscountMarginToOptimalExercise, jSpreadFromESpread, jSpreadFromESpread, jSpreadFromESpreadToOptimalExercise, jSpreadFromGSpread, jSpreadFromGSpread, jSpreadFromGSpreadToOptimalExercise, jSpreadFromISpread, jSpreadFromISpread, jSpreadFromISpreadToOptimalExercise, jSpreadFromNSpread, jSpreadFromNSpread, jSpreadFromNSpreadToOptimalExercise, jSpreadFromOAS, jSpreadFromOAS, jSpreadFromOASToOptimalExercise, jSpreadFromPECS, jSpreadFromPECS, jSpreadFromPECSToOptimalExercise, jSpreadFromPrice, jSpreadFromPrice, jSpreadFromPriceToOptimalExercise, jSpreadFromTSYSpread, jSpreadFromTSYSpread, jSpreadFromTSYSpreadToOptimalExercise, jSpreadFromYield, jSpreadFromYield, jSpreadFromYieldSpread, jSpreadFromYieldSpread, jSpreadFromYieldSpreadToOptimalExercise, jSpreadFromYieldToOptimalExercise, jSpreadFromZSpread, jSpreadFromZSpread, jSpreadFromZSpreadToOptimalExercise, lossFlow, lossFlowFromPrice, macaulayDurationFromASW, macaulayDurationFromASW, macaulayDurationFromASWToOptimalExercise, macaulayDurationFromBondBasis, macaulayDurationFromBondBasis, macaulayDurationFromBondBasisToOptimalExercise, macaulayDurationFromCreditBasis, macaulayDurationFromCreditBasis, macaulayDurationFromCreditBasisToOptimalExercise, macaulayDurationFromDiscountMargin, macaulayDurationFromDiscountMargin, macaulayDurationFromDiscountMarginToOptimalExercise, macaulayDurationFromESpread, macaulayDurationFromESpread, macaulayDurationFromESpreadToOptimalExercise, macaulayDurationFromGSpread, macaulayDurationFromGSpread, macaulayDurationFromGSpreadToOptimalExercise, macaulayDurationFromISpread, macaulayDurationFromISpread, macaulayDurationFromISpreadToOptimalExercise, macaulayDurationFromJSpread, macaulayDurationFromJSpread, macaulayDurationFromJSpreadToOptimalExercise, macaulayDurationFromNSpread, macaulayDurationFromNSpread, macaulayDurationFromNSpreadToOptimalExercise, macaulayDurationFromOAS, macaulayDurationFromOAS, macaulayDurationFromPECS, macaulayDurationFromPECS, macaulayDurationFromPECSToOptimalExercise, macaulayDurationFromPrice, macaulayDurationFromPrice, macaulayDurationFromPriceToOptimalExercise, macaulayDurationFromTSYSpread, macaulayDurationFromTSYSpread, macaulayDurationFromTSYSpreadToOptimalExercise, macaulayDurationFromYield, macaulayDurationFromYield, macaulayDurationFromYieldSpread, macaulayDurationFromYieldSpread, macaulayDurationFromYieldSpreadToOptimalExercise, macaulayDurationFromYieldToOptimalExercise, macaulayDurationFromZSpread, macaulayDurationFromZSpread, macaulayDurationFromZSpreadToOptimalExercise, manifestMeasureDFMicroJack, marketConvention, maturityDate, maturityPayDate, maturityType, measureNames, mnacaulayDurationFromOASToOptimalExercise, modifiedDurationFromASW, modifiedDurationFromASW, modifiedDurationFromASWToOptimalExercise, modifiedDurationFromBondBasis, modifiedDurationFromBondBasis, modifiedDurationFromBondBasisToOptimalExercise, modifiedDurationFromCreditBasis, modifiedDurationFromCreditBasis, modifiedDurationFromCreditBasisToOptimalExercise, modifiedDurationFromDiscountMargin, modifiedDurationFromDiscountMargin, modifiedDurationFromDiscountMarginToOptimalExercise, modifiedDurationFromESpread, modifiedDurationFromESpread, modifiedDurationFromESpreadToOptimalExercise, modifiedDurationFromGSpread, modifiedDurationFromGSpread, modifiedDurationFromGSpreadToOptimalExercise, modifiedDurationFromISpread, modifiedDurationFromISpread, modifiedDurationFromISpreadToOptimalExercise, modifiedDurationFromJSpread, modifiedDurationFromJSpread, modifiedDurationFromJSpreadToOptimalExercise, modifiedDurationFromNSpread, modifiedDurationFromNSpread, modifiedDurationFromNSpreadToOptimalExercise, modifiedDurationFromOAS, modifiedDurationFromOAS, modifiedDurationFromOASToOptimalExercise, modifiedDurationFromPECS, modifiedDurationFromPECS, modifiedDurationFromPECSToOptimalExercise, modifiedDurationFromPrice, modifiedDurationFromPrice, modifiedDurationFromPriceToOptimalExercise, modifiedDurationFromTSYSpread, modifiedDurationFromTSYSpread, modifiedDurationFromTSYSpreadToOptimalExercise, modifiedDurationFromYield, modifiedDurationFromYield, modifiedDurationFromYieldSpread, modifiedDurationFromYieldSpread, modifiedDurationFromYieldSpreadToOptimalExercise, modifiedDurationFromYieldToOptimalExercise, modifiedDurationFromZSpread, modifiedDurationFromZSpread, modifiedDurationFromZSpreadToOptimalExercise, name, nextCouponDate, nextCouponRate, nextValidExerciseDateOfType, nextValidExerciseInfo, notional, notional, notionalSetting, nSpreadFromASW, nSpreadFromASW, nSpreadFromASWToOptimalExercise, nSpreadFromBondBasis, nSpreadFromBondBasis, nSpreadFromBondBasisToOptimalExercise, nSpreadFromCreditBasis, nSpreadFromCreditBasis, nSpreadFromCreditBasisToOptimalExercise, nSpreadFromDiscountMargin, nSpreadFromDiscountMargin, nSpreadFromDiscountMarginToOptimalExercise, nSpreadFromESpread, nSpreadFromESpread, nSpreadFromESpreadToOptimalExercise, nSpreadFromGSpread, nSpreadFromGSpread, nSpreadFromGSpreadToOptimalExercise, nSpreadFromISpread, nSpreadFromISpread, nSpreadFromISpreadToOptimalExercise, nSpreadFromJSpread, nSpreadFromJSpread, nSpreadFromJSpreadToOptimalExercise, nSpreadFromOAS, nSpreadFromOAS, nSpreadFromOASToOptimalExercise, nSpreadFromPECS, nSpreadFromPECS, nSpreadFromPECSToOptimalExercise, nSpreadFromPrice, nSpreadFromPrice, nSpreadFromPriceToOptimalExercise, nSpreadFromTSYSpread, nSpreadFromTSYSpread, nSpreadFromTSYSpreadToOptimalExercise, nSpreadFromYield, nSpreadFromYield, nSpreadFromYieldSpread, nSpreadFromYieldSpread, nSpreadFromYieldSpreadToOptimalExercise, nSpreadFromYieldToOptimalExercise, nSpreadFromZSpread, nSpreadFromZSpread, nSpreadFromZSpreadToOptimalExercise, oasFromASW, oasFromASW, oasFromASWToOptimalExercise, oasFromBondBasis, oasFromBondBasis, oasFromBondBasisToOptimalExercise, oasFromCreditBasis, oasFromCreditBasis, oasFromCreditBasisToOptimalExercise, oasFromDiscountMargin, oasFromDiscountMargin, oasFromDiscountMarginToOptimalExercise, oasFromESpread, oasFromESpread, oasFromESpreadToOptimalExercise, oasFromGSpread, oasFromGSpread, oasFromGSpreadToOptimalExercise, oasFromISpread, oasFromISpread, oasFromISpreadToOptimalExercise, oasFromJSpread, oasFromJSpread, oasFromJSpreadToOptimalExercise, oasFromNSpread, oasFromNSpread, oasFromNSpreadToOptimalExercise, oasFromPECS, oasFromPECS, oasFromPECSToOptimalExercise, oasFromPrice, oasFromPrice, oasFromPriceToOptimalExercise, oasFromTSYSpread, oasFromTSYSpread, oasFromTSYSpreadToOptimalExercise, oasFromYield, oasFromYield, oasFromYieldSpread, oasFromYieldSpread, oasFromYieldSpreadToOptimalExercise, oasFromYieldToOptimalExercise, oasFromZSpread, oasFromZSpread, oasFromZSpreadToOptimalExercise, otcFixFloatLabel, payCurrency, pecsFromASW, pecsFromASW, pecsFromASWToOptimalExercise, pecsFromBondBasis, pecsFromBondBasis, pecsFromBondBasisToOptimalExercise, pecsFromCreditBasis, pecsFromCreditBasis, pecsFromCreditBasisToOptimalExercise, pecsFromDiscountMargin, pecsFromDiscountMargin, pecsFromDiscountMarginToOptimalExercise, pecsFromESpread, pecsFromESpread, pecsFromESpreadToOptimalExercise, pecsFromGSpread, pecsFromGSpread, pecsFromGSpreadToOptimalExercise, pecsFromISpread, pecsFromISpread, pecsFromISpreadToOptimalExercise, pecsFromJSpread, pecsFromJSpread, pecsFromJSpreadToOptimalExercise, pecsFromNSpread, pecsFromNSpread, pecsFromNSpreadToOptimalExercise, pecsFromOAS, pecsFromOAS, pecsFromOASToOptimalExercise, pecsFromPrice, pecsFromPrice, pecsFromPriceToOptimalExercise, pecsFromTSYSpread, pecsFromTSYSpread, pecsFromTSYSpreadToOptimalExercise, pecsFromYield, pecsFromYield, pecsFromYieldSpread, pecsFromYieldSpread, pecsFromYieldSpreadToOptimalExercise, pecsFromYieldToOptimalExercise, pecsFromZSpread, pecsFromZSpread, pecsFromZSpreadToOptimalExercise, periodFixingDate, perpetual, previousCouponDate, previousCouponRate, priceFromASW, priceFromASW, priceFromASWToOptimalExercise, priceFromBondBasis, priceFromBondBasis, priceFromBondBasisToOptimalExercise, priceFromCreditBasis, priceFromCreditBasis, priceFromCreditBasisToOptimalExercise, priceFromCreditCurve, priceFromDiscountMargin, priceFromDiscountMargin, priceFromDiscountMarginToOptimalExercise, priceFromESpread, priceFromESpread, priceFromESpreadToOptimalExercise, priceFromFundingCurve, priceFromGSpread, priceFromGSpread, priceFromGSpreadToOptimalExercise, priceFromISpread, priceFromISpread, priceFromISpreadToOptimalExercise, priceFromJSpread, priceFromJSpread, priceFromJSpreadToOptimalExercise, priceFromNSpread, priceFromNSpread, priceFromNSpreadToOptimalExercise, priceFromOAS, priceFromOAS, priceFromOASToOptimalExercise, priceFromPECS, priceFromPECS, priceFromPECSToOptimalExercise, priceFromTreasuryCurve, priceFromTSYSpread, priceFromTSYSpread, priceFromTSYSpreadToOptimalExercise, priceFromYield, priceFromYield, priceFromYieldSpread, priceFromYieldSpread, priceFromYieldSpreadToOptimalExercise, priceFromYieldToOptimalExercise, priceFromZeroCurve, priceFromZSpread, priceFromZSpread, priceFromZSpreadToOptimalExercise, primaryCode, principalCurrency, putable, putMetrics, putSchedule, pv, rateIndex, recovery, recovery, redemptionCurrency, redemptionValue, secondaryCode, secTreasurySpread, setCouponSetting, setCreditSetting, setEmbeddedCallSchedule, setEmbeddedPutSchedule, setFloaterSetting, setIdentifierSet, setMarketConvention, setNotionalSetting, setPrimaryCode, setStream, setTerminationSetting, setTreasuryBenchmark, showPeriods, sinkable, standardMeasures, stream, terminationSetting, ticker, tradeable, treasuryBenchmark, tsySpreadFromASW, tsySpreadFromASW, tsySpreadFromASWToOptimalExercise, tsySpreadFromBondBasis, tsySpreadFromBondBasis, tsySpreadFromBondBasisToOptimalExercise, tsySpreadFromCreditBasis, tsySpreadFromCreditBasis, tsySpreadFromCreditBasisToOptimalExercise, tsySpreadFromDiscountMargin, tsySpreadFromDiscountMargin, tsySpreadFromDiscountMarginToOptimalExercise, tsySpreadFromESpread, tsySpreadFromESpread, tsySpreadFromESpreadToOptimalExercise, tsySpreadFromGSpread, tsySpreadFromGSpread, tsySpreadFromGSpreadToOptimalExercise, tsySpreadFromISpread, tsySpreadFromISpread, tsySpreadFromISpreadToOptimalExercise, tsySpreadFromJSpread, tsySpreadFromJSpread, tsySpreadFromJSpreadToOptimalExercise, tsySpreadFromNSpread, tsySpreadFromNSpread, tsySpreadFromNSpreadToOptimalExercise, tsySpreadFromOAS, tsySpreadFromOAS, tsySpreadFromOASToOptimalExercise, tsySpreadFromPECS, tsySpreadFromPECS, tsySpreadFromPECSToOptimalExercise, tsySpreadFromPrice, tsySpreadFromPrice, tsySpreadFromPriceToOptimalExercise, tsySpreadFromYield, tsySpreadFromYield, tsySpreadFromYieldSpread, tsySpreadFromYieldSpread, tsySpreadFromYieldSpreadToOptimalExercise, tsySpreadFromYieldToOptimalExercise, tsySpreadFromZSpread, tsySpreadFromZSpread, tsySpreadFromZSpreadToOptimalExercise, value, variableCoupon, volatilityLabel, volatilityPRWC, weightedAverageLife, weightedAverageLife, weightedAverageLifeCouponOnly, weightedAverageLifeCouponOnly, weightedAverageLifeCredit, weightedAverageLifeCredit, weightedAverageLifeLossOnly, weightedAverageLifeLossOnly, weightedAverageLifePrincipalOnly, weightedAverageLifePrincipalOnly, weightedAverageMaturityDate, weightedAverageMaturityDate, yield01FromASW, yield01FromASW, yield01FromASWToOptimalExercise, yield01FromBondBasis, yield01FromBondBasis, yield01FromBondBasisToOptimalExercise, yield01FromCreditBasis, yield01FromCreditBasis, yield01FromCreditBasisToOptimalExercise, yield01FromDiscountMargin, yield01FromDiscountMargin, yield01FromDiscountMarginToOptimalExercise, yield01FromESpread, yield01FromESpread, yield01FromESpreadToOptimalExercise, yield01FromGSpread, yield01FromGSpread, yield01FromGSpreadToOptimalExercise, yield01FromISpread, yield01FromISpread, yield01FromISpreadToOptimalExercise, yield01FromJSpread, yield01FromJSpread, yield01FromJSpreadToOptimalExercise, yield01FromOAS, yield01FromOAS, yield01FromOASToOptimalExercise, yield01FromPECS, yield01FromPECS, yield01FromPECSToOptimalExercise, yield01FromPrice, yield01FromPrice, yield01FromPriceToOptimalExercise, yield01FromTSYSpread, yield01FromTSYSpread, yield01FromTSYSpreadToOptimalExercise, yield01FromYield, yield01FromYield, yield01FromYieldSpread, yield01FromYieldSpread, yield01FromYieldSpreadToOptimalExercise, yield01FromYieldToOptimalExercise, yield01FromZSpread, yield01FromZSpread, yield01FromZSpreadToOptimalExercise, yieldFromASW, yieldFromASW, yieldFromASWToOptimalExercise, yieldFromBondBasis, yieldFromBondBasis, yieldFromBondBasisToOptimalExercise, yieldFromCreditBasis, yieldFromCreditBasis, yieldFromCreditBasisToOptimalExercise, yieldFromDiscountMargin, yieldFromDiscountMargin, yieldFromDiscountMarginToOptimalExercise, yieldFromESpread, yieldFromESpread, yieldFromESpreadToOptimalExercise, yieldFromGSpread, yieldFromGSpread, yieldFromGSpreadToOptimalExercise, yieldFromISpread, yieldFromISpread, yieldFromISpreadToOptimalExercise, yieldFromJSpread, yieldFromJSpread, yieldFromJSpreadToOptimalExercise, yieldFromNSpread, yieldFromNSpread, yieldFromNSpreadToOptimalExercise, yieldFromOAS, yieldFromOAS, yieldFromOASToOptimalExercise, yieldFromPECS, yieldFromPECS, yieldFromPECSToOptimalExercise, yieldFromPrice, yieldFromPrice, yieldFromPriceTC, yieldFromPriceToOptimalExercise, yieldFromTSYSpread, yieldFromTSYSpread, yieldFromTSYSpreadToOptimalExercise, yieldFromYieldSpread, yieldFromYieldSpread, yieldFromYieldSpreadToOptimalExercise, yieldFromZSpread, yieldFromZSpread, yieldFromZSpreadToOptimalExercise, yieldSpreadFromASW, yieldSpreadFromASW, yieldSpreadFromASWToOptimalExercise, yieldSpreadFromBondBasis, yieldSpreadFromBondBasis, yieldSpreadFromBondBasisToOptimalExercise, yieldSpreadFromCreditBasis, yieldSpreadFromCreditBasis, yieldSpreadFromCreditBasisToOptimalExercise, yieldSpreadFromDiscountMargin, yieldSpreadFromDiscountMargin, yieldSpreadFromDiscountMarginToOptimalExercise, yieldSpreadFromESpread, yieldSpreadFromESpread, yieldSpreadFromESpreadToOptimalExercise, yieldSpreadFromGSpread, yieldSpreadFromGSpread, yieldSpreadFromGSpreadToOptimalExercise, yieldSpreadFromISpread, yieldSpreadFromISpread, yieldSpreadFromISpreadToOptimalExercise, yieldSpreadFromJSpread, yieldSpreadFromJSpread, yieldSpreadFromJSpreadToOptimalExercise, yieldSpreadFromNSpread, yieldSpreadFromNSpread, yieldSpreadFromNSpreadToOptimalExercise, yieldSpreadFromOAS, yieldSpreadFromOAS, yieldSpreadFromOASToOptimalExercise, yieldSpreadFromPECS, yieldSpreadFromPECS, yieldSpreadFromPECSToOptimalExercise, yieldSpreadFromPrice, yieldSpreadFromPrice, yieldSpreadFromPriceToOptimalExercise, yieldSpreadFromTSYSpread, yieldSpreadFromTSYSpread, yieldSpreadFromTSYSpreadToOptimalExercise, yieldSpreadFromYield, yieldSpreadFromYield, yieldSpreadFromYieldToOptimalExercise, yieldSpreadFromZSpread, yieldSpreadFromZSpread, yieldSpreadFromZSpreadToOptimalExercise, zSpreadFromASW, zSpreadFromASW, zSpreadFromASWToOptimalExercise, zSpreadFromBondBasis, zSpreadFromBondBasis, zSpreadFromBondBasisToOptimalExercise, zSpreadFromCreditBasis, zSpreadFromCreditBasis, zSpreadFromCreditBasisToOptimalExercise, zSpreadFromDiscountMargin, zSpreadFromDiscountMargin, zSpreadFromDiscountMarginToOptimalExercise, zSpreadFromGSpread, zSpreadFromGSpread, zSpreadFromGSpreadToOptimalExercise, zSpreadFromISpread, zSpreadFromISpread, zSpreadFromISpreadToOptimalExercise, zSpreadFromJSpread, zSpreadFromJSpread, zSpreadFromJSpreadToOptimalExercise, zSpreadFromNSpread, zSpreadFromNSpread, zSpreadFromNSpreadToOptimalExercise, zSpreadFromOAS, zSpreadFromOAS, zSpreadFromOASToOptimalExercise, zSpreadFromPECS, zSpreadFromPECS, zSpreadFromPECSToOptimalExercise, zSpreadFromPrice, zSpreadFromPrice, zSpreadFromPriceToOptimalExercise, zSpreadFromTSYSpread, zSpreadFromTSYSpread, zSpreadFromTSYSpreadToOptimalExercise, zSpreadFromYield, zSpreadFromYield, zSpreadFromYieldSpread, zSpreadFromYieldSpread, zSpreadFromYieldSpreadToOptimalExercise, zSpreadFromYieldToOptimalExercise

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

lossFlow

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

calibPRWC

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

customScenarioMeasures, measures, measureValue, tenor

Methods inherited from class java.lang.Object

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

Constructor Details
- TreasuryComponent
  
  public TreasuryComponent(java.lang.String strTreasuryCode) throws java.lang.Exception
  
  TreasuryComponent Constructor
  
  Parameters:
  
  strTreasuryCode - Treasury Code
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- code
  
  public java.lang.String code()
  
  Retrieve the Treasury Code
  
  Returns:
  
  The Treasury Code
- calibQuoteSet
  
  public ProductQuoteSet calibQuoteSet(LatentStateSpecification[] aLSS)
  
  Description copied from class: CalibratableComponent
  
  Generate the Product Specific Calibration Quote Set
  
  Overrides:
  
  calibQuoteSet in class BondComponent
  
  Parameters:
  
  aLSS - Array of Latent State Specification
  
  Returns:
  
  The Product Specific Calibration Quote Set
- govviePRWC
  
  public PredictorResponseWeightConstraint govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
  
  Description copied from class: CalibratableComponent
  
  Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve FX Forward Latent State from the Component's Cash Flows. The Constraints here typically correspond to Date/Cash Flow pairs and the corresponding leading PV.
  
  Overrides:
  
  govviePRWC in class BondComponent
  
  Parameters:
  
  valParams - Valuation Parameters
  
  pricerParams - Pricer Parameters
  
  csqs - Component Market Parameters
  
  vcp - Valuation Customization Parameters
  
  pqs - Product Quote Set
  
  Returns:
  
  The Calibratable Linearized Predictor/Response Constraints (Date/Cash Flow pairs and the corresponding Govvie Forward)

Class TreasuryComponent

Nested Class Summary

Nested classes/interfaces inherited from class org.drip.product.credit.BondComponent

Constructor Summary

Method Summary

Methods inherited from class org.drip.product.credit.BondComponent

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

Constructor Details

TreasuryComponent

Method Details

code

calibQuoteSet

govviePRWC