BondComponent.java

  1. package org.drip.product.credit;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  17.  * Copyright (C) 2011 Lakshmi Krishnamurthy
  18.  * 
  19.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  20.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  21.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  22.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  23.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  24.  *      and computational support.
  25.  *  
  26.  *      https://lakshmidrip.github.io/DROP/
  27.  *  
  28.  *  DROP is composed of three modules:
  29.  *  
  30.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  31.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  32.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  33.  * 
  34.  *  DROP Product Core implements libraries for the following:
  35.  *  - Fixed Income Analytics
  36.  *  - Loan Analytics
  37.  *  - Transaction Cost Analytics
  38.  * 
  39.  *  DROP Portfolio Core implements libraries for the following:
  40.  *  - Asset Allocation Analytics
  41.  *  - Asset Liability Management Analytics
  42.  *  - Capital Estimation Analytics
  43.  *  - Exposure Analytics
  44.  *  - Margin Analytics
  45.  *  - XVA Analytics
  46.  * 
  47.  *  DROP Computational Core implements libraries for the following:
  48.  *  - Algorithm Support
  49.  *  - Computation Support
  50.  *  - Function Analysis
  51.  *  - Model Validation
  52.  *  - Numerical Analysis
  53.  *  - Numerical Optimizer
  54.  *  - Spline Builder
  55.  *  - Statistical Learning
  56.  * 
  57.  *  Documentation for DROP is Spread Over:
  58.  * 
  59.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  60.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  61.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  62.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  63.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  64.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  65.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  66.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  67.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  68.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  69.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  70.  * 
  71.  *  Licensed under the Apache License, Version 2.0 (the "License");
  72.  *      you may not use this file except in compliance with the License.
  73.  *   
  74.  *  You may obtain a copy of the License at
  75.  *      http://www.apache.org/licenses/LICENSE-2.0
  76.  *  
  77.  *  Unless required by applicable law or agreed to in writing, software
  78.  *      distributed under the License is distributed on an "AS IS" BASIS,
  79.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  80.  *  
  81.  *  See the License for the specific language governing permissions and
  82.  *      limitations under the License.
  83.  */

  85. /**
  86.  * <i>BondComponent</i> is the base class that extends CreditComponent abstract class and implements the
  87.  * functionality behind bonds of all kinds. Bond static data is captured in a set of 11 container classes –
  88.  * BondTSYParams, BondCouponParams, BondNotionalParams, BondFloaterParams, BondCurrencyParams,
  89.  * BondIdentifierParams, CompCRValParams, BondCFTerminationEvent, BondFixedPeriodGenerationParams, and one
  90.  * EmbeddedOptionSchedule object instance each for the call and the put objects. Each of these parameter set
  91.  * can be set separately.
  92.  *
  93.  *  <br><br>
  94.  *  <ul>
  95.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  96.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  97.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/product/README.md">Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses</a></li>
  98.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/product/credit/README.md">Credit Products - Components and Baskets</a></li>
  99.  *  </ul>
  100.  * <br><br>
  101.  *
  102.  * @author Lakshmi Krishnamurthy
  103.  */

  105. public class BondComponent extends org.drip.product.definition.Bond implements
  106.     org.drip.product.definition.BondProduct
  107. {
  108.     private static final boolean s_bSuppressErrors = true;
  109.     private static final boolean s_bYieldDFOffofCouponAccrualDCF = true;

  111.     /*
  112.      * Width for calculating local forward rate width
  113.      */

  115.     private static final int LOCAL_FORWARD_RATE_WIDTH = 1;

  117.     /*
  118.      * Recovery Period discretization Mode
  119.      */

  121.     private static final int s_iDiscretizationScheme =
  122.         org.drip.param.pricer.CreditPricerParams.PERIOD_DISCRETIZATION_DAY_STEP;

  124.     /*
  125.      * Discount Curve to derive the zero curve off of
  126.      */

  128.     private static final int ZERO_OFF_OF_RATES_INSTRUMENTS_DISCOUNT_CURVE = 1;
  129.     private static final int ZERO_OFF_OF_TREASURIES_DISCOUNT_CURVE = 2;

  131.     /*
  132.      * Discount Curve to derive Bumped Prices
  133.      */

  135.     private static final int PRICE_OFF_OF_FUNDING_CURVE = 1;
  136.     private static final int PRICE_OFF_OF_TREASURY_CURVE = 2;
  137.     // private static final int PRICE_OFF_OF_OVERNIGHT_CURVE = 3;

  139.     private org.drip.product.params.BondStream _stream = null;
  140.     private org.drip.product.params.IdentifierSet _idParams = null;
  141.     private org.drip.product.params.CouponSetting _couponSetting = null;
  142.     private org.drip.product.params.CreditSetting _creditSetting = null;
  143.     private org.drip.product.params.FloaterSetting _floaterSetting = null;
  144.     private org.drip.product.params.NotionalSetting _notionalSetting = null;
  145.     private org.drip.product.params.QuoteConvention _quoteConvention = null;
  146.     private org.drip.product.params.TerminationSetting _terminationSetting = null;
  147.     private org.drip.product.params.TreasuryBenchmarks _treasuryBenchmarks = null;

  149.     /*
  150.      * Bond EOS Params
  151.      */

  153.     protected org.drip.product.params.EmbeddedOptionSchedule _eosPut = null;
  154.     protected org.drip.product.params.EmbeddedOptionSchedule _eosCall = null;

  156.     private int terminationAdjust (
  157.         final int iDate)
  158.     {
  159.         org.drip.analytics.daycount.DateAdjustParams dap = null == _terminationSetting ? null :
  160.             _terminationSetting.dap();

  162.         try {
  163.             return null == dap ? iDate : dap.roll (iDate);
  164.         } catch (java.lang.Exception e) {
  165.             e.printStackTrace();
  166.         }

  168.         return iDate;
  169.     }

  171.     private double treasuryBenchmarkYield (
  172.         final org.drip.param.valuation.ValuationParams valParams,
  173.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  174.         final int iWorkoutDate)
  175.         throws java.lang.Exception
  176.     {
  177.         if (null == valParams || null == csqc)
  178.             throw new java.lang.Exception ("BondComponent::treasuryBenchmarkYield => Invalid Inputs");

  180.         java.lang.String strTsyBmk = null;
  181.         org.drip.param.definition.ProductQuote pqTsyBmkYield = null;

  183.         if (null != _treasuryBenchmarks) strTsyBmk = _treasuryBenchmarks.primary();

  185.         int iValDate = valParams.valueDate();

  187.         if (null == strTsyBmk || strTsyBmk.isEmpty())
  188.             strTsyBmk = org.drip.analytics.support.Helper.BaseTsyBmk (iValDate, iWorkoutDate);

  190.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.param.definition.ProductQuote> pqMap =
  191.             csqc.quoteMap();

  193.         if (null != pqMap && null != strTsyBmk && !strTsyBmk.isEmpty())
  194.             pqTsyBmkYield = pqMap.get (strTsyBmk);

  196.         if (null != pqTsyBmkYield) {
  197.              org.drip.param.definition.Quote q = pqTsyBmkYield.quote ("Yield");

  199.              if (null != q) return q.value ("mid");
  200.         }

  202.         org.drip.state.govvie.GovvieCurve gc = csqc.govvieState (govvieLabel());

  204.         return null == gc ? java.lang.Double.NaN : gc.yield (terminationAdjust (iWorkoutDate));
  205.     }

  207.     private org.drip.param.valuation.WorkoutInfo exerciseCallYieldFromPrice (
  208.         final org.drip.param.valuation.ValuationParams valParams,
  209.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  210.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  211.         final double dblPrice)
  212.     {
  213.         if (null == valParams || null == csqs || !org.drip.numerical.common.NumberUtil.IsValid (dblPrice) || null
  214.             == _eosCall)
  215.             return null;

  217.         int iValDate = valParams.valueDate();

  219.         int[] aiEOSDate = _eosCall.dates();

  221.         int iMaturityDate = maturityDate().julian();

  223.         double[] adblEOSFactor = _eosCall.factors();

  225.         int iNoticePeriod = _eosCall.exerciseNoticePeriod();

  227.         int iExercise = -1;
  228.         double dblExerciseYield = java.lang.Double.NaN;
  229.         int iNumEOSDate = null == aiEOSDate ? 0 : aiEOSDate.length;

  231.         try {
  232.             dblExerciseYield = yieldFromPrice (valParams, csqs, vcp, iMaturityDate, 1., dblPrice);
  233.         } catch (java.lang.Exception e) {
  234.             if (!s_bSuppressErrors) e.printStackTrace();

  236.             return null;
  237.         }

  239.         for (int i = 0; i < iNumEOSDate; ++i) {
  240.             if (iValDate > aiEOSDate[i] || aiEOSDate[i] - iValDate < iNoticePeriod) continue;

  242.             try {
  243.                 double dblYield = yieldFromPrice (valParams, csqs, vcp, aiEOSDate[i], adblEOSFactor[i],
  244.                     dblPrice);

  246.                 if (dblYield < dblExerciseYield) {
  247.                     iExercise = i;
  248.                     dblExerciseYield = dblYield;
  249.                 }
  250.             } catch (java.lang.Exception e) {
  251.                 if (!s_bSuppressErrors) e.printStackTrace();
  252.             }
  253.         }

  255.         try {
  256.             return -1 == iExercise ? new org.drip.param.valuation.WorkoutInfo (iMaturityDate,
  257.                 dblExerciseYield, 1., org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY) : new
  258.                     org.drip.param.valuation.WorkoutInfo (aiEOSDate[iExercise], dblExerciseYield,
  259.                         adblEOSFactor[iExercise], org.drip.param.valuation.WorkoutInfo.WO_TYPE_CALL);
  260.         } catch (java.lang.Exception e) {
  261.             if (!s_bSuppressErrors) e.printStackTrace();
  262.         }

  264.         return null;
  265.     }

  267.     private org.drip.param.valuation.WorkoutInfo exercisePutYieldFromPrice (
  268.         final org.drip.param.valuation.ValuationParams valParams,
  269.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  270.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  271.         final double dblPrice)
  272.     {
  273.         if (null == valParams || null == csqs || !org.drip.numerical.common.NumberUtil.IsValid (dblPrice) || null
  274.             == _eosPut)
  275.             return null;

  277.         int iValueDate = valParams.valueDate();

  279.         int[] aiEOSDate = _eosPut.dates();

  281.         double[] adblEOSFactor = _eosPut.factors();

  283.         int iNoticePeriod = _eosPut.exerciseNoticePeriod();

  285.         int iMaturityDate = maturityDate().julian();

  287.         int iExercise = -1;
  288.         double dblExerciseYield = java.lang.Double.NaN;
  289.         int iNumEOSDate = null == aiEOSDate ? 0 : aiEOSDate.length;

  291.         try {
  292.             dblExerciseYield = yieldFromPrice (valParams, csqs, vcp, iMaturityDate, 1., dblPrice);
  293.         } catch (java.lang.Exception e) {
  294.             if (!s_bSuppressErrors) e.printStackTrace();

  296.             return null;
  297.         }

  299.         for (int i = 0; i < iNumEOSDate; ++i) {
  300.             if (iValueDate > aiEOSDate[i] || aiEOSDate[i] - iValueDate < iNoticePeriod) continue;

  302.             try {
  303.                 double dblYield = yieldFromPrice (valParams, csqs, vcp, aiEOSDate[i], adblEOSFactor[i],
  304.                     dblPrice);

  306.                 if (dblYield > dblExerciseYield) {
  307.                     iExercise = i;
  308.                     dblExerciseYield = dblYield;
  309.                 }
  310.             } catch (java.lang.Exception e) {
  311.                 if (!s_bSuppressErrors) e.printStackTrace();
  312.             }
  313.         }

  315.         try {
  316.             return -1 == iExercise ? new org.drip.param.valuation.WorkoutInfo (iMaturityDate,
  317.                 dblExerciseYield, 1., org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY) : new
  318.                     org.drip.param.valuation.WorkoutInfo (aiEOSDate[iExercise], dblExerciseYield,
  319.                         adblEOSFactor[iExercise], org.drip.param.valuation.WorkoutInfo.WO_TYPE_PUT);
  320.         } catch (java.lang.Exception e) {
  321.             if (!s_bSuppressErrors) e.printStackTrace();
  322.         }

  324.         return null;
  325.     }

  327.     private double priceFromYield (
  328.         final org.drip.param.valuation.ValuationParams valParams,
  329.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  330.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  331.         final int iWorkoutDate,
  332.         final double dblWorkoutFactor,
  333.         final double dblYield,
  334.         final boolean bApplyCouponExtension)
  335.         throws java.lang.Exception
  336.     {
  337.         if (null == valParams || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor))
  338.             throw new java.lang.Exception ("BondComponent::priceFromYield => Invalid inputs");

  340.         int iValueDate = valParams.valueDate();

  342.         if (iValueDate >= iWorkoutDate)
  343.             throw new java.lang.Exception ("BondComponent::priceFromYield => Invalid inputs");

  345.         boolean bFirstPeriod = true;
  346.         double dblPeriodYearFract = 0.;
  347.         double dblCumulativePeriodPV = 0.;
  348.         boolean bTerminateCouponFlow = false;
  349.         boolean bApplyFlatForwardRate = false;
  350.         int iCashPayDate = java.lang.Integer.MIN_VALUE;
  351.         double dblFlatForwardRate = java.lang.Double.NaN;
  352.         org.drip.analytics.daycount.ActActDCParams aap = null;

  354.         double dblScalingNotional = null != _notionalSetting && _notionalSetting.priceOffOfOriginalNotional()
  355.             ? 1. : notional (iValueDate);

  357.         int iFrequency = freq();

  359.         java.lang.String strDC = couponDC();

  361.         java.lang.String strCalendar = currency();

  363.         boolean bApplyCpnEOMAdj = _stream.couponEOMAdjustment();

  365.         if (null == strCalendar || strCalendar.isEmpty()) strCalendar = redemptionCurrency();

  367.         org.drip.param.valuation.ValuationCustomizationParams vcpQuote = null == _quoteConvention ? null :
  368.             _quoteConvention.valuationCustomizationParams();

  370.         if (null != vcp) {
  371.             strDC = vcp.yieldDayCount();

  373.             iFrequency = vcp.yieldFreq();

  375.             strCalendar = vcp.yieldCalendar();

  377.             bApplyCpnEOMAdj = vcp.applyYieldEOMAdj();

  379.             bApplyFlatForwardRate = vcp.applyFlatForwardRate();
  380.         } else if (null != vcpQuote) {
  381.             strDC = vcpQuote.yieldDayCount();

  383.             iFrequency = vcpQuote.yieldFreq();

  385.             strCalendar = vcpQuote.yieldCalendar();

  387.             bApplyCpnEOMAdj = vcpQuote.applyYieldEOMAdj();

  389.             bApplyFlatForwardRate = vcpQuote.applyFlatForwardRate();
  390.         }

  392.         int iPeriodAmortizationMode = _notionalSetting.periodAmortizationMode();

  394.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  395.             int iPeriodPayDate = period.payDate();

  397.             if (iPeriodPayDate < iValueDate) continue;

  399.             if (bFirstPeriod) {
  400.                 bFirstPeriod = false;

  402.                 dblPeriodYearFract = period.couponDCF() - period.accrualDCF (iValueDate);
  403.             } else
  404.                 dblPeriodYearFract += period.couponDCF();

  406.             int iPeriodEndDate = period.endDate();

  408.             int iPeriodStartDate = period.startDate();

  410.             if (iPeriodEndDate >= iWorkoutDate) {
  411.                 iPeriodEndDate = iWorkoutDate;
  412.                 bTerminateCouponFlow = true;
  413.             }

  415.             org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iPeriodEndDate,
  416.                 valParams, csqc);

  418.             if (null == cpcm)
  419.                 throw new java.lang.Exception ("BondComponent::priceFromYield => No PCM for " + new
  420.                     org.drip.analytics.date.JulianDate (iValueDate) + " | " + effectiveDate());

  422.             if (null != vcp) {
  423.                 if (null == (aap = vcp.yieldAAP()))
  424.                     aap = new org.drip.analytics.daycount.ActActDCParams (vcp.yieldFreq(), iPeriodEndDate -
  425.                         iPeriodStartDate);
  426.             } else if (null != vcpQuote) {
  427.                 if (null == (aap = vcpQuote.yieldAAP()))
  428.                     aap = new org.drip.analytics.daycount.ActActDCParams (vcpQuote.yieldFreq(),
  429.                         iPeriodEndDate - iPeriodStartDate);
  430.             } else
  431.                 aap = new org.drip.analytics.daycount.ActActDCParams (iFrequency, iPeriodEndDate -
  432.                     iPeriodStartDate);

  434.             double dblYieldAnnuity = org.drip.analytics.support.Helper.Yield2DF (iFrequency, dblYield,
  435.                 s_bYieldDFOffofCouponAccrualDCF ? dblPeriodYearFract :
  436.                     org.drip.analytics.daycount.Convention.YearFraction (iValueDate, iPeriodPayDate, strDC,
  437.                         bApplyCpnEOMAdj, aap, strCalendar)) * cpcm.cumulative();

  439.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  441.             double dblPeriodEndNotional = notional (iPeriodEndDate);

  443.             double dblCouponNotional = dblPeriodStartNotional;

  445.             if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START == iPeriodAmortizationMode)
  446.                 dblCouponNotional = dblPeriodStartNotional;
  447.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_END == iPeriodAmortizationMode)
  448.                 dblCouponNotional = dblPeriodEndNotional;
  449.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_EFFECTIVE ==
  450.                 iPeriodAmortizationMode)
  451.                 dblCouponNotional = notional (iPeriodStartDate, iPeriodEndDate);

  453.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  454.                 dblFlatForwardRate = cpcm.rate();

  456.             dblCumulativePeriodPV += (period.accrualDCF (iPeriodEndDate) * (bApplyFlatForwardRate ?
  457.                 dblFlatForwardRate : cpcm.rate() + (bApplyCouponExtension ?
  458.                     _couponSetting.couponRateExtension() : 0.)) * couponFactor (iPeriodEndDate) *
  459.                         dblCouponNotional + dblPeriodStartNotional - dblPeriodEndNotional) * dblYieldAnnuity;

  461.             if (bTerminateCouponFlow) break;
  462.         }

  464.         try {
  465.             iCashPayDate = null != _quoteConvention ? _quoteConvention.settleDate (valParams) :
  466.                 valParams.cashPayDate();
  467.         } catch (java.lang.Exception e) {
  468.             if (!s_bSuppressErrors) e.printStackTrace();

  470.             iCashPayDate = valParams.cashPayDate();
  471.         }

  473.         double dblCleanPrice = (((dblCumulativePeriodPV + dblWorkoutFactor * org.drip.analytics.support.Helper.Yield2DF (
  474.             iFrequency,
  475.             dblYield,
  476.             s_bYieldDFOffofCouponAccrualDCF ? dblPeriodYearFract :
  477.                 org.drip.analytics.daycount.Convention.YearFraction (
  478.                     iValueDate,
  479.                     terminationAdjust (iWorkoutDate),
  480.                     strDC,
  481.                     bApplyCpnEOMAdj,
  482.                     aap,
  483.                     strCalendar
  484.                 )
  485.             ) * notional (iWorkoutDate)) /
  486.             org.drip.analytics.support.Helper.Yield2DF (
  487.                 iFrequency,
  488.                 dblYield,
  489.                 org.drip.analytics.daycount.Convention.YearFraction (
  490.                     iValueDate,
  491.                     iCashPayDate,
  492.                     strDC,
  493.                     bApplyCpnEOMAdj,
  494.                     aap,
  495.                     strCalendar
  496.                 )
  497.             )
  498.         ) - accrued (
  499.             iValueDate,
  500.             csqc
  501.         )) / dblScalingNotional;

  503.         return dblCleanPrice;
  504.     }

  506.     @Override public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> calibMeasures (
  507.         final org.drip.param.valuation.ValuationParams valParams,
  508.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  509.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  510.         final org.drip.param.valuation.ValuationCustomizationParams vcp)
  511.     {
  512.         double dblCleanPrice = java.lang.Double.NaN;

  514.         org.drip.param.definition.CalibrationParams calibParams = null == pricerParams ? null :
  515.             pricerParams.calibParams();

  517.         if (null == calibParams) return null;

  519.         org.drip.param.valuation.WorkoutInfo wi = calibParams.workout();

  521.         double dblExerciseFactor = null == wi ? 1. : wi.factor();

  523.         int iExerciseDate = null == wi ? maturityDate().julian() : wi.date();

  525.         org.drip.state.credit.CreditCurve cc = csqc.creditState (creditLabel());

  527.         try {
  528.             dblCleanPrice = null == cc ? priceFromFundingCurve (valParams, csqc, iExerciseDate,
  529.                 dblExerciseFactor, 0.) : priceFromCreditCurve (valParams, csqc, iExerciseDate,
  530.                     dblExerciseFactor, 0., false);
  531.         } catch (java.lang.Exception e) {
  532.             if (!s_bSuppressErrors) e.printStackTrace();

  534.             return null;
  535.         }

  537.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblCleanPrice)) return null;

  539.         java.lang.String strCalibMeasure = calibParams.measure();

  541.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapCalibMeasures = new
  542.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>();

  544.         if (org.drip.numerical.common.StringUtil.MatchInStringArray (strCalibMeasure, new java.lang.String[]
  545.             {"CleanPrice", "FairCleanPrice", "FairPrice", "Price"}, false)) {
  546.             mapCalibMeasures.put (strCalibMeasure, dblCleanPrice);

  548.             return mapCalibMeasures;
  549.         }

  551.         if (org.drip.numerical.common.StringUtil.MatchInStringArray (strCalibMeasure, new java.lang.String[]
  552.             {"DirtyPrice", "FairDirtyPrice"}, false)) {
  553.             try {
  554.                 mapCalibMeasures.put (strCalibMeasure, dblCleanPrice + accrued (valParams.valueDate(),
  555.                     csqc));

  557.                 return mapCalibMeasures;
  558.             } catch (java.lang.Exception e) {
  559.                 if (!s_bSuppressErrors) e.printStackTrace();
  560.             }
  561.         }

  563.         if (org.drip.numerical.common.StringUtil.MatchInStringArray (strCalibMeasure, new java.lang.String[]
  564.             {"Yield", "FairYield"}, false)) {
  565.             try {
  566.                 mapCalibMeasures.put (strCalibMeasure, yieldFromPrice (valParams, csqc, vcp, iExerciseDate,
  567.                     dblExerciseFactor, dblCleanPrice));

  569.                 return mapCalibMeasures;
  570.             } catch (java.lang.Exception e) {
  571.                 if (!s_bSuppressErrors) e.printStackTrace();
  572.             }
  573.         }

  575.         if (org.drip.numerical.common.StringUtil.MatchInStringArray (strCalibMeasure, new java.lang.String[]
  576.             {"TSYSpread", "FairTSYSpread"}, false)) {
  577.             try {
  578.                 mapCalibMeasures.put (strCalibMeasure, tsySpreadFromPrice (valParams, csqc, vcp,
  579.                     iExerciseDate, dblExerciseFactor, dblCleanPrice));

  581.                 return mapCalibMeasures;
  582.             } catch (java.lang.Exception e) {
  583.                 if (!s_bSuppressErrors) e.printStackTrace();
  584.             }
  585.         }

  587.         if (org.drip.numerical.common.StringUtil.MatchInStringArray (strCalibMeasure, new java.lang.String[]
  588.             {"OAS", "OASpread", "OptionAdjustedSpread"}, false)) {
  589.             try {
  590.                 mapCalibMeasures.put (strCalibMeasure, oasFromPrice (valParams, csqc, vcp, iExerciseDate,
  591.                     dblExerciseFactor, dblCleanPrice));

  593.                 return mapCalibMeasures;
  594.             } catch (java.lang.Exception e) {
  595.                 if (!s_bSuppressErrors) e.printStackTrace();
  596.             }
  597.         }

  599.         if (org.drip.numerical.common.StringUtil.MatchInStringArray (strCalibMeasure, new java.lang.String[]
  600.             {"BondBasis", "YieldBasis", "YieldSpread"}, false)) {
  601.             try {
  602.                 mapCalibMeasures.put (strCalibMeasure, bondBasisFromPrice (valParams, csqc, vcp,
  603.                     iExerciseDate, dblExerciseFactor, dblCleanPrice));

  605.                 return mapCalibMeasures;
  606.             } catch (java.lang.Exception e) {
  607.                 if (!s_bSuppressErrors) e.printStackTrace();
  608.             }
  609.         }

  611.         if (org.drip.numerical.common.StringUtil.MatchInStringArray (strCalibMeasure, new java.lang.String[]
  612.             {"CreditBasis"}, false)) {
  613.             if (null == cc) return null;

  615.             try {
  616.                 mapCalibMeasures.put (strCalibMeasure, creditBasisFromPrice (valParams, csqc, vcp,
  617.                     iExerciseDate, dblExerciseFactor, dblCleanPrice));

  619.                 return mapCalibMeasures;
  620.             } catch (java.lang.Exception e) {
  621.                 if (!s_bSuppressErrors) e.printStackTrace();
  622.             }
  623.         }

  625.         if (org.drip.numerical.common.StringUtil.MatchInStringArray (strCalibMeasure, new java.lang.String[]
  626.             {"PECS", "ParEquivalentCDSSpread"}, false)) {
  627.             if (null == cc) return null;

  629.             try {
  630.                 mapCalibMeasures.put (strCalibMeasure, pecsFromPrice (valParams, csqc, vcp, iExerciseDate,
  631.                     dblExerciseFactor, dblCleanPrice));

  633.                 return mapCalibMeasures;
  634.             } catch (java.lang.Exception e) {
  635.                 if (!s_bSuppressErrors) e.printStackTrace();
  636.             }
  637.         }

  639.         return null;
  640.     }

  642.     @Override public org.drip.param.valuation.WorkoutInfo exerciseYieldFromPrice (
  643.         final org.drip.param.valuation.ValuationParams valParams,
  644.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  645.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  646.         final double dblPrice)
  647.     {
  648.         if (null == valParams || null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  649.             return null;

  651.         int iMaturityDate = maturityDate().julian();

  653.         try {
  654.             if (null == _eosCall && null == _eosPut)
  655.                 return new org.drip.param.valuation.WorkoutInfo (iMaturityDate, yieldFromPrice (valParams,
  656.                     csqc, vcp, iMaturityDate, 1., dblPrice), 1.,
  657.                         org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY);

  659.             if (null == _eosCall && null != _eosPut)
  660.                 return exercisePutYieldFromPrice (valParams, csqc, vcp, dblPrice);

  662.             if (null != _eosCall && null == _eosPut)
  663.                 return exerciseCallYieldFromPrice (valParams, csqc, vcp, dblPrice);

  665.             org.drip.param.valuation.WorkoutInfo wiPut = exercisePutYieldFromPrice (valParams, csqc, vcp,
  666.                 dblPrice);

  668.             org.drip.param.valuation.WorkoutInfo wiCall = exerciseCallYieldFromPrice (valParams, csqc, vcp,
  669.                 dblPrice);

  671.             if (null == wiPut || null == wiCall) return null;

  673.             return wiPut.date() < wiCall.date() ? wiPut : wiCall;
  674.         } catch (java.lang.Exception e) {
  675.             if (!s_bSuppressErrors) e.printStackTrace();
  676.         }

  678.         return null;
  679.     }

  681.     private double indexRate (
  682.         final int iValueDate,
  683.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  684.         final org.drip.analytics.cashflow.CompositeFloatingPeriod cup)
  685.         throws java.lang.Exception
  686.     {
  687.         org.drip.state.discount.MergedDiscountForwardCurve dc = csqc.fundingState (fundingLabel());

  689.         int iFreq = freq();

  691.         if (null != cup) {
  692.             org.drip.analytics.cashflow.ComposableUnitPeriod cupFirst = cup.periods().get (0);

  694.             if (!(cupFirst instanceof org.drip.analytics.cashflow.ComposableUnitFloatingPeriod))
  695.                 throw new java.lang.Exception ("BondComponent::indexRate => Not a floater");

  697.             return ((org.drip.analytics.cashflow.ComposableUnitFloatingPeriod) cupFirst).baseRate (csqc);
  698.         }

  700.         return dc.libor (iValueDate, 0 != iFreq ? iValueDate + 365 / iFreq : iValueDate +
  701.             LOCAL_FORWARD_RATE_WIDTH);
  702.     }

  704.     private org.drip.analytics.output.BondWorkoutMeasures workoutMeasures (
  705.         final org.drip.param.valuation.ValuationParams valParams,
  706.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  707.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  708.         final int iWorkoutDate,
  709.         final double dblWorkoutFactor)
  710.     {
  711.         if (null == valParams || null == csqc) return null;

  713.         int iValueDate = valParams.valueDate();

  715.         if (iValueDate >= iWorkoutDate) return null;

  717.         org.drip.state.discount.MergedDiscountForwardCurve dcFunding = csqc.fundingState (fundingLabel());

  719.         if (null == dcFunding) return null;

  721.         int iLossPayLag = null == _creditSetting ? 0 : _creditSetting.lossPayLag();

  723.         double dblProductRecovery = null == _creditSetting ? java.lang.Double.NaN :
  724.             _creditSetting.recovery();

  726.         boolean bUseCurveRecovery = null == _creditSetting ? false : _creditSetting.useCurveRecovery();

  728.         boolean bAccrualOnDefault = null == _creditSetting ? false : _creditSetting.accrualOnDefault();

  730.         org.drip.state.credit.CreditCurve cc = csqc.creditState (creditLabel());

  732.         double dblAccrued01 = 0.;
  733.         double dblRecoveryPV = 0.;
  734.         boolean bPeriodZero = true;
  735.         double dblExpectedRecovery = 0.;
  736.         double dblCreditRiskyDirtyDV01 = 0.;
  737.         boolean bTerminateCouponFlow = false;
  738.         double dblCreditRiskyPrincipalPV = 0.;
  739.         double dblCreditRisklessDirtyDV01 = 0.;
  740.         double dblCreditRiskyDirtyCouponPV = 0.;
  741.         double dblCreditRisklessPrincipalPV = 0.;
  742.         double dblCreditRisklessDirtyCouponPV = 0.;
  743.         double dblFirstCoupon = java.lang.Double.NaN;
  744.         double dblCreditRiskyDirtyIndexCouponPV = 0.;
  745.         double dblFirstIndexRate = java.lang.Double.NaN;
  746.         double dblCreditRisklessDirtyIndexCouponPV = 0.;
  747.         double dblCreditRiskyParPV = java.lang.Double.NaN;
  748.         double dblFlatForwardCoupon = java.lang.Double.NaN;
  749.         double dblCreditRisklessParPV = java.lang.Double.NaN;

  751.         org.drip.param.valuation.ValuationCustomizationParams vcp = null == _quoteConvention ? null :
  752.             _quoteConvention.valuationCustomizationParams();

  754.         boolean bApplyFlatForwardRate = null == vcp ? false : vcp.applyFlatForwardRate();

  756.         try {
  757.             for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  758.                 int iPeriodPayDate = period.payDate();

  760.                 if (iPeriodPayDate < iValueDate) continue;

  762.                 int iPeriodEndDate = period.endDate();

  764.                 int iPeriodStartDate = period.startDate();

  766.                 if (iWorkoutDate <= iPeriodEndDate) {
  767.                     bTerminateCouponFlow = true;
  768.                     iPeriodEndDate = iWorkoutDate;
  769.                 }

  771.                 org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iValueDate,
  772.                     valParams, csqc);

  774.                 if (null == cpcm) return null;

  776.                 if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardCoupon))
  777.                     dblFlatForwardCoupon = cpcm.rate();

  779.                 double dblPeriodBaseRate = period.periods().get (0).baseRate (csqc);

  781.                 double dblPeriodAnnuity = dcFunding.df (iPeriodPayDate) * cpcm.cumulative();

  783.                 double dblPeriodCoupon = bApplyFlatForwardRate ? dblFlatForwardCoupon : cpcm.rate();

  785.                 if (bPeriodZero) {
  786.                     bPeriodZero = false;
  787.                     dblFirstCoupon = dblPeriodCoupon;

  789.                     if (iPeriodStartDate < iValueDate)
  790.                         dblAccrued01 = 0.0001 * period.accrualDCF (iValueDate) * notional (iPeriodStartDate,
  791.                             iValueDate);

  793.                     if (null != _floaterSetting) dblFirstIndexRate = dblPeriodBaseRate;
  794.                 }

  796.                 double dblPeriodCreditRisklessDirtyDV01 = 0.0001 * period.accrualDCF (iPeriodEndDate) *
  797.                     dblPeriodAnnuity * notional (iPeriodStartDate);

  799.                 double dblPeriodCreditRiskessPrincipalPV = (notional (iPeriodStartDate) - notional
  800.                     (iPeriodEndDate)) * dblPeriodAnnuity;

  802.                 double dblPeriodCreditRiskyDirtyDV01 = dblPeriodCreditRisklessDirtyDV01;
  803.                 double dblPeriodCreditRiskyPrincipalPV = dblPeriodCreditRiskessPrincipalPV;

  805.                 if (null != cc && null != pricerParams) {
  806.                     double dblSurvProb = cc.survival (pricerParams.survivalToPayDate() ? iPeriodPayDate :
  807.                         iPeriodEndDate);

  809.                     dblPeriodCreditRiskyDirtyDV01 *= dblSurvProb;
  810.                     dblPeriodCreditRiskyPrincipalPV *= dblSurvProb;

  812.                     for (org.drip.analytics.cashflow.LossQuadratureMetrics lqm : period.lossMetrics (this,
  813.                         valParams, pricerParams, terminationAdjust (iWorkoutDate), csqc)) {
  814.                         if (null == lqm) continue;

  816.                         int iSubPeriodEndDate = lqm.endDate();

  818.                         int iSubPeriodStartDate = lqm.startDate();

  820.                         double dblSubPeriodDF = dcFunding.effectiveDF (iSubPeriodStartDate + iLossPayLag,
  821.                             iSubPeriodEndDate + iLossPayLag);

  823.                         double dblSubPeriodNotional = notional (iSubPeriodStartDate, iSubPeriodEndDate);

  825.                         double dblSubPeriodSurvival = cc.survival (iSubPeriodStartDate) - cc.survival
  826.                             (iSubPeriodEndDate);

  828.                         if (bAccrualOnDefault)
  829.                             dblPeriodCreditRiskyDirtyDV01 += 0.0001 * lqm.accrualDCF() * dblSubPeriodSurvival
  830.                                 * dblSubPeriodDF * dblSubPeriodNotional;

  832.                         double dblRecovery = bUseCurveRecovery ? cc.effectiveRecovery (iSubPeriodStartDate,
  833.                             iSubPeriodEndDate) : dblProductRecovery;

  835.                         double dblSubPeriodExpRecovery = dblRecovery * dblSubPeriodSurvival *
  836.                             dblSubPeriodNotional;
  837.                         dblRecoveryPV += dblSubPeriodExpRecovery * dblSubPeriodDF;
  838.                         dblExpectedRecovery += dblSubPeriodExpRecovery;
  839.                     }
  840.                 }

  842.                 dblCreditRiskyDirtyDV01 += dblPeriodCreditRiskyDirtyDV01;
  843.                 dblCreditRiskyPrincipalPV += dblPeriodCreditRiskyPrincipalPV;
  844.                 dblCreditRisklessDirtyDV01 += dblPeriodCreditRisklessDirtyDV01;
  845.                 dblCreditRisklessPrincipalPV += dblPeriodCreditRiskessPrincipalPV;

  847.                 dblCreditRiskyDirtyCouponPV += 10000. * dblPeriodCoupon * couponFactor (iPeriodEndDate) *
  848.                     dblPeriodCreditRiskyDirtyDV01;

  850.                 dblCreditRisklessDirtyCouponPV += 10000. * dblPeriodCoupon * couponFactor (iPeriodEndDate) *
  851.                     dblPeriodCreditRisklessDirtyDV01;

  853.                 dblCreditRiskyDirtyIndexCouponPV += 10000. * dblPeriodBaseRate *
  854.                     dblPeriodCreditRiskyDirtyDV01;
  855.                 dblCreditRisklessDirtyIndexCouponPV += 10000. * dblPeriodBaseRate *
  856.                     dblPeriodCreditRisklessDirtyDV01;

  858.                 if (bTerminateCouponFlow) break;
  859.             }
  860.         } catch (java.lang.Exception e) {
  861.             if (!s_bSuppressErrors) e.printStackTrace();

  863.             return null;
  864.         }

  866.         int iCashPayDate = java.lang.Integer.MIN_VALUE;

  868.         try {
  869.             iCashPayDate = null != _quoteConvention ? _quoteConvention.settleDate (valParams) :
  870.                 valParams.cashPayDate();
  871.         } catch (java.lang.Exception e) {
  872.             if (!s_bSuppressErrors) e.printStackTrace();

  874.             iCashPayDate = valParams.cashPayDate();
  875.         }

  877.         try {
  878.             double dblCashPayDF = dcFunding.df (iCashPayDate);

  880.             int iMaturityDate = maturityDate().julian();

  882.             dblCreditRisklessParPV = dcFunding.df (iMaturityDate) * notional (iMaturityDate) *
  883.                 dblWorkoutFactor;

  885.             if (null != cc && null != pricerParams)
  886.                 dblCreditRiskyParPV = dblCreditRisklessParPV * cc.survival (iMaturityDate);

  888.             org.drip.analytics.output.BondCouponMeasures bcmCreditRisklessDirty = new
  889.                 org.drip.analytics.output.BondCouponMeasures (dblCreditRisklessDirtyDV01,
  890.                     dblCreditRisklessDirtyIndexCouponPV, dblCreditRisklessDirtyCouponPV,
  891.                         dblCreditRisklessDirtyCouponPV + dblCreditRisklessPrincipalPV +
  892.                             dblCreditRisklessParPV);

  894.             double dblDefaultExposure = java.lang.Double.NaN;
  895.             double dblDefaultExposureNoRec = java.lang.Double.NaN;
  896.             double dblLossOnInstantaneousDefault = java.lang.Double.NaN;
  897.             org.drip.analytics.output.BondCouponMeasures bcmCreditRiskyDirty = null;

  899.             if (null != cc && null != pricerParams) {
  900.                 double dblInitialNotional = notional (iValueDate);

  902.                 double dblInitialRecovery = cc.recovery (iValueDate);

  904.                 bcmCreditRiskyDirty = new org.drip.analytics.output.BondCouponMeasures
  905.                     (dblCreditRiskyDirtyDV01, dblCreditRiskyDirtyIndexCouponPV, dblCreditRiskyDirtyCouponPV,
  906.                         dblCreditRiskyDirtyCouponPV + dblCreditRiskyPrincipalPV + dblCreditRiskyParPV);

  908.                 dblDefaultExposure = (dblDefaultExposureNoRec = dblInitialNotional) * dblInitialRecovery;
  909.                 dblLossOnInstantaneousDefault = dblInitialNotional * (1. - dblInitialRecovery);
  910.             }

  912.             return new org.drip.analytics.output.BondWorkoutMeasures (bcmCreditRiskyDirty,
  913.                 bcmCreditRisklessDirty, dblCreditRiskyParPV, dblCreditRisklessParPV,
  914.                     dblCreditRiskyPrincipalPV, dblCreditRisklessPrincipalPV, dblRecoveryPV,
  915.                         dblExpectedRecovery, dblDefaultExposure, dblDefaultExposureNoRec,
  916.                             dblLossOnInstantaneousDefault, dblAccrued01, dblFirstCoupon, dblFirstIndexRate,
  917.                                 dblCashPayDF);
  918.         } catch (java.lang.Exception e) {
  919.             if (!s_bSuppressErrors) e.printStackTrace();
  920.         }

  922.         return null;
  923.     }

  925.     private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> rvMeasures (
  926.         final org.drip.param.valuation.ValuationParams valParams,
  927.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  928.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  929.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  930.         final org.drip.param.valuation.WorkoutInfo wi,
  931.         final double dblPrice,
  932.         final java.lang.String strPrefix)
  933.     {
  934.         if (null == strPrefix) return null;

  936.         org.drip.analytics.output.BondRVMeasures bmRV = standardMeasures (valParams, pricerParams, csqc, vcp,
  937.             wi, dblPrice);

  939.         return null == bmRV ? null : bmRV.toMap (strPrefix);
  940.     }

  942.     private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> fairMeasures (
  943.         final org.drip.param.valuation.ValuationParams valParams,
  944.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  945.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  946.         final org.drip.param.valuation.ValuationCustomizationParams vcp)
  947.     {
  948.         int iMaturityDate = maturityDate().julian();

  950.         org.drip.analytics.output.BondWorkoutMeasures bwmFair = workoutMeasures (valParams, pricerParams,
  951.             csqc, iMaturityDate, 1.);

  953.         if (null == bwmFair) return null;

  955.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapMeasures = bwmFair.toMap ("");

  957.         org.drip.analytics.output.BondCouponMeasures bcm = bwmFair.creditRiskyCleanbcm();

  959.         double dblCreditRiskyPV = null == bcm ? java.lang.Double.NaN : bcm.pv();

  961.         double dblPrice = !org.drip.numerical.common.NumberUtil.IsValid (dblCreditRiskyPV) ?
  962.             bwmFair.creditRisklessCleanbcm().pv() : dblCreditRiskyPV;

  964.         try {
  965.             org.drip.numerical.common.CollectionUtil.MergeWithMain (mapMeasures, rvMeasures (valParams,
  966.                 pricerParams, csqc, vcp, new org.drip.param.valuation.WorkoutInfo (iMaturityDate,
  967.                     yieldFromPrice (valParams, csqc, vcp, dblPrice / notional (valParams.valueDate())), 1.,
  968.                         org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY), dblPrice, ""));

  970.             org.drip.numerical.common.CollectionUtil.MergeWithMain (mapMeasures,
  971.                 org.drip.numerical.common.CollectionUtil.PrefixKeys (mapMeasures, "Fair"));

  973.             return mapMeasures;
  974.         } catch (java.lang.Exception e) {
  975.             if (!s_bSuppressErrors) e.printStackTrace();
  976.         }

  978.         return null;
  979.     }

  981.     private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> marketMeasures (
  982.         final org.drip.param.valuation.ValuationParams valParams,
  983.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  984.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  985.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  986.         final org.drip.param.valuation.WorkoutInfo wiMarket)
  987.     {
  988.         try {
  989.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapMeasures = rvMeasures
  990.                 (valParams, pricerParams, csqc, vcp, wiMarket, priceFromYield (valParams, csqc, vcp,
  991.                     wiMarket.date(), wiMarket.factor(), wiMarket.yield()), "");

  993.             org.drip.numerical.common.CollectionUtil.MergeWithMain (mapMeasures,
  994.                 org.drip.numerical.common.CollectionUtil.PrefixKeys (mapMeasures, "Market"));

  996.             return mapMeasures;
  997.         } catch (java.lang.Exception e) {
  998.             if (!s_bSuppressErrors) e.printStackTrace();
  999.         }

  1001.         return null;
  1002.     }

  1004.     private org.drip.analytics.cashflow.CompositePeriod currentPeriod (
  1005.         final int iDate)
  1006.     {
  1007.         try {
  1008.             return _stream.period (_stream.periodIndex (iDate));
  1009.         } catch (java.lang.Exception e) {
  1010.             if (!s_bSuppressErrors) e.printStackTrace();
  1011.         }

  1013.         return null;
  1014.     }

  1016.     private double priceFromDiscountCurve (
  1017.         final org.drip.param.valuation.ValuationParams valParams,
  1018.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  1019.         final int iWorkoutDate,
  1020.         final double dblWorkoutFactor,
  1021.         final double dblBump,
  1022.         final int iDiscountCurveType)
  1023.         throws java.lang.Exception
  1024.     {
  1025.         if (null == valParams || null == csqc ||!org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor)
  1026.             || !org.drip.numerical.common.NumberUtil.IsValid (dblBump))
  1027.             throw new java.lang.Exception ("BondComponent::priceFromDiscountCurve => Invalid Inputs");

  1029.         org.drip.state.discount.DiscountCurve dc = null;

  1031.         if (PRICE_OFF_OF_FUNDING_CURVE == iDiscountCurveType)
  1032.             dc = csqc.fundingState (fundingLabel());
  1033.         else if (PRICE_OFF_OF_TREASURY_CURVE == iDiscountCurveType)
  1034.             dc = csqc.govvieState (govvieLabel());
  1035.         /* else if (PRICE_OFF_OF_OVERNIGHT_CURVE == iDiscountCurveType)
  1036.             dfe = csqc.overnightState (overnightLabel()); */

  1038.         if (null == dc)
  1039.             throw new java.lang.Exception ("BondComponent::priceFromDiscountCurve => No Discount Curve");

  1041.         int iValueDate = valParams.valueDate();

  1043.         if (iValueDate >= iWorkoutDate)
  1044.             throw new java.lang.Exception ("BondComponent::priceFromDiscountCurve => Val date " +
  1045.                 org.drip.analytics.date.DateUtil.YYYYMMDD (iValueDate) + " greater than Work-out " +
  1046.                     org.drip.analytics.date.DateUtil.YYYYMMDD (iWorkoutDate));

  1048.         double dblPV = 0.;
  1049.         boolean bTerminateCouponFlow = false;
  1050.         int iCashPayDate = java.lang.Integer.MIN_VALUE;
  1051.         double dblFlatForwardRate = java.lang.Double.NaN;

  1053.         double dblScalingNotional = null != _notionalSetting && _notionalSetting.priceOffOfOriginalNotional()
  1054.             ? 1. : notional (iValueDate);

  1056.         org.drip.param.valuation.ValuationCustomizationParams vcp = null == _quoteConvention ? null :
  1057.             _quoteConvention.valuationCustomizationParams();

  1059.         boolean bApplyFlatForward = null == vcp ? false : vcp.applyFlatForwardRate();

  1061.         if (0. != dblBump) {
  1062.             if (PRICE_OFF_OF_FUNDING_CURVE == iDiscountCurveType)
  1063.                 dc = (org.drip.state.discount.MergedDiscountForwardCurve) dc.parallelShiftManifestMeasure
  1064.                     ("SwapRate", dblBump);
  1065.             else if (PRICE_OFF_OF_TREASURY_CURVE == iDiscountCurveType)
  1066.                 dc = (org.drip.state.govvie.GovvieCurve) dc.parallelShiftManifestMeasure ("Yield", dblBump);
  1067.         }

  1069.         if (null == dc)
  1070.             throw new java.lang.Exception
  1071.                 ("BondComponent::priceFromDiscountCurve => Cannot shift Discount Curve");

  1073.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  1074.             int iPeriodPayDate = period.payDate();

  1076.             if (iPeriodPayDate < iValueDate) continue;

  1078.             int iPeriodStartDate = period.startDate();

  1080.             int iAccrualEndDate = period.endDate();

  1082.             int iNotionalEndDate = period.endDate();

  1084.             if (iAccrualEndDate >= iWorkoutDate) {
  1085.                 bTerminateCouponFlow = true;
  1086.                 iAccrualEndDate = iWorkoutDate;
  1087.                 iNotionalEndDate = iWorkoutDate;
  1088.             }

  1090.             org.drip.analytics.output.CompositePeriodCouponMetrics pcm = couponMetrics (iAccrualEndDate,
  1091.                 valParams, csqc);

  1093.             if (null == pcm)
  1094.                 throw new java.lang.Exception ("BondComponent::priceFromDiscountCurve => No PCM");

  1096.             double dblPeriodAnnuity = dc.df (iPeriodPayDate) * pcm.cumulative();

  1098.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  1100.             double dblPeriodEndNotional = notional (iNotionalEndDate);

  1102.             double dblCouponNotional = dblPeriodStartNotional;

  1104.             int iPeriodAmortizationMode = _notionalSetting.periodAmortizationMode();

  1106.             if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START == iPeriodAmortizationMode)
  1107.                 dblCouponNotional = dblPeriodStartNotional;
  1108.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_END == iPeriodAmortizationMode)
  1109.                 dblCouponNotional = dblPeriodEndNotional;
  1110.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_EFFECTIVE ==
  1111.                 iPeriodAmortizationMode)
  1112.                 dblCouponNotional = notional (iPeriodStartDate, iNotionalEndDate);

  1114.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  1115.                 dblFlatForwardRate = pcm.rate();

  1117.             dblPV += period.accrualDCF (iAccrualEndDate) * dblPeriodAnnuity * (bApplyFlatForward ?
  1118.                 dblFlatForwardRate : pcm.rate()) * couponFactor (iNotionalEndDate) * dblCouponNotional;

  1120.             dblPV += (dblPeriodStartNotional - dblPeriodEndNotional) * dblPeriodAnnuity;

  1122.             if (bTerminateCouponFlow) break;
  1123.         }

  1125.         try {
  1126.             iCashPayDate = null != _quoteConvention ? _quoteConvention.settleDate (valParams) :
  1127.                 valParams.cashPayDate();
  1128.         } catch (java.lang.Exception e) {
  1129.             if (!s_bSuppressErrors) e.printStackTrace();

  1131.             iCashPayDate = valParams.cashPayDate();
  1132.         }

  1134.         return ((dblPV + dblWorkoutFactor * dc.df (terminationAdjust (iWorkoutDate)) * notional
  1135.             (iWorkoutDate)) / dc.df (iCashPayDate) - accrued (iValueDate, csqc)) / dblScalingNotional;
  1136.     }

  1138.     /**
  1139.      * Constructor: Construct an empty bond object
  1140.      */

  1142.     public BondComponent()
  1143.     {
  1144.     }

  1146.     @Override public double[] secTreasurySpread (
  1147.         final org.drip.param.valuation.ValuationParams valParams,
  1148.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  1149.     {
  1150.         if (null == valParams || null == csqc) return null;

  1152.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.param.definition.ProductQuote> mapTSYQuote
  1153.             = csqc.quoteMap();

  1155.         if (null == mapTSYQuote || 0 == mapTSYQuote.size()) return null;

  1157.         java.lang.String[] astrTreasuryBenchmark = null == _treasuryBenchmarks ? null :
  1158.             _treasuryBenchmarks.secondary();

  1160.         int iNumTreasuryBenchmark = null == astrTreasuryBenchmark ? 0 : astrTreasuryBenchmark.length;
  1161.         double[] adblSecTSYSpread = new double[iNumTreasuryBenchmark];

  1163.         if (0 == iNumTreasuryBenchmark) return null;

  1165.         for (int i = 0; i < iNumTreasuryBenchmark; ++i) {
  1166.             org.drip.param.definition.ProductQuote pqTSYBenchmark = mapTSYQuote.get
  1167.                 (astrTreasuryBenchmark[i]);

  1169.             org.drip.param.definition.Quote q = null == pqTSYBenchmark ? null : pqTSYBenchmark.quote
  1170.                 ("Yield");

  1172.             adblSecTSYSpread[i] = null == q ? java.lang.Double.NaN : q.value ("mid");
  1173.         }

  1175.         return adblSecTSYSpread;
  1176.     }

  1178.     @Override public double effectiveTreasuryBenchmarkYield (
  1179.         final org.drip.param.valuation.ValuationParams valParams,
  1180.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  1181.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  1182.         final double dblPrice)
  1183.         throws java.lang.Exception
  1184.     {
  1185.         if (null == valParams || null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  1186.             throw new java.lang.Exception
  1187.                 ("BondComponent::effectiveTreasuryBenchmarkYield => Bad val/mkt Params");

  1189.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  1191.         if (null == wi)
  1192.             throw new java.lang.Exception
  1193.                 ("BondComponent::effectiveTreasuryBenchmarkYield => Invalid Work-out!");

  1195.         java.lang.String strTreasuryBenchmark = null != _treasuryBenchmarks ? _treasuryBenchmarks.primary() :
  1196.             null;

  1198.         int iValueDate = valParams.valueDate();

  1200.         int iWorkoutDate = wi.date();

  1202.         if (null == strTreasuryBenchmark || strTreasuryBenchmark.isEmpty())
  1203.             strTreasuryBenchmark = org.drip.analytics.support.Helper.BaseTsyBmk (iValueDate, iWorkoutDate);

  1205.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.param.definition.ProductQuote> mapTSYQuote
  1206.             = csqc.quoteMap();

  1208.         org.drip.param.definition.ProductQuote pqTSYBenchmark = null != mapTSYQuote &&
  1209.             mapTSYQuote.containsKey (strTreasuryBenchmark) && !strTreasuryBenchmark.isEmpty() ?
  1210.                 mapTSYQuote.get (strTreasuryBenchmark) : null;

  1212.         org.drip.param.definition.Quote q = null != pqTSYBenchmark ? pqTSYBenchmark.quote ("Yield") : null;

  1214.         if (null != q) return q.value ("mid");

  1216.         org.drip.state.govvie.GovvieCurve gc = csqc.govvieState (govvieLabel());;

  1218.         return null == gc ? java.lang.Double.NaN : gc.yield (terminationAdjust (iWorkoutDate));
  1219.     }

  1221.     @Override public boolean setTreasuryBenchmark (
  1222.         final org.drip.product.params.TreasuryBenchmarks treasuryBenchmarks)
  1223.     {
  1224.         return null != (_treasuryBenchmarks = treasuryBenchmarks);
  1225.     }

  1227.     @Override public org.drip.product.params.TreasuryBenchmarks treasuryBenchmark()
  1228.     {
  1229.         return _treasuryBenchmarks;
  1230.     }

  1232.     @Override public boolean setIdentifierSet (
  1233.         final org.drip.product.params.IdentifierSet idParams)
  1234.     {
  1235.         return null != (_idParams = idParams);
  1236.     }

  1238.     @Override public org.drip.product.params.IdentifierSet identifierSet()
  1239.     {
  1240.         return _idParams;
  1241.     }

  1243.     @Override public boolean setCouponSetting (
  1244.         final org.drip.product.params.CouponSetting couponSetting)
  1245.     {
  1246.         return null != (_couponSetting = couponSetting);
  1247.     }

  1249.     @Override public org.drip.product.params.CouponSetting couponSetting()
  1250.     {
  1251.         return _couponSetting;
  1252.     }

  1254.     @Override public boolean setFloaterSetting (
  1255.         final org.drip.product.params.FloaterSetting fltParams)
  1256.     {
  1257.         return null == (_floaterSetting = fltParams);
  1258.     }

  1260.     @Override public org.drip.product.params.FloaterSetting floaterSetting()
  1261.     {
  1262.         return _floaterSetting;
  1263.     }

  1265.     @Override public boolean setMarketConvention (
  1266.         final org.drip.product.params.QuoteConvention quoteConvention)
  1267.     {
  1268.         return null == (_quoteConvention = quoteConvention);
  1269.     }

  1271.     @Override public org.drip.product.params.QuoteConvention marketConvention()
  1272.     {
  1273.         return _quoteConvention;
  1274.     }

  1276.     @Override public boolean setCreditSetting (
  1277.         final org.drip.product.params.CreditSetting creditSetting)
  1278.     {
  1279.         return null == (_creditSetting = creditSetting);
  1280.     }

  1282.     @Override public org.drip.product.params.CreditSetting creditSetting()
  1283.     {
  1284.         return _creditSetting;
  1285.     }

  1287.     @Override public boolean setTerminationSetting (
  1288.         final org.drip.product.params.TerminationSetting terminationSetting)
  1289.     {
  1290.         return null == (_terminationSetting = terminationSetting);
  1291.     }

  1293.     @Override public org.drip.product.params.TerminationSetting terminationSetting()
  1294.     {
  1295.         return _terminationSetting;
  1296.     }

  1298.     @Override public boolean setStream (
  1299.         final org.drip.product.params.BondStream stream)
  1300.     {
  1301.         return null != (_stream = stream);
  1302.     }

  1304.     @Override public org.drip.product.params.BondStream stream()
  1305.     {
  1306.         return _stream;
  1307.     }

  1309.     @Override public boolean setNotionalSetting (
  1310.         final org.drip.product.params.NotionalSetting notionalSetting)
  1311.     {
  1312.         return null == (_notionalSetting = notionalSetting);
  1313.     }

  1315.     @Override public org.drip.product.params.NotionalSetting notionalSetting()
  1316.     {
  1317.         return _notionalSetting;
  1318.     }

  1320.     @Override public java.lang.String primaryCode()
  1321.     {
  1322.         return null == _idParams ? null : "BOND." + _idParams.id();
  1323.     }

  1325.     @Override public void setPrimaryCode (
  1326.         final java.lang.String strCode)
  1327.     {
  1328.         // _strCode = strCode;
  1329.     }

  1331.     @Override public java.lang.String[] secondaryCode()
  1332.     {
  1333.         return new java.lang.String[] {_idParams.id()};
  1334.     }

  1336.     @Override public java.lang.String isin()
  1337.     {
  1338.         return null == _idParams ? null : _idParams.isin();
  1339.     }

  1341.     @Override public java.lang.String cusip()
  1342.     {
  1343.         return null == _idParams ? null : _idParams.cusip();
  1344.     }

  1346.     @Override public java.lang.String name()
  1347.     {
  1348.         return null == _idParams ? null : _idParams.id();
  1349.     }

  1351.     @Override public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String> couponCurrency()
  1352.     {
  1353.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String> mapCouponCurrency = new
  1354.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String>();

  1356.         mapCouponCurrency.put (name(), _stream.couponCurrency());

  1358.         return mapCouponCurrency;
  1359.     }

  1361.     @Override public java.lang.String payCurrency()
  1362.     {
  1363.         return _stream.couponCurrency();
  1364.     }

  1366.     @Override public java.lang.String principalCurrency()
  1367.     {
  1368.         return _notionalSetting.denominationCurrency();
  1369.     }

  1371.     @Override public double notional (
  1372.         final int iDate)
  1373.         throws java.lang.Exception
  1374.     {
  1375.         if (null == _notionalSetting || null == _notionalSetting.outstandingFactorSchedule())
  1376.             throw new java.lang.Exception ("BondComponent::notional => Bad state/inputs");

  1378.         return _notionalSetting.outstandingFactorSchedule().y (iDate);
  1379.     }

  1381.     @Override public double notional (
  1382.         final int iStartDate,
  1383.         final int iEndDate)
  1384.         throws java.lang.Exception
  1385.     {
  1386.         if (null == _notionalSetting || null == _notionalSetting.outstandingFactorSchedule())
  1387.             throw new java.lang.Exception ("BondComponent::notional => Bad state/inputs");

  1389.         return _notionalSetting.outstandingFactorSchedule().y (iStartDate, iEndDate);
  1390.     }

  1392.     @Override public double initialNotional()
  1393.         throws java.lang.Exception
  1394.     {
  1395.         if (null == _notionalSetting)
  1396.             throw new java.lang.Exception ("BondComponent::initialNotional => Bad state/inputs");

  1398.         return _notionalSetting.notionalAmount();
  1399.     }

  1401.     public double couponFactor (
  1402.         final int iDate)
  1403.         throws java.lang.Exception
  1404.     {
  1405.         if (null == _couponSetting) return 1.;

  1407.         org.drip.numerical.common.Array2D fsCoupon = _couponSetting.factorSchedule();

  1409.         return null == fsCoupon ? 1. : fsCoupon.y (iDate);
  1410.     }

  1412.     @Override public double recovery (
  1413.         final int iDate,
  1414.         final org.drip.state.credit.CreditCurve cc)
  1415.         throws java.lang.Exception
  1416.     {
  1417.         if (null == cc) throw new java.lang.Exception ("BondComponent::recovery: Bad state/inputs");

  1419.         return _creditSetting.useCurveRecovery() ? cc.recovery (iDate) : _creditSetting.recovery();
  1420.     }

  1422.     @Override public double recovery (
  1423.         final int iStartDate,
  1424.         final int iEndDate,
  1425.         final org.drip.state.credit.CreditCurve cc)
  1426.         throws java.lang.Exception
  1427.     {
  1428.         if (null == cc) throw new java.lang.Exception ("BondComponent::recovery: Bad state/inputs");

  1430.         return _creditSetting.useCurveRecovery() ? cc.effectiveRecovery (iStartDate, iEndDate) :
  1431.             _creditSetting.recovery();
  1432.     }

  1434.     @Override public org.drip.product.params.CreditSetting creditValuationParams()
  1435.     {
  1436.         return _creditSetting;
  1437.     }

  1439.     @Override public org.drip.analytics.output.CompositePeriodCouponMetrics couponMetrics (
  1440.         final int iAccrualEndDate,
  1441.         final org.drip.param.valuation.ValuationParams valParams,
  1442.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  1443.     {
  1444.         org.drip.analytics.cashflow.CompositePeriod cp = currentPeriod (iAccrualEndDate);

  1446.         if (null == cp) return null;

  1448.         java.util.List<org.drip.analytics.output.UnitPeriodMetrics> lsUPM = new
  1449.             java.util.ArrayList<org.drip.analytics.output.UnitPeriodMetrics>();

  1451.         try {
  1452.             lsUPM.add (new org.drip.analytics.output.UnitPeriodMetrics (cp.startDate(), cp.endDate(),
  1453.                 cp.couponDCF(), cp.couponMetrics (valParams.valueDate(), csqc).rate(), new
  1454.                     org.drip.analytics.output.ConvexityAdjustment()));
  1455.         } catch (java.lang.Exception e) {
  1456.             e.printStackTrace();

  1458.             return null;
  1459.         }

  1461.         return org.drip.analytics.output.CompositePeriodCouponMetrics.Create (lsUPM);
  1462.     }

  1464.     @Override public int freq()
  1465.     {
  1466.         return couponPeriods().get (0).freq();
  1467.     }

  1469.     @Override public org.drip.state.identifier.EntityCDSLabel creditLabel()
  1470.     {
  1471.         if (null == _creditSetting) return null;

  1473.         java.lang.String strCreditCurveName = _creditSetting.creditCurveName();

  1475.         return null == strCreditCurveName  || strCreditCurveName.isEmpty() ? null :
  1476.             org.drip.state.identifier.EntityCDSLabel.Standard (strCreditCurveName, currency());
  1477.     }

  1479.     @Override public
  1480.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.identifier.ForwardLabel>
  1481.             forwardLabel()
  1482.     {
  1483.         if (null == _floaterSetting) return null;

  1485.         org.drip.state.identifier.FloaterLabel floaterLabel = _floaterSetting.fri();

  1487.         if (!(floaterLabel instanceof org.drip.state.identifier.ForwardLabel)) return null;

  1489.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.identifier.ForwardLabel>
  1490.             mapForwardLabel = new
  1491.                 org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.identifier.ForwardLabel>();

  1493.         mapForwardLabel.put (
  1494.             name(),
  1495.             (org.drip.state.identifier.ForwardLabel) floaterLabel
  1496.         );

  1498.         return mapForwardLabel;
  1499.     }

  1501.     @Override public
  1502.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.identifier.OTCFixFloatLabel>
  1503.             otcFixFloatLabel()
  1504.     {
  1505.         if (null == _floaterSetting) return null;

  1507.         org.drip.state.identifier.FloaterLabel floaterLabel = _floaterSetting.fri();

  1509.         if (!(floaterLabel instanceof org.drip.state.identifier.OTCFixFloatLabel)) return null;

  1511.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.identifier.OTCFixFloatLabel>
  1512.             mapOTCFixFloatLabel = new
  1513.                 org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.identifier.OTCFixFloatLabel>();

  1515.         mapOTCFixFloatLabel.put (
  1516.             name(),
  1517.             (org.drip.state.identifier.OTCFixFloatLabel) floaterLabel
  1518.         );

  1520.         return mapOTCFixFloatLabel;
  1521.     }

  1523.     @Override public org.drip.state.identifier.FundingLabel fundingLabel()
  1524.     {
  1525.         return org.drip.state.identifier.FundingLabel.Standard (payCurrency());
  1526.     }

  1528.     @Override public org.drip.state.identifier.GovvieLabel govvieLabel()
  1529.     {
  1530.         return org.drip.state.identifier.GovvieLabel.Standard
  1531.             (org.drip.market.issue.TreasurySettingContainer.CurrencyBenchmarkCode (payCurrency()));
  1532.     }

  1534.     @Override public org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.identifier.FXLabel>
  1535.         fxLabel()
  1536.     {
  1537.         return null;
  1538.     }

  1540.     @Override public
  1541.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.identifier.VolatilityLabel>
  1542.             volatilityLabel()
  1543.     {
  1544.         return null;
  1545.     }

  1547.     @Override public org.drip.analytics.date.JulianDate effectiveDate()
  1548.     {
  1549.         return _stream.effective();
  1550.     }

  1552.     @Override public org.drip.analytics.date.JulianDate maturityDate()
  1553.     {
  1554.         return _stream.maturity();
  1555.     }

  1557.     @Override public org.drip.analytics.date.JulianDate maturityPayDate()
  1558.     {
  1559.         return new org.drip.analytics.date.JulianDate (terminationAdjust (maturityDate().julian()));
  1560.     }

  1562.     @Override public org.drip.analytics.date.JulianDate firstCouponDate()
  1563.     {
  1564.         return new org.drip.analytics.date.JulianDate (couponPeriods().get (0).endDate());
  1565.     }

  1567.     @Override public java.util.List<org.drip.analytics.cashflow.CompositePeriod> couponPeriods()
  1568.     {
  1569.         return _stream.periods();
  1570.     }

  1572.     @Override public org.drip.param.valuation.CashSettleParams cashSettleParams()
  1573.     {
  1574.         return null == _quoteConvention ? null : _quoteConvention.cashSettleParams();
  1575.     }

  1577.     @Override public java.util.List<org.drip.analytics.cashflow.LossQuadratureMetrics> lossFlow (
  1578.         final org.drip.param.valuation.ValuationParams valParams,
  1579.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  1580.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  1581.     {
  1582.         if (null == valParams || null == pricerParams || null == csqc) return null;

  1584.         java.util.List<org.drip.analytics.cashflow.LossQuadratureMetrics> sLP = new
  1585.             java.util.ArrayList<org.drip.analytics.cashflow.LossQuadratureMetrics>();

  1587.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  1588.             if (null == period) continue;

  1590.             java.util.List<org.drip.analytics.cashflow.LossQuadratureMetrics> sLPSub = period.lossMetrics
  1591.                 (this, valParams, pricerParams, period.endDate(), csqc);

  1593.             if (null != sLPSub) sLP.addAll (sLPSub);
  1594.         }

  1596.         return sLP;
  1597.     }

  1599.     @Override public java.util.List<org.drip.analytics.cashflow.LossQuadratureMetrics> lossFlowFromPrice (
  1600.         final org.drip.param.valuation.ValuationParams valParams,
  1601.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  1602.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  1603.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  1604.         final double dblPrice)
  1605.     {
  1606.         if (null == valParams || null == pricerParams || null == csqc ||
  1607.             !org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  1608.             return null;

  1610.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  1612.         if (null == wi) return null;

  1614.         int iValueDate = valParams.valueDate();

  1616.         int iWorkoutDate = wi.date();

  1618.         java.util.List<org.drip.analytics.cashflow.LossQuadratureMetrics> sLP = new
  1619.             java.util.ArrayList<org.drip.analytics.cashflow.LossQuadratureMetrics>();

  1621.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  1622.             if (null == period) continue;

  1624.             int iPeriodEndDate = period.endDate();

  1626.             if (null == period || iPeriodEndDate < iValueDate) continue;

  1628.             if (period.startDate() > iWorkoutDate) break;

  1630.             java.util.List<org.drip.analytics.cashflow.LossQuadratureMetrics> sLPSub = period.lossMetrics
  1631.                 (this, valParams, pricerParams, iPeriodEndDate, csqc);

  1633.             if (null != sLPSub) sLP.addAll (sLPSub);
  1634.         }

  1636.         return sLP;
  1637.     }

  1639.     @Override public boolean isFloater()
  1640.     {
  1641.         return null == _floaterSetting ? false : true;
  1642.     }

  1644.     @Override public java.lang.String rateIndex()
  1645.     {
  1646.         return null == _floaterSetting ? "" : _floaterSetting.fri().fullyQualifiedName();
  1647.     }

  1649.     @Override public double currentCoupon()
  1650.     {
  1651.         return null == _floaterSetting ? java.lang.Double.NaN : _floaterSetting.currentFullCoupon();
  1652.     }

  1654.     @Override public double floatSpread()
  1655.     {
  1656.         return null == _floaterSetting ? java.lang.Double.NaN : _floaterSetting.spread();
  1657.     }

  1659.     @Override public java.lang.String ticker()
  1660.     {
  1661.         return null == _idParams ? null : _idParams.ticker();
  1662.     }

  1664.     @Override public void setEmbeddedCallSchedule (
  1665.         final org.drip.product.params.EmbeddedOptionSchedule eos)
  1666.     {
  1667.         if (null == eos || eos.isPut()) return;

  1669.         _eosCall = new org.drip.product.params.EmbeddedOptionSchedule (eos);
  1670.     }

  1672.     @Override public void setEmbeddedPutSchedule (
  1673.         final org.drip.product.params.EmbeddedOptionSchedule eos)
  1674.     {
  1675.         if (null == eos || !eos.isPut()) return;

  1677.         _eosPut = new org.drip.product.params.EmbeddedOptionSchedule (eos);
  1678.     }

  1680.     @Override public boolean callable()
  1681.     {
  1682.         return null != _eosCall;
  1683.     }

  1685.     @Override public boolean putable()
  1686.     {
  1687.         return null != _eosPut;
  1688.     }

  1690.     @Override public boolean sinkable()
  1691.     {
  1692.         return null == _notionalSetting ? false : true;
  1693.     }

  1695.     @Override public boolean variableCoupon()
  1696.     {
  1697.         return null == _couponSetting || null == _couponSetting.couponType() || !"variable".equalsIgnoreCase
  1698.             (_couponSetting.couponType()) ? false : true;
  1699.     }

  1701.     @Override public boolean exercised()
  1702.     {
  1703.         return null == _terminationSetting ? false : _terminationSetting.exercised();
  1704.     }

  1706.     @Override public boolean defaulted()
  1707.     {
  1708.         return null == _terminationSetting ? false : _terminationSetting.defaulted();
  1709.     }

  1711.     @Override public boolean perpetual()
  1712.     {
  1713.         return null == _terminationSetting ? false : _terminationSetting.perpetual();
  1714.     }

  1716.     @Override public boolean tradeable (
  1717.         final org.drip.param.valuation.ValuationParams valParams)
  1718.         throws java.lang.Exception
  1719.     {
  1720.         if (null == valParams) throw new java.lang.Exception ("BondComponent::tradeable => invalid Inputs");

  1722.         return !_terminationSetting.exercised() && !_terminationSetting.defaulted() && valParams.valueDate()
  1723.             < maturityDate().julian();
  1724.     }

  1726.     @Override public org.drip.product.params.EmbeddedOptionSchedule callSchedule()
  1727.     {
  1728.         return _eosCall;
  1729.     }

  1731.     @Override public org.drip.product.params.EmbeddedOptionSchedule putSchedule()
  1732.     {
  1733.         return _eosPut;
  1734.     }

  1736.     @Override public java.lang.String couponType()
  1737.     {
  1738.         return null == _couponSetting ? "" : _couponSetting.couponType();
  1739.     }

  1741.     @Override public java.lang.String couponDC()
  1742.     {
  1743.         return null == _stream ? "" : _stream.couponDC();
  1744.     }

  1746.     @Override public java.lang.String accrualDC()
  1747.     {
  1748.         return null == _stream ? "" : _stream.accrualDC();
  1749.     }

  1751.     @Override public java.lang.String maturityType()
  1752.     {
  1753.         return null == _stream ? "" : maturityType();
  1754.     }

  1756.     @Override public org.drip.analytics.date.JulianDate finalMaturity()
  1757.     {
  1758.         return null == _stream ? null : new org.drip.analytics.date.JulianDate (_stream.finalMaturityDate());
  1759.     }

  1761.     @Override public java.lang.String calculationType()
  1762.     {
  1763.         return null == _quoteConvention ? "" : _quoteConvention.calculationType();
  1764.     }

  1766.     @Override public double redemptionValue()
  1767.     {
  1768.         return null == _quoteConvention ? java.lang.Double.NaN : _quoteConvention.redemptionValue();
  1769.     }

  1771.     @Override public java.lang.String currency()
  1772.     {
  1773.         return _stream.couponCurrency();
  1774.     }

  1776.     @Override public java.lang.String redemptionCurrency()
  1777.     {
  1778.         return _notionalSetting.denominationCurrency();
  1779.     }

  1781.     @Override public boolean inFirstCouponPeriod (
  1782.         final int iDate)
  1783.         throws java.lang.Exception
  1784.     {
  1785.         return _stream.firstPeriod().contains (iDate);
  1786.     }

  1788.     @Override public boolean inLastCouponPeriod (
  1789.         final int iDate)
  1790.         throws java.lang.Exception
  1791.     {
  1792.         return _stream.lastPeriod().contains (iDate);
  1793.     }

  1795.     @Override public java.lang.String floatCouponConvention()
  1796.     {
  1797.         return null == _floaterSetting ? null : _floaterSetting.dayCount();
  1798.     }

  1800.     @Override public org.drip.analytics.date.JulianDate periodFixingDate (
  1801.         final int iValueDate)
  1802.     {
  1803.         if (null == _floaterSetting || iValueDate >= maturityDate().julian()) return null;

  1805.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  1806.             if (period.payDate() < iValueDate) continue;

  1808.             org.drip.analytics.cashflow.ComposableUnitPeriod cup = period.periods().get (0);

  1810.             if (!(cup instanceof org.drip.analytics.cashflow.ComposableUnitFloatingPeriod)) continue;

  1812.             try {
  1813.                 return new org.drip.analytics.date.JulianDate
  1814.                     (((org.drip.analytics.cashflow.ComposableUnitFloatingPeriod)
  1815.                         (cup)).referenceIndexPeriod().fixingDate());
  1816.             } catch (java.lang.Exception e) {
  1817.                 if (!s_bSuppressErrors) e.printStackTrace();
  1818.             }
  1819.         }

  1821.         return null;
  1822.     }

  1824.     @Override public org.drip.analytics.date.JulianDate previousCouponDate (
  1825.         final org.drip.analytics.date.JulianDate dt)
  1826.     {
  1827.         if (null == dt || dt.julian() > maturityDate().julian()) return null;

  1829.         try {
  1830.             int iIndex = _stream.periodIndex (dt.julian());

  1832.             if (0 == iIndex) return new org.drip.analytics.date.JulianDate (_stream.period (0).startDate());
  1833.             
  1834.             org.drip.analytics.cashflow.CompositePeriod period = _stream.period (iIndex - 1);

  1836.             return null == period ? null : new org.drip.analytics.date.JulianDate (period.payDate());
  1837.         } catch (java.lang.Exception e) {
  1838.             if (!s_bSuppressErrors) e.printStackTrace();
  1839.         }

  1841.         return null;
  1842.     }

  1844.     @Override public double previousCouponRate (
  1845.         final org.drip.analytics.date.JulianDate dt,
  1846.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  1847.         throws java.lang.Exception
  1848.     {
  1849.         if (null == dt)
  1850.             throw new java.lang.Exception ("BondComponent::previousCouponRate => Invalid Inputs");

  1852.         org.drip.analytics.cashflow.CompositePeriod period = _stream.period (_stream.periodIndex
  1853.             (dt.julian()) - 1);

  1855.         if (null == period)
  1856.             throw new java.lang.Exception
  1857.                 ("BondComponent::previousCouponRate => Cannot find previous period!");

  1859.         org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (period.endDate(), new
  1860.             org.drip.param.valuation.ValuationParams (dt, dt, ""), csqc);

  1862.         if (null == cpcm)
  1863.             throw new java.lang.Exception
  1864.                 ("BondComponent::previousCouponRate => Invalid previous period metrics!");

  1866.         return cpcm.rate();
  1867.     }

  1869.     @Override public org.drip.analytics.date.JulianDate currentCouponDate (
  1870.         final org.drip.analytics.date.JulianDate dt)
  1871.     {
  1872.         if (null == dt || dt.julian() > maturityDate().julian()) return null;

  1874.         try {
  1875.             org.drip.analytics.cashflow.CompositePeriod period = _stream.period (_stream.periodIndex
  1876.                 (dt.julian()));

  1878.             return null == period ? null : new org.drip.analytics.date.JulianDate (period.payDate());
  1879.         } catch (java.lang.Exception e) {
  1880.         }

  1882.         return null;
  1883.     }

  1885.     @Override public org.drip.analytics.date.JulianDate nextCouponDate (
  1886.         final org.drip.analytics.date.JulianDate dt)
  1887.     {
  1888.         if (null == dt || dt.julian() > maturityDate().julian()) return null;

  1890.         try {
  1891.             org.drip.analytics.cashflow.CompositePeriod period = _stream.period (_stream.periodIndex
  1892.                 (dt.julian()) + 1);

  1894.             return null == period ? null : new org.drip.analytics.date.JulianDate (period.payDate());
  1895.         } catch (java.lang.Exception e) {
  1896.         }

  1898.         return null;
  1899.     }

  1901.     @Override public org.drip.analytics.output.ExerciseInfo nextValidExerciseDateOfType (
  1902.         final org.drip.analytics.date.JulianDate dt,
  1903.         final boolean bPut)
  1904.     {
  1905.         if (null == dt || (bPut && null == _eosPut) || (!bPut && null == _eosCall)) return null;

  1907.         org.drip.product.params.EmbeddedOptionSchedule eos = bPut ? _eosPut : _eosCall;

  1909.         int[] aiEOSExerciseDates = eos.dates();

  1911.         if (null == eos || null == aiEOSExerciseDates) return null;

  1913.         int iNumExerciseDates = aiEOSExerciseDates.length;

  1915.         if (0 == iNumExerciseDates) return null;

  1917.         for (int i = 0; i < iNumExerciseDates; ++i) {
  1918.             if (aiEOSExerciseDates[i] - dt.julian() < eos.exerciseNoticePeriod())
  1919.                 continue;

  1921.             try {
  1922.                 return new org.drip.analytics.output.ExerciseInfo (aiEOSExerciseDates[i], eos.factor (i),
  1923.                     bPut ? org.drip.param.valuation.WorkoutInfo.WO_TYPE_PUT :
  1924.                         org.drip.param.valuation.WorkoutInfo.WO_TYPE_CALL);
  1925.             } catch (java.lang.Exception e) {
  1926.                 if (!s_bSuppressErrors) e.printStackTrace();

  1928.                 return null;
  1929.             }
  1930.         }

  1932.         return null;
  1933.     }

  1935.     @Override public org.drip.analytics.output.ExerciseInfo nextValidExerciseInfo (
  1936.         final org.drip.analytics.date.JulianDate dt)
  1937.     {
  1938.         if (null == dt) return null;

  1940.         org.drip.analytics.output.ExerciseInfo neiNextCall = nextValidExerciseDateOfType (dt, false);

  1942.         org.drip.analytics.output.ExerciseInfo neiNextPut = nextValidExerciseDateOfType (dt, true);

  1944.         if (null == neiNextCall && null == neiNextPut) {
  1945.             try {
  1946.                 return new org.drip.analytics.output.ExerciseInfo (maturityDate().julian(), 1.,
  1947.                     org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY);
  1948.             } catch (java.lang.Exception e) {
  1949.                 if (!s_bSuppressErrors) e.printStackTrace();

  1951.                 return null;
  1952.             }
  1953.         }

  1955.         if (null != neiNextCall && null == neiNextPut) return neiNextCall;

  1957.         if (null == neiNextCall && null != neiNextPut) return neiNextPut;

  1959.         return neiNextCall.date() < neiNextPut.date() ? neiNextCall : neiNextPut;
  1960.     }

  1962.     @Override public double currentCouponRate (
  1963.         final org.drip.analytics.date.JulianDate dt,
  1964.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  1965.         throws java.lang.Exception
  1966.     {
  1967.         if (null == dt || null == csqc)
  1968.             throw new java.lang.Exception ("BondComponent::currentCouponRate => Null val/mkt params!");

  1970.         if (null != _floaterSetting) {
  1971.             double dblCurrentFullCoupon = _floaterSetting.currentFullCoupon();

  1973.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblCurrentFullCoupon))
  1974.                 return dblCurrentFullCoupon;
  1975.         }

  1977.         org.drip.analytics.output.CompositePeriodCouponMetrics pcm = couponMetrics (dt.julian(), new
  1978.             org.drip.param.valuation.ValuationParams (dt, dt, ""), csqc);

  1980.         if (null == pcm) throw new java.lang.Exception ("BondComponent::currentCouponRate => Null PCM!");

  1982.         return pcm.rate();
  1983.     }

  1985.     @Override public double nextCouponRate (
  1986.         final org.drip.analytics.date.JulianDate dt,
  1987.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  1988.         throws java.lang.Exception
  1989.     {
  1990.         if (null == dt)
  1991.             throw new java.lang.Exception ("BondComponent::nextCouponRate => Null val/mkt params!");

  1993.         int iIndex = _stream.periodIndex (dt.julian());

  1995.         org.drip.analytics.cashflow.CompositePeriod period = _stream.period (iIndex + 1);

  1997.         if (null == period)
  1998.             throw new java.lang.Exception ("BondComponent::nextCouponRate => Cannot find next period!");

  2000.         org.drip.analytics.output.CompositePeriodCouponMetrics pcm = couponMetrics (period.endDate(), new
  2001.             org.drip.param.valuation.ValuationParams (dt, dt, ""), csqc);

  2003.         if (null == pcm) throw new java.lang.Exception ("BondComponent::nextCouponRate => Null PCM!");

  2005.         return pcm.rate();
  2006.     }

  2008.     @Override public double accrued (
  2009.         final int iDate,
  2010.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  2011.         throws java.lang.Exception
  2012.     {
  2013.         org.drip.analytics.date.JulianDate dt = new org.drip.analytics.date.JulianDate (iDate);

  2015.         if (iDate >= maturityDate().julian())
  2016.             throw new java.lang.Exception ("BondComponent::accrued => Val date " + dt +
  2017.                 " greater than maturity " + maturityDate());

  2019.         org.drip.param.valuation.ValuationParams valParams = new org.drip.param.valuation.ValuationParams
  2020.             (dt, dt, "");

  2022.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  2023.             int iEndDate = period.endDate();

  2025.             int iStartDate = period.startDate();

  2027.             if (iStartDate < iDate && iEndDate >= iDate) {
  2028.                 org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iEndDate,
  2029.                     valParams, csqc);

  2031.                 if (null == cpcm) throw new java.lang.Exception ("BondComponent::accrued => No PCM");

  2033.                 double dblCoupon = cpcm.rate();

  2035.                 if (!org.drip.numerical.common.NumberUtil.IsValid (dblCoupon))
  2036.                     throw new java.lang.Exception ("BondComponent::accrued => Invalid Coupon For " + dt);

  2038.                 return period.accrualDCF (iDate) * dblCoupon * notional (iStartDate) * couponFactor
  2039.                     (iEndDate);
  2040.             }
  2041.         }

  2043.         return 0.;
  2044.     }

  2046.     @Override public int weightedAverageMaturityDate (
  2047.         final org.drip.param.valuation.ValuationParams valParams,
  2048.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2049.         final int iWorkoutDate,
  2050.         final double dblWorkoutFactor)
  2051.         throws java.lang.Exception
  2052.     {
  2053.         if (null == valParams || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor))
  2054.             throw new java.lang.Exception ("BondComponent::weightedAverageMaturityDate => Invalid Inputs");

  2056.         int iValueDate = valParams.valueDate();

  2058.         if (iValueDate >= iWorkoutDate)
  2059.             throw new java.lang.Exception ("BondComponent::weightedAverageMaturityDate => Val date " +
  2060.                 org.drip.analytics.date.DateUtil.YYYYMMDD (iValueDate) + " greater than Work-out " +
  2061.                     org.drip.analytics.date.DateUtil.YYYYMMDD (iWorkoutDate));

  2063.         int iPeriodEndDate = 0;
  2064.         double dblTotalCashflow = 0.;
  2065.         boolean bTerminateCouponFlow = false;
  2066.         double dblTimeWeightedTotalCashflow = 0.;
  2067.         double dblFlatForwardRate = java.lang.Double.NaN;

  2069.         org.drip.param.valuation.ValuationCustomizationParams vcp = null == _quoteConvention ? null :
  2070.             _quoteConvention.valuationCustomizationParams();

  2072.         boolean bApplyFlatForward = null == vcp ? false : vcp.applyFlatForwardRate();

  2074.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  2075.             int iPeriodPayDate = period.payDate();

  2077.             if (iPeriodPayDate < iValueDate) continue;

  2079.             int iNotionalEndDate = period.endDate();

  2081.             int iPeriodStartDate = period.startDate();

  2083.             int iAccrualEndDate = iNotionalEndDate;
  2084.             int iAccrualStartDate = iPeriodStartDate > iValueDate ? iPeriodStartDate : iValueDate;

  2086.             if (iAccrualEndDate >= iWorkoutDate) {
  2087.                 bTerminateCouponFlow = true;
  2088.                 iAccrualEndDate = iWorkoutDate;
  2089.                 iNotionalEndDate = iWorkoutDate;
  2090.             }

  2092.             org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iAccrualEndDate,
  2093.                 valParams, csqc);

  2095.             if (null == cpcm)
  2096.                 throw new java.lang.Exception ("BondComponent::weightedAverageMaturityDate => No CPCM");

  2098.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  2100.             double dblPeriodEndNotional = notional (iNotionalEndDate);

  2102.             double dblCouponNotional = dblPeriodStartNotional;

  2104.             int iPeriodAmortizationMode = _notionalSetting.periodAmortizationMode();

  2106.             if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START == iPeriodAmortizationMode)
  2107.                 dblCouponNotional = dblPeriodStartNotional;
  2108.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_END == iPeriodAmortizationMode)
  2109.                 dblCouponNotional = dblPeriodEndNotional;
  2110.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_EFFECTIVE ==
  2111.                 iPeriodAmortizationMode)
  2112.                 dblCouponNotional = notional (iPeriodStartDate, iNotionalEndDate);

  2114.             double dblPeriodTimeWidth = period.accrualDCF (iAccrualEndDate) - period.accrualDCF
  2115.                 (iAccrualStartDate);

  2117.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  2118.                 dblFlatForwardRate = cpcm.rate();

  2120.             double dblPeriodCashflow = dblPeriodTimeWidth * (bApplyFlatForward ? dblFlatForwardRate :
  2121.                 cpcm.rate()) * couponFactor (iPeriodEndDate) * dblCouponNotional + dblPeriodStartNotional -
  2122.                     dblPeriodEndNotional;

  2124.             dblTotalCashflow += dblPeriodCashflow;
  2125.             iPeriodEndDate += (iAccrualEndDate - iAccrualStartDate);
  2126.             dblTimeWeightedTotalCashflow += iPeriodEndDate * dblPeriodCashflow;

  2128.             if (bTerminateCouponFlow) break;
  2129.         }

  2131.         double dblTerminalCashflow = dblWorkoutFactor * notional (iWorkoutDate);

  2133.         dblTotalCashflow += dblTerminalCashflow;
  2134.         dblTimeWeightedTotalCashflow += iPeriodEndDate * dblTerminalCashflow;
  2135.         return (int) (dblTimeWeightedTotalCashflow / dblTotalCashflow);
  2136.     }

  2138.     @Override public int weightedAverageMaturityDate (
  2139.         final org.drip.param.valuation.ValuationParams valParams,
  2140.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  2141.         throws java.lang.Exception
  2142.     {
  2143.         return weightedAverageMaturityDate (valParams, csqc, maturityDate().julian(), 1.);
  2144.     }

  2146.     @Override public double weightedAverageLife (
  2147.         final org.drip.param.valuation.ValuationParams valParams,
  2148.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2149.         final int iWorkoutDate,
  2150.         final double dblWorkoutFactor)
  2151.         throws java.lang.Exception
  2152.     {
  2153.         if (null == valParams || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor))
  2154.             throw new java.lang.Exception ("BondComponent::weightedAverageLife => Invalid Inputs");

  2156.         int iValueDate = valParams.valueDate();

  2158.         if (iValueDate >= iWorkoutDate)
  2159.             throw new java.lang.Exception ("BondComponent::weightedAverageLife => Val date " +
  2160.                 org.drip.analytics.date.DateUtil.YYYYMMDD (iValueDate) + " greater than Work-out " +
  2161.                     org.drip.analytics.date.DateUtil.YYYYMMDD (iWorkoutDate));

  2163.         double dblTotalCashflow = 0.;
  2164.         double dblPeriodEndTime = 0.;
  2165.         boolean bTerminateCouponFlow = false;
  2166.         double dblTimeWeightedTotalCashflow = 0.;
  2167.         double dblFlatForwardRate = java.lang.Double.NaN;

  2169.         org.drip.param.valuation.ValuationCustomizationParams vcp = null == _quoteConvention ? null :
  2170.             _quoteConvention.valuationCustomizationParams();

  2172.         boolean bApplyFlatForward = null == vcp ? false : vcp.applyFlatForwardRate();

  2174.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  2175.             int iPeriodPayDate = period.payDate();

  2177.             if (iPeriodPayDate < iValueDate) continue;

  2179.             int iNotionalEndDate = period.endDate();

  2181.             int iPeriodStartDate = period.startDate();

  2183.             int iAccrualEndDate = iNotionalEndDate;
  2184.             int iAccrualStartDate = iPeriodStartDate > iValueDate ? iPeriodStartDate : iValueDate;

  2186.             if (iAccrualEndDate >= iWorkoutDate) {
  2187.                 bTerminateCouponFlow = true;
  2188.                 iAccrualEndDate = iWorkoutDate;
  2189.                 iNotionalEndDate = iWorkoutDate;
  2190.             }

  2192.             org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iAccrualEndDate,
  2193.                 valParams, csqc);

  2195.             if (null == cpcm)
  2196.                 throw new java.lang.Exception ("BondComponent::weightedAverageLife => No CPCM");

  2198.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  2200.             double dblPeriodEndNotional = notional (iNotionalEndDate);

  2202.             double dblCouponNotional = dblPeriodStartNotional;

  2204.             int iPeriodAmortizationMode = _notionalSetting.periodAmortizationMode();

  2206.             if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START == iPeriodAmortizationMode)
  2207.                 dblCouponNotional = dblPeriodStartNotional;
  2208.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_END == iPeriodAmortizationMode)
  2209.                 dblCouponNotional = dblPeriodEndNotional;
  2210.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_EFFECTIVE ==
  2211.                 iPeriodAmortizationMode)
  2212.                 dblCouponNotional = notional (iPeriodStartDate, iNotionalEndDate);

  2214.             double dblPeriodTimeWidth = period.accrualDCF (iAccrualEndDate) - period.accrualDCF
  2215.                 (iAccrualStartDate);

  2217.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  2218.                 dblFlatForwardRate = cpcm.rate();

  2220.             double dblPeriodCashflow = dblPeriodTimeWidth * (bApplyFlatForward ? dblFlatForwardRate :
  2221.                 cpcm.rate()) * couponFactor (iNotionalEndDate) * dblCouponNotional + dblPeriodStartNotional -
  2222.                     dblPeriodEndNotional;

  2224.             dblTotalCashflow += dblPeriodCashflow;
  2225.             dblPeriodEndTime += dblPeriodTimeWidth;
  2226.             dblTimeWeightedTotalCashflow += dblPeriodEndTime * dblPeriodCashflow;

  2228.             if (bTerminateCouponFlow) break;
  2229.         }

  2231.         double dblTerminalCashflow = dblWorkoutFactor * notional (iWorkoutDate);

  2233.         dblTotalCashflow += dblTerminalCashflow;
  2234.         dblTimeWeightedTotalCashflow += dblPeriodEndTime * dblTerminalCashflow;
  2235.         return dblTimeWeightedTotalCashflow / dblTotalCashflow;
  2236.     }

  2238.     @Override public double weightedAverageLife (
  2239.         final org.drip.param.valuation.ValuationParams valParams,
  2240.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  2241.         throws java.lang.Exception
  2242.     {
  2243.         return weightedAverageLife (valParams, csqc, maturityDate().julian(), 1.);
  2244.     }

  2246.     @Override public double weightedAverageLifePrincipalOnly (
  2247.         final org.drip.param.valuation.ValuationParams valParams,
  2248.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2249.         final int iWorkoutDate,
  2250.         final double dblWorkoutFactor)
  2251.         throws java.lang.Exception
  2252.     {
  2253.         if (null == valParams || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor))
  2254.             throw new java.lang.Exception
  2255.                 ("BondComponent::weightedAverageLifePrincipalOnly => Invalid Inputs");

  2257.         int iValueDate = valParams.valueDate();

  2259.         if (iValueDate >= iWorkoutDate)
  2260.             throw new java.lang.Exception ("BondComponent::weightedAverageLifePrincipalOnly => Val date " +
  2261.                 org.drip.analytics.date.DateUtil.YYYYMMDD (iValueDate) + " greater than Work-out " +
  2262.                     org.drip.analytics.date.DateUtil.YYYYMMDD (iWorkoutDate));

  2264.         double dblTotalCashflow = 0.;
  2265.         double dblPeriodEndTime = 0.;
  2266.         boolean bTerminateCouponFlow = false;
  2267.         double dblTimeWeightedTotalCashflow = 0.;

  2269.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  2270.             int iPeriodPayDate = period.payDate();

  2272.             if (iPeriodPayDate < iValueDate) continue;

  2274.             int iNotionalEndDate = period.endDate();

  2276.             int iPeriodStartDate = period.startDate();

  2278.             int iAccrualEndDate = iNotionalEndDate;
  2279.             int iAccrualStartDate = iPeriodStartDate > iValueDate ? iPeriodStartDate : iValueDate;

  2281.             if (iAccrualEndDate >= iWorkoutDate) {
  2282.                 bTerminateCouponFlow = true;
  2283.                 iAccrualEndDate = iWorkoutDate;
  2284.                 iNotionalEndDate = iWorkoutDate;
  2285.             }

  2287.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  2289.             double dblPeriodEndNotional = notional (iNotionalEndDate);

  2291.             double dblPeriodTimeWidth = period.accrualDCF (iAccrualEndDate) - period.accrualDCF
  2292.                 (iAccrualStartDate);

  2294.             double dblPeriodCashflow = dblPeriodStartNotional - dblPeriodEndNotional;
  2295.             dblTimeWeightedTotalCashflow += dblPeriodEndTime * dblPeriodCashflow;
  2296.             dblTotalCashflow += dblPeriodCashflow;
  2297.             dblPeriodEndTime += dblPeriodTimeWidth;

  2299.             if (bTerminateCouponFlow) break;
  2300.         }

  2302.         double dblTerminalCashflow = dblWorkoutFactor * notional (iWorkoutDate);

  2304.         dblTotalCashflow += dblTerminalCashflow;
  2305.         dblTimeWeightedTotalCashflow += dblPeriodEndTime * dblTerminalCashflow;
  2306.         return dblTimeWeightedTotalCashflow / dblTotalCashflow;
  2307.     }

  2309.     @Override public double weightedAverageLifePrincipalOnly (
  2310.         final org.drip.param.valuation.ValuationParams valParams,
  2311.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  2312.         throws java.lang.Exception
  2313.     {
  2314.         return weightedAverageLifePrincipalOnly (valParams, csqc, maturityDate().julian(), 1.);
  2315.     }

  2317.     @Override public double weightedAverageLifeCouponOnly (
  2318.         final org.drip.param.valuation.ValuationParams valParams,
  2319.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2320.         final int iWorkoutDate,
  2321.         final double dblWorkoutFactor)
  2322.         throws java.lang.Exception
  2323.     {
  2324.         if (null == valParams || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor))
  2325.             throw new java.lang.Exception ("BondComponent::weightedAverageLifeCouponOnly => Invalid Inputs");

  2327.         int iValueDate = valParams.valueDate();

  2329.         if (iValueDate >= iWorkoutDate)
  2330.             throw new java.lang.Exception ("BondComponent::weightedAverageLifeCouponOnly => Val date " +
  2331.                 org.drip.analytics.date.DateUtil.YYYYMMDD (iValueDate) + " greater than Work-out " +
  2332.                     org.drip.analytics.date.DateUtil.YYYYMMDD (iWorkoutDate));

  2334.         double dblTotalCashflow = 0.;
  2335.         double dblPeriodEndTime = 0.;
  2336.         boolean bTerminateCouponFlow = false;
  2337.         double dblTimeWeightedTotalCashflow = 0.;
  2338.         double dblFlatForwardRate = java.lang.Double.NaN;

  2340.         org.drip.param.valuation.ValuationCustomizationParams vcp = null == _quoteConvention ? null :
  2341.             _quoteConvention.valuationCustomizationParams();

  2343.         boolean bApplyFlatForward = null == vcp ? false : vcp.applyFlatForwardRate();

  2345.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  2346.             int iPeriodPayDate = period.payDate();

  2348.             if (iPeriodPayDate < iValueDate) continue;

  2350.             int iNotionalEndDate = period.endDate();

  2352.             int iPeriodStartDate = period.startDate();

  2354.             int iAccrualEndDate = iNotionalEndDate;
  2355.             int iAccrualStartDate = iPeriodStartDate > iValueDate ? iPeriodStartDate : iValueDate;

  2357.             if (iAccrualEndDate >= iWorkoutDate) {
  2358.                 bTerminateCouponFlow = true;
  2359.                 iAccrualEndDate = iWorkoutDate;
  2360.                 iNotionalEndDate = iWorkoutDate;
  2361.             }

  2363.             org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iAccrualEndDate,
  2364.                 valParams, csqc);

  2366.             if (null == cpcm)
  2367.                 throw new java.lang.Exception ("BondComponent::weightedAverageLifeCouponOnly => No CPCM");

  2369.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  2371.             double dblPeriodEndNotional = notional (iNotionalEndDate);

  2373.             double dblCouponNotional = dblPeriodStartNotional;

  2375.             int iPeriodAmortizationMode = _notionalSetting.periodAmortizationMode();

  2377.             if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START == iPeriodAmortizationMode)
  2378.                 dblCouponNotional = dblPeriodStartNotional;
  2379.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_END == iPeriodAmortizationMode)
  2380.                 dblCouponNotional = dblPeriodEndNotional;
  2381.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_EFFECTIVE ==
  2382.                 iPeriodAmortizationMode)
  2383.                 dblCouponNotional = notional (iPeriodStartDate, iNotionalEndDate);

  2385.             double dblPeriodTimeWidth = period.accrualDCF (iAccrualEndDate) - period.accrualDCF
  2386.                 (iAccrualStartDate);

  2388.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  2389.                 dblFlatForwardRate = cpcm.rate();

  2391.             double dblPeriodCashflow = dblPeriodTimeWidth * (bApplyFlatForward ? dblFlatForwardRate :
  2392.                 cpcm.rate()) * couponFactor (iNotionalEndDate) * dblCouponNotional;

  2394.             dblTotalCashflow += dblPeriodCashflow;
  2395.             dblPeriodEndTime += dblPeriodTimeWidth;
  2396.             dblTimeWeightedTotalCashflow += dblPeriodEndTime * dblPeriodCashflow;

  2398.             if (bTerminateCouponFlow) break;
  2399.         }

  2401.         return dblTimeWeightedTotalCashflow / dblTotalCashflow;
  2402.     }

  2404.     @Override public double weightedAverageLifeCouponOnly (
  2405.         final org.drip.param.valuation.ValuationParams valParams,
  2406.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  2407.         throws java.lang.Exception
  2408.     {
  2409.         return weightedAverageLifeCouponOnly (valParams, csqc, maturityDate().julian(), 1.);
  2410.     }

  2412.     @Override public double weightedAverageLifeLossOnly (
  2413.         final org.drip.param.valuation.ValuationParams valParams,
  2414.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2415.         final int iWorkoutDate,
  2416.         final double dblWorkoutFactor)
  2417.         throws java.lang.Exception
  2418.     {
  2419.         if (null == valParams || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor))
  2420.             throw new java.lang.Exception ("BondComponent::weightedAverageLifeLossOnly => Invalid Inputs");

  2422.         int iValueDate = valParams.valueDate();

  2424.         org.drip.state.credit.CreditCurve cc = csqc.creditState (creditLabel());

  2426.         if (iValueDate >= iWorkoutDate || null == cc)
  2427.             throw new java.lang.Exception ("BondComponent::weightedAverageLifeLossOnly => Invalid Inputs");

  2429.         double dblPeriodEndTime = 0.;
  2430.         double dblTotalLossCashflow = 0.;
  2431.         boolean bTerminateCouponFlow = false;
  2432.         double dblTimeWeightedTotalLossCashflow = 0.;
  2433.         double dblFlatForwardRate = java.lang.Double.NaN;

  2435.         org.drip.param.valuation.ValuationCustomizationParams vcp = null == _quoteConvention ? null :
  2436.             _quoteConvention.valuationCustomizationParams();

  2438.         boolean bApplyFlatForward = null == vcp ? false : vcp.applyFlatForwardRate();

  2440.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  2441.             int iPeriodPayDate = period.payDate();

  2443.             if (iPeriodPayDate < iValueDate) continue;

  2445.             int iNotionalEndDate = period.endDate();

  2447.             int iPeriodStartDate = period.startDate();

  2449.             int iAccrualEndDate = iNotionalEndDate;
  2450.             int iAccrualStartDate = iPeriodStartDate > iValueDate ? iPeriodStartDate : iValueDate;

  2452.             if (iAccrualEndDate >= iWorkoutDate) {
  2453.                 bTerminateCouponFlow = true;
  2454.                 iAccrualEndDate = iWorkoutDate;
  2455.                 iNotionalEndDate = iWorkoutDate;
  2456.             }

  2458.             org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iAccrualEndDate,
  2459.                 valParams, csqc);

  2461.             if (null == cpcm)
  2462.                 throw new java.lang.Exception ("BondComponent::weightedAverageLifeLossOnly => No CPCM");

  2464.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  2466.             double dblPeriodEndNotional = notional (iNotionalEndDate);

  2468.             double dblCouponNotional = dblPeriodStartNotional;

  2470.             int iPeriodAmortizationMode = _notionalSetting.periodAmortizationMode();

  2472.             if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START == iPeriodAmortizationMode)
  2473.                 dblCouponNotional = dblPeriodStartNotional;
  2474.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_END == iPeriodAmortizationMode)
  2475.                 dblCouponNotional = dblPeriodEndNotional;
  2476.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_EFFECTIVE ==
  2477.                 iPeriodAmortizationMode)
  2478.                 dblCouponNotional = notional (iPeriodStartDate, iNotionalEndDate);

  2480.             double dblPeriodTimeWidth = period.accrualDCF (iAccrualEndDate) - period.accrualDCF
  2481.                 (iAccrualStartDate);

  2483.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  2484.                 dblFlatForwardRate = cpcm.rate();

  2486.             double dblPeriodLossCashflow = (dblPeriodTimeWidth * (bApplyFlatForward ? dblFlatForwardRate :
  2487.                 cpcm.rate()) * couponFactor (iNotionalEndDate) * dblCouponNotional + dblPeriodStartNotional -
  2488.                     dblPeriodEndNotional) * cc.survival (iPeriodPayDate) * (1. - cc.effectiveRecovery
  2489.                         (iPeriodStartDate, period.endDate()));

  2491.             dblPeriodEndTime += dblPeriodTimeWidth;
  2492.             dblTotalLossCashflow += dblPeriodLossCashflow;
  2493.             dblTimeWeightedTotalLossCashflow += dblPeriodEndTime * dblPeriodLossCashflow;

  2495.             if (bTerminateCouponFlow) break;
  2496.         }

  2498.         double dblTerminalLossCashflow = dblWorkoutFactor * notional (iWorkoutDate) * cc.survival
  2499.             (iWorkoutDate) * (1. - cc.recovery (iWorkoutDate));

  2501.         dblTotalLossCashflow += dblTerminalLossCashflow;
  2502.         dblTimeWeightedTotalLossCashflow += dblPeriodEndTime * dblTerminalLossCashflow;
  2503.         return dblTimeWeightedTotalLossCashflow / dblTotalLossCashflow;
  2504.     }

  2506.     @Override public double weightedAverageLifeLossOnly (
  2507.         final org.drip.param.valuation.ValuationParams valParams,
  2508.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  2509.         throws java.lang.Exception
  2510.     {
  2511.         return weightedAverageLifeLossOnly (valParams, csqc, maturityDate().julian(), 1.);
  2512.     }

  2514.     @Override public double weightedAverageLifeCredit (
  2515.         final org.drip.param.valuation.ValuationParams valParams,
  2516.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2517.         final int iWorkoutDate,
  2518.         final double dblWorkoutFactor)
  2519.         throws java.lang.Exception
  2520.     {
  2521.         if (null == valParams || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor))
  2522.             throw new java.lang.Exception ("BondComponent::weightedAverageLifeCredit => Invalid Inputs");

  2524.         int iValueDate = valParams.valueDate();

  2526.         org.drip.state.credit.CreditCurve cc = csqc.creditState (creditLabel());

  2528.         if (iValueDate >= iWorkoutDate || null == cc)
  2529.             throw new java.lang.Exception ("BondComponent::weightedAverageLifeCredit => Invalid Inputs");

  2531.         double dblPeriodEndTime = 0.;
  2532.         double dblTotalLossCashflow = 0.;
  2533.         boolean bTerminateCouponFlow = false;
  2534.         double dblTimeWeightedTotalLossCashflow = 0.;
  2535.         double dblFlatForwardRate = java.lang.Double.NaN;

  2537.         org.drip.param.valuation.ValuationCustomizationParams vcp = null == _quoteConvention ? null :
  2538.             _quoteConvention.valuationCustomizationParams();

  2540.         boolean bApplyFlatForward = null == vcp ? false : vcp.applyFlatForwardRate();

  2542.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  2543.             int iPeriodPayDate = period.payDate();

  2545.             if (iPeriodPayDate < iValueDate) continue;

  2547.             int iNotionalEndDate = period.endDate();

  2549.             int iPeriodStartDate = period.startDate();

  2551.             int iAccrualEndDate = iNotionalEndDate;
  2552.             int iAccrualStartDate = iPeriodStartDate > iValueDate ? iPeriodStartDate : iValueDate;

  2554.             if (iAccrualEndDate >= iWorkoutDate) {
  2555.                 bTerminateCouponFlow = true;
  2556.                 iAccrualEndDate = iWorkoutDate;
  2557.                 iNotionalEndDate = iWorkoutDate;
  2558.             }

  2560.             org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iAccrualEndDate,
  2561.                 valParams, csqc);

  2563.             if (null == cpcm)
  2564.                 throw new java.lang.Exception ("BondComponent::weightedAverageLifeCredit => No CPCM");

  2566.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  2568.             double dblPeriodEndNotional = notional (iNotionalEndDate);

  2570.             double dblCouponNotional = dblPeriodStartNotional;

  2572.             int iPeriodAmortizationMode = _notionalSetting.periodAmortizationMode();

  2574.             if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START == iPeriodAmortizationMode)
  2575.                 dblCouponNotional = dblPeriodStartNotional;
  2576.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_END == iPeriodAmortizationMode)
  2577.                 dblCouponNotional = dblPeriodEndNotional;
  2578.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_EFFECTIVE ==
  2579.                 iPeriodAmortizationMode)
  2580.                 dblCouponNotional = notional (iPeriodStartDate, iNotionalEndDate);

  2582.             double dblPeriodTimeWidth = period.accrualDCF (iAccrualEndDate) - period.accrualDCF
  2583.                 (iAccrualStartDate);

  2585.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  2586.                 dblFlatForwardRate = cpcm.rate();

  2588.             double dblPeriodSurvival = cc.survival (iPeriodPayDate);

  2590.             double dblPeriodLossCashflow = (dblPeriodTimeWidth * (bApplyFlatForward ? dblFlatForwardRate :
  2591.                 cpcm.rate()) * couponFactor (iNotionalEndDate) * dblCouponNotional + dblPeriodStartNotional -
  2592.                     dblPeriodEndNotional) * (dblPeriodSurvival * (1. - cc.effectiveRecovery
  2593.                         (iPeriodStartDate, iNotionalEndDate)) + 1. - dblPeriodSurvival);

  2595.             dblPeriodEndTime += dblPeriodTimeWidth;
  2596.             dblTotalLossCashflow += dblPeriodLossCashflow;
  2597.             dblTimeWeightedTotalLossCashflow += dblPeriodEndTime * dblPeriodLossCashflow;

  2599.             if (bTerminateCouponFlow) break;
  2600.         }

  2602.         double dblTerminalSurvival = cc.survival (iWorkoutDate);

  2604.         double dblTerminalLossCashflow = dblWorkoutFactor * notional (iWorkoutDate) * (dblTerminalSurvival *
  2605.             (1. - cc.recovery (iWorkoutDate)) + 1. - dblTerminalSurvival);

  2607.         dblTotalLossCashflow += dblTerminalLossCashflow;
  2608.         dblTimeWeightedTotalLossCashflow += dblPeriodEndTime * dblTerminalLossCashflow;
  2609.         return dblTimeWeightedTotalLossCashflow / dblTotalLossCashflow;
  2610.     }

  2612.     @Override public double weightedAverageLifeCredit (
  2613.         final org.drip.param.valuation.ValuationParams valParams,
  2614.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
  2615.         throws java.lang.Exception
  2616.     {
  2617.         return weightedAverageLifeCredit (valParams, csqc, maturityDate().julian(), 1.);
  2618.     }

  2620.     @Override public double priceFromZeroCurve (
  2621.         final org.drip.param.valuation.ValuationParams valParams,
  2622.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2623.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  2624.         final int iZeroCurveBaseDC,
  2625.         final int iWorkoutDate,
  2626.         final double dblWorkoutFactor,
  2627.         final double dblBump)
  2628.         throws java.lang.Exception
  2629.     {
  2630.         if (null == valParams)
  2631.             throw new java.lang.Exception ("BondComponent::priceFromZeroCurve => Invalid Inputs");

  2633.         int iValueDate = valParams.valueDate();

  2635.         if (iValueDate >= iWorkoutDate || null == csqc || !org.drip.numerical.common.NumberUtil.IsValid
  2636.             (dblWorkoutFactor) || !org.drip.numerical.common.NumberUtil.IsValid (dblBump))
  2637.             throw new java.lang.Exception ("BondComponent::priceFromZeroCurve => Invalid Inputs " + dblBump);

  2639.         double dblPV = 0.;
  2640.         boolean bTerminateCouponFlow = false;
  2641.         boolean bApplyFlatForwardRate = false;
  2642.         org.drip.state.discount.ZeroCurve zc = null;
  2643.         int iCashPayDate = java.lang.Integer.MIN_VALUE;
  2644.         double dblFlatForwardRate = java.lang.Double.NaN;

  2646.         double dblScalingNotional = null != _notionalSetting && _notionalSetting.priceOffOfOriginalNotional()
  2647.             ? 1. : notional (iValueDate);

  2649.         if (null != vcp)
  2650.             bApplyFlatForwardRate = vcp.applyFlatForwardRate();
  2651.         else {
  2652.             org.drip.param.valuation.ValuationCustomizationParams vcpQuote = null == _quoteConvention ? null
  2653.                 : _quoteConvention.valuationCustomizationParams();

  2655.             if (null != vcpQuote) bApplyFlatForwardRate = vcpQuote.applyFlatForwardRate();
  2656.         }

  2658.         org.drip.state.discount.DiscountCurve dcBase = ZERO_OFF_OF_RATES_INSTRUMENTS_DISCOUNT_CURVE ==
  2659.             iZeroCurveBaseDC ? csqc.fundingState (fundingLabel()) : csqc.govvieState (govvieLabel());

  2661.         if (null == dcBase)
  2662.             throw new java.lang.Exception ("BondComponent::priceFromZeroCurve => Invalid Discount Curve");

  2664.         try {
  2665.             iCashPayDate = null != _quoteConvention ? _quoteConvention.settleDate (valParams) :
  2666.                 valParams.cashPayDate();
  2667.         } catch (java.lang.Exception e) {
  2668.             if (!s_bSuppressErrors) e.printStackTrace();

  2670.             iCashPayDate = valParams.cashPayDate();
  2671.         }

  2673.         java.util.List<org.drip.analytics.cashflow.CompositePeriod> lsCompositePeriod = couponPeriods();

  2675.         try {
  2676.             zc = org.drip.state.curve.DerivedZeroRate.FromBaseCurve (freq(), couponDC(), currency(),
  2677.                 _stream.couponEOMAdjustment(), lsCompositePeriod, terminationAdjust (iWorkoutDate),
  2678.                     iValueDate, iCashPayDate, dcBase, dblBump, null == vcp ? (null == _quoteConvention ? null
  2679.                         : _quoteConvention.valuationCustomizationParams()) : vcp, new
  2680.                             org.drip.spline.params.SegmentCustomBuilderControl
  2681.                                 (org.drip.spline.stretch.MultiSegmentSequenceBuilder.BASIS_SPLINE_POLYNOMIAL,
  2682.                                     new org.drip.spline.basis.PolynomialFunctionSetParams (2),
  2683.                                         org.drip.spline.params.SegmentInelasticDesignControl.Create (0, 2),
  2684.                                             new org.drip.spline.params.ResponseScalingShapeControl (true, new
  2685.                                                 org.drip.function.r1tor1.QuadraticRationalShapeControl (0.)),
  2686.                                                     null));
  2687.         } catch (java.lang.Exception e) {
  2688.             e.printStackTrace();
  2689.         }

  2691.         if (null == zc)
  2692.             throw new java.lang.Exception ("BondComponent::priceFromZeroCurve => Cannot create shifted ZC");

  2694.         for (org.drip.analytics.cashflow.CompositePeriod period : lsCompositePeriod) {
  2695.             int iPeriodPayDate = period.payDate();

  2697.             if (iPeriodPayDate < iValueDate) continue;

  2699.             int iPeriodStartDate = period.startDate();

  2701.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  2703.             int iAccrualEndDate = period.endDate();

  2705.             int iNotionalEndDate = iAccrualEndDate;
  2706.             double dblCouponNotional = dblPeriodStartNotional;

  2708.             double dblPeriodEndNotional = notional (iNotionalEndDate);

  2710.             if (iAccrualEndDate >= iWorkoutDate) {
  2711.                 bTerminateCouponFlow = true;
  2712.                 iAccrualEndDate = iWorkoutDate;
  2713.                 iNotionalEndDate = iWorkoutDate;
  2714.             }

  2716.             if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START ==
  2717.                 _notionalSetting.periodAmortizationMode())
  2718.                 dblCouponNotional = dblPeriodStartNotional;
  2719.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_END ==
  2720.                 _notionalSetting.periodAmortizationMode())
  2721.                 dblCouponNotional = dblPeriodEndNotional;
  2722.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_EFFECTIVE ==
  2723.                 _notionalSetting.periodAmortizationMode())
  2724.                 dblCouponNotional = notional (iPeriodStartDate, iNotionalEndDate);

  2726.             org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iValueDate,
  2727.                 valParams, csqc);

  2729.             if (null == cpcm) throw new java.lang.Exception ("BondComponent::priceFromZeroCurve => No PCM");

  2731.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  2732.                 dblFlatForwardRate = cpcm.rate();

  2734.             dblPV += (period.accrualDCF (iAccrualEndDate) * (bApplyFlatForwardRate ? dblFlatForwardRate :
  2735.                 cpcm.rate()) * couponFactor (iNotionalEndDate) * dblCouponNotional + dblPeriodStartNotional -
  2736.                     dblPeriodEndNotional) * zc.df (iPeriodPayDate);

  2738.             if (bTerminateCouponFlow) break;
  2739.         }

  2741.         return ((dblPV + dblWorkoutFactor * zc.df (terminationAdjust (iWorkoutDate)) * notional
  2742.             (iWorkoutDate)) / zc.df (iCashPayDate) - accrued (iValueDate, csqc)) / dblScalingNotional;
  2743.     }

  2745.     @Override public double priceFromFundingCurve (
  2746.         final org.drip.param.valuation.ValuationParams valParams,
  2747.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2748.         final int iWorkoutDate,
  2749.         final double dblWorkoutFactor,
  2750.         final double dblBump)
  2751.         throws java.lang.Exception
  2752.     {
  2753.         return priceFromDiscountCurve (valParams, csqc, iWorkoutDate, dblWorkoutFactor, dblBump,
  2754.             PRICE_OFF_OF_FUNDING_CURVE);
  2755.     }

  2757.     @Override public double priceFromTreasuryCurve (
  2758.         final org.drip.param.valuation.ValuationParams valParams,
  2759.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2760.         final int iWorkoutDate,
  2761.         final double dblWorkoutFactor,
  2762.         final double dblBump)
  2763.         throws java.lang.Exception
  2764.     {
  2765.         return priceFromDiscountCurve (valParams, csqc, iWorkoutDate, dblWorkoutFactor, dblBump,
  2766.             PRICE_OFF_OF_TREASURY_CURVE);
  2767.     }

  2769.     @Override public double priceFromCreditCurve (
  2770.         final org.drip.param.valuation.ValuationParams valParams,
  2771.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2772.         final int iWorkoutDate,
  2773.         final double dblWorkoutFactor,
  2774.         final double dblCreditBasis,
  2775.         final boolean bFlat)
  2776.         throws java.lang.Exception
  2777.     {
  2778.         if (null == valParams || null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor)
  2779.             || !org.drip.numerical.common.NumberUtil.IsValid (dblCreditBasis) || null == _creditSetting)
  2780.             throw new java.lang.Exception ("BondComponent::priceFromCreditCurve => Invalid inputs");

  2782.         org.drip.state.credit.CreditCurve ccIn = csqc.creditState (creditLabel());

  2784.         if (null == ccIn)
  2785.             throw new java.lang.Exception ("BondComponent::priceFromCreditCurve => Invalid inputs");

  2787.         org.drip.state.discount.MergedDiscountForwardCurve dcFunding = csqc.fundingState (fundingLabel());

  2789.         if (null == dcFunding)
  2790.             throw new java.lang.Exception ("BondComponent::priceFromCreditCurve => No funding curve");

  2792.         int iValueDate = valParams.valueDate();

  2794.         if (iValueDate >= iWorkoutDate)
  2795.             throw new java.lang.Exception ("BondComponent::priceFromCreditCurve => Val date " +
  2796.                 org.drip.analytics.date.DateUtil.YYYYMMDD (iValueDate) + " greater than Work-out " +
  2797.                     org.drip.analytics.date.DateUtil.YYYYMMDD (iWorkoutDate));

  2799.         double dblRecoveryToUse = !_creditSetting.useCurveRecovery() ? _creditSetting.recovery() :
  2800.             java.lang.Double.NaN;

  2802.         org.drip.state.credit.CreditCurve cc = bFlat ? ccIn.flatCurve (dblCreditBasis, true,
  2803.             dblRecoveryToUse) : (org.drip.state.credit.CreditCurve) ccIn.parallelShiftManifestMeasure
  2804.                 ("SwapRate", dblCreditBasis);

  2806.         if (null == cc)
  2807.             throw new java.lang.Exception
  2808.                 ("BondComponent::priceFromCreditCurve => Cannot create adjusted Curve");

  2810.         double dblPV = 0.;
  2811.         boolean bTerminateCashFlow = false;
  2812.         int iCashPayDate = java.lang.Integer.MIN_VALUE;
  2813.         double dblFlatForwardRate = java.lang.Double.NaN;

  2815.         double dblScalingNotional = null != _notionalSetting && _notionalSetting.priceOffOfOriginalNotional()
  2816.             ? 1. : notional (iValueDate);

  2818.         org.drip.param.valuation.ValuationCustomizationParams vcp = null == _quoteConvention ? null :
  2819.             _quoteConvention.valuationCustomizationParams();

  2821.         boolean bApplyFlatForwardRate = null == vcp ? false : vcp.applyFlatForwardRate();

  2823.         org.drip.param.pricer.CreditPricerParams pricerParams = new org.drip.param.pricer.CreditPricerParams
  2824.             (7, null, false, s_iDiscretizationScheme);

  2826.         int iLossPayLag = _creditSetting.lossPayLag();

  2828.         boolean bAccrualOnDefault = _creditSetting.accrualOnDefault();

  2830.         int iPeriodAmortizationMode = _notionalSetting.periodAmortizationMode();

  2832.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  2833.             if (bTerminateCashFlow) continue;

  2835.             int iPeriodPayDate = period.payDate();

  2837.             if (iPeriodPayDate < iValueDate) continue;

  2839.             int iPeriodEndDate = period.endDate();

  2841.             if (iPeriodEndDate >= iWorkoutDate) {
  2842.                 bTerminateCashFlow = true;
  2843.                 iPeriodEndDate = iWorkoutDate;
  2844.             }

  2846.             int iPeriodStartDate = period.startDate();

  2848.             if (iPeriodStartDate < iValueDate) iPeriodStartDate = iValueDate;

  2850.             org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iPeriodEndDate,
  2851.                 valParams, csqc);

  2853.             if (null == cpcm)
  2854.                 throw new java.lang.Exception ("BondComponent::priceFromCreditCurve => No PCM");

  2856.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  2857.                 dblFlatForwardRate = cpcm.rate();

  2859.             double dblPeriodCoupon = bApplyFlatForwardRate ? dblFlatForwardRate : cpcm.rate();

  2861.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  2863.             double dblPeriodEndNotional = notional (iPeriodEndDate);

  2865.             double dblCouponNotional = dblPeriodStartNotional;

  2867.             if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START == iPeriodAmortizationMode)
  2868.                 dblCouponNotional = notional (iPeriodStartDate);
  2869.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_END == iPeriodAmortizationMode)
  2870.                 dblCouponNotional = notional (iPeriodEndDate);
  2871.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_EFFECTIVE ==
  2872.                 iPeriodAmortizationMode)
  2873.                 dblCouponNotional = notional (iPeriodStartDate, iPeriodEndDate);

  2875.             dblPV += (period.accrualDCF (iPeriodEndDate) * dblPeriodCoupon * couponFactor (iPeriodEndDate) *
  2876.                 dblCouponNotional + dblPeriodStartNotional - dblPeriodEndNotional) * dcFunding.df
  2877.                     (iPeriodPayDate) * cpcm.cumulative() * cc.survival (iPeriodEndDate);

  2879.             for (org.drip.analytics.cashflow.LossQuadratureMetrics lqm : period.lossMetrics (this, valParams,
  2880.                 pricerParams, iPeriodEndDate, csqc)) {
  2881.                 if (null == lqm) continue;

  2883.                 int iSubPeriodEndDate = lqm.endDate();

  2885.                 int iSubPeriodStartDate = lqm.startDate();

  2887.                 double dblSubPeriodDF = dcFunding.effectiveDF (iSubPeriodStartDate + iLossPayLag,
  2888.                     iSubPeriodEndDate + iLossPayLag);

  2890.                 double dblSubPeriodNotional = notional (iSubPeriodStartDate, iSubPeriodEndDate);

  2892.                 double dblSubPeriodSurvival = cc.survival (iSubPeriodStartDate) - cc.survival
  2893.                     (iSubPeriodEndDate);

  2895.                 if (bAccrualOnDefault)
  2896.                     dblPV += 0.0001 * lqm.accrualDCF() * dblSubPeriodSurvival * dblSubPeriodDF *
  2897.                         dblSubPeriodNotional * dblPeriodCoupon;

  2899.                 dblPV += (_creditSetting.useCurveRecovery() ? cc.effectiveRecovery (iSubPeriodStartDate,
  2900.                     iSubPeriodEndDate) : _creditSetting.recovery()) * dblSubPeriodSurvival *
  2901.                         dblSubPeriodNotional * dblSubPeriodDF;
  2902.             }
  2903.         }

  2905.         try {
  2906.             iCashPayDate = null == _quoteConvention ? valParams.cashPayDate() : _quoteConvention.settleDate
  2907.                 (valParams);
  2908.         } catch (java.lang.Exception e) {
  2909.             if (!s_bSuppressErrors) e.printStackTrace();

  2911.             iCashPayDate = valParams.cashPayDate();
  2912.         }

  2914.         return ((dblPV + dblWorkoutFactor * dcFunding.df (terminationAdjust (iWorkoutDate)) * cc.survival
  2915.             (iWorkoutDate) * notional (iWorkoutDate)) / dcFunding.df (iCashPayDate) - accrued (iValueDate,
  2916.                 csqc)) / dblScalingNotional;
  2917.     }

  2919.     @Override public double aswFromBondBasis (
  2920.         final org.drip.param.valuation.ValuationParams valParams,
  2921.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2922.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  2923.         final int iWorkoutDate,
  2924.         final double dblWorkoutFactor,
  2925.         final double dblBondBasis)
  2926.         throws java.lang.Exception
  2927.     {
  2928.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromBondBasis
  2929.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  2930.     }

  2932.     @Override public double aswFromBondBasis (
  2933.         final org.drip.param.valuation.ValuationParams valParams,
  2934.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2935.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  2936.         final double dblBondBasis)
  2937.         throws java.lang.Exception
  2938.     {
  2939.         return aswFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  2940.     }

  2942.     @Override public double aswFromBondBasisToOptimalExercise (
  2943.         final org.drip.param.valuation.ValuationParams valParams,
  2944.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2945.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  2946.         final double dblBondBasis)
  2947.         throws java.lang.Exception
  2948.     {
  2949.         if (null != _eosCall || null != _eosPut)
  2950.             throw new java.lang.Exception ("BondComponent::aswFromBondBasisToOptimalExercise => " +
  2951.                 "Cannot calc ASW from Bond Basis to Optimal Exercise for bonds w emb option");

  2953.         return aswFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  2954.     }

  2956.     @Override public double aswFromCreditBasis (
  2957.         final org.drip.param.valuation.ValuationParams valParams,
  2958.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2959.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  2960.         final int iWorkoutDate,
  2961.         final double dblWorkoutFactor,
  2962.         final double dblCreditBasis)
  2963.         throws java.lang.Exception
  2964.     {
  2965.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromCreditBasis
  2966.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  2967.     }

  2969.     @Override public double aswFromCreditBasis (
  2970.         final org.drip.param.valuation.ValuationParams valParams,
  2971.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2972.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  2973.         final double dblCreditBasis)
  2974.         throws java.lang.Exception
  2975.     {
  2976.         return aswFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  2977.     }

  2979.     @Override public double aswFromCreditBasisToOptimalExercise (
  2980.         final org.drip.param.valuation.ValuationParams valParams,
  2981.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2982.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  2983.         final double dblCreditBasis)
  2984.         throws java.lang.Exception
  2985.     {
  2986.         if (null != _eosCall || null != _eosPut)
  2987.             throw new java.lang.Exception ("BondComponent::aswFromCreditBasisToOptimalExercise => " +
  2988.                 "Cannot calc ASW from Credit Basis to Optimal Exercise for bonds w emb option");

  2990.         return aswFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  2991.     }

  2993.     @Override public double aswFromDiscountMargin (
  2994.         final org.drip.param.valuation.ValuationParams valParams,
  2995.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  2996.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  2997.         final int iWorkoutDate,
  2998.         final double dblWorkoutFactor,
  2999.         final double dblDiscountMargin)
  3000.         throws java.lang.Exception
  3001.     {
  3002.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromDiscountMargin
  3003.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblDiscountMargin));
  3004.     }

  3006.     @Override public double aswFromDiscountMargin (
  3007.         final org.drip.param.valuation.ValuationParams valParams,
  3008.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3009.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3010.         final double dblDiscountMargin)
  3011.         throws java.lang.Exception
  3012.     {
  3013.         return aswFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1., dblDiscountMargin);
  3014.     }

  3016.     @Override public double aswFromDiscountMarginToOptimalExercise (
  3017.         final org.drip.param.valuation.ValuationParams valParams,
  3018.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3019.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3020.         final double dblDiscountMargin)
  3021.         throws java.lang.Exception
  3022.     {
  3023.         if (null != _eosCall || null != _eosPut)
  3024.             throw new java.lang.Exception ("BondComponent::aswFromDiscountMarginToOptimalExercise => " +
  3025.                 "Cannot calc ASW from Discount Margin to optimal exercise for bonds w emb option");

  3027.         return aswFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1., dblDiscountMargin);
  3028.     }

  3030.     @Override public double aswFromESpread (
  3031.         final org.drip.param.valuation.ValuationParams valParams,
  3032.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3033.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3034.         final int iWorkoutDate,
  3035.         final double dblWorkoutFactor,
  3036.         final double dblESpread)
  3037.         throws java.lang.Exception
  3038.     {
  3039.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromESpread
  3040.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  3041.     }

  3043.     @Override public double aswFromESpread (
  3044.         final org.drip.param.valuation.ValuationParams valParams,
  3045.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3046.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3047.         final double dblESpread)
  3048.         throws java.lang.Exception
  3049.     {
  3050.         return aswFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  3051.     }

  3053.     @Override public double aswFromESpreadToOptimalExercise (
  3054.         final org.drip.param.valuation.ValuationParams valParams,
  3055.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3056.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3057.         final double dblESpread)
  3058.         throws java.lang.Exception
  3059.     {
  3060.         if (null != _eosCall || null != _eosPut)
  3061.             throw new java.lang.Exception ("BondComponent::aswFromESpreadToOptimalExercise => " +
  3062.                 "Cannot calc ASW from E Spread to optimal exercise for bonds w emb option");

  3064.         return aswFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  3065.     }

  3067.     @Override public double aswFromGSpread (
  3068.         final org.drip.param.valuation.ValuationParams valParams,
  3069.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3070.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3071.         final int iWorkoutDate,
  3072.         final double dblWorkoutFactor,
  3073.         final double dblGSpread)
  3074.         throws java.lang.Exception
  3075.     {
  3076.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromGSpread
  3077.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  3078.     }

  3080.     @Override public double aswFromGSpread (
  3081.         final org.drip.param.valuation.ValuationParams valParams,
  3082.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3083.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3084.         final double dblGSpread)
  3085.         throws java.lang.Exception
  3086.     {
  3087.         return aswFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  3088.     }

  3090.     @Override public double aswFromGSpreadToOptimalExercise (
  3091.         final org.drip.param.valuation.ValuationParams valParams,
  3092.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3093.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3094.         final double dblGSpread)
  3095.         throws java.lang.Exception
  3096.     {
  3097.         if (null != _eosCall || null != _eosPut)
  3098.             throw new java.lang.Exception ("BondComponent::aswFromGSpreadToOptimalExercise => " +
  3099.                 "Cannot calc ASW from G Spread to optimal exercise for bonds w emb option");

  3101.         return aswFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  3102.     }

  3104.     @Override public double aswFromISpread (
  3105.         final org.drip.param.valuation.ValuationParams valParams,
  3106.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3107.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3108.         final int iWorkoutDate,
  3109.         final double dblWorkoutFactor,
  3110.         final double dblISpread)
  3111.         throws java.lang.Exception
  3112.     {
  3113.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromISpread
  3114.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  3115.     }

  3117.     @Override public double aswFromISpread (
  3118.         final org.drip.param.valuation.ValuationParams valParams,
  3119.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3120.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3121.         final double dblISpread)
  3122.         throws java.lang.Exception
  3123.     {
  3124.         return aswFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  3125.     }

  3127.     @Override public double aswFromISpreadToOptimalExercise (
  3128.         final org.drip.param.valuation.ValuationParams valParams,
  3129.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3130.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3131.         final double dblISpread)
  3132.         throws java.lang.Exception
  3133.     {
  3134.         if (null != _eosCall || null != _eosPut)
  3135.             throw new java.lang.Exception ("BondComponent::aswFromISpreadToOptimalExercise => " +
  3136.                 "Cannot calc ASW from I Spread to optimal exercise for bonds w emb option");

  3138.         return aswFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  3139.     }

  3141.     @Override public double aswFromJSpread (
  3142.         final org.drip.param.valuation.ValuationParams valParams,
  3143.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3144.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3145.         final int iWorkoutDate,
  3146.         final double dblWorkoutFactor,
  3147.         final double dblJSpread)
  3148.         throws java.lang.Exception
  3149.     {
  3150.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromJSpread
  3151.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  3152.     }

  3154.     @Override public double aswFromJSpread (
  3155.         final org.drip.param.valuation.ValuationParams valParams,
  3156.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3157.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3158.         final double dblJSpread)
  3159.         throws java.lang.Exception
  3160.     {
  3161.         return aswFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  3162.     }

  3164.     @Override public double aswFromJSpreadToOptimalExercise (
  3165.         final org.drip.param.valuation.ValuationParams valParams,
  3166.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3167.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3168.         final double dblJSpread)
  3169.         throws java.lang.Exception
  3170.     {
  3171.         if (null != _eosCall || null != _eosPut)
  3172.             throw new java.lang.Exception ("BondComponent::aswFromJSpreadToOptimalExercise => " +
  3173.                 "Cannot calc ASW from J Spread to optimal exercise for bonds w emb option");

  3175.         return aswFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  3176.     }

  3178.     @Override public double aswFromNSpread (
  3179.         final org.drip.param.valuation.ValuationParams valParams,
  3180.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3181.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3182.         final int iWorkoutDate,
  3183.         final double dblWorkoutFactor,
  3184.         final double dblNSpread)
  3185.         throws java.lang.Exception
  3186.     {
  3187.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromNSpread
  3188.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  3189.     }

  3191.     @Override public double aswFromNSpread (
  3192.         final org.drip.param.valuation.ValuationParams valParams,
  3193.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3194.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3195.         final double dblNSpread)
  3196.         throws java.lang.Exception
  3197.     {
  3198.         return aswFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  3199.     }

  3201.     @Override public double aswFromNSpreadToOptimalExercise (
  3202.         final org.drip.param.valuation.ValuationParams valParams,
  3203.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3204.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3205.         final double dblNSpread)
  3206.         throws java.lang.Exception
  3207.     {
  3208.         if (null != _eosCall || null != _eosPut)
  3209.             throw new java.lang.Exception ("BondComponent::aswFromNSpreadToOptimalExercise => " +
  3210.                 "Cannot calc ASW from N Spread to optimal exercise for bonds w emb option");

  3212.         return aswFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  3213.     }

  3215.     @Override public double aswFromOAS (
  3216.         final org.drip.param.valuation.ValuationParams valParams,
  3217.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3218.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3219.         final int iWorkoutDate,
  3220.         final double dblWorkoutFactor,
  3221.         final double dblOAS)
  3222.         throws java.lang.Exception
  3223.     {
  3224.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromOAS (valParams,
  3225.             csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  3226.     }

  3228.     @Override public double aswFromOAS (
  3229.         final org.drip.param.valuation.ValuationParams valParams,
  3230.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3231.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3232.         final double dblOAS)
  3233.         throws java.lang.Exception
  3234.     {
  3235.         return aswFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  3236.     }

  3238.     @Override public double aswFromOASToOptimalExercise (
  3239.         final org.drip.param.valuation.ValuationParams valParams,
  3240.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3241.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3242.         final double dblOAS)
  3243.         throws java.lang.Exception
  3244.     {
  3245.         if (null != _eosCall || null != _eosPut)
  3246.             throw new java.lang.Exception ("BondComponent::aswFromOASToOptimalExercise => " +
  3247.                 "Cannot calc ASW from OAS to optimal exercise for bonds w emb option");

  3249.         return aswFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  3250.     }

  3252.     @Override public double aswFromPECS (
  3253.         final org.drip.param.valuation.ValuationParams valParams,
  3254.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3255.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3256.         final int iWorkoutDate,
  3257.         final double dblWorkoutFactor,
  3258.         final double dblPECS)
  3259.         throws java.lang.Exception
  3260.     {
  3261.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromPECS
  3262.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  3263.     }

  3265.     @Override public double aswFromPECS (
  3266.         final org.drip.param.valuation.ValuationParams valParams,
  3267.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3268.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3269.         final double dblPECS)
  3270.         throws java.lang.Exception
  3271.     {
  3272.         return aswFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  3273.     }

  3275.     @Override public double aswFromPECSToOptimalExercise (
  3276.         final org.drip.param.valuation.ValuationParams valParams,
  3277.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3278.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3279.         final double dblPECS)
  3280.         throws java.lang.Exception
  3281.     {
  3282.         if (null != _eosCall || null != _eosPut)
  3283.             throw new java.lang.Exception ("BondComponent::aswFromPECSToOptimalExercise => " +
  3284.                 "Cannot calc ASW from PECS to optimal exercise for bonds w emb option");

  3286.         return aswFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  3287.     }

  3289.     @Override public double aswFromPrice (
  3290.         final org.drip.param.valuation.ValuationParams valParams,
  3291.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3292.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3293.         final int iWorkoutDate,
  3294.         final double dblWorkoutFactor,
  3295.         final double dblPrice)
  3296.         throws java.lang.Exception
  3297.     {
  3298.         if (null == valParams || null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor)
  3299.             || !org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  3300.             throw new java.lang.Exception ("BondComponent::aswFromPrice => Invalid Inputs");

  3302.         int iValueDate = valParams.valueDate();

  3304.         if (iValueDate >= iWorkoutDate)
  3305.             throw new java.lang.Exception ("BondComponent::aswFromPrice => Invalid Inputs");

  3307.         org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iValueDate, valParams,
  3308.             csqc);

  3310.         if (null == cpcm) throw new java.lang.Exception ("BondComponent::aswFromPrice => No CPCM");

  3312.         org.drip.state.discount.MergedDiscountForwardCurve dcFunding = csqc.fundingState (fundingLabel());

  3314.         if (null == dcFunding)
  3315.             throw new java.lang.Exception ("BondComponent::aswFromPrice => Invalid Inputs");

  3317.         return cpcm.rate() - dcFunding.estimateManifestMeasure ("SwapRate", iWorkoutDate) + 0.0001 *
  3318.             (dblWorkoutFactor - dblPrice) / dcFunding.parSwapDV01 (iWorkoutDate);
  3319.     }

  3321.     @Override public double aswFromPrice (
  3322.         final org.drip.param.valuation.ValuationParams valParams,
  3323.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3324.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3325.         final double dblPrice)
  3326.         throws java.lang.Exception
  3327.     {
  3328.         return aswFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  3329.     }

  3331.     @Override public double aswFromPriceToOptimalExercise (
  3332.         final org.drip.param.valuation.ValuationParams valParams,
  3333.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3334.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3335.         final double dblPrice)
  3336.         throws java.lang.Exception
  3337.     {
  3338.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  3340.         if (null == wi)
  3341.             throw new java.lang.Exception
  3342.                 ("BondComponent::aswFromPriceToOptimalExercise => Can't determine Optimal Work-out");

  3344.         return aswFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  3345.     }

  3347.     @Override public double aswFromTSYSpread (
  3348.         final org.drip.param.valuation.ValuationParams valParams,
  3349.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3350.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3351.         final int iWorkoutDate,
  3352.         final double dblWorkoutFactor,
  3353.         final double dblTSYSpread)
  3354.         throws java.lang.Exception
  3355.     {
  3356.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromTSYSpread
  3357.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  3358.     }

  3360.     @Override public double aswFromTSYSpread (
  3361.         final org.drip.param.valuation.ValuationParams valParams,
  3362.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3363.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3364.         final double dblTSYSpread)
  3365.         throws java.lang.Exception
  3366.     {
  3367.         return aswFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  3368.     }

  3370.     @Override public double aswFromTSYSpreadToOptimalExercise (
  3371.         final org.drip.param.valuation.ValuationParams valParams,
  3372.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3373.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3374.         final double dblTSYSpread)
  3375.         throws java.lang.Exception
  3376.     {
  3377.         if (null != _eosCall || null != _eosPut)
  3378.             throw new java.lang.Exception ("BondComponent::aswFromTSYSpreadToOptimalExercise => " +
  3379.                 "Cannot calc ASW from TSY Spread to optimal exercise for bonds w emb option");

  3381.         return aswFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  3382.     }

  3384.     @Override public double aswFromYield (
  3385.         final org.drip.param.valuation.ValuationParams valParams,
  3386.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3387.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3388.         final int iWorkoutDate,
  3389.         final double dblWorkoutFactor,
  3390.         final double dblYield)
  3391.         throws java.lang.Exception
  3392.     {
  3393.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYield (valParams,
  3394.             csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield));
  3395.     }

  3397.     @Override public double aswFromYield (
  3398.         final org.drip.param.valuation.ValuationParams valParams,
  3399.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3400.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3401.         final double dblYield)
  3402.         throws java.lang.Exception
  3403.     {
  3404.         return aswFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  3405.     }

  3407.     @Override public double aswFromYieldToOptimalExercise (
  3408.         final org.drip.param.valuation.ValuationParams valParams,
  3409.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3410.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3411.         final double dblYield)
  3412.         throws java.lang.Exception
  3413.     {
  3414.         if (null != _eosCall || null != _eosPut)
  3415.             throw new java.lang.Exception ("BondComponent::aswFromYieldToOptimalExercise => " +
  3416.                 "Cannot calc ASW from Yield to optimal exercise for bonds w emb option");

  3418.         return aswFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  3419.     }

  3421.     @Override public double aswFromYieldSpread (
  3422.         final org.drip.param.valuation.ValuationParams valParams,
  3423.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3424.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3425.         final int iWorkoutDate,
  3426.         final double dblWorkoutFactor,
  3427.         final double dblYieldSpread)
  3428.         throws java.lang.Exception
  3429.     {
  3430.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYieldSpread
  3431.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  3432.     }

  3434.     @Override public double aswFromYieldSpread (
  3435.         final org.drip.param.valuation.ValuationParams valParams,
  3436.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3437.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3438.         final double dblYieldSpread)
  3439.         throws java.lang.Exception
  3440.     {
  3441.         return aswFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  3442.     }

  3444.     @Override public double aswFromYieldSpreadToOptimalExercise (
  3445.         final org.drip.param.valuation.ValuationParams valParams,
  3446.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3447.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3448.         final double dblYieldSpread)
  3449.         throws java.lang.Exception
  3450.     {
  3451.         if (null != _eosCall || null != _eosPut)
  3452.             throw new java.lang.Exception ("BondComponent::aswFromYieldSpreadToOptimalExercise => " +
  3453.                 "Cannot calc ASW from Yield Spread to optimal exercise for bonds w emb option");

  3455.         return aswFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  3456.     }

  3458.     @Override public double aswFromZSpread (
  3459.         final org.drip.param.valuation.ValuationParams valParams,
  3460.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3461.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3462.         final int iWorkoutDate,
  3463.         final double dblWorkoutFactor,
  3464.         final double dblZSpread)
  3465.         throws java.lang.Exception
  3466.     {
  3467.         return aswFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromZSpread
  3468.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  3469.     }

  3471.     @Override public double aswFromZSpread (
  3472.         final org.drip.param.valuation.ValuationParams valParams,
  3473.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3474.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3475.         final double dblZSpread)
  3476.         throws java.lang.Exception
  3477.     {
  3478.         return aswFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  3479.     }

  3481.     @Override public double aswFromZSpreadToOptimalExercise (
  3482.         final org.drip.param.valuation.ValuationParams valParams,
  3483.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3484.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3485.         final double dblZSpread)
  3486.         throws java.lang.Exception
  3487.     {
  3488.         if (null != _eosCall || null != _eosPut)
  3489.             throw new java.lang.Exception ("BondComponent::aswFromZSpreadToOptimalExercise => " +
  3490.                 "Cannot calc ASW from Yield Spread to optimal exercise for bonds w emb option");

  3492.         return aswFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  3493.     }

  3495.     @Override public double bondBasisFromASW (
  3496.         final org.drip.param.valuation.ValuationParams valParams,
  3497.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3498.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3499.         final int iWorkoutDate,
  3500.         final double dblWorkoutFactor,
  3501.         final double dblASW)
  3502.         throws java.lang.Exception
  3503.     {
  3504.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromASW
  3505.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  3506.     }

  3508.     @Override public double bondBasisFromASW (
  3509.         final org.drip.param.valuation.ValuationParams valParams,
  3510.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3511.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3512.         final double dblASW)
  3513.         throws java.lang.Exception
  3514.     {
  3515.         return bondBasisFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  3516.     }

  3518.     @Override public double bondBasisFromASWToOptimalExercise (
  3519.         final org.drip.param.valuation.ValuationParams valParams,
  3520.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3521.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3522.         final double dblASW)
  3523.         throws java.lang.Exception
  3524.     {
  3525.         if (null != _eosCall || null != _eosPut)
  3526.             throw new java.lang.Exception ("BondComponent::bondBasisFromASWToOptimalExercise => " +
  3527.                 "Cannot calc Bond Basis from ASW to optimal exercise for bonds w emb option");

  3529.         return bondBasisFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  3530.     }

  3532.     @Override public double bondBasisFromCreditBasis (
  3533.         final org.drip.param.valuation.ValuationParams valParams,
  3534.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3535.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3536.         final int iWorkoutDate,
  3537.         final double dblWorkoutFactor,
  3538.         final double dblCreditBasis)
  3539.         throws java.lang.Exception
  3540.     {
  3541.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  3542.             yieldFromCreditBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  3543.     }

  3545.     @Override public double bondBasisFromCreditBasis (
  3546.         final org.drip.param.valuation.ValuationParams valParams,
  3547.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3548.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3549.         final double dblCreditBasis)
  3550.         throws java.lang.Exception
  3551.     {
  3552.         return bondBasisFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  3553.     }

  3555.     @Override public double bondBasisFromCreditBasisToOptimalExercise (
  3556.         final org.drip.param.valuation.ValuationParams valParams,
  3557.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3558.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3559.         final double dblCreditBasis)
  3560.         throws java.lang.Exception
  3561.     {
  3562.         if (null != _eosCall || null != _eosPut)
  3563.             throw new java.lang.Exception ("BondComponent::bondBasisFromCreditBasisToOptimalExercise => " +
  3564.                 "Cannot calc Bond Basis from Credit Basis to optimal exercise for bonds w emb option");

  3566.         return bondBasisFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  3567.     }

  3569.     @Override public double bondBasisFromDiscountMargin (
  3570.         final org.drip.param.valuation.ValuationParams valParams,
  3571.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3572.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3573.         final int iWorkoutDate,
  3574.         final double dblWorkoutFactor,
  3575.         final double dblDiscountMargin)
  3576.         throws java.lang.Exception
  3577.     {
  3578.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  3579.             yieldFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  3580.                 dblDiscountMargin));
  3581.     }

  3583.     @Override public double bondBasisFromDiscountMargin (
  3584.         final org.drip.param.valuation.ValuationParams valParams,
  3585.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3586.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3587.         final double dblDiscountMargin)
  3588.         throws java.lang.Exception
  3589.     {
  3590.         return bondBasisFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  3591.             dblDiscountMargin);
  3592.     }

  3594.     @Override public double bondBasisFromDiscountMarginToOptimalExercise (
  3595.         final org.drip.param.valuation.ValuationParams valParams,
  3596.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3597.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3598.         final double dblDiscountMargin)
  3599.         throws java.lang.Exception
  3600.     {
  3601.         if (null != _eosCall || null != _eosPut)
  3602.             throw new java.lang.Exception ("BondComponent::bondBasisFromDiscountMarginToOptimalExercise " +
  3603.                 "=> Cant calc Bond Basis from Discount Margin to optimal exercise for bonds w emb option");

  3605.         return bondBasisFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  3606.             dblDiscountMargin);
  3607.     }

  3609.     @Override public double bondBasisFromESpread (
  3610.         final org.drip.param.valuation.ValuationParams valParams,
  3611.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3612.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3613.         final int iWorkoutDate,
  3614.         final double dblWorkoutFactor,
  3615.         final double dblESpread)
  3616.         throws java.lang.Exception
  3617.     {
  3618.         return bondBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromESpread
  3619.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  3620.     }

  3622.     @Override public double bondBasisFromESpread (
  3623.         final org.drip.param.valuation.ValuationParams valParams,
  3624.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3625.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3626.         final double dblESpread)
  3627.         throws java.lang.Exception
  3628.     {
  3629.         return bondBasisFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  3630.     }

  3632.     @Override public double bondBasisFromESpreadToOptimalExercise (
  3633.         final org.drip.param.valuation.ValuationParams valParams,
  3634.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3635.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3636.         final double dblESpread)
  3637.         throws java.lang.Exception
  3638.     {
  3639.         if (null != _eosCall || null != _eosPut)
  3640.             throw new java.lang.Exception ("BondComponent::bondBasisFromESpreadToOptimalExercise => " +
  3641.                 "Cant calc Bond Basis from E Spread to optimal exercise for bonds w emb option");

  3643.         return bondBasisFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  3644.     }

  3646.     @Override public double bondBasisFromGSpread (
  3647.         final org.drip.param.valuation.ValuationParams valParams,
  3648.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3649.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3650.         final int iWorkoutDate,
  3651.         final double dblWorkoutFactor,
  3652.         final double dblGSpread)
  3653.         throws java.lang.Exception
  3654.     {
  3655.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromGSpread
  3656.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  3657.     }

  3659.     @Override public double bondBasisFromGSpread (
  3660.         final org.drip.param.valuation.ValuationParams valParams,
  3661.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3662.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3663.         final double dblGSpread)
  3664.         throws java.lang.Exception
  3665.     {
  3666.         return bondBasisFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  3667.     }

  3669.     @Override public double bondBasisFromGSpreadToOptimalExercise (
  3670.         final org.drip.param.valuation.ValuationParams valParams,
  3671.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3672.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3673.         final double dblGSpread)
  3674.         throws java.lang.Exception
  3675.     {
  3676.         if (null != _eosCall || null != _eosPut)
  3677.             throw new java.lang.Exception ("BondComponent::bondBasisFromGSpreadToOptimalExercise => " +
  3678.                 "Cant calc Bond Basis from G Spread to optimal exercise for bonds w emb option");

  3680.         return bondBasisFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  3681.     }

  3683.     @Override public double bondBasisFromISpread (
  3684.         final org.drip.param.valuation.ValuationParams valParams,
  3685.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3686.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3687.         final int iWorkoutDate,
  3688.         final double dblWorkoutFactor,
  3689.         final double dblISpread)
  3690.         throws java.lang.Exception
  3691.     {
  3692.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromISpread
  3693.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  3694.     }

  3696.     @Override public double bondBasisFromISpread (
  3697.         final org.drip.param.valuation.ValuationParams valParams,
  3698.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3699.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3700.         final double dblISpread)
  3701.         throws java.lang.Exception
  3702.     {
  3703.         return bondBasisFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  3704.     }

  3706.     @Override public double bondBasisFromISpreadToOptimalExercise (
  3707.         final org.drip.param.valuation.ValuationParams valParams,
  3708.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3709.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3710.         final double dblISpread)
  3711.         throws java.lang.Exception
  3712.     {
  3713.         if (null != _eosCall || null != _eosPut)
  3714.             throw new java.lang.Exception ("BondComponent::bondBasisFromISpreadToOptimalExercise => " +
  3715.                 "Cant calc Bond Basis from I Spread to optimal exercise for bonds w emb option");

  3717.         return bondBasisFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  3718.     }

  3720.     @Override public double bondBasisFromJSpread (
  3721.         final org.drip.param.valuation.ValuationParams valParams,
  3722.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3723.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3724.         final int iWorkoutDate,
  3725.         final double dblWorkoutFactor,
  3726.         final double dblJSpread)
  3727.         throws java.lang.Exception
  3728.     {
  3729.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromJSpread
  3730.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  3731.     }

  3733.     @Override public double bondBasisFromJSpread (
  3734.         final org.drip.param.valuation.ValuationParams valParams,
  3735.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3736.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3737.         final double dblJSpread)
  3738.         throws java.lang.Exception
  3739.     {
  3740.         return bondBasisFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  3741.     }

  3743.     @Override public double bondBasisFromJSpreadToOptimalExercise (
  3744.         final org.drip.param.valuation.ValuationParams valParams,
  3745.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3746.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3747.         final double dblJSpread)
  3748.         throws java.lang.Exception
  3749.     {
  3750.         if (null != _eosCall || null != _eosPut)
  3751.             throw new java.lang.Exception ("BondComponent::bondBasisFromJSpreadToOptimalExercise => " +
  3752.                 "Cant calc Bond Basis from J Spread to optimal exercise for bonds w emb option");

  3754.         return bondBasisFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  3755.     }

  3757.     @Override public double bondBasisFromNSpread (
  3758.         final org.drip.param.valuation.ValuationParams valParams,
  3759.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3760.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3761.         final int iWorkoutDate,
  3762.         final double dblWorkoutFactor,
  3763.         final double dblNSpread)
  3764.         throws java.lang.Exception
  3765.     {
  3766.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromNSpread
  3767.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  3768.     }

  3770.     @Override public double bondBasisFromNSpread (
  3771.         final org.drip.param.valuation.ValuationParams valParams,
  3772.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3773.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3774.         final double dblNSpread)
  3775.         throws java.lang.Exception
  3776.     {
  3777.         return bondBasisFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  3778.     }

  3780.     @Override public double bondBasisFromNSpreadToOptimalExercise (
  3781.         final org.drip.param.valuation.ValuationParams valParams,
  3782.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3783.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3784.         final double dblNSpread)
  3785.         throws java.lang.Exception
  3786.     {
  3787.         if (null != _eosCall || null != _eosPut)
  3788.             throw new java.lang.Exception ("BondComponent::bondBasisFromNSpreadToOptimalExercise => " +
  3789.                 "Cant calc Bond Basis from N Spread to optimal exercise for bonds w emb option");

  3791.         return bondBasisFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  3792.     }

  3794.     @Override public double bondBasisFromOAS (
  3795.         final org.drip.param.valuation.ValuationParams valParams,
  3796.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3797.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3798.         final int iWorkoutDate,
  3799.         final double dblWorkoutFactor,
  3800.         final double dblOAS)
  3801.         throws java.lang.Exception
  3802.     {
  3803.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromOAS
  3804.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  3805.     }

  3807.     @Override public double bondBasisFromOAS (
  3808.         final org.drip.param.valuation.ValuationParams valParams,
  3809.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3810.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3811.         final double dblOAS)
  3812.         throws java.lang.Exception
  3813.     {
  3814.         return bondBasisFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  3815.     }

  3817.     @Override public double bondBasisFromOASToOptimalExercise (
  3818.         final org.drip.param.valuation.ValuationParams valParams,
  3819.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3820.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3821.         final double dblOAS)
  3822.         throws java.lang.Exception
  3823.     {
  3824.         if (null != _eosCall || null != _eosPut)
  3825.             throw new java.lang.Exception ("BondComponent::bondBasisFromOASToOptimalExercise => " +
  3826.                 "Cant calc Bond Basis from OAS to optimal exercise for bonds w emb option");

  3828.         return bondBasisFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  3829.     }

  3831.     @Override public double bondBasisFromPECS (
  3832.         final org.drip.param.valuation.ValuationParams valParams,
  3833.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3834.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3835.         final int iWorkoutDate,
  3836.         final double dblWorkoutFactor,
  3837.         final double dblPECS)
  3838.         throws java.lang.Exception
  3839.     {
  3840.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPECS
  3841.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  3842.     }

  3844.     @Override public double bondBasisFromPECS (
  3845.         final org.drip.param.valuation.ValuationParams valParams,
  3846.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3847.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3848.         final double dblPECS)
  3849.         throws java.lang.Exception
  3850.     {
  3851.         return bondBasisFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  3852.     }

  3854.     @Override public double bondBasisFromPECSToOptimalExercise (
  3855.         final org.drip.param.valuation.ValuationParams valParams,
  3856.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3857.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3858.         final double dblPECS)
  3859.         throws java.lang.Exception
  3860.     {
  3861.         if (null != _eosCall || null != _eosPut)
  3862.             throw new java.lang.Exception ("BondComponent::bondBasisFromPECSToOptimalExercise => " +
  3863.                 "Cant calc Bond Basis from PECS to optimal exercise for bonds w emb option");

  3865.         return bondBasisFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  3866.     }

  3868.     @Override public double bondBasisFromPrice (
  3869.         final org.drip.param.valuation.ValuationParams valParams,
  3870.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3871.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3872.         final int iWorkoutDate,
  3873.         final double dblWorkoutFactor,
  3874.         final double dblPrice)
  3875.         throws java.lang.Exception
  3876.     {
  3877.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPrice
  3878.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice));
  3879.     }

  3881.     @Override public double bondBasisFromPrice (
  3882.         final org.drip.param.valuation.ValuationParams valParams,
  3883.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3884.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3885.         final double dblPrice)
  3886.         throws java.lang.Exception
  3887.     {
  3888.         return bondBasisFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  3889.     }

  3891.     @Override public double bondBasisFromPriceToOptimalExercise (
  3892.         final org.drip.param.valuation.ValuationParams valParams,
  3893.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3894.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3895.         final double dblPrice)
  3896.         throws java.lang.Exception
  3897.     {
  3898.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);
  3899.         
  3900.         if (null == wi)
  3901.             throw new java.lang.Exception
  3902.                 ("BondComponent::bondBasisFromPriceToOptimalExercise => cant calc Work-out info");

  3904.         return bondBasisFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  3905.     }

  3907.     @Override public double bondBasisFromTSYSpread (
  3908.         final org.drip.param.valuation.ValuationParams valParams,
  3909.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3910.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3911.         final int iWorkoutDate,
  3912.         final double dblWorkoutFactor,
  3913.         final double dblTSYSpread)
  3914.         throws java.lang.Exception
  3915.     {
  3916.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromTSYSpread
  3917.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  3918.     }

  3920.     @Override public double bondBasisFromTSYSpread (
  3921.         final org.drip.param.valuation.ValuationParams valParams,
  3922.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3923.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3924.         final double dblTSYSpread)
  3925.         throws java.lang.Exception
  3926.     {
  3927.         return bondBasisFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  3928.     }

  3930.     @Override public double bondBasisFromTSYSpreadToOptimalExercise (
  3931.         final org.drip.param.valuation.ValuationParams valParams,
  3932.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3933.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3934.         final double dblTSYSpread)
  3935.         throws java.lang.Exception
  3936.     {
  3937.         if (null != _eosCall || null != _eosPut)
  3938.             throw new java.lang.Exception ("BondComponent::bondBasisFromTSYSpreadToOptimalExercise => " +
  3939.                 "Cant calc Bond Basis from TSY Spread to optimal exercise for bonds w emb option");

  3941.         return bondBasisFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  3942.     }

  3944.     @Override public double bondBasisFromYield (
  3945.         final org.drip.param.valuation.ValuationParams valParams,
  3946.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3947.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3948.         final int iWorkoutDate,
  3949.         final double dblWorkoutFactor,
  3950.         final double dblYield)
  3951.         throws java.lang.Exception
  3952.     {
  3953.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblYield))
  3954.             throw new java.lang.Exception ("BondComponent::bondBasisFromYield => Invalid inputs");

  3956.         return dblYield - yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  3957.             priceFromFundingCurve (valParams, csqc, iWorkoutDate, dblWorkoutFactor, 0.));
  3958.     }

  3960.     @Override public double bondBasisFromYield (
  3961.         final org.drip.param.valuation.ValuationParams valParams,
  3962.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3963.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3964.         final double dblYield)
  3965.         throws java.lang.Exception
  3966.     {
  3967.         return bondBasisFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  3968.     }

  3970.     @Override public double bondBasisFromYieldToOptimalExercise (
  3971.         final org.drip.param.valuation.ValuationParams valParams,
  3972.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3973.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3974.         final double dblYield)
  3975.         throws java.lang.Exception
  3976.     {
  3977.         if (null != _eosCall || null != _eosPut)
  3978.             throw new java.lang.Exception ("BondComponent::bondBasisFromYieldToOptimalExercise => " +
  3979.                 "Cant calc Bond Basis from Yield to optimal exercise for bonds w emb option");

  3981.         return bondBasisFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  3982.     }

  3984.     @Override public double bondBasisFromYieldSpread (
  3985.         final org.drip.param.valuation.ValuationParams valParams,
  3986.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  3987.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  3988.         final int iWorkoutDate,
  3989.         final double dblWorkoutFactor,
  3990.         final double dblYieldSpread)
  3991.         throws java.lang.Exception
  3992.     {
  3993.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  3994.             yieldFromYieldSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  3995.     }

  3997.     @Override public double bondBasisFromYieldSpread (
  3998.         final org.drip.param.valuation.ValuationParams valParams,
  3999.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4000.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4001.         final double dblYieldSpread)
  4002.         throws java.lang.Exception
  4003.     {
  4004.         return bondBasisFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  4005.     }

  4007.     @Override public double bondBasisFromYieldSpreadToOptimalExercise (
  4008.         final org.drip.param.valuation.ValuationParams valParams,
  4009.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4010.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4011.         final double dblYieldSpread)
  4012.         throws java.lang.Exception
  4013.     {
  4014.         if (null != _eosCall || null != _eosPut)
  4015.             throw new java.lang.Exception ("BondComponent::bondBasisFromYieldSpreadToOptimalExercise " +
  4016.                 "=> Cant calc Bond Basis from Yield Spread to optimal exercise for bonds w emb option");

  4018.         return bondBasisFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  4019.     }

  4021.     @Override public double bondBasisFromZSpread (
  4022.         final org.drip.param.valuation.ValuationParams valParams,
  4023.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4024.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4025.         final int iWorkoutDate,
  4026.         final double dblWorkoutFactor,
  4027.         final double dblZSpread)
  4028.         throws java.lang.Exception
  4029.     {
  4030.         return bondBasisFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromZSpread
  4031.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  4032.     }

  4034.     @Override public double bondBasisFromZSpread (
  4035.         final org.drip.param.valuation.ValuationParams valParams,
  4036.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4037.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4038.         final double dblZSpread)
  4039.         throws java.lang.Exception
  4040.     {
  4041.         return bondBasisFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  4042.     }

  4044.     @Override public double bondBasisFromZSpreadToOptimalExercise (
  4045.         final org.drip.param.valuation.ValuationParams valParams,
  4046.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4047.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4048.         final double dblZSpread)
  4049.         throws java.lang.Exception
  4050.     {
  4051.         if (null != _eosCall || null != _eosPut)
  4052.             throw new java.lang.Exception ("BondComponent::bondBasisFromZSpreadToOptimalExercise => " +
  4053.                 "Cant calc Bond Basis from Z Spread to optimal exercise for bonds w emb option");

  4055.         return bondBasisFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  4056.     }

  4058.     @Override public double convexityFromASW (
  4059.         final org.drip.param.valuation.ValuationParams valParams,
  4060.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4061.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4062.         final int iWorkoutDate,
  4063.         final double dblWorkoutFactor,
  4064.         final double dblASW)
  4065.         throws java.lang.Exception
  4066.     {
  4067.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromASW
  4068.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  4069.     }

  4071.     @Override public double convexityFromASW (
  4072.         final org.drip.param.valuation.ValuationParams valParams,
  4073.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4074.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4075.         final double dblASW)
  4076.         throws java.lang.Exception
  4077.     {
  4078.         return convexityFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  4079.     }

  4081.     @Override public double convexityFromASWToOptimalExercise (
  4082.         final org.drip.param.valuation.ValuationParams valParams,
  4083.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4084.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4085.         final double dblASW)
  4086.         throws java.lang.Exception
  4087.     {
  4088.         if (null != _eosCall || null != _eosPut)
  4089.             throw new java.lang.Exception ("BondComponent::convexityFromASWToOptimalExercise => " +
  4090.                 "Cant calc Convexity from ASW to optimal exercise for bonds w emb option");

  4092.         return convexityFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  4093.     }

  4095.     @Override public double convexityFromBondBasis (
  4096.         final org.drip.param.valuation.ValuationParams valParams,
  4097.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4098.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4099.         final int iWorkoutDate,
  4100.         final double dblWorkoutFactor,
  4101.         final double dblBondBasis)
  4102.         throws java.lang.Exception
  4103.     {
  4104.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromBondBasis
  4105.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  4106.     }

  4108.     @Override public double convexityFromBondBasis (
  4109.         final org.drip.param.valuation.ValuationParams valParams,
  4110.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4111.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4112.         final double dblBondBasis)
  4113.         throws java.lang.Exception
  4114.     {
  4115.         return convexityFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  4116.     }

  4118.     @Override public double convexityFromBondBasisToOptimalExercise (
  4119.         final org.drip.param.valuation.ValuationParams valParams,
  4120.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4121.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4122.         final double dblBondBasis)
  4123.         throws java.lang.Exception
  4124.     {
  4125.         if (null != _eosCall || null != _eosPut)
  4126.             throw new java.lang.Exception ("BondComponent::convexityFromBondBasisToOptimalExercise => " +
  4127.                 "Cant calc Convexity from Bond Basis to optimal exercise for bonds w emb option");

  4129.         return convexityFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  4130.     }

  4132.     @Override public double convexityFromCreditBasis (
  4133.         final org.drip.param.valuation.ValuationParams valParams,
  4134.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4135.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4136.         final int iWorkoutDate,
  4137.         final double dblWorkoutFactor,
  4138.         final double dblCreditBasis)
  4139.         throws java.lang.Exception
  4140.     {
  4141.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  4142.             priceFromCreditBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  4143.     }

  4145.     @Override public double convexityFromCreditBasis (
  4146.         final org.drip.param.valuation.ValuationParams valParams,
  4147.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4148.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4149.         final double dblCreditBasis)
  4150.         throws java.lang.Exception
  4151.     {
  4152.         return convexityFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  4153.     }

  4155.     @Override public double convexityFromCreditBasisToOptimalExercise (
  4156.         final org.drip.param.valuation.ValuationParams valParams,
  4157.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4158.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4159.         final double dblCreditBasis)
  4160.         throws java.lang.Exception
  4161.     {
  4162.         if (null != _eosCall || null != _eosPut)
  4163.             throw new java.lang.Exception ("BondComponent::convexityFromCreditBasisToOptimalExercise => " +
  4164.                 "Cant calc Convexity from Credit Basis to optimal exercise for bonds w emb option");

  4166.         return convexityFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  4167.     }

  4169.     @Override public double convexityFromDiscountMargin (
  4170.         final org.drip.param.valuation.ValuationParams valParams,
  4171.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4172.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4173.         final int iWorkoutDate,
  4174.         final double dblWorkoutFactor,
  4175.         final double dblDiscountMargin)
  4176.         throws java.lang.Exception
  4177.     {
  4178.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  4179.             priceFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  4180.                 dblDiscountMargin));
  4181.     }

  4183.     @Override public double convexityFromDiscountMargin (
  4184.         final org.drip.param.valuation.ValuationParams valParams,
  4185.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4186.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4187.         final double dblDiscountMargin)
  4188.         throws java.lang.Exception
  4189.     {
  4190.         return convexityFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  4191.             dblDiscountMargin);
  4192.     }

  4194.     @Override public double convexityFromDiscountMarginToOptimalExercise (
  4195.         final org.drip.param.valuation.ValuationParams valParams,
  4196.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4197.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4198.         final double dblDiscountMargin)
  4199.         throws java.lang.Exception
  4200.     {
  4201.         if (null != _eosCall || null != _eosPut)
  4202.             throw new java.lang.Exception ("BondComponent::convexityFromDiscountMarginToOptimalExercise " +
  4203.                 "=> Cant calc Convexity from Discount Margin to optimal exercise for bonds w emb option");

  4205.         return convexityFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  4206.             dblDiscountMargin);
  4207.     }

  4209.     @Override public double convexityFromESpread (
  4210.         final org.drip.param.valuation.ValuationParams valParams,
  4211.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4212.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4213.         final int iWorkoutDate,
  4214.         final double dblWorkoutFactor,
  4215.         final double dblESpread)
  4216.         throws java.lang.Exception
  4217.     {
  4218.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromESpread
  4219.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  4220.     }

  4222.     @Override public double convexityFromESpread (
  4223.         final org.drip.param.valuation.ValuationParams valParams,
  4224.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4225.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4226.         final double dblESpread)
  4227.         throws java.lang.Exception
  4228.     {
  4229.         return convexityFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  4230.     }

  4232.     @Override public double convexityFromESpreadToOptimalExercise (
  4233.         final org.drip.param.valuation.ValuationParams valParams,
  4234.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4235.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4236.         final double dblESpread)
  4237.         throws java.lang.Exception
  4238.     {
  4239.         if (null != _eosCall || null != _eosPut)
  4240.             throw new java.lang.Exception ("BondComponent::convexityFromESpreadToOptimalExercise => " +
  4241.                 "Cant calc Convexity from E Spread to optimal exercise for bonds w emb option");

  4243.         return convexityFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  4244.     }

  4246.     @Override public double convexityFromGSpread (
  4247.         final org.drip.param.valuation.ValuationParams valParams,
  4248.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4249.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4250.         final int iWorkoutDate,
  4251.         final double dblWorkoutFactor,
  4252.         final double dblGSpread)
  4253.         throws java.lang.Exception
  4254.     {
  4255.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromGSpread
  4256.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  4257.     }

  4259.     @Override public double convexityFromGSpread (
  4260.         final org.drip.param.valuation.ValuationParams valParams,
  4261.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4262.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4263.         final double dblGSpread)
  4264.         throws java.lang.Exception
  4265.     {
  4266.         return convexityFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  4267.     }

  4269.     @Override public double convexityFromGSpreadToOptimalExercise (
  4270.         final org.drip.param.valuation.ValuationParams valParams,
  4271.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4272.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4273.         final double dblGSpread)
  4274.         throws java.lang.Exception
  4275.     {
  4276.         if (null != _eosCall || null != _eosPut)
  4277.             throw new java.lang.Exception ("BondComponent::convexityFromGSpreadToOptimalExercise => " +
  4278.                 "Cant calc Convexity from G Spread to optimal exercise for bonds w emb option");

  4280.         return convexityFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  4281.     }

  4283.     @Override public double convexityFromISpread (
  4284.         final org.drip.param.valuation.ValuationParams valParams,
  4285.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4286.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4287.         final int iWorkoutDate,
  4288.         final double dblWorkoutFactor,
  4289.         final double dblISpread)
  4290.         throws java.lang.Exception
  4291.     {
  4292.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromISpread
  4293.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  4294.     }

  4296.     @Override public double convexityFromISpread (
  4297.         final org.drip.param.valuation.ValuationParams valParams,
  4298.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4299.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4300.         final double dblISpread)
  4301.         throws java.lang.Exception
  4302.     {
  4303.         return convexityFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  4304.     }

  4306.     @Override public double convexityFromISpreadToOptimalExercise (
  4307.         final org.drip.param.valuation.ValuationParams valParams,
  4308.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4309.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4310.         final double dblISpread)
  4311.         throws java.lang.Exception
  4312.     {
  4313.         if (null != _eosCall || null != _eosPut)
  4314.             throw new java.lang.Exception ("BondComponent::convexityFromISpreadToOptimalExercise => " +
  4315.                 "Cant calc Convexity from I Spread to optimal exercise for bonds w emb option");

  4317.         return convexityFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  4318.     }

  4320.     @Override public double convexityFromJSpread (
  4321.         final org.drip.param.valuation.ValuationParams valParams,
  4322.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4323.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4324.         final int iWorkoutDate,
  4325.         final double dblWorkoutFactor,
  4326.         final double dblJSpread)
  4327.         throws java.lang.Exception
  4328.     {
  4329.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromJSpread
  4330.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  4331.     }

  4333.     @Override public double convexityFromJSpread (
  4334.         final org.drip.param.valuation.ValuationParams valParams,
  4335.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4336.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4337.         final double dblJSpread)
  4338.         throws java.lang.Exception
  4339.     {
  4340.         return convexityFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  4341.     }

  4343.     @Override public double convexityFromJSpreadToOptimalExercise (
  4344.         final org.drip.param.valuation.ValuationParams valParams,
  4345.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4346.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4347.         final double dblJSpread)
  4348.         throws java.lang.Exception
  4349.     {
  4350.         if (null != _eosCall || null != _eosPut)
  4351.             throw new java.lang.Exception ("BondComponent::convexityFromJSpreadToOptimalExercise => " +
  4352.                 "Cant calc Convexity from J Spread to optimal exercise for bonds w emb option");

  4354.         return convexityFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  4355.     }

  4357.     @Override public double convexityFromNSpread (
  4358.         final org.drip.param.valuation.ValuationParams valParams,
  4359.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4360.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4361.         final int iWorkoutDate,
  4362.         final double dblWorkoutFactor,
  4363.         final double dblNSpread)
  4364.         throws java.lang.Exception
  4365.     {
  4366.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromNSpread
  4367.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  4368.     }

  4370.     @Override public double convexityFromNSpread (
  4371.         final org.drip.param.valuation.ValuationParams valParams,
  4372.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4373.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4374.         final double dblNSpread)
  4375.         throws java.lang.Exception
  4376.     {
  4377.         return convexityFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  4378.     }

  4380.     @Override public double convexityFromNSpreadToOptimalExercise (
  4381.         final org.drip.param.valuation.ValuationParams valParams,
  4382.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4383.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4384.         final double dblNSpread)
  4385.         throws java.lang.Exception
  4386.     {
  4387.         if (null != _eosCall || null != _eosPut)
  4388.             throw new java.lang.Exception ("BondComponent::convexityFromNSpreadToOptimalExercise => " +
  4389.                 "Cant calc Convexity from N Spread to optimal exercise for bonds w emb option");

  4391.         return convexityFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  4392.     }

  4394.     @Override public double convexityFromOAS (
  4395.         final org.drip.param.valuation.ValuationParams valParams,
  4396.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4397.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4398.         final int iWorkoutDate,
  4399.         final double dblWorkoutFactor,
  4400.         final double dblOAS)
  4401.         throws java.lang.Exception
  4402.     {
  4403.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromOAS
  4404.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  4405.     }

  4407.     @Override public double convexityFromOAS (
  4408.         final org.drip.param.valuation.ValuationParams valParams,
  4409.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4410.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4411.         final double dblOAS)
  4412.         throws java.lang.Exception
  4413.     {
  4414.         return convexityFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  4415.     }

  4417.     @Override public double convexityFromOASToOptimalExercise (
  4418.         final org.drip.param.valuation.ValuationParams valParams,
  4419.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4420.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4421.         final double dblOAS)
  4422.         throws java.lang.Exception
  4423.     {
  4424.         if (null != _eosCall || null != _eosPut)
  4425.             throw new java.lang.Exception ("BondComponent::convexityFromOASToOptimalExercise => " +
  4426.                 "Cant calc Convexity from OAS to optimal exercise for bonds w emb option");

  4428.         return convexityFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  4429.     }

  4431.     @Override public double convexityFromPECS (
  4432.         final org.drip.param.valuation.ValuationParams valParams,
  4433.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4434.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4435.         final int iWorkoutDate,
  4436.         final double dblWorkoutFactor,
  4437.         final double dblPECS)
  4438.         throws java.lang.Exception
  4439.     {
  4440.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromPECS
  4441.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  4442.     }

  4444.     @Override public double convexityFromPECS (
  4445.         final org.drip.param.valuation.ValuationParams valParams,
  4446.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4447.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4448.         final double dblPECS)
  4449.         throws java.lang.Exception
  4450.     {
  4451.         return convexityFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  4452.     }

  4454.     @Override public double convexityFromPECSToOptimalExercise (
  4455.         final org.drip.param.valuation.ValuationParams valParams,
  4456.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4457.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4458.         final double dblPECS)
  4459.         throws java.lang.Exception
  4460.     {
  4461.         if (null != _eosCall || null != _eosPut)
  4462.             throw new java.lang.Exception ("BondComponent::convexityFromPECSToOptimalExercise => " +
  4463.                 "Cant calc Convexity from PECS to optimal exercise for bonds w emb option");

  4465.         return convexityFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  4466.     }

  4468.     @Override public double convexityFromPrice (
  4469.         final org.drip.param.valuation.ValuationParams valParams,
  4470.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4471.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4472.         final int iWorkoutDate,
  4473.         final double dblWorkoutFactor,
  4474.         final double dblPrice)
  4475.         throws java.lang.Exception
  4476.     {
  4477.         if (null == valParams || !org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  4478.             throw new java.lang.Exception ("BondComponent::convexityFromPrice => Input inputs");

  4480.         double dblYield = yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice);

  4482.         return (priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield - 0.0001) +
  4483.             priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield + 0.0001) - 2. *
  4484.                 dblPrice) / (dblPrice + accrued (valParams.valueDate(), csqc));
  4485.     }

  4487.     @Override public double convexityFromPrice (
  4488.         final org.drip.param.valuation.ValuationParams valParams,
  4489.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4490.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4491.         final double dblPrice)
  4492.         throws java.lang.Exception
  4493.     {
  4494.         return convexityFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  4495.     }

  4497.     @Override public double convexityFromPriceToOptimalExercise (
  4498.         final org.drip.param.valuation.ValuationParams valParams,
  4499.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4500.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4501.         final double dblPrice)
  4502.         throws java.lang.Exception
  4503.     {
  4504.         if (null != _eosCall || null != _eosPut)
  4505.             throw new java.lang.Exception ("BondComponent::calcConvexityFromPriceToOptimalExercise => " +
  4506.                 "Cant calc Convexity from Price to optimal exercise for bonds w emb option");

  4508.         return convexityFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  4509.     }

  4511.     @Override public double convexityFromTSYSpread (
  4512.         final org.drip.param.valuation.ValuationParams valParams,
  4513.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4514.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4515.         final int iWorkoutDate,
  4516.         final double dblWorkoutFactor,
  4517.         final double dblTSYSpread)
  4518.         throws java.lang.Exception
  4519.     {
  4520.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromTSYSpread
  4521.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  4522.     }

  4524.     @Override public double convexityFromTSYSpread (
  4525.         final org.drip.param.valuation.ValuationParams valParams,
  4526.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4527.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4528.         final double dblTSYSpread)
  4529.         throws java.lang.Exception
  4530.     {
  4531.         return convexityFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  4532.     }

  4534.     @Override public double convexityFromTSYSpreadToOptimalExercise (
  4535.         final org.drip.param.valuation.ValuationParams valParams,
  4536.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4537.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4538.         final double dblTSYSpread)
  4539.         throws java.lang.Exception
  4540.     {
  4541.         if (null != _eosCall || null != _eosPut)
  4542.             throw new java.lang.Exception ("BondComponent::convexityFromTSYSpreadToOptimalExercise => " +
  4543.                 "Cant calc Convexity from TSY Sprd to optimal exercise for bonds w emb option");

  4545.         return convexityFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  4546.     }

  4548.     @Override public double convexityFromYield (
  4549.         final org.drip.param.valuation.ValuationParams valParams,
  4550.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4551.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4552.         final int iWorkoutDate,
  4553.         final double dblWorkoutFactor,
  4554.         final double dblYield)
  4555.         throws java.lang.Exception
  4556.     {
  4557.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYield
  4558.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield));
  4559.     }

  4561.     @Override public double convexityFromYield (
  4562.         final org.drip.param.valuation.ValuationParams valParams,
  4563.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4564.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4565.         final double dblYield)
  4566.         throws java.lang.Exception
  4567.     {
  4568.         return convexityFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  4569.     }

  4571.     @Override public double convexityFromYieldToOptimalExercise (
  4572.         final org.drip.param.valuation.ValuationParams valParams,
  4573.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4574.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4575.         final double dblYield)
  4576.         throws java.lang.Exception
  4577.     {
  4578.         if (null != _eosCall || null != _eosPut)
  4579.             throw new java.lang.Exception ("BondComponent::convexityFromYieldToOptimalExercise => " +
  4580.                 "Cant calc Convexity from Yield to optimal exercise for bonds w emb option");

  4582.         return convexityFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  4583.     }

  4585.     @Override public double convexityFromYieldSpread (
  4586.         final org.drip.param.valuation.ValuationParams valParams,
  4587.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4588.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4589.         final int iWorkoutDate,
  4590.         final double dblWorkoutFactor,
  4591.         final double dblYieldSpread)
  4592.         throws java.lang.Exception
  4593.     {
  4594.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYieldSpread
  4595.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  4596.     }

  4598.     @Override public double convexityFromYieldSpread (
  4599.         final org.drip.param.valuation.ValuationParams valParams,
  4600.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4601.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4602.         final double dblYieldSpread)
  4603.         throws java.lang.Exception
  4604.     {
  4605.         return convexityFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  4606.     }

  4608.     @Override public double convexityFromYieldSpreadToOptimalExercise (
  4609.         final org.drip.param.valuation.ValuationParams valParams,
  4610.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4611.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4612.         final double dblYieldSpread)
  4613.         throws java.lang.Exception
  4614.     {
  4615.         if (null != _eosCall || null != _eosPut)
  4616.             throw new java.lang.Exception ("BondComponent::convexityFromYieldSpreadToOptimalExercise => " +
  4617.                 "Cant calc Convexity from Yld Sprd to optimal exercise for bonds w emb option");

  4619.         return convexityFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  4620.     }

  4622.     @Override public double convexityFromZSpread (
  4623.         final org.drip.param.valuation.ValuationParams valParams,
  4624.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4625.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4626.         final int iWorkoutDate,
  4627.         final double dblWorkoutFactor,
  4628.         final double dblZSpread)
  4629.         throws java.lang.Exception
  4630.     {
  4631.         return convexityFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromZSpread
  4632.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  4633.     }

  4635.     @Override public double convexityFromZSpread (
  4636.         final org.drip.param.valuation.ValuationParams valParams,
  4637.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4638.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4639.         final double dblZSpread)
  4640.         throws java.lang.Exception
  4641.     {
  4642.         return convexityFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  4643.     }

  4645.     @Override public double convexityFromZSpreadToOptimalExercise (
  4646.         final org.drip.param.valuation.ValuationParams valParams,
  4647.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4648.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4649.         final double dblZSpread)
  4650.         throws java.lang.Exception
  4651.     {
  4652.         if (null != _eosCall || null != _eosPut)
  4653.             throw new java.lang.Exception ("BondComponent::convexityFromZSpreadToOptimalExercise => " +
  4654.                 "Cant calc Convexity from Z Spread to optimal exercise for bonds w emb option");

  4656.         return convexityFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  4657.     }

  4659.     @Override public double creditBasisFromASW (
  4660.         final org.drip.param.valuation.ValuationParams valParams,
  4661.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4662.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4663.         final int iWorkoutDate,
  4664.         final double dblWorkoutFactor,
  4665.         final double dblASW)
  4666.         throws java.lang.Exception
  4667.     {
  4668.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromASW
  4669.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  4670.     }

  4672.     @Override public double creditBasisFromASW (
  4673.         final org.drip.param.valuation.ValuationParams valParams,
  4674.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4675.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4676.         final double dblASW)
  4677.         throws java.lang.Exception
  4678.     {
  4679.         return creditBasisFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  4680.     }

  4682.     @Override public double creditBasisFromASWToOptimalExercise (
  4683.         final org.drip.param.valuation.ValuationParams valParams,
  4684.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4685.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4686.         final double dblASW)
  4687.         throws java.lang.Exception
  4688.     {
  4689.         if (null != _eosCall || null != _eosPut)
  4690.             throw new java.lang.Exception ("BondComponent::creditBasisFromASWToOptimalExercise => " +
  4691.                 "Cannot calc Credit Basis from ASW to optimal exercise for bonds w emb option");

  4693.         return creditBasisFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  4694.     }

  4696.     @Override public double creditBasisFromBondBasis (
  4697.         final org.drip.param.valuation.ValuationParams valParams,
  4698.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4699.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4700.         final int iWorkoutDate,
  4701.         final double dblWorkoutFactor,
  4702.         final double dblBondBasis)
  4703.         throws java.lang.Exception
  4704.     {
  4705.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  4706.             priceFromBondBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  4707.     }

  4709.     @Override public double creditBasisFromBondBasis (
  4710.         final org.drip.param.valuation.ValuationParams valParams,
  4711.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4712.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4713.         final double dblBondBasis)
  4714.         throws java.lang.Exception
  4715.     {
  4716.         return creditBasisFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  4717.     }

  4719.     @Override public double creditBasisFromBondBasisToOptimalExercise (
  4720.         final org.drip.param.valuation.ValuationParams valParams,
  4721.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4722.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4723.         final double dblBondBasis)
  4724.         throws java.lang.Exception
  4725.     {
  4726.         if (null != _eosCall || null != _eosPut)
  4727.             throw new java.lang.Exception ("BondComponent::creditBasisFromBondBasisToOptimalExercise " +
  4728.                 "=> Cant calc Credit Basis from Bond Basis to optimal exercise for bonds w emb option");

  4730.         return creditBasisFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  4731.     }

  4733.     @Override public double creditBasisFromDiscountMargin (
  4734.         final org.drip.param.valuation.ValuationParams valParams,
  4735.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4736.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4737.         final int iWorkoutDate,
  4738.         final double dblWorkoutFactor,
  4739.         final double dblDiscountMargin)
  4740.         throws java.lang.Exception
  4741.     {
  4742.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  4743.             priceFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  4744.                 dblDiscountMargin));
  4745.     }

  4747.     @Override public double creditBasisFromDiscountMargin (
  4748.         final org.drip.param.valuation.ValuationParams valParams,
  4749.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4750.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4751.         final double dblDiscountMargin)
  4752.         throws java.lang.Exception
  4753.     {
  4754.         return creditBasisFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  4755.             dblDiscountMargin);
  4756.     }

  4758.     @Override public double creditBasisFromDiscountMarginToOptimalExercise (
  4759.         final org.drip.param.valuation.ValuationParams valParams,
  4760.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4761.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4762.         final double dblDiscountMargin)
  4763.         throws java.lang.Exception
  4764.     {
  4765.         if (null != _eosCall || null != _eosPut)
  4766.             throw new java.lang.Exception
  4767.                 ("BondComponent::creditBasisFromDiscountMarginToOptimalExercise => " +
  4768.                     "Cant calc Credit Basis from Discnt Margin to optimal exercise for bonds w emb option");

  4770.         return creditBasisFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  4771.             dblDiscountMargin);
  4772.     }

  4774.     @Override public double creditBasisFromESpread (
  4775.         final org.drip.param.valuation.ValuationParams valParams,
  4776.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4777.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4778.         final int iWorkoutDate,
  4779.         final double dblWorkoutFactor,
  4780.         final double dblESpread)
  4781.         throws java.lang.Exception
  4782.     {
  4783.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromESpread
  4784.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  4785.     }

  4787.     @Override public double creditBasisFromESpread (
  4788.         final org.drip.param.valuation.ValuationParams valParams,
  4789.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4790.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4791.         final double dblESpread)
  4792.         throws java.lang.Exception
  4793.     {
  4794.         return creditBasisFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  4795.     }

  4797.     @Override public double creditBasisFromESpreadToOptimalExercise (
  4798.         final org.drip.param.valuation.ValuationParams valParams,
  4799.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4800.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4801.         final double dblESpread)
  4802.         throws java.lang.Exception
  4803.     {
  4804.         if (null != _eosCall || null != _eosPut)
  4805.             throw new java.lang.Exception ("BondComponent::creditBasisFromESpreadToOptimalExercise => " +
  4806.                 "Cant calc Credit Basis from E Spread to optimal exercise for bonds w emb option");

  4808.         return creditBasisFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  4809.     }

  4811.     @Override public double creditBasisFromGSpread (
  4812.         final org.drip.param.valuation.ValuationParams valParams,
  4813.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4814.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4815.         final int iWorkoutDate,
  4816.         final double dblWorkoutFactor,
  4817.         final double dblGSpread)
  4818.         throws java.lang.Exception
  4819.     {
  4820.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromGSpread
  4821.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  4822.     }

  4824.     @Override public double creditBasisFromGSpread (
  4825.         final org.drip.param.valuation.ValuationParams valParams,
  4826.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4827.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4828.         final double dblGSpread)
  4829.         throws java.lang.Exception
  4830.     {
  4831.         return creditBasisFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  4832.     }

  4834.     @Override public double creditBasisFromGSpreadToOptimalExercise (
  4835.         final org.drip.param.valuation.ValuationParams valParams,
  4836.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4837.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4838.         final double dblGSpread)
  4839.         throws java.lang.Exception
  4840.     {
  4841.         if (null != _eosCall || null != _eosPut)
  4842.             throw new java.lang.Exception ("BondComponent::creditBasisFromGSpreadToOptimalExercise => " +
  4843.                 "Cant calc Credit Basis from G Spread to optimal exercise for bonds w emb option");

  4845.         return creditBasisFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  4846.     }

  4848.     @Override public double creditBasisFromISpread (
  4849.         final org.drip.param.valuation.ValuationParams valParams,
  4850.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4851.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4852.         final int iWorkoutDate,
  4853.         final double dblWorkoutFactor,
  4854.         final double dblISpread)
  4855.         throws java.lang.Exception
  4856.     {
  4857.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromISpread
  4858.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  4859.     }

  4861.     @Override public double creditBasisFromISpread (
  4862.         final org.drip.param.valuation.ValuationParams valParams,
  4863.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4864.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4865.         final double dblISpread)
  4866.         throws java.lang.Exception
  4867.     {
  4868.         return creditBasisFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  4869.     }

  4871.     @Override public double creditBasisFromISpreadToOptimalExercise (
  4872.         final org.drip.param.valuation.ValuationParams valParams,
  4873.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4874.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4875.         final double dblISpread)
  4876.         throws java.lang.Exception
  4877.     {
  4878.         if (null != _eosCall || null != _eosPut)
  4879.             throw new java.lang.Exception ("BondComponent::creditBasisFromISpreadToOptimalExercise => " +
  4880.                 "Cant calc Credit Basis from I Spread to optimal exercise for bonds w emb option");

  4882.         return creditBasisFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  4883.     }

  4885.     @Override public double creditBasisFromJSpread (
  4886.         final org.drip.param.valuation.ValuationParams valParams,
  4887.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4888.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4889.         final int iWorkoutDate,
  4890.         final double dblWorkoutFactor,
  4891.         final double dblJSpread)
  4892.         throws java.lang.Exception
  4893.     {
  4894.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromJSpread
  4895.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  4896.     }

  4898.     @Override public double creditBasisFromJSpread (
  4899.         final org.drip.param.valuation.ValuationParams valParams,
  4900.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4901.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4902.         final double dblJSpread)
  4903.         throws java.lang.Exception
  4904.     {
  4905.         return creditBasisFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  4906.     }

  4908.     @Override public double creditBasisFromJSpreadToOptimalExercise (
  4909.         final org.drip.param.valuation.ValuationParams valParams,
  4910.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4911.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4912.         final double dblJSpread)
  4913.         throws java.lang.Exception
  4914.     {
  4915.         if (null != _eosCall || null != _eosPut)
  4916.             throw new java.lang.Exception ("BondComponent::creditBasisFromJSpreadToOptimalExercise => " +
  4917.                 "Cant calc Credit Basis from J Spread to optimal exercise for bonds w emb option");

  4919.         return creditBasisFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  4920.     }

  4922.     @Override public double creditBasisFromNSpread (
  4923.         final org.drip.param.valuation.ValuationParams valParams,
  4924.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4925.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4926.         final int iWorkoutDate,
  4927.         final double dblWorkoutFactor,
  4928.         final double dblNSpread)
  4929.         throws java.lang.Exception
  4930.     {
  4931.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromNSpread
  4932.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  4933.     }

  4935.     @Override public double creditBasisFromNSpread (
  4936.         final org.drip.param.valuation.ValuationParams valParams,
  4937.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4938.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4939.         final double dblNSpread)
  4940.         throws java.lang.Exception
  4941.     {
  4942.         return creditBasisFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  4943.     }

  4945.     @Override public double creditBasisFromNSpreadToOptimalExercise (
  4946.         final org.drip.param.valuation.ValuationParams valParams,
  4947.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4948.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4949.         final double dblNSpread)
  4950.         throws java.lang.Exception
  4951.     {
  4952.         if (null != _eosCall || null != _eosPut)
  4953.             throw new java.lang.Exception ("BondComponent::creditBasisFromNSpreadToOptimalExercise => " +
  4954.                 "Cant calc Credit Basis from N Spread to optimal exercise for bonds w emb option");

  4956.         return creditBasisFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  4957.     }

  4959.     @Override public double creditBasisFromOAS (
  4960.         final org.drip.param.valuation.ValuationParams valParams,
  4961.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4962.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4963.         final int iWorkoutDate,
  4964.         final double dblWorkoutFactor,
  4965.         final double dblOAS)
  4966.         throws java.lang.Exception
  4967.     {
  4968.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromOAS
  4969.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  4970.     }

  4972.     @Override public double creditBasisFromOAS (
  4973.         final org.drip.param.valuation.ValuationParams valParams,
  4974.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4975.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4976.         final double dblOAS)
  4977.         throws java.lang.Exception
  4978.     {
  4979.         return creditBasisFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  4980.     }

  4982.     @Override public double creditBasisFromOASToOptimalExercise (
  4983.         final org.drip.param.valuation.ValuationParams valParams,
  4984.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4985.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  4986.         final double dblOAS)
  4987.         throws java.lang.Exception
  4988.     {
  4989.         if (null != _eosCall || null != _eosPut)
  4990.             throw new java.lang.Exception ("BondComponent::creditBasisFromOASToOptimalExercise => " +
  4991.                 "Cant calc Credit Basis from OAS to optimal exercise for bonds w emb option");

  4993.         return creditBasisFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  4994.     }

  4996.     @Override public double creditBasisFromPECS (
  4997.         final org.drip.param.valuation.ValuationParams valParams,
  4998.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  4999.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5000.         final int iWorkoutDate,
  5001.         final double dblWorkoutFactor,
  5002.         final double dblPECS)
  5003.         throws java.lang.Exception
  5004.     {
  5005.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromPECS
  5006.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  5007.     }

  5009.     @Override public double creditBasisFromPECS (
  5010.         final org.drip.param.valuation.ValuationParams valParams,
  5011.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5012.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5013.         final double dblPECS)
  5014.         throws java.lang.Exception
  5015.     {
  5016.         return creditBasisFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  5017.     }

  5019.     @Override public double creditBasisFromPECSToOptimalExercise (
  5020.         final org.drip.param.valuation.ValuationParams valParams,
  5021.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5022.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5023.         final double dblPECS)
  5024.         throws java.lang.Exception
  5025.     {
  5026.         if (null != _eosCall || null != _eosPut)
  5027.             throw new java.lang.Exception ("BondComponent::creditBasisFromPECSToOptimalExercise => " +
  5028.                 "Cant calc Credit Basis from PECS to optimal exercise for bonds w emb option");

  5030.         return creditBasisFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  5031.     }

  5033.     @Override public double creditBasisFromPrice (
  5034.         final org.drip.param.valuation.ValuationParams valParams,
  5035.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5036.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5037.         final int iWorkoutDate,
  5038.         final double dblWorkoutFactor,
  5039.         final double dblPrice)
  5040.         throws java.lang.Exception
  5041.     {
  5042.         return new BondCalibrator (this, false).calibrateCreditBasisFromPrice (valParams, csqc, iWorkoutDate,
  5043.             dblWorkoutFactor, dblPrice, false);
  5044.     }

  5046.     @Override public double creditBasisFromPrice (
  5047.         final org.drip.param.valuation.ValuationParams valParams,
  5048.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5049.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5050.         final double dblPrice)
  5051.         throws java.lang.Exception
  5052.     {
  5053.         return creditBasisFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  5054.     }

  5056.     @Override public double creditBasisFromPriceToOptimalExercise (
  5057.         final org.drip.param.valuation.ValuationParams valParams,
  5058.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5059.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5060.         final double dblPrice)
  5061.         throws java.lang.Exception
  5062.     {
  5063.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  5065.         if (null == wi)
  5066.             throw new java.lang.Exception
  5067.                 ("BondComponent::creditBasisFromPriceToOptimalExercise => cant calc Work-out");

  5069.         return creditBasisFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  5070.     }

  5072.     @Override public double creditBasisFromTSYSpread (
  5073.         final org.drip.param.valuation.ValuationParams valParams,
  5074.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5075.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5076.         final int iWorkoutDate,
  5077.         final double dblWorkoutFactor,
  5078.         final double dblTSYSpread)
  5079.         throws java.lang.Exception
  5080.     {
  5081.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5082.             priceFromTSYSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  5083.     }

  5085.     @Override public double creditBasisFromTSYSpread (
  5086.         final org.drip.param.valuation.ValuationParams valParams,
  5087.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5088.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5089.         final double dblTSYSpread)
  5090.         throws java.lang.Exception
  5091.     {
  5092.         return creditBasisFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  5093.     }

  5095.     @Override public double creditBasisFromTSYSpreadToOptimalExercise (
  5096.         final org.drip.param.valuation.ValuationParams valParams,
  5097.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5098.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5099.         final double dblTSYSpread)
  5100.         throws java.lang.Exception
  5101.     {
  5102.         if (null != _eosCall || null != _eosPut)
  5103.             throw new java.lang.Exception ("BondComponent::creditBasisFromTSYSpreadToOptimalExercise => " +
  5104.                 "Cant calc Credit Basis from TSY Spread to optimal exercise for bonds w emb option");

  5106.         return creditBasisFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  5107.     }

  5109.     @Override public double creditBasisFromYield (
  5110.         final org.drip.param.valuation.ValuationParams valParams,
  5111.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5112.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5113.         final int iWorkoutDate,
  5114.         final double dblWorkoutFactor,
  5115.         final double dblYield)
  5116.         throws java.lang.Exception
  5117.     {
  5118.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYield
  5119.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield));
  5120.     }

  5122.     @Override public double creditBasisFromYield (
  5123.         final org.drip.param.valuation.ValuationParams valParams,
  5124.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5125.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5126.         final double dblYield)
  5127.         throws java.lang.Exception
  5128.     {
  5129.         return creditBasisFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  5130.     }

  5132.     @Override public double creditBasisFromYieldToOptimalExercise (
  5133.         final org.drip.param.valuation.ValuationParams valParams,
  5134.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5135.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5136.         final double dblYield)
  5137.         throws java.lang.Exception
  5138.     {
  5139.         if (null != _eosCall || null != _eosPut)
  5140.             throw new java.lang.Exception ("BondComponent::creditBasisFromYieldToOptimalExercise => " +
  5141.                 "Cant calc Credit Basis from Yield to optimal exercise for bonds w emb option");

  5143.         return creditBasisFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  5144.     }

  5146.     @Override public double creditBasisFromYieldSpread (
  5147.         final org.drip.param.valuation.ValuationParams valParams,
  5148.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5149.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5150.         final int iWorkoutDate,
  5151.         final double dblWorkoutFactor,
  5152.         final double dblYieldSpread)
  5153.         throws java.lang.Exception
  5154.     {
  5155.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5156.             priceFromYieldSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  5157.     }

  5159.     @Override public double creditBasisFromYieldSpread (
  5160.         final org.drip.param.valuation.ValuationParams valParams,
  5161.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5162.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5163.         final double dblYieldSpread)
  5164.         throws java.lang.Exception
  5165.     {
  5166.         return creditBasisFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  5167.             dblYieldSpread);
  5168.     }

  5170.     @Override public double creditBasisFromYieldSpreadToOptimalExercise (
  5171.         final org.drip.param.valuation.ValuationParams valParams,
  5172.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5173.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5174.         final double dblYieldSpread)
  5175.         throws  java.lang.Exception
  5176.     {
  5177.         if (null != _eosCall || null != _eosPut)
  5178.             throw new java.lang.Exception ("BondComponent::creditBasisFromYieldSpreadToOptimalExercise " +
  5179.                 "=> Cant calc Credit Basis from Yield Spread to optimal exercise for bonds w emb option");

  5181.         return creditBasisFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  5182.             dblYieldSpread);
  5183.     }

  5185.     @Override public double creditBasisFromZSpread (
  5186.         final org.drip.param.valuation.ValuationParams valParams,
  5187.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5188.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5189.         final int iWorkoutDate,
  5190.         final double dblWorkoutFactor,
  5191.         final double dblZSpread)
  5192.         throws java.lang.Exception
  5193.     {
  5194.         return creditBasisFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromZSpread
  5195.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  5196.     }

  5198.     @Override public double creditBasisFromZSpread (
  5199.         final org.drip.param.valuation.ValuationParams valParams,
  5200.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5201.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5202.         final double dblZSpread)
  5203.         throws java.lang.Exception
  5204.     {
  5205.         return creditBasisFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  5206.     }

  5208.     @Override public double creditBasisFromZSpreadToOptimalExercise (
  5209.         final org.drip.param.valuation.ValuationParams valParams,
  5210.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5211.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5212.         final double dblZSpread)
  5213.         throws java.lang.Exception
  5214.     {
  5215.         if (null != _eosCall || null != _eosPut)
  5216.             throw new java.lang.Exception ("BondComponent::creditBasisFromZSpreadToOptimalExercise => " +
  5217.                 "Cant calc Credit Basis from Z Spread to optimal exercise for bonds w emb option");

  5219.         return creditBasisFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  5220.     }

  5222.     @Override public double discountMarginFromASW (
  5223.         final org.drip.param.valuation.ValuationParams valParams,
  5224.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5225.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5226.         final int iWorkoutDate,
  5227.         final double dblWorkoutFactor,
  5228.         final double dblASW)
  5229.         throws java.lang.Exception
  5230.     {
  5231.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromASW
  5232.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  5233.     }

  5235.     @Override public double discountMarginFromASW (
  5236.         final org.drip.param.valuation.ValuationParams valParams,
  5237.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5238.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5239.         final double dblASW)
  5240.         throws java.lang.Exception
  5241.     {
  5242.         return discountMarginFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  5243.     }

  5245.     @Override public double discountMarginFromASWToOptimalExercise (
  5246.         final org.drip.param.valuation.ValuationParams valParams,
  5247.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5248.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5249.         final double dblASW)
  5250.         throws java.lang.Exception
  5251.     {
  5252.         if (null != _eosCall || null != _eosPut)
  5253.             throw new java.lang.Exception ("BondComponent::discountMarginFromASWToOptimalExercise => " +
  5254.                 "Cant calc Discount Margin from ASW to optimal exercise for bonds w emb option");

  5256.         return discountMarginFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  5257.     }

  5259.     @Override public double discountMarginFromBondBasis (
  5260.         final org.drip.param.valuation.ValuationParams valParams,
  5261.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5262.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5263.         final int iWorkoutDate,
  5264.         final double dblWorkoutFactor,
  5265.         final double dblBondBasis)
  5266.         throws java.lang.Exception
  5267.     {
  5268.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5269.             yieldFromBondBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  5270.     }

  5272.     @Override public double discountMarginFromBondBasis (
  5273.         final org.drip.param.valuation.ValuationParams valParams,
  5274.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5275.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5276.         final double dblBondBasis)
  5277.         throws java.lang.Exception
  5278.     {
  5279.         return discountMarginFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  5280.     }

  5282.     @Override public double discountMarginFromBondBasisToOptimalExercise (
  5283.         final org.drip.param.valuation.ValuationParams valParams,
  5284.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5285.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5286.         final double dblBondBasis)
  5287.         throws java.lang.Exception
  5288.     {
  5289.         if (null != _eosCall || null != _eosPut)
  5290.             throw new java.lang.Exception ("BondComponent::discountMarginFromBondBasisToOptimalExercise " +
  5291.                 "=> Cant calc Discount Margin from Bond Basis to optimal exercise for bonds w emb option");

  5293.         return discountMarginFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  5294.     }

  5296.     @Override public double discountMarginFromCreditBasis (
  5297.         final org.drip.param.valuation.ValuationParams valParams,
  5298.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5299.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5300.         final int iWorkoutDate,
  5301.         final double dblWorkoutFactor,
  5302.         final double dblCreditBasis)
  5303.         throws java.lang.Exception
  5304.     {
  5305.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5306.             yieldFromCreditBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  5307.     }

  5309.     @Override public double discountMarginFromCreditBasis (
  5310.         final org.drip.param.valuation.ValuationParams valParams,
  5311.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5312.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5313.         final double dblCreditBasis)
  5314.         throws java.lang.Exception
  5315.     {
  5316.         return discountMarginFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  5317.             dblCreditBasis);
  5318.     }

  5320.     @Override public double discountMarginFromCreditBasisToOptimalExercise (
  5321.         final org.drip.param.valuation.ValuationParams valParams,
  5322.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5323.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5324.         final double dblCreditBasis)
  5325.         throws java.lang.Exception
  5326.     {
  5327.         if (null != _eosCall || null != _eosPut)
  5328.             throw new java.lang.Exception
  5329.                 ("BondComponent::discountMarginFromCreditBasisToOptimalExercise => " +
  5330.                     "Cant calc Discount Margin from Crdit Basis to optimal exercise for bonds w emb option");

  5332.         return discountMarginFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  5333.             dblCreditBasis);
  5334.     }

  5336.     @Override public double discountMarginFromESpread (
  5337.         final org.drip.param.valuation.ValuationParams valParams,
  5338.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5339.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5340.         final int iWorkoutDate,
  5341.         final double dblWorkoutFactor,
  5342.         final double dblESpread)
  5343.         throws java.lang.Exception
  5344.     {
  5345.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5346.             yieldFromESpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  5347.     }

  5349.     @Override public double discountMarginFromESpread (
  5350.         final org.drip.param.valuation.ValuationParams valParams,
  5351.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5352.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5353.         final double dblESpread)
  5354.         throws java.lang.Exception
  5355.     {
  5356.         return discountMarginFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  5357.     }

  5359.     @Override public double discountMarginFromESpreadToOptimalExercise (
  5360.         final org.drip.param.valuation.ValuationParams valParams,
  5361.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5362.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5363.         final double dblESpread)
  5364.         throws java.lang.Exception
  5365.     {
  5366.         if (null != _eosCall || null != _eosPut)
  5367.             throw new java.lang.Exception ("BondComponent::discountMarginFromESpreadToOptimalExercise =>" +
  5368.                 " => Cant calc Discount Margin from E Spread to optimal exercise for bonds w emb option");

  5370.         return discountMarginFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  5371.     }

  5373.     @Override public double discountMarginFromGSpread (
  5374.         final org.drip.param.valuation.ValuationParams valParams,
  5375.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5376.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5377.         final int iWorkoutDate,
  5378.         final double dblWorkoutFactor,
  5379.         final double dblGSpread)
  5380.         throws java.lang.Exception
  5381.     {
  5382.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5383.             yieldFromGSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  5384.     }

  5386.     @Override public double discountMarginFromGSpread (
  5387.         final org.drip.param.valuation.ValuationParams valParams,
  5388.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5389.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5390.         final double dblGSpread)
  5391.         throws java.lang.Exception
  5392.     {
  5393.         return discountMarginFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  5394.     }

  5396.     @Override public double discountMarginFromGSpreadToOptimalExercise (
  5397.         final org.drip.param.valuation.ValuationParams valParams,
  5398.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5399.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5400.         final double dblGSpread)
  5401.         throws java.lang.Exception
  5402.     {
  5403.         if (null != _eosCall || null != _eosPut)
  5404.             throw new java.lang.Exception ("BondComponent::discountMarginFromGSpreadToOptimalExercise =>" +
  5405.                 " => Cant calc Discount Margin from G Spread to optimal exercise for bonds w emb option");

  5407.         return discountMarginFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  5408.     }

  5410.     @Override public double discountMarginFromISpread (
  5411.         final org.drip.param.valuation.ValuationParams valParams,
  5412.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5413.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5414.         final int iWorkoutDate,
  5415.         final double dblWorkoutFactor,
  5416.         final double dblISpread)
  5417.         throws java.lang.Exception
  5418.     {
  5419.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5420.             yieldFromISpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  5421.     }

  5423.     @Override public double discountMarginFromISpread (
  5424.         final org.drip.param.valuation.ValuationParams valParams,
  5425.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5426.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5427.         final double dblISpread)
  5428.         throws java.lang.Exception
  5429.     {
  5430.         return discountMarginFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  5431.     }

  5433.     @Override public double discountMarginFromISpreadToOptimalExercise (
  5434.         final org.drip.param.valuation.ValuationParams valParams,
  5435.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5436.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5437.         final double dblISpread)
  5438.         throws java.lang.Exception
  5439.     {
  5440.         if (null != _eosCall || null != _eosPut)
  5441.             throw new java.lang.Exception ("BondComponent::discountMarginFromISpreadToOptimalExercise " +
  5442.                 "=> Cant calc Discount Margin from I Spread to optimal exercise for bonds w emb option");

  5444.         return discountMarginFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  5445.     }

  5447.     @Override public double discountMarginFromJSpread (
  5448.         final org.drip.param.valuation.ValuationParams valParams,
  5449.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5450.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5451.         final int iWorkoutDate,
  5452.         final double dblWorkoutFactor,
  5453.         final double dblJSpread)
  5454.         throws java.lang.Exception
  5455.     {
  5456.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5457.             yieldFromJSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  5458.     }

  5460.     @Override public double discountMarginFromJSpread (
  5461.         final org.drip.param.valuation.ValuationParams valParams,
  5462.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5463.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5464.         final double dblJSpread)
  5465.         throws java.lang.Exception
  5466.     {
  5467.         return discountMarginFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  5468.     }

  5470.     @Override public double discountMarginFromJSpreadToOptimalExercise (
  5471.         final org.drip.param.valuation.ValuationParams valParams,
  5472.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5473.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5474.         final double dblJSpread)
  5475.         throws java.lang.Exception
  5476.     {
  5477.         if (null != _eosCall || null != _eosPut)
  5478.             throw new java.lang.Exception ("BondComponent::discountMarginFromJSpreadToOptimalExercise " +
  5479.                 "=> Cant calc Discount Margin from J Spread to optimal exercise for bonds w emb option");

  5481.         return discountMarginFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  5482.     }

  5484.     @Override public double discountMarginFromNSpread (
  5485.         final org.drip.param.valuation.ValuationParams valParams,
  5486.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5487.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5488.         final int iWorkoutDate,
  5489.         final double dblWorkoutFactor,
  5490.         final double dblNSpread)
  5491.         throws java.lang.Exception
  5492.     {
  5493.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5494.             yieldFromNSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  5495.     }

  5497.     @Override public double discountMarginFromNSpread (
  5498.         final org.drip.param.valuation.ValuationParams valParams,
  5499.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5500.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5501.         final double dblNSpread)
  5502.         throws java.lang.Exception
  5503.     {
  5504.         return discountMarginFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  5505.     }

  5507.     @Override public double discountMarginFromNSpreadToOptimalExercise (
  5508.         final org.drip.param.valuation.ValuationParams valParams,
  5509.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5510.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5511.         final double dblNSpread)
  5512.         throws java.lang.Exception
  5513.     {
  5514.         if (null != _eosCall || null != _eosPut)
  5515.             throw new java.lang.Exception ("BondComponent::discountMarginFromNSpreadToOptimalExercise " +
  5516.                 "=> Cant calc Discount Margin from N Spread to optimal exercise for bonds w emb option");

  5518.         return discountMarginFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  5519.     }

  5521.     @Override public double discountMarginFromOAS (
  5522.         final org.drip.param.valuation.ValuationParams valParams,
  5523.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5524.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5525.         final int iWorkoutDate,
  5526.         final double dblWorkoutFactor,
  5527.         final double dblOAS)
  5528.         throws java.lang.Exception
  5529.     {
  5530.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromOAS
  5531.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  5532.     }

  5534.     @Override public double discountMarginFromOAS (
  5535.         final org.drip.param.valuation.ValuationParams valParams,
  5536.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5537.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5538.         final double dblOAS)
  5539.         throws java.lang.Exception
  5540.     {
  5541.         return discountMarginFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  5542.     }

  5544.     @Override public double discountMarginFromOASToOptimalExercise (
  5545.         final org.drip.param.valuation.ValuationParams valParams,
  5546.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5547.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5548.         final double dblOAS)
  5549.         throws java.lang.Exception
  5550.     {
  5551.         if (null != _eosCall || null != _eosPut)
  5552.             throw new java.lang.Exception ("BondComponent::calcDiscountMarginFromOASToOptimalExercise => " +
  5553.                 "Cant calc Discount Margin from OAS to optimal exercise for bonds w emb option");

  5555.         return discountMarginFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  5556.     }

  5558.     @Override public double discountMarginFromPECS (
  5559.         final org.drip.param.valuation.ValuationParams valParams,
  5560.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5561.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5562.         final int iWorkoutDate,
  5563.         final double dblWorkoutFactor,
  5564.         final double dblPECS)
  5565.         throws java.lang.Exception
  5566.     {
  5567.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPECS
  5568.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  5569.     }

  5571.     @Override public double discountMarginFromPECS (
  5572.         final org.drip.param.valuation.ValuationParams valParams,
  5573.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5574.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5575.         final double dblPECS)
  5576.         throws java.lang.Exception
  5577.     {
  5578.         return discountMarginFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  5579.     }

  5581.     @Override public double discountMarginFromPECSToOptimalExercise (
  5582.         final org.drip.param.valuation.ValuationParams valParams,
  5583.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5584.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5585.         final double dblPECS)
  5586.         throws java.lang.Exception
  5587.     {
  5588.         if (null != _eosCall || null != _eosPut)
  5589.             throw new java.lang.Exception ("BondComponent::discountMarginFromPECSToOptimalExercise => " +
  5590.                 "Cant calc Discount Margin from PECS to optimal exercise for bonds w emb option");

  5592.         return discountMarginFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  5593.     }

  5595.     @Override public double discountMarginFromPrice (
  5596.         final org.drip.param.valuation.ValuationParams valParams,
  5597.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5598.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5599.         final int iWorkoutDate,
  5600.         final double dblWorkoutFactor,
  5601.         final double dblPrice)
  5602.         throws java.lang.Exception
  5603.     {
  5604.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5605.             yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice));
  5606.     }

  5608.     @Override public double discountMarginFromPrice (
  5609.         final org.drip.param.valuation.ValuationParams valParams,
  5610.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5611.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5612.         final double dblPrice)
  5613.         throws java.lang.Exception
  5614.     {
  5615.         return discountMarginFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  5616.     }

  5618.     @Override public double discountMarginFromPriceToOptimalExercise (
  5619.         final org.drip.param.valuation.ValuationParams valParams,
  5620.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5621.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5622.         final double dblPrice)
  5623.         throws java.lang.Exception
  5624.     {
  5625.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  5627.         if (null == wi)
  5628.             throw new java.lang.Exception
  5629.                 ("BondComponent::discountMarginFromPriceToOptimalExercise => Can't do Work-out");

  5631.         return discountMarginFromYield (valParams, csqc, vcp, wi.date(), wi.factor(), wi.yield());
  5632.     }

  5634.     @Override public double discountMarginFromTSYSpread (
  5635.         final org.drip.param.valuation.ValuationParams valParams,
  5636.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5637.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5638.         final int iWorkoutDate,
  5639.         final double dblWorkoutFactor,
  5640.         final double dblTSYSpread)
  5641.         throws java.lang.Exception
  5642.     {
  5643.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5644.             yieldFromTSYSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  5645.     }

  5647.     @Override public double discountMarginFromTSYSpread (
  5648.         final org.drip.param.valuation.ValuationParams valParams,
  5649.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5650.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5651.         final double dblTSYSpread)
  5652.         throws java.lang.Exception
  5653.     {
  5654.         return discountMarginFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  5655.     }

  5657.     @Override public double discountMarginFromTSYSpreadToOptimalExercise (
  5658.         final org.drip.param.valuation.ValuationParams valParams,
  5659.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5660.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5661.         final double dblTSYSpread)
  5662.         throws java.lang.Exception
  5663.     {
  5664.         if (null != _eosCall || null != _eosPut)
  5665.             throw new java.lang.Exception ("BondComponent::discountMarginFromTSYSpreadToOptimalExercise " +
  5666.                 "=> Cant calc Discount Margin from TSY Spread to optimal exercise for bonds w emb option");

  5668.         return discountMarginFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  5669.     }

  5671.     @Override public double discountMarginFromYield (
  5672.         final org.drip.param.valuation.ValuationParams valParams,
  5673.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5674.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5675.         final int iWorkoutDate,
  5676.         final double dblWorkoutFactor,
  5677.         final double dblYield)
  5678.         throws java.lang.Exception
  5679.     {
  5680.         if (null == valParams || null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblYield))
  5681.             throw new java.lang.Exception ("BondComponent::discountMarginFromYield => Invalid inputs");

  5683.         org.drip.state.discount.MergedDiscountForwardCurve dcFunding = csqc.fundingState (fundingLabel());

  5685.         if (null == dcFunding)
  5686.             throw new java.lang.Exception ("BondComponent::discountMarginFromYield => Invalid inputs");

  5688.         int iValueDate = valParams.valueDate();

  5690.         int iFreq = freq();

  5692.         org.drip.analytics.cashflow.CompositePeriod cp = currentPeriod (iValueDate);

  5694.         if (null == cp)
  5695.             throw new java.lang.Exception ("BondComponent::discountMarginFromYield => Invalid inputs");

  5697.         return null == _floaterSetting || !(cp instanceof
  5698.             org.drip.analytics.cashflow.CompositeFloatingPeriod) ? dblYield - dcFunding.libor (iValueDate,
  5699.                 ((int) (12. / (0 == iFreq ? 2 : iFreq))) + "M") : dblYield - indexRate (iValueDate, csqc,
  5700.                     (org.drip.analytics.cashflow.CompositeFloatingPeriod) cp);
  5701.     }

  5703.     @Override public double discountMarginFromYield (
  5704.         final org.drip.param.valuation.ValuationParams valParams,
  5705.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5706.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5707.         final double dblYield)
  5708.         throws java.lang.Exception
  5709.     {
  5710.         return discountMarginFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  5711.     }

  5713.     @Override public double discountMarginFromYieldToOptimalExercise (
  5714.         final org.drip.param.valuation.ValuationParams valParams,
  5715.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5716.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5717.         final double dblYield)
  5718.         throws java.lang.Exception
  5719.     {
  5720.         if (null != _eosCall || null != _eosPut)
  5721.             throw new java.lang.Exception ("BondComponent::discountMarginFromYieldToOptimalExercise =>" +
  5722.                 " Cant calc Discount Margin from Yield to optimal exercise for bonds w emb option");

  5724.         return discountMarginFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  5725.     }

  5727.     @Override public double discountMarginFromYieldSpread (
  5728.         final org.drip.param.valuation.ValuationParams valParams,
  5729.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5730.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5731.         final int iWorkoutDate,
  5732.         final double dblWorkoutFactor,
  5733.         final double dblYieldSpread)
  5734.         throws java.lang.Exception
  5735.     {
  5736.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5737.             yieldFromYieldSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  5738.     }

  5740.     @Override public double discountMarginFromYieldSpread (
  5741.         final org.drip.param.valuation.ValuationParams valParams,
  5742.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5743.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5744.         final double dblYieldSpread)
  5745.         throws java.lang.Exception
  5746.     {
  5747.         return discountMarginFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  5748.             dblYieldSpread);
  5749.     }

  5751.     @Override public double discountMarginFromYieldSpreadToOptimalExercise (
  5752.         final org.drip.param.valuation.ValuationParams valParams,
  5753.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5754.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5755.         final double dblYieldSpread)
  5756.         throws java.lang.Exception
  5757.     {
  5758.         if (null != _eosCall || null != _eosPut)
  5759.             throw new java.lang.Exception
  5760.                 ("BondComponent::discountMarginFromYieldSpreadToOptimalExercise => " +
  5761.                     "Cant calc Discount Margin from Yield Sprd to optimal exercise for bonds w emb option");

  5763.         return discountMarginFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  5764.             dblYieldSpread);
  5765.     }

  5767.     @Override public double discountMarginFromZSpread (
  5768.         final org.drip.param.valuation.ValuationParams valParams,
  5769.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5770.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5771.         final int iWorkoutDate,
  5772.         final double dblWorkoutFactor,
  5773.         final double dblZSpread)
  5774.         throws java.lang.Exception
  5775.     {
  5776.         return discountMarginFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5777.             yieldFromZSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  5778.     }

  5780.     @Override public double discountMarginFromZSpread (
  5781.         final org.drip.param.valuation.ValuationParams valParams,
  5782.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5783.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5784.         final double dblZSpread)
  5785.         throws java.lang.Exception
  5786.     {
  5787.         return discountMarginFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  5788.     }

  5790.     @Override public double discountMarginFromZSpreadToOptimalExercise (
  5791.         final org.drip.param.valuation.ValuationParams valParams,
  5792.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5793.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5794.         final double dblZSpread)
  5795.         throws java.lang.Exception
  5796.     {
  5797.         if (null != _eosCall || null != _eosPut)
  5798.             throw new java.lang.Exception ("BondComponent::discountMarginFromZSpreadToOptimalExercise =>" +
  5799.                 " Cant calc Discount Margin from Z Spread to optimal exercise for bonds w emb option");

  5801.         return discountMarginFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  5802.     }

  5804.     @Override public double durationFromASW (
  5805.         final org.drip.param.valuation.ValuationParams valParams,
  5806.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5807.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5808.         final int iWorkoutDate,
  5809.         final double dblWorkoutFactor,
  5810.         final double dblASW)
  5811.         throws java.lang.Exception
  5812.     {
  5813.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromASW
  5814.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  5815.     }

  5817.     @Override public double durationFromASW (
  5818.         final org.drip.param.valuation.ValuationParams valParams,
  5819.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5820.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5821.         final double dblASW)
  5822.         throws java.lang.Exception
  5823.     {
  5824.         return durationFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  5825.     }

  5827.     @Override public double durationFromASWToOptimalExercise (
  5828.         final org.drip.param.valuation.ValuationParams valParams,
  5829.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5830.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5831.         final double dblASW)
  5832.         throws java.lang.Exception
  5833.     {
  5834.         if (null != _eosCall || null != _eosPut)
  5835.             throw new java.lang.Exception ("BondComponent::durationFromASWToOptimalExercise => " +
  5836.                 "Cant calc Duration from ASW to optimal exercise for bonds w emb option");

  5838.         return durationFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  5839.     }

  5841.     @Override public double durationFromBondBasis (
  5842.         final org.drip.param.valuation.ValuationParams valParams,
  5843.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5844.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5845.         final int iWorkoutDate,
  5846.         final double dblWorkoutFactor,
  5847.         final double dblBondBasis)
  5848.         throws java.lang.Exception
  5849.     {
  5850.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromBondBasis
  5851.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  5852.     }

  5854.     @Override public double durationFromBondBasis (
  5855.         final org.drip.param.valuation.ValuationParams valParams,
  5856.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5857.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5858.         final double dblBondBasis)
  5859.         throws java.lang.Exception
  5860.     {
  5861.         return durationFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  5862.     }

  5864.     @Override public double durationFromBondBasisToOptimalExercise (
  5865.         final org.drip.param.valuation.ValuationParams valParams,
  5866.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5867.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5868.         final double dblBondBasis)
  5869.         throws java.lang.Exception
  5870.     {
  5871.         if (null != _eosCall || null != _eosPut)
  5872.             throw new java.lang.Exception ("BondComponent::durationFromBondBasisToOptimalExercise => " +
  5873.                 "Cant calc Duration from Bond Basis to optimal exercise for bonds w emb option");

  5875.         return durationFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  5876.     }

  5878.     @Override public double durationFromCreditBasis (
  5879.         final org.drip.param.valuation.ValuationParams valParams,
  5880.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5881.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5882.         final int iWorkoutDate,
  5883.         final double dblWorkoutFactor,
  5884.         final double dblCreditBasis)
  5885.         throws java.lang.Exception
  5886.     {
  5887.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5888.             priceFromCreditBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  5889.     }

  5891.     @Override public double durationFromCreditBasis (
  5892.         final org.drip.param.valuation.ValuationParams valParams,
  5893.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5894.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5895.         final double dblCreditBasis)
  5896.         throws java.lang.Exception
  5897.     {
  5898.         return durationFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  5899.     }

  5901.     @Override public double durationFromCreditBasisToOptimalExercise (
  5902.         final org.drip.param.valuation.ValuationParams valParams,
  5903.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5904.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5905.         final double dblCreditBasis)
  5906.         throws java.lang.Exception
  5907.     {
  5908.         if (null != _eosCall || null != _eosPut)
  5909.             throw new java.lang.Exception ("BondComponent::durationFromCreditBasisToOptimalExercise => " +
  5910.                 "Cant calc Duration from Credit Basis to optimal exercise for bonds w emb option");

  5912.         return durationFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  5913.     }

  5915.     @Override public double durationFromDiscountMargin (
  5916.         final org.drip.param.valuation.ValuationParams valParams,
  5917.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5918.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5919.         final int iWorkoutDate,
  5920.         final double dblWorkoutFactor,
  5921.         final double dblDiscountMargin)
  5922.         throws java.lang.Exception
  5923.     {
  5924.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5925.             priceFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  5926.                 dblDiscountMargin));
  5927.     }

  5929.     @Override public double durationFromDiscountMargin (
  5930.         final org.drip.param.valuation.ValuationParams valParams,
  5931.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5932.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5933.         final double dblDiscountMargin)
  5934.         throws java.lang.Exception
  5935.     {
  5936.         return durationFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  5937.             dblDiscountMargin);
  5938.     }

  5940.     @Override public double durationFromDiscountMarginToOptimalExercise (
  5941.         final org.drip.param.valuation.ValuationParams valParams,
  5942.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5943.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5944.         final double dblDiscountMargin)
  5945.         throws java.lang.Exception
  5946.     {
  5947.         if (null != _eosCall || null != _eosPut)
  5948.             throw new java.lang.Exception ("BondComponent::durationFromDiscountMarginToOptimalExercise " +
  5949.                 "=> Cant calc Duration from Discount Margin to optimal exercise for bonds w emb option");

  5951.         return durationFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  5952.             dblDiscountMargin);
  5953.     }

  5955.     @Override public double durationFromESpread (
  5956.         final org.drip.param.valuation.ValuationParams valParams,
  5957.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5958.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5959.         final int iWorkoutDate,
  5960.         final double dblWorkoutFactor,
  5961.         final double dblESpread)
  5962.         throws java.lang.Exception
  5963.     {
  5964.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromESpread
  5965.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  5966.     }

  5968.     @Override public double durationFromESpread (
  5969.         final org.drip.param.valuation.ValuationParams valParams,
  5970.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5971.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5972.         final double dblESpread)
  5973.         throws java.lang.Exception
  5974.     {
  5975.         return durationFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  5976.     }

  5978.     @Override public double durationFromESpreadToOptimalExercise (
  5979.         final org.drip.param.valuation.ValuationParams valParams,
  5980.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5981.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5982.         final double dblESpread)
  5983.         throws java.lang.Exception
  5984.     {
  5985.         if (null != _eosCall || null != _eosPut)
  5986.             throw new java.lang.Exception ("BondComponent::durationFromESpreadToOptimalExercise => " +
  5987.                 "Cant calc Duration from E Spread to optimal exercise for bonds w emb option");

  5989.         return durationFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  5990.     }

  5992.     @Override public double durationFromGSpread (
  5993.         final org.drip.param.valuation.ValuationParams valParams,
  5994.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  5995.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  5996.         final int iWorkoutDate,
  5997.         final double dblWorkoutFactor,
  5998.         final double dblGSpread)
  5999.         throws java.lang.Exception
  6000.     {
  6001.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromGSpread
  6002.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  6003.     }

  6005.     @Override public double durationFromGSpread (
  6006.         final org.drip.param.valuation.ValuationParams valParams,
  6007.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6008.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6009.         final double dblGSpread)
  6010.         throws java.lang.Exception
  6011.     {
  6012.         return durationFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  6013.     }

  6015.     @Override public double durationFromGSpreadToOptimalExercise (
  6016.         final org.drip.param.valuation.ValuationParams valParams,
  6017.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6018.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6019.         final double dblGSpread)
  6020.         throws java.lang.Exception
  6021.     {
  6022.         if (null != _eosCall || null != _eosPut)
  6023.             throw new java.lang.Exception ("BondComponent::durationFromGSpreadToOptimalExercise => " +
  6024.                 "Cant calc Duration from G Spread to optimal exercise for bonds w emb option");

  6026.         return durationFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  6027.     }

  6029.     @Override public double durationFromISpread (
  6030.         final org.drip.param.valuation.ValuationParams valParams,
  6031.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6032.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6033.         final int iWorkoutDate,
  6034.         final double dblWorkoutFactor,
  6035.         final double dblISpread)
  6036.         throws java.lang.Exception
  6037.     {
  6038.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromISpread
  6039.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  6040.     }

  6042.     @Override public double durationFromISpread (
  6043.         final org.drip.param.valuation.ValuationParams valParams,
  6044.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6045.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6046.         final double dblISpread)
  6047.         throws java.lang.Exception
  6048.     {
  6049.         return durationFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  6050.     }

  6052.     @Override public double durationFromISpreadToOptimalExercise (
  6053.         final org.drip.param.valuation.ValuationParams valParams,
  6054.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6055.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6056.         final double dblISpread)
  6057.         throws java.lang.Exception
  6058.     {
  6059.         if (null != _eosCall || null != _eosPut)
  6060.             throw new java.lang.Exception ("BondComponent::durationFromISpreadToOptimalExercise => " +
  6061.                 "Cant calc Duration from I Spread to optimal exercise for bonds w emb option");

  6063.         return durationFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  6064.     }

  6066.     @Override public double durationFromJSpread (
  6067.         final org.drip.param.valuation.ValuationParams valParams,
  6068.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6069.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6070.         final int iWorkoutDate,
  6071.         final double dblWorkoutFactor,
  6072.         final double dblJSpread)
  6073.         throws java.lang.Exception
  6074.     {
  6075.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromJSpread
  6076.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  6077.     }

  6079.     @Override public double durationFromJSpread (
  6080.         final org.drip.param.valuation.ValuationParams valParams,
  6081.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6082.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6083.         final double dblJSpread)
  6084.         throws java.lang.Exception
  6085.     {
  6086.         return durationFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  6087.     }

  6089.     @Override public double durationFromJSpreadToOptimalExercise (
  6090.         final org.drip.param.valuation.ValuationParams valParams,
  6091.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6092.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6093.         final double dblJSpread)
  6094.         throws java.lang.Exception
  6095.     {
  6096.         if (null != _eosCall || null != _eosPut)
  6097.             throw new java.lang.Exception ("BondComponent::durationFromJSpreadToOptimalExercise => " +
  6098.                 "Cant calc Duration from J Spread to optimal exercise for bonds w emb option");

  6100.         return durationFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  6101.     }

  6103.     @Override public double durationFromNSpread (
  6104.         final org.drip.param.valuation.ValuationParams valParams,
  6105.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6106.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6107.         final int iWorkoutDate,
  6108.         final double dblWorkoutFactor,
  6109.         final double dblNSpread)
  6110.         throws java.lang.Exception
  6111.     {
  6112.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromNSpread
  6113.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  6114.     }

  6116.     @Override public double durationFromNSpread (
  6117.         final org.drip.param.valuation.ValuationParams valParams,
  6118.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6119.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6120.         final double dblNSpread)
  6121.         throws java.lang.Exception
  6122.     {
  6123.         return durationFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  6124.     }

  6126.     @Override public double durationFromNSpreadToOptimalExercise (
  6127.         final org.drip.param.valuation.ValuationParams valParams,
  6128.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6129.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6130.         final double dblNSpread)
  6131.         throws java.lang.Exception
  6132.     {
  6133.         if (null != _eosCall || null != _eosPut)
  6134.             throw new java.lang.Exception ("BondComponent::durationFromNSpreadToOptimalExercise => " +
  6135.                 "Cant calc Duration from N Spread to optimal exercise for bonds w emb option");

  6137.         return durationFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  6138.     }

  6140.     @Override public double durationFromOAS (
  6141.         final org.drip.param.valuation.ValuationParams valParams,
  6142.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6143.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6144.         final int iWorkoutDate,
  6145.         final double dblWorkoutFactor,
  6146.         final double dblOAS)
  6147.         throws java.lang.Exception
  6148.     {
  6149.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromOAS
  6150.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  6151.     }

  6153.     @Override public double durationFromOAS (
  6154.         final org.drip.param.valuation.ValuationParams valParams,
  6155.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6156.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6157.         final double dblOAS)
  6158.         throws java.lang.Exception
  6159.     {
  6160.         return durationFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  6161.     }

  6163.     @Override public double durationFromOASToOptimalExercise (
  6164.         final org.drip.param.valuation.ValuationParams valParams,
  6165.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6166.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6167.         final double dblOAS)
  6168.         throws java.lang.Exception
  6169.     {
  6170.         if (null != _eosCall || null != _eosPut)
  6171.             throw new java.lang.Exception ("BondComponent::durationFromOASToOptimalExercise => " +
  6172.                 "Cant calc Duration from OAS to optimal exercise for bonds w emb option");

  6174.         return durationFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  6175.     }

  6177.     @Override public double durationFromPECS (
  6178.         final org.drip.param.valuation.ValuationParams valParams,
  6179.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6180.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6181.         final int iWorkoutDate,
  6182.         final double dblWorkoutFactor,
  6183.         final double dblPECS)
  6184.         throws java.lang.Exception
  6185.     {
  6186.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromPECS
  6187.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  6188.     }

  6190.     @Override public double durationFromPECS (
  6191.         final org.drip.param.valuation.ValuationParams valParams,
  6192.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6193.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6194.         final double dblPECS)
  6195.         throws java.lang.Exception
  6196.     {
  6197.         return durationFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  6198.     }

  6200.     @Override public double durationFromPECSToOptimalExercise (
  6201.         final org.drip.param.valuation.ValuationParams valParams,
  6202.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6203.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6204.         final double dblPECS)
  6205.         throws java.lang.Exception
  6206.     {
  6207.         if (null != _eosCall || null != _eosPut)
  6208.             throw new java.lang.Exception ("BondComponent::durationFromPECSToOptimalExercise => " +
  6209.                 "Cant calc Duration from PECS to optimal exercise for bonds w emb option");

  6211.         return durationFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  6212.     }

  6214.     @Override public double durationFromPrice (
  6215.         final org.drip.param.valuation.ValuationParams valParams,
  6216.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6217.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6218.         final int iWorkoutDate,
  6219.         final double dblWorkoutFactor,
  6220.         final double dblPrice)
  6221.         throws java.lang.Exception
  6222.     {
  6223.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice);
  6224.     }

  6226.     @Override public double durationFromPrice (
  6227.         final org.drip.param.valuation.ValuationParams valParams,
  6228.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6229.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6230.         final double dblPrice)
  6231.         throws java.lang.Exception
  6232.     {
  6233.         return durationFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  6234.     }

  6236.     @Override public double durationFromPriceToOptimalExercise (
  6237.         final org.drip.param.valuation.ValuationParams valParams,
  6238.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6239.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6240.         final double dblPrice)
  6241.         throws java.lang.Exception
  6242.     {
  6243.         if (null != _eosCall || null != _eosPut)
  6244.             throw new java.lang.Exception ("BondComponent::durationFromPriceToOptimalExercise => " +
  6245.                 "Cant calc Duration from Price to optimal exercise for bonds w emb option");

  6247.         return durationFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  6248.     }

  6250.     @Override public double durationFromTSYSpread (
  6251.         final org.drip.param.valuation.ValuationParams valParams,
  6252.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6253.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6254.         final int iWorkoutDate,
  6255.         final double dblWorkoutFactor,
  6256.         final double dblTSYSpread)
  6257.         throws java.lang.Exception
  6258.     {
  6259.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromTSYSpread
  6260.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  6261.     }

  6263.     @Override public double durationFromTSYSpread (
  6264.         final org.drip.param.valuation.ValuationParams valParams,
  6265.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6266.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6267.         final double dblTSYSpread)
  6268.         throws java.lang.Exception
  6269.     {
  6270.         return durationFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  6271.     }

  6273.     @Override public double durationFromTSYSpreadToOptimalExercise (
  6274.         final org.drip.param.valuation.ValuationParams valParams,
  6275.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6276.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6277.         final double dblTSYSpread)
  6278.         throws java.lang.Exception
  6279.     {
  6280.         if (null != _eosCall || null != _eosPut)
  6281.             throw new java.lang.Exception ("BondComponent::durationFromTSYSpreadToOptimalExercise => " +
  6282.                 "Cant calc Duration from TSY Sprd to optimal exercise for bonds w emb option");

  6284.         return durationFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  6285.     }

  6287.     @Override public double durationFromYield (
  6288.         final org.drip.param.valuation.ValuationParams valParams,
  6289.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6290.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6291.         final int iWorkoutDate,
  6292.         final double dblWorkoutFactor,
  6293.         final double dblYield)
  6294.         throws java.lang.Exception
  6295.     {
  6296.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYield
  6297.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield));
  6298.     }

  6300.     @Override public double durationFromYield (
  6301.         final org.drip.param.valuation.ValuationParams valParams,
  6302.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6303.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6304.         final double dblYield)
  6305.         throws java.lang.Exception
  6306.     {
  6307.         return durationFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  6308.     }

  6310.     @Override public double durationFromYieldToOptimalExercise (
  6311.         final org.drip.param.valuation.ValuationParams valParams,
  6312.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6313.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6314.         final double dblYield)
  6315.         throws java.lang.Exception
  6316.     {
  6317.         if (null != _eosCall || null != _eosPut)
  6318.             throw new java.lang.Exception ("BondComponent::durationFromYieldToOptimalExercise => " +
  6319.                 "Cant calc Duration from Yield to optimal exercise for bonds w emb option");

  6321.         return durationFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  6322.     }

  6324.     @Override public double durationFromYieldSpread (
  6325.         final org.drip.param.valuation.ValuationParams valParams,
  6326.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6327.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6328.         final int iWorkoutDate,
  6329.         final double dblWorkoutFactor,
  6330.         final double dblYieldSpread)
  6331.         throws java.lang.Exception
  6332.     {
  6333.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  6334.             priceFromYieldSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  6335.     }

  6337.     @Override public double durationFromYieldSpread (
  6338.         final org.drip.param.valuation.ValuationParams valParams,
  6339.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6340.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6341.         final double dblYieldSpread)
  6342.         throws java.lang.Exception
  6343.     {
  6344.         return durationFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  6345.     }

  6347.     @Override public double durationFromYieldSpreadToOptimalExercise (
  6348.         final org.drip.param.valuation.ValuationParams valParams,
  6349.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6350.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6351.         final double dblYieldSpread)
  6352.         throws java.lang.Exception
  6353.     {
  6354.         if (null != _eosCall || null != _eosPut)
  6355.             throw new java.lang.Exception ("BondComponent::durationFromYieldSpreadToOptimalExercise => " +
  6356.                 "Cant calc Duration from Yield Spread to optimal exercise for bonds w emb option");

  6358.         return durationFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  6359.     }

  6361.     @Override public double durationFromZSpread (
  6362.         final org.drip.param.valuation.ValuationParams valParams,
  6363.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6364.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6365.         final int iWorkoutDate,
  6366.         final double dblWorkoutFactor,
  6367.         final double dblZSpread)
  6368.         throws java.lang.Exception
  6369.     {
  6370.         return durationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromZSpread
  6371.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  6372.     }

  6374.     @Override public double durationFromZSpread (
  6375.         final org.drip.param.valuation.ValuationParams valParams,
  6376.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6377.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6378.         final double dblZSpread)
  6379.         throws java.lang.Exception
  6380.     {
  6381.         return durationFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  6382.     }

  6384.     @Override public double durationFromZSpreadToOptimalExercise (
  6385.         final org.drip.param.valuation.ValuationParams valParams,
  6386.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6387.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6388.         final double dblZSpread)
  6389.         throws java.lang.Exception
  6390.     {
  6391.         if (null != _eosCall || null != _eosPut)
  6392.             throw new java.lang.Exception ("BondComponent::durationFromZSpreadToOptimalExercise => " +
  6393.                 "Cant calc Duration from Z Spread to optimal exercise for bonds w emb option");

  6395.         return durationFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  6396.     }

  6398.     @Override public double eSpreadFromASW (
  6399.         final org.drip.param.valuation.ValuationParams valParams,
  6400.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6401.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6402.         final int iWorkoutDate,
  6403.         final double dblWorkoutFactor,
  6404.         final double dblASW)
  6405.         throws java.lang.Exception
  6406.     {
  6407.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromASW
  6408.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  6409.     }

  6411.     @Override public double eSpreadFromASW (
  6412.         final org.drip.param.valuation.ValuationParams valParams,
  6413.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6414.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6415.         final double dblASW)
  6416.         throws java.lang.Exception
  6417.     {
  6418.         return eSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  6419.     }

  6421.     @Override public double eSpreadFromASWToOptimalExercise (
  6422.         final org.drip.param.valuation.ValuationParams valParams,
  6423.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6424.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6425.         final double dblASW)
  6426.         throws java.lang.Exception
  6427.     {
  6428.         if (null != _eosCall || null != _eosPut)
  6429.             throw new java.lang.Exception ("BondComponent::eSpreadFromASWToOptimalExercise => " +
  6430.                 "Cant calc E Spread from ASW to optimal exercise for bonds w emb option");

  6432.         return eSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  6433.     }

  6435.     @Override public double eSpreadFromBondBasis (
  6436.         final org.drip.param.valuation.ValuationParams valParams,
  6437.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6438.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6439.         final int iWorkoutDate,
  6440.         final double dblWorkoutFactor,
  6441.         final double dblBondBasis)
  6442.         throws java.lang.Exception
  6443.     {
  6444.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromBondBasis
  6445.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  6446.     }

  6448.     @Override public double eSpreadFromBondBasis (
  6449.         final org.drip.param.valuation.ValuationParams valParams,
  6450.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6451.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6452.         final double dblBondBasis)
  6453.         throws java.lang.Exception
  6454.     {
  6455.         return eSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  6456.     }

  6458.     @Override public double eSpreadFromBondBasisToOptimalExercise (
  6459.         final org.drip.param.valuation.ValuationParams valParams,
  6460.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6461.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6462.         final double dblBondBasis)
  6463.         throws java.lang.Exception
  6464.     {
  6465.         if (null != _eosCall || null != _eosPut)
  6466.             throw new java.lang.Exception ("BondComponent::eSpreadFromBondBasisToOptimalExercise => " +
  6467.                 "Cant calc E Spread from Bond Basis to optimal exercise for bonds w emb option");

  6469.         return eSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  6470.     }

  6472.     @Override public double eSpreadFromCreditBasis (
  6473.         final org.drip.param.valuation.ValuationParams valParams,
  6474.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6475.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6476.         final int iWorkoutDate,
  6477.         final double dblWorkoutFactor,
  6478.         final double dblCreditBasis)
  6479.         throws java.lang.Exception
  6480.     {
  6481.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromCreditBasis
  6482.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  6483.     }

  6485.     @Override public double eSpreadFromCreditBasis (
  6486.         final org.drip.param.valuation.ValuationParams valParams,
  6487.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6488.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6489.         final double dblCreditBasis)
  6490.         throws java.lang.Exception
  6491.     {
  6492.         return eSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  6493.     }

  6495.     @Override public double eSpreadFromCreditBasisToOptimalExercise (
  6496.         final org.drip.param.valuation.ValuationParams valParams,
  6497.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6498.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6499.         final double dblCreditBasis)
  6500.         throws java.lang.Exception
  6501.     {
  6502.         if (null != _eosCall || null != _eosPut)
  6503.             throw new java.lang.Exception ("BondComponent::eSpreadFromCreditBasisToOptimalExercise => " +
  6504.                 "Cant calc E Spread from Credit Basis to optimal exercise for bonds w emb option");

  6506.         return eSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  6507.     }

  6509.     @Override public double eSpreadFromDiscountMargin (
  6510.         final org.drip.param.valuation.ValuationParams valParams,
  6511.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6512.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6513.         final int iWorkoutDate,
  6514.         final double dblWorkoutFactor,
  6515.         final double dblDiscountMargin)
  6516.         throws java.lang.Exception
  6517.     {
  6518.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  6519.             priceFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  6520.                 dblDiscountMargin));
  6521.     }

  6523.     @Override public double eSpreadFromDiscountMargin (
  6524.         final org.drip.param.valuation.ValuationParams valParams,
  6525.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6526.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6527.         final double dblDiscountMargin)
  6528.         throws java.lang.Exception
  6529.     {
  6530.         return eSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  6531.             dblDiscountMargin);
  6532.     }

  6534.     @Override public double eSpreadFromDiscountMarginToOptimalExercise (
  6535.         final org.drip.param.valuation.ValuationParams valParams,
  6536.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6537.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6538.         final double dblDiscountMargin)
  6539.         throws java.lang.Exception
  6540.     {
  6541.         if (null != _eosCall || null != _eosPut)
  6542.             throw new java.lang.Exception
  6543.                 ("BondComponent::eSpreadFromDiscountMarginToOptimalExercise => " +
  6544.                     "Cant calc E Spread from Discount Margin to optimal exercise for bonds w emb option");

  6546.         return eSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  6547.             dblDiscountMargin);
  6548.     }

  6550.     @Override public double eSpreadFromGSpread (
  6551.         final org.drip.param.valuation.ValuationParams valParams,
  6552.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6553.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6554.         final int iWorkoutDate,
  6555.         final double dblWorkoutFactor,
  6556.         final double dblGSpread)
  6557.         throws java.lang.Exception
  6558.     {
  6559.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromGSpread
  6560.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  6561.     }

  6563.     @Override public double eSpreadFromGSpread (
  6564.         final org.drip.param.valuation.ValuationParams valParams,
  6565.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6566.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6567.         final double dblGSpread)
  6568.         throws java.lang.Exception
  6569.     {
  6570.         return eSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  6571.     }

  6573.     @Override public double eSpreadFromGSpreadToOptimalExercise (
  6574.         final org.drip.param.valuation.ValuationParams valParams,
  6575.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6576.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6577.         final double dblGSpread)
  6578.         throws java.lang.Exception
  6579.     {
  6580.         if (null != _eosCall || null != _eosPut)
  6581.             throw new java.lang.Exception ("BondComponent::eSpreadFromGSpreadToOptimalExercise => " +
  6582.                 "Cant calc E Spread from G Spread to optimal exercise for bonds w emb option");

  6584.         return eSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  6585.     }

  6587.     @Override public double eSpreadFromISpread (
  6588.         final org.drip.param.valuation.ValuationParams valParams,
  6589.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6590.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6591.         final int iWorkoutDate,
  6592.         final double dblWorkoutFactor,
  6593.         final double dblISpread)
  6594.         throws java.lang.Exception
  6595.     {
  6596.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromISpread
  6597.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  6598.     }

  6600.     @Override public double eSpreadFromISpread (
  6601.         final org.drip.param.valuation.ValuationParams valParams,
  6602.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6603.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6604.         final double dblISpread)
  6605.         throws java.lang.Exception
  6606.     {
  6607.         return eSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  6608.     }

  6610.     @Override public double eSpreadFromISpreadToOptimalExercise (
  6611.         final org.drip.param.valuation.ValuationParams valParams,
  6612.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6613.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6614.         final double dblISpread)
  6615.         throws java.lang.Exception
  6616.     {
  6617.         if (null != _eosCall || null != _eosPut)
  6618.             throw new java.lang.Exception ("BondComponent::eSpreadFromISpreadToOptimalExercise => " +
  6619.                 "Cant calc E Spread from I Spread to optimal exercise for bonds w emb option");

  6621.         return eSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  6622.     }

  6624.     @Override public double eSpreadFromJSpread (
  6625.         final org.drip.param.valuation.ValuationParams valParams,
  6626.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6627.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6628.         final int iWorkoutDate,
  6629.         final double dblWorkoutFactor,
  6630.         final double dblJSpread)
  6631.         throws java.lang.Exception
  6632.     {
  6633.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromJSpread
  6634.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  6635.     }

  6637.     @Override public double eSpreadFromJSpread (
  6638.         final org.drip.param.valuation.ValuationParams valParams,
  6639.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6640.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6641.         final double dblJSpread)
  6642.         throws java.lang.Exception
  6643.     {
  6644.         return eSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  6645.     }

  6647.     @Override public double eSpreadFromJSpreadToOptimalExercise (
  6648.         final org.drip.param.valuation.ValuationParams valParams,
  6649.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6650.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6651.         final double dblJSpread)
  6652.         throws java.lang.Exception
  6653.     {
  6654.         if (null != _eosCall || null != _eosPut)
  6655.             throw new java.lang.Exception ("BondComponent::eSpreadFromJSpreadToOptimalExercise => " +
  6656.                 "Cant calc E Spread from J Spread to optimal exercise for bonds w emb option");

  6658.         return eSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  6659.     }

  6661.     @Override public double eSpreadFromNSpread (
  6662.         final org.drip.param.valuation.ValuationParams valParams,
  6663.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6664.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6665.         final int iWorkoutDate,
  6666.         final double dblWorkoutFactor,
  6667.         final double dblNSpread)
  6668.         throws java.lang.Exception
  6669.     {
  6670.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromNSpread
  6671.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  6672.     }

  6674.     @Override public double eSpreadFromNSpread (
  6675.         final org.drip.param.valuation.ValuationParams valParams,
  6676.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6677.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6678.         final double dblNSpread)
  6679.         throws java.lang.Exception
  6680.     {
  6681.         return eSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  6682.     }

  6684.     @Override public double eSpreadFromNSpreadToOptimalExercise (
  6685.         final org.drip.param.valuation.ValuationParams valParams,
  6686.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6687.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6688.         final double dblNSpread)
  6689.         throws java.lang.Exception
  6690.     {
  6691.         if (null != _eosCall || null != _eosPut)
  6692.             throw new java.lang.Exception ("BondComponent::eSpreadFromNSpreadToOptimalExercise => " +
  6693.                 "Cant calc E Spread from N Spread to optimal exercise for bonds w emb option");

  6695.         return eSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  6696.     }

  6698.     @Override public double eSpreadFromOAS (
  6699.         final org.drip.param.valuation.ValuationParams valParams,
  6700.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6701.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6702.         final int iWorkoutDate,
  6703.         final double dblWorkoutFactor,
  6704.         final double dblOAS)
  6705.         throws java.lang.Exception
  6706.     {
  6707.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromOAS
  6708.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  6709.     }

  6711.     @Override public double eSpreadFromOAS (
  6712.         final org.drip.param.valuation.ValuationParams valParams,
  6713.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6714.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6715.         final double dblOAS)
  6716.         throws java.lang.Exception
  6717.     {
  6718.         return eSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  6719.     }

  6721.     @Override public double eSpreadFromOASToOptimalExercise (
  6722.         final org.drip.param.valuation.ValuationParams valParams,
  6723.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6724.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6725.         final double dblOAS)
  6726.         throws java.lang.Exception
  6727.     {
  6728.         if (null != _eosCall || null != _eosPut)
  6729.             throw new java.lang.Exception ("BondComponent::eSpreadFromOASToOptimalExercise => " +
  6730.                 "Cant calc E Spread from OAS to optimal exercise for bonds w emb option");

  6732.         return eSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  6733.     }

  6735.     @Override public double eSpreadFromPECS (
  6736.         final org.drip.param.valuation.ValuationParams valParams,
  6737.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6738.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6739.         final int iWorkoutDate,
  6740.         final double dblWorkoutFactor,
  6741.         final double dblPECS)
  6742.         throws java.lang.Exception
  6743.     {
  6744.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromPECS
  6745.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  6746.     }

  6748.     @Override public double eSpreadFromPECS (
  6749.         final org.drip.param.valuation.ValuationParams valParams,
  6750.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6751.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6752.         final double dblPECS)
  6753.         throws java.lang.Exception
  6754.     {
  6755.         return eSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  6756.     }

  6758.     @Override public double eSpreadFromPECSToOptimalExercise (
  6759.         final org.drip.param.valuation.ValuationParams valParams,
  6760.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6761.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6762.         final double dblPECS)
  6763.         throws java.lang.Exception
  6764.     {
  6765.         if (null != _eosCall || null != _eosPut)
  6766.             throw new java.lang.Exception ("BondComponent::eSpreadFromPECSToOptimalExercise => " +
  6767.                 "Cant calc E Spread from PECS to optimal exercise for bonds w emb option");

  6769.         return eSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  6770.     }

  6772.     @Override public double eSpreadFromPrice (
  6773.         final org.drip.param.valuation.ValuationParams valParams,
  6774.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6775.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6776.         final int iWorkoutDate,
  6777.         final double dblWorkoutFactor,
  6778.         final double dblPrice)
  6779.         throws java.lang.Exception
  6780.     {
  6781.         return new BondCalibrator (this, false).calibrateZSpreadFromPrice (valParams, csqc, vcp,
  6782.             ZERO_OFF_OF_RATES_INSTRUMENTS_DISCOUNT_CURVE, iWorkoutDate, dblWorkoutFactor, dblPrice);
  6783.     }

  6785.     @Override public double eSpreadFromPrice (
  6786.         final org.drip.param.valuation.ValuationParams valParams,
  6787.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6788.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6789.         final double dblPrice)
  6790.         throws java.lang.Exception
  6791.     {
  6792.         return eSpreadFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  6793.     }

  6795.     @Override public double eSpreadFromPriceToOptimalExercise (
  6796.         final org.drip.param.valuation.ValuationParams valParams,
  6797.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6798.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6799.         final double dblPrice)
  6800.         throws java.lang.Exception
  6801.     {
  6802.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  6804.         if (null == wi)
  6805.             throw new java.lang.Exception ("BondComponent::eSpreadFromPriceToOptimalExercise => " +
  6806.                 "Cant calc Workout from Price to optimal exercise for bonds w emb option");

  6808.         return eSpreadFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  6809.     }

  6811.     @Override public double eSpreadFromTSYSpread (
  6812.         final org.drip.param.valuation.ValuationParams valParams,
  6813.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6814.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6815.         final int iWorkoutDate,
  6816.         final double dblWorkoutFactor,
  6817.         final double dblTSYSpread)
  6818.         throws java.lang.Exception
  6819.     {
  6820.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromTSYSpread
  6821.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  6822.     }

  6824.     @Override public double eSpreadFromTSYSpread (
  6825.         final org.drip.param.valuation.ValuationParams valParams,
  6826.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6827.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6828.         final double dblTSYSpread)
  6829.         throws java.lang.Exception
  6830.     {
  6831.         return eSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  6832.     }

  6834.     @Override public double eSpreadFromTSYSpreadToOptimalExercise (
  6835.         final org.drip.param.valuation.ValuationParams valParams,
  6836.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6837.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6838.         final double dblTSYSpread)
  6839.         throws java.lang.Exception
  6840.     {
  6841.         if (null != _eosCall || null != _eosPut)
  6842.             throw new java.lang.Exception ("BondComponent::eSpreadFromTSYSpreadToOptimalExercise => " +
  6843.                 "Cant calc E Spread from TSY Spread to optimal exercise for bonds w emb option");

  6845.         return eSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  6846.     }

  6848.     @Override public double eSpreadFromYield (
  6849.         final org.drip.param.valuation.ValuationParams valParams,
  6850.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6851.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6852.         final int iWorkoutDate,
  6853.         final double dblWorkoutFactor,
  6854.         final double dblYield)
  6855.         throws java.lang.Exception
  6856.     {
  6857.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYield
  6858.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield));
  6859.     }

  6861.     @Override public double eSpreadFromYield (
  6862.         final org.drip.param.valuation.ValuationParams valParams,
  6863.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6864.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6865.         final double dblYield)
  6866.         throws java.lang.Exception
  6867.     {
  6868.         return eSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  6869.     }

  6871.     @Override public double eSpreadFromYieldToOptimalExercise (
  6872.         final org.drip.param.valuation.ValuationParams valParams,
  6873.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6874.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6875.         final double dblYield)
  6876.         throws java.lang.Exception
  6877.     {
  6878.         if (null != _eosCall || null != _eosPut)
  6879.             throw new java.lang.Exception ("BondComponent::eSpreadFromYieldToOptimalExercise => " +
  6880.                 "Cant calc E Spread from Yield to optimal exercise for bonds w emb option");

  6882.         return eSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  6883.     }

  6885.     @Override public double eSpreadFromYieldSpread (
  6886.         final org.drip.param.valuation.ValuationParams valParams,
  6887.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6888.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6889.         final int iWorkoutDate,
  6890.         final double dblWorkoutFactor,
  6891.         final double dblYieldSpread)
  6892.         throws java.lang.Exception
  6893.     {
  6894.         return eSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYieldSpread
  6895.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  6896.     }

  6898.     @Override public double eSpreadFromYieldSpread (
  6899.         final org.drip.param.valuation.ValuationParams valParams,
  6900.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6901.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6902.         final double dblYieldSpread)
  6903.         throws java.lang.Exception
  6904.     {
  6905.         return eSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  6906.     }

  6908.     @Override public double eSpreadFromYieldSpreadToOptimalExercise (
  6909.         final org.drip.param.valuation.ValuationParams valParams,
  6910.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6911.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6912.         final double dblYieldSpread)
  6913.         throws java.lang.Exception
  6914.     {
  6915.         if (null != _eosCall || null != _eosPut)
  6916.             throw new java.lang.Exception ("BondComponent::eSpreadFromYieldSpreadToOptimalExercise => " +
  6917.                 "Cant calc E Spread from Yield Spread to optimal exercise for bonds w emb option");

  6919.         return eSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  6920.     }

  6922.     @Override public double gSpreadFromASW (
  6923.         final org.drip.param.valuation.ValuationParams valParams,
  6924.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  6925.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6926.         final int iWorkoutDate,
  6927.         final double dblWorkoutFactor,
  6928.         final double dblASW)
  6929.         throws java.lang.Exception
  6930.     {
  6931.         return gSpreadFromYield (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromASW
  6932.             (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  6933.     }

  6935.     @Override public double gSpreadFromASW (
  6936.         final org.drip.param.valuation.ValuationParams valParams,
  6937.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6938.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6939.         final double dblASW)
  6940.         throws java.lang.Exception
  6941.     {
  6942.         return gSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  6943.     }

  6945.     @Override public double gSpreadFromASWToOptimalExercise (
  6946.         final org.drip.param.valuation.ValuationParams valParams,
  6947.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6948.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6949.         final double dblASW)
  6950.         throws java.lang.Exception
  6951.     {
  6952.         if (null != _eosCall || null != _eosPut)
  6953.             throw new java.lang.Exception ("BondComponent::gSpreadFromASWToOptimalExercise => " +
  6954.                 "Cant calc G Spread from ASW to optimal exercise for bonds w emb option");

  6956.         return gSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  6957.     }

  6959.     @Override public double gSpreadFromBondBasis (
  6960.         final org.drip.param.valuation.ValuationParams valParams,
  6961.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6962.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6963.         final int iWorkoutDate,
  6964.         final double dblWorkoutFactor,
  6965.         final double dblBondBasis)
  6966.         throws java.lang.Exception
  6967.     {
  6968.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromBondBasis
  6969.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  6970.     }

  6972.     @Override public double gSpreadFromBondBasis (
  6973.         final org.drip.param.valuation.ValuationParams valParams,
  6974.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6975.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6976.         final double dblBondBasis)
  6977.         throws java.lang.Exception
  6978.     {
  6979.         return gSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  6980.     }

  6982.     @Override public double gSpreadFromBondBasisToOptimalExercise (
  6983.         final org.drip.param.valuation.ValuationParams valParams,
  6984.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6985.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  6986.         final double dblBondBasis)
  6987.         throws java.lang.Exception
  6988.     {
  6989.         if (null != _eosCall || null != _eosPut)
  6990.             throw new java.lang.Exception ("BondComponent::gSpreadFromBondBasisToOptimalExercise => " +
  6991.                 "Cant calc G Spread from Bond Basis to optimal exercise for bonds w emb option");

  6993.         return gSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  6994.     }

  6996.     @Override public double gSpreadFromCreditBasis (
  6997.         final org.drip.param.valuation.ValuationParams valParams,
  6998.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  6999.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7000.         final int iWorkoutDate,
  7001.         final double dblWorkoutFactor,
  7002.         final double dblCreditBasis)
  7003.         throws java.lang.Exception
  7004.     {
  7005.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromCreditBasis
  7006.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  7007.     }

  7009.     @Override public double gSpreadFromCreditBasis (
  7010.         final org.drip.param.valuation.ValuationParams valParams,
  7011.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7012.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7013.         final double dblCreditBasis)
  7014.         throws java.lang.Exception
  7015.     {
  7016.         return gSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  7017.     }

  7019.     @Override public double gSpreadFromCreditBasisToOptimalExercise (
  7020.         final org.drip.param.valuation.ValuationParams valParams,
  7021.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7022.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7023.         final double dblCreditBasis)
  7024.         throws java.lang.Exception
  7025.     {
  7026.         if (null != _eosCall || null != _eosPut)
  7027.             throw new java.lang.Exception ("BondComponent::gSpreadFromCreditBasisToOptimalExercise => " +
  7028.                 "Cant calc G Spread from Credit Basis to optimal exercise for bonds w emb option");

  7030.         return gSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  7031.     }

  7033.     @Override public double gSpreadFromDiscountMargin (
  7034.         final org.drip.param.valuation.ValuationParams valParams,
  7035.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7036.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7037.         final int iWorkoutDate,
  7038.         final double dblWorkoutFactor,
  7039.         final double dblDiscountMargin)
  7040.         throws java.lang.Exception
  7041.     {
  7042.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  7043.             yieldFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  7044.                 dblDiscountMargin));
  7045.     }

  7047.     @Override public double gSpreadFromDiscountMargin (
  7048.         final org.drip.param.valuation.ValuationParams valParams,
  7049.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7050.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7051.         final double dblDiscountMargin)
  7052.         throws java.lang.Exception
  7053.     {
  7054.         return gSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  7055.             dblDiscountMargin);
  7056.     }

  7058.     @Override public double gSpreadFromDiscountMarginToOptimalExercise (
  7059.         final org.drip.param.valuation.ValuationParams valParams,
  7060.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7061.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7062.         final double dblDiscountMargin)
  7063.         throws java.lang.Exception
  7064.     {
  7065.         if (null != _eosCall || null != _eosPut)
  7066.             throw new java.lang.Exception ("BondComponent::gSpreadFromDiscountMarginToOptimalExercise =>" +
  7067.                 " Cant calc G Spread from Discount Margin to optimal exercise for bonds w emb option");

  7069.         return gSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  7070.             dblDiscountMargin);
  7071.     }

  7073.     @Override public double gSpreadFromESpread (
  7074.         final org.drip.param.valuation.ValuationParams valParams,
  7075.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7076.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7077.         final int iWorkoutDate,
  7078.         final double dblWorkoutFactor,
  7079.         final double dblESpread)
  7080.         throws java.lang.Exception
  7081.     {
  7082.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromESpread
  7083.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  7084.     }

  7086.     @Override public double gSpreadFromESpread (
  7087.         final org.drip.param.valuation.ValuationParams valParams,
  7088.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7089.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7090.         final double dblESpread)
  7091.         throws java.lang.Exception
  7092.     {
  7093.         return gSpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  7094.     }

  7096.     @Override public double gSpreadFromESpreadToOptimalExercise (
  7097.         final org.drip.param.valuation.ValuationParams valParams,
  7098.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7099.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7100.         final double dblESpread)
  7101.         throws java.lang.Exception
  7102.     {
  7103.         if (null != _eosCall || null != _eosPut)
  7104.             throw new java.lang.Exception ("BondComponent::gSpreadFromESpreadToOptimalExercise => " +
  7105.                 "Cant calc G Spread from E Spread to optimal exercise for bonds w emb option");

  7107.         return gSpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  7108.     }

  7110.     @Override public double gSpreadFromISpread (
  7111.         final org.drip.param.valuation.ValuationParams valParams,
  7112.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7113.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7114.         final int iWorkoutDate,
  7115.         final double dblWorkoutFactor,
  7116.         final double dblISpread)
  7117.         throws java.lang.Exception
  7118.     {
  7119.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromISpread
  7120.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  7121.     }

  7123.     @Override public double gSpreadFromISpread (
  7124.         final org.drip.param.valuation.ValuationParams valParams,
  7125.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7126.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7127.         final double dblISpread)
  7128.         throws java.lang.Exception
  7129.     {
  7130.         return gSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  7131.     }

  7133.     @Override public double gSpreadFromISpreadToOptimalExercise (
  7134.         final org.drip.param.valuation.ValuationParams valParams,
  7135.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7136.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7137.         final double dblISpread)
  7138.         throws java.lang.Exception
  7139.     {
  7140.         if (null != _eosCall || null != _eosPut)
  7141.             throw new java.lang.Exception ("BondComponent::gSpreadFromISpreadToOptimalExercise => " +
  7142.                 "Cant calc G Spread from I Spread to optimal exercise for bonds w emb option");

  7144.         return gSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  7145.     }

  7147.     @Override public double gSpreadFromJSpread (
  7148.         final org.drip.param.valuation.ValuationParams valParams,
  7149.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7150.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7151.         final int iWorkoutDate,
  7152.         final double dblWorkoutFactor,
  7153.         final double dblJSpread)
  7154.         throws java.lang.Exception
  7155.     {
  7156.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromJSpread
  7157.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  7158.     }

  7160.     @Override public double gSpreadFromJSpread (
  7161.         final org.drip.param.valuation.ValuationParams valParams,
  7162.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7163.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7164.         final double dblJSpread)
  7165.         throws java.lang.Exception
  7166.     {
  7167.         return gSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  7168.     }

  7170.     @Override public double gSpreadFromJSpreadToOptimalExercise (
  7171.         final org.drip.param.valuation.ValuationParams valParams,
  7172.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7173.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7174.         final double dblJSpread)
  7175.         throws java.lang.Exception
  7176.     {
  7177.         if (null != _eosCall || null != _eosPut)
  7178.             throw new java.lang.Exception ("BondComponent::gSpreadFromJSpreadToOptimalExercise => " +
  7179.                 "Cant calc G Spread from J Spread to optimal exercise for bonds w emb option");

  7181.         return gSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  7182.     }

  7184.     @Override public double gSpreadFromNSpread (
  7185.         final org.drip.param.valuation.ValuationParams valParams,
  7186.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7187.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7188.         final int iWorkoutDate,
  7189.         final double dblWorkoutFactor,
  7190.         final double dblNSpread)
  7191.         throws java.lang.Exception
  7192.     {
  7193.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromNSpread
  7194.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  7195.     }

  7197.     @Override public double gSpreadFromNSpread (
  7198.         final org.drip.param.valuation.ValuationParams valParams,
  7199.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7200.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7201.         final double dblNSpread)
  7202.         throws java.lang.Exception
  7203.     {
  7204.         return gSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  7205.     }

  7207.     @Override public double gSpreadFromNSpreadToOptimalExercise (
  7208.         final org.drip.param.valuation.ValuationParams valParams,
  7209.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7210.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7211.         final double dblNSpread)
  7212.         throws java.lang.Exception
  7213.     {
  7214.         if (null != _eosCall || null != _eosPut)
  7215.             throw new java.lang.Exception ("BondComponent::gSpreadFromNSpreadToOptimalExercise => " +
  7216.                 "Cant calc G Spread from N Spread to optimal exercise for bonds w emb option");

  7218.         return gSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  7219.     }

  7221.     @Override public double gSpreadFromOAS (
  7222.         final org.drip.param.valuation.ValuationParams valParams,
  7223.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7224.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7225.         final int iWorkoutDate,
  7226.         final double dblWorkoutFactor,
  7227.         final double dblOAS)
  7228.         throws java.lang.Exception
  7229.     {
  7230.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromOAS
  7231.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  7232.     }

  7234.     @Override public double gSpreadFromOAS (
  7235.         final org.drip.param.valuation.ValuationParams valParams,
  7236.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7237.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7238.         final double dblOAS)
  7239.         throws java.lang.Exception
  7240.     {
  7241.         return gSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  7242.     }

  7244.     @Override public double gSpreadFromOASToOptimalExercise (
  7245.         final org.drip.param.valuation.ValuationParams valParams,
  7246.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7247.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7248.         final double dblOAS)
  7249.         throws java.lang.Exception
  7250.     {
  7251.         if (null != _eosCall || null != _eosPut)
  7252.             throw new java.lang.Exception ("BondComponent::gSpreadFromOASToOptimalExercise => " +
  7253.                 "Cant calc G Spread from OAS to optimal exercise for bonds w emb option");

  7255.         return gSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  7256.     }

  7258.     @Override public double gSpreadFromPECS (
  7259.         final org.drip.param.valuation.ValuationParams valParams,
  7260.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7261.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7262.         final int iWorkoutDate,
  7263.         final double dblWorkoutFactor,
  7264.         final double dblPECS)
  7265.         throws java.lang.Exception
  7266.     {
  7267.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPECS
  7268.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  7269.     }

  7271.     @Override public double gSpreadFromPECS (
  7272.         final org.drip.param.valuation.ValuationParams valParams,
  7273.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7274.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7275.         final double dblPECS)
  7276.         throws java.lang.Exception
  7277.     {
  7278.         return gSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  7279.     }

  7281.     @Override public double gSpreadFromPECSToOptimalExercise (
  7282.         final org.drip.param.valuation.ValuationParams valParams,
  7283.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7284.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7285.         final double dblPECS)
  7286.         throws java.lang.Exception
  7287.     {
  7288.         if (null != _eosCall || null != _eosPut)
  7289.             throw new java.lang.Exception ("BondComponent::gSpreadFromPECSToOptimalExercise => " +
  7290.                 "Cant calc G Spread from PECS to optimal exercise for bonds w emb option");

  7292.         return gSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  7293.     }

  7295.     @Override public double gSpreadFromPrice (
  7296.         final org.drip.param.valuation.ValuationParams valParams,
  7297.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7298.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7299.         final int iWorkoutDate,
  7300.         final double dblWorkoutFactor,
  7301.         final double dblPrice)
  7302.         throws java.lang.Exception
  7303.     {
  7304.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPrice
  7305.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice));
  7306.     }

  7308.     @Override public double gSpreadFromPrice (
  7309.         final org.drip.param.valuation.ValuationParams valParams,
  7310.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7311.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7312.         final double dblPrice)
  7313.         throws java.lang.Exception
  7314.     {
  7315.         return gSpreadFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  7316.     }

  7318.     @Override public double gSpreadFromPriceToOptimalExercise (
  7319.         final org.drip.param.valuation.ValuationParams valParams,
  7320.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7321.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7322.         final double dblPrice)
  7323.         throws java.lang.Exception
  7324.     {
  7325.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  7327.         if (null == wi)
  7328.             throw new java.lang.Exception
  7329.                 ("BondComponent::gSpreadFromPriceToOptimalExercise => Can't do Work-out");

  7331.         return gSpreadFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  7332.     }

  7334.     @Override public double gSpreadFromTSYSpread (
  7335.         final org.drip.param.valuation.ValuationParams valParams,
  7336.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7337.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7338.         final int iWorkoutDate,
  7339.         final double dblWorkoutFactor,
  7340.         final double dblTSYSpread)
  7341.         throws java.lang.Exception
  7342.     {
  7343.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromTSYSpread
  7344.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  7345.     }

  7347.     @Override public double gSpreadFromTSYSpread (
  7348.         final org.drip.param.valuation.ValuationParams valParams,
  7349.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7350.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7351.         final double dblTSYSpread)
  7352.         throws java.lang.Exception
  7353.     {
  7354.         return gSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  7355.     }

  7357.     @Override public double gSpreadFromTSYSpreadToOptimalExercise (
  7358.         final org.drip.param.valuation.ValuationParams valParams,
  7359.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7360.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7361.         final double dblTSYSpread)
  7362.         throws java.lang.Exception
  7363.     {
  7364.         if (null != _eosCall || null != _eosPut)
  7365.             throw new java.lang.Exception ("BondComponent::gSpreadFromTSYSpreadToOptimalExercise => " +
  7366.                 "Cant calc G Spread from TSY Spread to optimal exercise for bonds w emb option");

  7368.         return gSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  7369.     }

  7371.     @Override public double gSpreadFromYield (
  7372.         final org.drip.param.valuation.ValuationParams valParams,
  7373.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7374.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7375.         final int iWorkoutDate,
  7376.         final double dblWorkoutFactor,
  7377.         final double dblYield)
  7378.         throws java.lang.Exception
  7379.     {
  7380.         if (null == valParams || null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblYield) ||
  7381.             valParams.valueDate() >= iWorkoutDate)
  7382.             throw new java.lang.Exception ("BondComponent::gSpreadFromYield => Invalid inputs");

  7384.         org.drip.state.govvie.GovvieCurve gc = csqc.govvieState (govvieLabel());

  7386.         if (null == gc) throw new java.lang.Exception ("BondComponent::gSpreadFromYield => Invalid inputs");

  7388.         return dblYield - gc.yield (iWorkoutDate);
  7389.     }

  7391.     @Override public double gSpreadFromYield (
  7392.         final org.drip.param.valuation.ValuationParams valParams,
  7393.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7394.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7395.         final double dblYield)
  7396.         throws java.lang.Exception
  7397.     {
  7398.         return gSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  7399.     }

  7401.     @Override public double gSpreadFromYieldToOptimalExercise (
  7402.         final org.drip.param.valuation.ValuationParams valParams,
  7403.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7404.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7405.         final double dblYield)
  7406.         throws java.lang.Exception
  7407.     {
  7408.         if (null != _eosCall || null != _eosPut)
  7409.             throw new java.lang.Exception ("BondComponent::gSpreadFromYieldToOptimalExercise => " +
  7410.                 "Cant calc G Spread from Yield to optimal exercise for bonds w emb option");

  7412.         return gSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  7413.     }

  7415.     @Override public double gSpreadFromYieldSpread (
  7416.         final org.drip.param.valuation.ValuationParams valParams,
  7417.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7418.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7419.         final int iWorkoutDate,
  7420.         final double dblWorkoutFactor,
  7421.         final double dblYieldSpread)
  7422.         throws java.lang.Exception
  7423.     {
  7424.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromYieldSpread
  7425.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  7426.     }

  7428.     @Override public double gSpreadFromYieldSpread (
  7429.         final org.drip.param.valuation.ValuationParams valParams,
  7430.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7431.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7432.         final double dblYieldSpread)
  7433.         throws java.lang.Exception
  7434.     {
  7435.         return gSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  7436.     }

  7438.     @Override public double gSpreadFromYieldSpreadToOptimalExercise (
  7439.         final org.drip.param.valuation.ValuationParams valParams,
  7440.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7441.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7442.         final double dblYieldSpread)
  7443.         throws java.lang.Exception
  7444.     {
  7445.         if (null != _eosCall || null != _eosPut)
  7446.             throw new java.lang.Exception ("BondComponent::gSpreadFromYieldSpreadToOptimalExercise => " +
  7447.                 "Cant calc G Spread from Yield Spread to optimal exercise for bonds w emb option");

  7449.         return gSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  7450.     }

  7452.     @Override public double gSpreadFromZSpread (
  7453.         final org.drip.param.valuation.ValuationParams valParams,
  7454.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7455.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7456.         final int iWorkoutDate,
  7457.         final double dblWorkoutFactor,
  7458.         final double dblZSpread)
  7459.         throws java.lang.Exception
  7460.     {
  7461.         return gSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromZSpread
  7462.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  7463.     }

  7465.     @Override public double gSpreadFromZSpread (
  7466.         final org.drip.param.valuation.ValuationParams valParams,
  7467.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7468.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7469.         final double dblZSpread)
  7470.         throws java.lang.Exception
  7471.     {
  7472.         return gSpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  7473.     }

  7475.     @Override public double gSpreadFromZSpreadToOptimalExercise (
  7476.         final org.drip.param.valuation.ValuationParams valParams,
  7477.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7478.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7479.         final double dblZSpread)
  7480.         throws java.lang.Exception
  7481.     {
  7482.         if (null != _eosCall || null != _eosPut)
  7483.             throw new java.lang.Exception ("BondComponent::gSpreadFromZSpreadToOptimalExercise => " +
  7484.                 "Cant calc G Spread from Z Spread to optimal exercise for bonds w emb option");

  7486.         return gSpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  7487.     }

  7489.     @Override public double iSpreadFromASW (
  7490.         final org.drip.param.valuation.ValuationParams valParams,
  7491.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7492.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7493.         final int iWorkoutDate,
  7494.         final double dblWorkoutFactor,
  7495.         final double dblASW)
  7496.         throws java.lang.Exception
  7497.     {
  7498.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromASW
  7499.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  7500.     }

  7502.     @Override public double iSpreadFromASW (
  7503.         final org.drip.param.valuation.ValuationParams valParams,
  7504.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7505.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7506.         final double dblASW)
  7507.         throws java.lang.Exception
  7508.     {
  7509.         return iSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  7510.     }

  7512.     @Override public double iSpreadFromASWToOptimalExercise (
  7513.         final org.drip.param.valuation.ValuationParams valParams,
  7514.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7515.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7516.         final double dblASW)
  7517.         throws java.lang.Exception
  7518.     {
  7519.         if (null != _eosCall || null != _eosPut)
  7520.             throw new java.lang.Exception ("BondComponent::iSpreadFromASWToOptimalExercise => " +
  7521.                 "Cant calc I Spread from ASW to optimal exercise for bonds w emb option");

  7523.         return iSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  7524.     }

  7526.     @Override public double iSpreadFromBondBasis (
  7527.         final org.drip.param.valuation.ValuationParams valParams,
  7528.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7529.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7530.         final int iWorkoutDate,
  7531.         final double dblWorkoutFactor,
  7532.         final double dblBondBasis)
  7533.         throws java.lang.Exception
  7534.     {
  7535.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromBondBasis
  7536.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  7537.     }

  7539.     @Override public double iSpreadFromBondBasis (
  7540.         final org.drip.param.valuation.ValuationParams valParams,
  7541.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7542.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7543.         final double dblBondBasis)
  7544.         throws java.lang.Exception
  7545.     {
  7546.         return iSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  7547.     }

  7549.     @Override public double iSpreadFromBondBasisToOptimalExercise (
  7550.         final org.drip.param.valuation.ValuationParams valParams,
  7551.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7552.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7553.         final double dblBondBasis)
  7554.         throws java.lang.Exception
  7555.     {
  7556.         if (null != _eosCall || null != _eosPut)
  7557.             throw new java.lang.Exception ("BondComponent::iSpreadFromBondBasisToOptimalExercise => " +
  7558.                 "Cant calc I Spread from Bond Basis to optimal exercise for bonds w emb option");

  7560.         return iSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  7561.     }

  7563.     @Override public double iSpreadFromCreditBasis (
  7564.         final org.drip.param.valuation.ValuationParams valParams,
  7565.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7566.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7567.         final int iWorkoutDate,
  7568.         final double dblWorkoutFactor,
  7569.         final double dblCreditBasis)
  7570.         throws java.lang.Exception
  7571.     {
  7572.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromCreditBasis
  7573.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  7574.     }

  7576.     @Override public double iSpreadFromCreditBasis (
  7577.         final org.drip.param.valuation.ValuationParams valParams,
  7578.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7579.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7580.         final double dblCreditBasis)
  7581.         throws java.lang.Exception
  7582.     {
  7583.         return iSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  7584.     }

  7586.     @Override public double iSpreadFromCreditBasisToOptimalExercise (
  7587.         final org.drip.param.valuation.ValuationParams valParams,
  7588.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  7589.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7590.         final double dblCreditBasis)
  7591.         throws java.lang.Exception
  7592.     {
  7593.         if (null != _eosCall || null != _eosPut)
  7594.             throw new java.lang.Exception ("BondComponent::iSpreadFromCreditBasisToOptimalExercise => " +
  7595.                 "Cant calc I Spread from Credit Basis to optimal exercise for bonds w emb option");

  7597.         return iSpreadFromCreditBasis (valParams, csqs, vcp, maturityDate().julian(), 1., dblCreditBasis);
  7598.     }

  7600.     @Override public double iSpreadFromDiscountMargin (
  7601.         final org.drip.param.valuation.ValuationParams valParams,
  7602.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7603.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7604.         final int iWorkoutDate,
  7605.         final double dblWorkoutFactor,
  7606.         final double dblDiscountMargin)
  7607.         throws java.lang.Exception
  7608.     {
  7609.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  7610.             yieldFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  7611.                 dblDiscountMargin));
  7612.     }

  7614.     @Override public double iSpreadFromDiscountMargin (
  7615.         final org.drip.param.valuation.ValuationParams valParams,
  7616.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7617.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7618.         final double dblDiscountMargin)
  7619.         throws java.lang.Exception
  7620.     {
  7621.         return iSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  7622.             dblDiscountMargin);
  7623.     }

  7625.     @Override public double iSpreadFromDiscountMarginToOptimalExercise (
  7626.         final org.drip.param.valuation.ValuationParams valParams,
  7627.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7628.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7629.         final double dblDiscountMargin)
  7630.         throws java.lang.Exception
  7631.     {
  7632.         if (null != _eosCall || null != _eosPut)
  7633.             throw new java.lang.Exception ("BondComponent::iSpreadFromDiscountMarginToOptimalExercise =>" +
  7634.                 " Cant calc I Spread from Discount Margin to optimal exercise for bonds w emb option");

  7636.         return iSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  7637.             dblDiscountMargin);
  7638.     }

  7640.     @Override public double iSpreadFromESpread (
  7641.         final org.drip.param.valuation.ValuationParams valParams,
  7642.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7643.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7644.         final int iWorkoutDate,
  7645.         final double dblWorkoutFactor,
  7646.         final double dblESpread)
  7647.         throws java.lang.Exception
  7648.     {
  7649.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromESpread
  7650.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  7651.     }

  7653.     @Override public double iSpreadFromESpread (
  7654.         final org.drip.param.valuation.ValuationParams valParams,
  7655.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7656.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7657.         final double dblESpread)
  7658.         throws java.lang.Exception
  7659.     {
  7660.         return iSpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  7661.     }

  7663.     @Override public double iSpreadFromESpreadToOptimalExercise (
  7664.         final org.drip.param.valuation.ValuationParams valParams,
  7665.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7666.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7667.         final double dblESpread)
  7668.         throws java.lang.Exception
  7669.     {
  7670.         if (null != _eosCall || null != _eosPut)
  7671.             throw new java.lang.Exception ("BondComponent::iSpreadFromESpreadToOptimalExercise => " +
  7672.                 "Cant calc I Spread from E Spread to optimal exercise for bonds w emb option");

  7674.         return iSpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  7675.     }

  7677.     @Override public double iSpreadFromGSpread (
  7678.         final org.drip.param.valuation.ValuationParams valParams,
  7679.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7680.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7681.         final int iWorkoutDate,
  7682.         final double dblWorkoutFactor,
  7683.         final double dblGSpread)
  7684.         throws java.lang.Exception
  7685.     {
  7686.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromGSpread
  7687.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  7688.     }

  7690.     @Override public double iSpreadFromGSpread (
  7691.         final org.drip.param.valuation.ValuationParams valParams,
  7692.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7693.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7694.         final double dblGSpread)
  7695.         throws java.lang.Exception
  7696.     {
  7697.         return iSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  7698.     }

  7700.     @Override public double iSpreadFromGSpreadToOptimalExercise (
  7701.         final org.drip.param.valuation.ValuationParams valParams,
  7702.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7703.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7704.         final double dblGSpread)
  7705.         throws java.lang.Exception
  7706.     {
  7707.         if (null != _eosCall || null != _eosPut)
  7708.             throw new java.lang.Exception ("BondComponent::iSpreadFromGSpreadToOptimalExercise => " +
  7709.                 "Cant calc I Spread from G Spread to optimal exercise for bonds w emb option");

  7711.         return iSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  7712.     }

  7714.     @Override public double iSpreadFromJSpread (
  7715.         final org.drip.param.valuation.ValuationParams valParams,
  7716.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7717.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7718.         final int iWorkoutDate,
  7719.         final double dblWorkoutFactor,
  7720.         final double dblJSpread)
  7721.         throws java.lang.Exception
  7722.     {
  7723.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromJSpread
  7724.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  7725.     }

  7727.     @Override public double iSpreadFromJSpread (
  7728.         final org.drip.param.valuation.ValuationParams valParams,
  7729.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7730.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7731.         final double dblJSpread)
  7732.         throws java.lang.Exception
  7733.     {
  7734.         return iSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  7735.     }

  7737.     @Override public double iSpreadFromJSpreadToOptimalExercise (
  7738.         final org.drip.param.valuation.ValuationParams valParams,
  7739.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7740.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7741.         final double dblJSpread)
  7742.         throws java.lang.Exception
  7743.     {
  7744.         if (null != _eosCall || null != _eosPut)
  7745.             throw new java.lang.Exception ("BondComponent::iSpreadFromJSpreadToOptimalExercise => " +
  7746.                 "Cant calc I Spread from J Spread to optimal exercise for bonds w emb option");

  7748.         return iSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  7749.     }

  7751.     @Override public double iSpreadFromNSpread (
  7752.         final org.drip.param.valuation.ValuationParams valParams,
  7753.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7754.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7755.         final int iWorkoutDate,
  7756.         final double dblWorkoutFactor,
  7757.         final double dblNSpread)
  7758.         throws java.lang.Exception
  7759.     {
  7760.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromNSpread
  7761.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  7762.     }

  7764.     @Override public double iSpreadFromNSpread (
  7765.         final org.drip.param.valuation.ValuationParams valParams,
  7766.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7767.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7768.         final double dblNSpread)
  7769.         throws java.lang.Exception
  7770.     {
  7771.         return iSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  7772.     }

  7774.     @Override public double iSpreadFromNSpreadToOptimalExercise (
  7775.         final org.drip.param.valuation.ValuationParams valParams,
  7776.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7777.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7778.         final double dblNSpread)
  7779.         throws java.lang.Exception
  7780.     {
  7781.         if (null != _eosCall || null != _eosPut)
  7782.             throw new java.lang.Exception ("BondComponent::iSpreadFromNSpreadToOptimalExercise => " +
  7783.                 "Cant calc I Spread from N Spread to optimal exercise for bonds w emb option");

  7785.         return iSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  7786.     }

  7788.     @Override public double iSpreadFromOAS (
  7789.         final org.drip.param.valuation.ValuationParams valParams,
  7790.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7791.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7792.         final int iWorkoutDate,
  7793.         final double dblWorkoutFactor,
  7794.         final double dblOAS)
  7795.         throws java.lang.Exception
  7796.     {
  7797.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromOAS
  7798.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  7799.     }

  7801.     @Override public double iSpreadFromOAS (
  7802.         final org.drip.param.valuation.ValuationParams valParams,
  7803.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7804.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7805.         final double dblOAS)
  7806.         throws java.lang.Exception
  7807.     {
  7808.         return iSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  7809.     }

  7811.     @Override public double iSpreadFromOASToOptimalExercise (
  7812.         final org.drip.param.valuation.ValuationParams valParams,
  7813.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7814.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7815.         final double dblOAS)
  7816.         throws java.lang.Exception
  7817.     {
  7818.         if (null != _eosCall || null != _eosPut)
  7819.             throw new java.lang.Exception ("BondComponent::iSpreadFromOASToOptimalExercise => " +
  7820.                 "Cant calc I Spread from OAS to optimal exercise for bonds w emb option");

  7822.         return iSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  7823.     }

  7825.     @Override public double iSpreadFromPECS (
  7826.         final org.drip.param.valuation.ValuationParams valParams,
  7827.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7828.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7829.         final int iWorkoutDate,
  7830.         final double dblWorkoutFactor,
  7831.         final double dblPECS)
  7832.         throws java.lang.Exception
  7833.     {
  7834.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPECS
  7835.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  7836.     }

  7838.     @Override public double iSpreadFromPECS (
  7839.         final org.drip.param.valuation.ValuationParams valParams,
  7840.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7841.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7842.         final double dblPECS)
  7843.         throws java.lang.Exception
  7844.     {
  7845.         return iSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  7846.     }

  7848.     @Override public double iSpreadFromPECSToOptimalExercise (
  7849.         final org.drip.param.valuation.ValuationParams valParams,
  7850.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7851.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7852.         final double dblPECS)
  7853.         throws java.lang.Exception
  7854.     {
  7855.         if (null != _eosCall || null != _eosPut)
  7856.             throw new java.lang.Exception ("BondComponent::iSpreadFromPECSToOptimalExercise => " +
  7857.                 "Cant calc I Spread from PECS to optimal exercise for bonds w emb option");

  7859.         return iSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  7860.     }

  7862.     @Override public double iSpreadFromPrice (
  7863.         final org.drip.param.valuation.ValuationParams valParams,
  7864.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7865.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7866.         final int iWorkoutDate,
  7867.         final double dblWorkoutFactor,
  7868.         final double dblPrice)
  7869.         throws java.lang.Exception
  7870.     {
  7871.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPrice
  7872.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice));
  7873.     }

  7875.     @Override public double iSpreadFromPrice (
  7876.         final org.drip.param.valuation.ValuationParams valParams,
  7877.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7878.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7879.         final double dblPrice)
  7880.         throws java.lang.Exception
  7881.     {
  7882.         return iSpreadFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  7883.     }

  7885.     @Override public double iSpreadFromPriceToOptimalExercise (
  7886.         final org.drip.param.valuation.ValuationParams valParams,
  7887.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7888.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7889.         final double dblPrice)
  7890.         throws java.lang.Exception
  7891.     {
  7892.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  7894.         if (null == wi)
  7895.             throw new java.lang.Exception
  7896.                 ("BondComponent::iSpreadFromPriceToOptimalExercise => Can't do Work-out");

  7898.         return iSpreadFromYield (valParams, csqc, vcp, wi.date(), wi.factor(), wi.yield());
  7899.     }

  7901.     @Override public double iSpreadFromTSYSpread (
  7902.         final org.drip.param.valuation.ValuationParams valParams,
  7903.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7904.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7905.         final int iWorkoutDate,
  7906.         final double dblWorkoutFactor,
  7907.         final double dblTSYSpread)
  7908.         throws java.lang.Exception
  7909.     {
  7910.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromTSYSpread
  7911.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  7912.     }

  7914.     @Override public double iSpreadFromTSYSpread (
  7915.         final org.drip.param.valuation.ValuationParams valParams,
  7916.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7917.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7918.         final double dblTSYSpread)
  7919.         throws java.lang.Exception
  7920.     {
  7921.         return iSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  7922.     }

  7924.     @Override public double iSpreadFromTSYSpreadToOptimalExercise (
  7925.         final org.drip.param.valuation.ValuationParams valParams,
  7926.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7927.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7928.         final double dblTSYSpread)
  7929.         throws java.lang.Exception
  7930.     {
  7931.         if (null != _eosCall || null != _eosPut)
  7932.             throw new java.lang.Exception ("BondComponent::iSpreadFromTSYSpreadToOptimalExercise => " +
  7933.                 "Cant calc I Spread from TSY Spread to optimal exercise for bonds w emb option");

  7935.         return iSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  7936.     }

  7938.     @Override public double iSpreadFromYield (
  7939.         final org.drip.param.valuation.ValuationParams valParams,
  7940.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7941.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7942.         final int iWorkoutDate,
  7943.         final double dblWorkoutFactor,
  7944.         final double dblYield)
  7945.         throws java.lang.Exception
  7946.     {
  7947.         if (null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblYield))
  7948.             throw new java.lang.Exception ("BondComponent::iSpreadFromYield => Invalid Inputs");

  7950.         org.drip.state.discount.MergedDiscountForwardCurve dcFunding = csqc.fundingState (fundingLabel());

  7952.         if (null == dcFunding)
  7953.             throw new java.lang.Exception ("BondComponent::iSpreadFromYield => Invalid Inputs");

  7955.         return dblYield - dcFunding.estimateManifestMeasure ("SwapRate", iWorkoutDate);
  7956.     }

  7958.     @Override public double iSpreadFromYield (
  7959.         final org.drip.param.valuation.ValuationParams valParams,
  7960.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7961.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7962.         final double dblYield)
  7963.         throws java.lang.Exception
  7964.     {
  7965.         return iSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  7966.     }

  7968.     @Override public double iSpreadFromYieldToOptimalExercise (
  7969.         final org.drip.param.valuation.ValuationParams valParams,
  7970.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7971.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7972.         final double dblYield)
  7973.         throws java.lang.Exception
  7974.     {
  7975.         if (null != _eosCall || null != _eosPut)
  7976.             throw new java.lang.Exception ("BondComponent::iSpreadFromYieldToOptimalExercise => " +
  7977.                 "Cant calc I Spread from Yield to optimal exercise for bonds w emb option");

  7979.         return iSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  7980.     }

  7982.     @Override public double iSpreadFromYieldSpread (
  7983.         final org.drip.param.valuation.ValuationParams valParams,
  7984.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7985.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7986.         final int iWorkoutDate,
  7987.         final double dblWorkoutFactor,
  7988.         final double dblYieldSpread)
  7989.         throws java.lang.Exception
  7990.     {
  7991.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromYieldSpread
  7992.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  7993.     }

  7995.     @Override public double iSpreadFromYieldSpread (
  7996.         final org.drip.param.valuation.ValuationParams valParams,
  7997.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  7998.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  7999.         final double dblYieldSpread)
  8000.         throws java.lang.Exception
  8001.     {
  8002.         return iSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  8003.     }

  8005.     @Override public double iSpreadFromYieldSpreadToOptimalExercise (
  8006.         final org.drip.param.valuation.ValuationParams valParams,
  8007.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8008.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8009.         final double dblYieldSpread)
  8010.         throws java.lang.Exception
  8011.     {
  8012.         if (null != _eosCall || null != _eosPut)
  8013.             throw new java.lang.Exception ("BondComponent::iSpreadFromYieldSpreadToOptimalExercise => " +
  8014.                 "Cant calc I Spread from Yield Spread to optimal exercise for bonds w emb option");

  8016.         return iSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  8017.     }

  8019.     @Override public double iSpreadFromZSpread (
  8020.         final org.drip.param.valuation.ValuationParams valParams,
  8021.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8022.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8023.         final int iWorkoutDate,
  8024.         final double dblWorkoutFactor,
  8025.         final double dblZSpread)
  8026.         throws java.lang.Exception
  8027.     {
  8028.         return iSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromZSpread
  8029.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  8030.     }

  8032.     @Override public double iSpreadFromZSpread (
  8033.         final org.drip.param.valuation.ValuationParams valParams,
  8034.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8035.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8036.         final double dblZSpread)
  8037.         throws java.lang.Exception
  8038.     {
  8039.         return iSpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  8040.     }

  8042.     @Override public double iSpreadFromZSpreadToOptimalExercise (
  8043.         final org.drip.param.valuation.ValuationParams valParams,
  8044.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8045.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8046.         final double dblZSpread)
  8047.         throws java.lang.Exception
  8048.     {
  8049.         if (null != _eosCall || null != _eosPut)
  8050.             throw new java.lang.Exception ("BondComponent::iSpreadFromZSpreadToOptimalExercise => " +
  8051.                 "Cant calc I Spread from Z Spread to optimal exercise for bonds w emb option");

  8053.         return iSpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  8054.     }

  8056.     @Override public double jSpreadFromASW (
  8057.         final org.drip.param.valuation.ValuationParams valParams,
  8058.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8059.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8060.         final int iWorkoutDate,
  8061.         final double dblWorkoutFactor,
  8062.         final double dblASW)
  8063.         throws java.lang.Exception
  8064.     {
  8065.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromASW
  8066.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  8067.     }

  8069.     @Override public double jSpreadFromASW (
  8070.         final org.drip.param.valuation.ValuationParams valParams,
  8071.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8072.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8073.         final double dblASW)
  8074.         throws java.lang.Exception
  8075.     {
  8076.         return jSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  8077.     }

  8079.     @Override public double jSpreadFromASWToOptimalExercise (
  8080.         final org.drip.param.valuation.ValuationParams valParams,
  8081.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8082.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8083.         final double dblASW)
  8084.         throws java.lang.Exception
  8085.     {
  8086.         if (null != _eosCall || null != _eosPut)
  8087.             throw new java.lang.Exception ("BondComponent::iSpreadFromASWToOptimalExercise => " +
  8088.                 "Cant calc J Spread from ASW to optimal exercise for bonds w emb option");

  8090.         return jSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  8091.     }

  8093.     @Override public double jSpreadFromBondBasis (
  8094.         final org.drip.param.valuation.ValuationParams valParams,
  8095.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8096.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8097.         final int iWorkoutDate,
  8098.         final double dblWorkoutFactor,
  8099.         final double dblBondBasis)
  8100.         throws java.lang.Exception
  8101.     {
  8102.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromBondBasis
  8103.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  8104.     }

  8106.     @Override public double jSpreadFromBondBasis (
  8107.         final org.drip.param.valuation.ValuationParams valParams,
  8108.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8109.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8110.         final double dblBondBasis)
  8111.         throws java.lang.Exception
  8112.     {
  8113.         return jSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  8114.     }

  8116.     @Override public double jSpreadFromBondBasisToOptimalExercise (
  8117.         final org.drip.param.valuation.ValuationParams valParams,
  8118.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8119.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8120.         final double dblBondBasis)
  8121.         throws java.lang.Exception
  8122.     {
  8123.         if (null != _eosCall || null != _eosPut)
  8124.             throw new java.lang.Exception ("BondComponent::iSpreadFromBondBasisToOptimalExercise => " +
  8125.                 "Cant calc J Spread from Bond Basis to optimal exercise for bonds w emb option");

  8127.         return jSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  8128.     }

  8130.     @Override public double jSpreadFromCreditBasis (
  8131.         final org.drip.param.valuation.ValuationParams valParams,
  8132.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8133.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8134.         final int iWorkoutDate,
  8135.         final double dblWorkoutFactor,
  8136.         final double dblCreditBasis)
  8137.         throws java.lang.Exception
  8138.     {
  8139.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromCreditBasis
  8140.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  8141.     }

  8143.     @Override public double jSpreadFromCreditBasis (
  8144.         final org.drip.param.valuation.ValuationParams valParams,
  8145.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8146.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8147.         final double dblCreditBasis)
  8148.         throws java.lang.Exception
  8149.     {
  8150.         return jSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  8151.     }

  8153.     @Override public double jSpreadFromCreditBasisToOptimalExercise (
  8154.         final org.drip.param.valuation.ValuationParams valParams,
  8155.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  8156.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8157.         final double dblCreditBasis)
  8158.         throws java.lang.Exception
  8159.     {
  8160.         if (null != _eosCall || null != _eosPut)
  8161.             throw new java.lang.Exception ("BondComponent::jSpreadFromCreditBasisToOptimalExercise => " +
  8162.                 "Cant calc I Spread from Credit Basis to optimal exercise for bonds w emb option");

  8164.         return iSpreadFromCreditBasis (valParams, csqs, vcp, maturityDate().julian(), 1., dblCreditBasis);
  8165.     }

  8167.     @Override public double jSpreadFromDiscountMargin (
  8168.         final org.drip.param.valuation.ValuationParams valParams,
  8169.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8170.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8171.         final int iWorkoutDate,
  8172.         final double dblWorkoutFactor,
  8173.         final double dblDiscountMargin)
  8174.         throws java.lang.Exception
  8175.     {
  8176.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8177.             yieldFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8178.                 dblDiscountMargin));
  8179.     }

  8181.     @Override public double jSpreadFromDiscountMargin (
  8182.         final org.drip.param.valuation.ValuationParams valParams,
  8183.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8184.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8185.         final double dblDiscountMargin)
  8186.         throws java.lang.Exception
  8187.     {
  8188.         return jSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  8189.             dblDiscountMargin);
  8190.     }

  8192.     @Override public double jSpreadFromDiscountMarginToOptimalExercise (
  8193.         final org.drip.param.valuation.ValuationParams valParams,
  8194.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8195.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8196.         final double dblDiscountMargin)
  8197.         throws java.lang.Exception
  8198.     {
  8199.         if (null != _eosCall || null != _eosPut)
  8200.             throw new java.lang.Exception ("BondComponent::jSpreadFromDiscountMarginToOptimalExercise =>" +
  8201.                 " Cant calc J Spread from Discount Margin to optimal exercise for bonds w emb option");

  8203.         return jSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  8204.             dblDiscountMargin);
  8205.     }

  8207.     @Override public double jSpreadFromESpread (
  8208.         final org.drip.param.valuation.ValuationParams valParams,
  8209.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8210.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8211.         final int iWorkoutDate,
  8212.         final double dblWorkoutFactor,
  8213.         final double dblESpread)
  8214.         throws java.lang.Exception
  8215.     {
  8216.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromESpread
  8217.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  8218.     }

  8220.     @Override public double jSpreadFromESpread (
  8221.         final org.drip.param.valuation.ValuationParams valParams,
  8222.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8223.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8224.         final double dblESpread)
  8225.         throws java.lang.Exception
  8226.     {
  8227.         return jSpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  8228.     }

  8230.     @Override public double jSpreadFromESpreadToOptimalExercise (
  8231.         final org.drip.param.valuation.ValuationParams valParams,
  8232.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8233.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8234.         final double dblESpread)
  8235.         throws java.lang.Exception
  8236.     {
  8237.         if (null != _eosCall || null != _eosPut)
  8238.             throw new java.lang.Exception ("BondComponent::jSpreadFromESpreadToOptimalExercise => " +
  8239.                 "Cant calc J Spread from E Spread to optimal exercise for bonds w emb option");

  8241.         return jSpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  8242.     }

  8244.     @Override public double jSpreadFromGSpread (
  8245.         final org.drip.param.valuation.ValuationParams valParams,
  8246.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8247.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8248.         final int iWorkoutDate,
  8249.         final double dblWorkoutFactor,
  8250.         final double dblGSpread)
  8251.         throws java.lang.Exception
  8252.     {
  8253.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromGSpread
  8254.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  8255.     }

  8257.     @Override public double jSpreadFromGSpread (
  8258.         final org.drip.param.valuation.ValuationParams valParams,
  8259.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8260.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8261.         final double dblGSpread)
  8262.         throws java.lang.Exception
  8263.     {
  8264.         return jSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  8265.     }

  8267.     @Override public double jSpreadFromGSpreadToOptimalExercise (
  8268.         final org.drip.param.valuation.ValuationParams valParams,
  8269.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8270.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8271.         final double dblGSpread)
  8272.         throws java.lang.Exception
  8273.     {
  8274.         if (null != _eosCall || null != _eosPut)
  8275.             throw new java.lang.Exception ("BondComponent::jSpreadFromGSpreadToOptimalExercise => " +
  8276.                 "Cant calc J Spread from G Spread to optimal exercise for bonds w emb option");

  8278.         return jSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  8279.     }

  8281.     @Override public double jSpreadFromISpread (
  8282.         final org.drip.param.valuation.ValuationParams valParams,
  8283.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8284.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8285.         final int iWorkoutDate,
  8286.         final double dblWorkoutFactor,
  8287.         final double dblISpread)
  8288.         throws java.lang.Exception
  8289.     {
  8290.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromISpread
  8291.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  8292.     }

  8294.     @Override public double jSpreadFromISpread (
  8295.         final org.drip.param.valuation.ValuationParams valParams,
  8296.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8297.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8298.         final double dblISpread)
  8299.         throws java.lang.Exception
  8300.     {
  8301.         return jSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  8302.     }

  8304.     @Override public double jSpreadFromISpreadToOptimalExercise (
  8305.         final org.drip.param.valuation.ValuationParams valParams,
  8306.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8307.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8308.         final double dblISpread)
  8309.         throws java.lang.Exception
  8310.     {
  8311.         if (null != _eosCall || null != _eosPut)
  8312.             throw new java.lang.Exception ("BondComponent::jSpreadFromISpreadToOptimalExercise => " +
  8313.                 "Cant calc J Spread from I Spread to optimal exercise for bonds w emb option");

  8315.         return jSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  8316.     }

  8318.     @Override public double jSpreadFromNSpread (
  8319.         final org.drip.param.valuation.ValuationParams valParams,
  8320.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8321.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8322.         final int iWorkoutDate,
  8323.         final double dblWorkoutFactor,
  8324.         final double dblNSpread)
  8325.         throws java.lang.Exception
  8326.     {
  8327.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromNSpread
  8328.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  8329.     }

  8331.     @Override public double jSpreadFromNSpread (
  8332.         final org.drip.param.valuation.ValuationParams valParams,
  8333.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8334.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8335.         final double dblNSpread)
  8336.         throws java.lang.Exception
  8337.     {
  8338.         return jSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  8339.     }

  8341.     @Override public double jSpreadFromNSpreadToOptimalExercise (
  8342.         final org.drip.param.valuation.ValuationParams valParams,
  8343.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8344.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8345.         final double dblNSpread)
  8346.         throws java.lang.Exception
  8347.     {
  8348.         if (null != _eosCall || null != _eosPut)
  8349.             throw new java.lang.Exception ("BondComponent::jSpreadFromNSpreadToOptimalExercise => " +
  8350.                 "Cant calc J Spread from N Spread to optimal exercise for bonds w emb option");

  8352.         return jSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  8353.     }

  8355.     @Override public double jSpreadFromOAS (
  8356.         final org.drip.param.valuation.ValuationParams valParams,
  8357.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8358.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8359.         final int iWorkoutDate,
  8360.         final double dblWorkoutFactor,
  8361.         final double dblOAS)
  8362.         throws java.lang.Exception
  8363.     {
  8364.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromOAS
  8365.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  8366.     }

  8368.     @Override public double jSpreadFromOAS (
  8369.         final org.drip.param.valuation.ValuationParams valParams,
  8370.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8371.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8372.         final double dblOAS)
  8373.         throws java.lang.Exception
  8374.     {
  8375.         return jSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  8376.     }

  8378.     @Override public double jSpreadFromOASToOptimalExercise (
  8379.         final org.drip.param.valuation.ValuationParams valParams,
  8380.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8381.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8382.         final double dblOAS)
  8383.         throws java.lang.Exception
  8384.     {
  8385.         if (null != _eosCall || null != _eosPut)
  8386.             throw new java.lang.Exception ("BondComponent::jSpreadFromOASToOptimalExercise => " +
  8387.                 "Cant calc J Spread from OAS to optimal exercise for bonds w emb option");

  8389.         return jSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  8390.     }

  8392.     @Override public double jSpreadFromPECS (
  8393.         final org.drip.param.valuation.ValuationParams valParams,
  8394.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8395.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8396.         final int iWorkoutDate,
  8397.         final double dblWorkoutFactor,
  8398.         final double dblPECS)
  8399.         throws java.lang.Exception
  8400.     {
  8401.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPECS
  8402.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  8403.     }

  8405.     @Override public double jSpreadFromPECS (
  8406.         final org.drip.param.valuation.ValuationParams valParams,
  8407.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8408.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8409.         final double dblPECS)
  8410.         throws java.lang.Exception
  8411.     {
  8412.         return jSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  8413.     }

  8415.     @Override public double jSpreadFromPECSToOptimalExercise (
  8416.         final org.drip.param.valuation.ValuationParams valParams,
  8417.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8418.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8419.         final double dblPECS)
  8420.         throws java.lang.Exception
  8421.     {
  8422.         if (null != _eosCall || null != _eosPut)
  8423.             throw new java.lang.Exception ("BondComponent::jSpreadFromPECSToOptimalExercise => " +
  8424.                 "Cant calc J Spread from PECS to optimal exercise for bonds w emb option");

  8426.         return jSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  8427.     }

  8429.     @Override public double jSpreadFromPrice (
  8430.         final org.drip.param.valuation.ValuationParams valParams,
  8431.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8432.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8433.         final int iWorkoutDate,
  8434.         final double dblWorkoutFactor,
  8435.         final double dblPrice)
  8436.         throws java.lang.Exception
  8437.     {
  8438.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPrice
  8439.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice));
  8440.     }

  8442.     @Override public double jSpreadFromPrice (
  8443.         final org.drip.param.valuation.ValuationParams valParams,
  8444.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8445.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8446.         final double dblPrice)
  8447.         throws java.lang.Exception
  8448.     {
  8449.         return jSpreadFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  8450.     }

  8452.     @Override public double jSpreadFromPriceToOptimalExercise (
  8453.         final org.drip.param.valuation.ValuationParams valParams,
  8454.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8455.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8456.         final double dblPrice)
  8457.         throws java.lang.Exception
  8458.     {
  8459.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  8461.         if (null == wi)
  8462.             throw new java.lang.Exception
  8463.                 ("BondComponent::jSpreadFromPriceToOptimalExercise => Can't do Work-out");

  8465.         return jSpreadFromYield (valParams, csqc, vcp, wi.date(), wi.factor(), wi.yield());
  8466.     }

  8468.     @Override public double jSpreadFromTSYSpread (
  8469.         final org.drip.param.valuation.ValuationParams valParams,
  8470.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8471.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8472.         final int iWorkoutDate,
  8473.         final double dblWorkoutFactor,
  8474.         final double dblTSYSpread)
  8475.         throws java.lang.Exception
  8476.     {
  8477.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromTSYSpread
  8478.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  8479.     }

  8481.     @Override public double jSpreadFromTSYSpread (
  8482.         final org.drip.param.valuation.ValuationParams valParams,
  8483.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8484.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8485.         final double dblTSYSpread)
  8486.         throws java.lang.Exception
  8487.     {
  8488.         return jSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  8489.     }

  8491.     @Override public double jSpreadFromTSYSpreadToOptimalExercise (
  8492.         final org.drip.param.valuation.ValuationParams valParams,
  8493.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8494.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8495.         final double dblTSYSpread)
  8496.         throws java.lang.Exception
  8497.     {
  8498.         if (null != _eosCall || null != _eosPut)
  8499.             throw new java.lang.Exception ("BondComponent::jSpreadFromTSYSpreadToOptimalExercise => " +
  8500.                 "Cant calc J Spread from TSY Spread to optimal exercise for bonds w emb option");

  8502.         return jSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  8503.     }

  8505.     @Override public double jSpreadFromYield (
  8506.         final org.drip.param.valuation.ValuationParams valParams,
  8507.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8508.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8509.         final int iWorkoutDate,
  8510.         final double dblWorkoutFactor,
  8511.         final double dblYield)
  8512.         throws java.lang.Exception
  8513.     {
  8514.         if (null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblYield))
  8515.             throw new java.lang.Exception ("BondComponent::jSpreadFromYield => Invalid inputs");

  8517.         org.drip.state.govvie.GovvieCurve gc = csqc.govvieState (govvieLabel());

  8519.         if (null == gc) throw new java.lang.Exception ("BondComponent::jSpreadFromYield => Invalid inputs");

  8521.         return dblYield - gc.yield (weightedAverageMaturityDate (valParams, csqc, iWorkoutDate,
  8522.             dblWorkoutFactor));
  8523.     }

  8525.     @Override public double jSpreadFromYield (
  8526.         final org.drip.param.valuation.ValuationParams valParams,
  8527.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8528.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8529.         final double dblYield)
  8530.         throws java.lang.Exception
  8531.     {
  8532.         return jSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  8533.     }

  8535.     @Override public double jSpreadFromYieldToOptimalExercise (
  8536.         final org.drip.param.valuation.ValuationParams valParams,
  8537.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8538.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8539.         final double dblYield)
  8540.         throws java.lang.Exception
  8541.     {
  8542.         if (null != _eosCall || null != _eosPut)
  8543.             throw new java.lang.Exception ("BondComponent::jSpreadFromYieldToOptimalExercise => " +
  8544.                 "Cant calc J Spread from Yield to optimal exercise for bonds w emb option");

  8546.         return jSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  8547.     }

  8549.     @Override public double jSpreadFromYieldSpread (
  8550.         final org.drip.param.valuation.ValuationParams valParams,
  8551.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8552.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8553.         final int iWorkoutDate,
  8554.         final double dblWorkoutFactor,
  8555.         final double dblYieldSpread)
  8556.         throws java.lang.Exception
  8557.     {
  8558.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromYieldSpread
  8559.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  8560.     }

  8562.     @Override public double jSpreadFromYieldSpread (
  8563.         final org.drip.param.valuation.ValuationParams valParams,
  8564.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8565.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8566.         final double dblYieldSpread)
  8567.         throws java.lang.Exception
  8568.     {
  8569.         return jSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  8570.     }

  8572.     @Override public double jSpreadFromYieldSpreadToOptimalExercise (
  8573.         final org.drip.param.valuation.ValuationParams valParams,
  8574.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8575.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8576.         final double dblYieldSpread)
  8577.         throws java.lang.Exception
  8578.     {
  8579.         if (null != _eosCall || null != _eosPut)
  8580.             throw new java.lang.Exception ("BondComponent::jSpreadFromYieldSpreadToOptimalExercise => " +
  8581.                 "Cant calc J Spread from Yield Spread to optimal exercise for bonds w emb option");

  8583.         return jSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  8584.     }

  8586.     @Override public double jSpreadFromZSpread (
  8587.         final org.drip.param.valuation.ValuationParams valParams,
  8588.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8589.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8590.         final int iWorkoutDate,
  8591.         final double dblWorkoutFactor,
  8592.         final double dblZSpread)
  8593.         throws java.lang.Exception
  8594.     {
  8595.         return jSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromZSpread
  8596.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  8597.     }

  8599.     @Override public double jSpreadFromZSpread (
  8600.         final org.drip.param.valuation.ValuationParams valParams,
  8601.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8602.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8603.         final double dblZSpread)
  8604.         throws java.lang.Exception
  8605.     {
  8606.         return jSpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  8607.     }

  8609.     @Override public double jSpreadFromZSpreadToOptimalExercise (
  8610.         final org.drip.param.valuation.ValuationParams valParams,
  8611.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8612.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8613.         final double dblZSpread)
  8614.         throws java.lang.Exception
  8615.     {
  8616.         if (null != _eosCall || null != _eosPut)
  8617.             throw new java.lang.Exception ("BondComponent::iSpreadFromZSpreadToOptimalExercise => " +
  8618.                 "Cant calc J Spread from Z Spread to optimal exercise for bonds w emb option");

  8620.         return jSpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  8621.     }

  8623.     @Override public double macaulayDurationFromASW (
  8624.         final org.drip.param.valuation.ValuationParams valParams,
  8625.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8626.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8627.         final int iWorkoutDate,
  8628.         final double dblWorkoutFactor,
  8629.         final double dblASW)
  8630.         throws java.lang.Exception
  8631.     {
  8632.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8633.             yieldFromASW (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  8634.     }

  8636.     @Override public double macaulayDurationFromASW (
  8637.         final org.drip.param.valuation.ValuationParams valParams,
  8638.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8639.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8640.         final double dblASW)
  8641.         throws java.lang.Exception
  8642.     {
  8643.         return macaulayDurationFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  8644.     }

  8646.     @Override public double macaulayDurationFromASWToOptimalExercise (
  8647.         final org.drip.param.valuation.ValuationParams valParams,
  8648.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8649.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8650.         final double dblASW)
  8651.         throws java.lang.Exception
  8652.     {
  8653.         if (null != _eosCall || null != _eosPut)
  8654.             throw new java.lang.Exception
  8655.                 ("BondComponent::macaulayDurationFromASWToOptimalExercise => " +
  8656.                     "Cant calc Macaulay Duration from ASW to optimal exercise for bonds w emb option");

  8658.         return macaulayDurationFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  8659.     }

  8661.     @Override public double macaulayDurationFromBondBasis (
  8662.         final org.drip.param.valuation.ValuationParams valParams,
  8663.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8664.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8665.         final int iWorkoutDate,
  8666.         final double dblWorkoutFactor,
  8667.         final double dblBondBasis)
  8668.         throws java.lang.Exception
  8669.     {
  8670.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8671.             yieldFromBondBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  8672.     }

  8674.     @Override public double macaulayDurationFromBondBasis (
  8675.         final org.drip.param.valuation.ValuationParams valParams,
  8676.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8677.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8678.         final double dblBondBasis)
  8679.         throws java.lang.Exception
  8680.     {
  8681.         return macaulayDurationFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  8682.             dblBondBasis);
  8683.     }

  8685.     @Override public double macaulayDurationFromBondBasisToOptimalExercise (
  8686.         final org.drip.param.valuation.ValuationParams valParams,
  8687.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8688.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8689.         final double dblBondBasis)
  8690.         throws java.lang.Exception
  8691.     {
  8692.         if (null != _eosCall || null != _eosPut)
  8693.             throw new java.lang.Exception
  8694.                 ("BondComponent::macaulayDurationFromBondBasisToOptimalExercise => " +
  8695.                     "Cant calc Macaulay Duration from Bnd Basis to optimal exercise for bonds w emb option");

  8697.         return macaulayDurationFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  8698.             dblBondBasis);
  8699.     }

  8701.     @Override public double macaulayDurationFromCreditBasis (
  8702.         final org.drip.param.valuation.ValuationParams valParams,
  8703.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8704.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8705.         final int iWorkoutDate,
  8706.         final double dblWorkoutFactor,
  8707.         final double dblCreditBasis)
  8708.         throws java.lang.Exception
  8709.     {
  8710.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8711.             yieldFromCreditBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  8712.     }

  8714.     @Override public double macaulayDurationFromCreditBasis (
  8715.         final org.drip.param.valuation.ValuationParams valParams,
  8716.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8717.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8718.         final double dblCreditBasis)
  8719.         throws java.lang.Exception
  8720.     {
  8721.         return macaulayDurationFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  8722.             dblCreditBasis);
  8723.     }

  8725.     @Override public double macaulayDurationFromCreditBasisToOptimalExercise (
  8726.         final org.drip.param.valuation.ValuationParams valParams,
  8727.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8728.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8729.         final double dblCreditBasis)
  8730.         throws java.lang.Exception
  8731.     {
  8732.         if (null != _eosCall || null != _eosPut)
  8733.             throw new java.lang.Exception
  8734.                 ("BondComponent::macaulayDurationFromCreditBasisToOptimalExercise => " +
  8735.                     "Cant calc Macaulay Duration from Crd Basis to optimal exercise for bonds w emb option");

  8737.         return macaulayDurationFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  8738.             dblCreditBasis);
  8739.     }

  8741.     @Override public double macaulayDurationFromDiscountMargin (
  8742.         final org.drip.param.valuation.ValuationParams valParams,
  8743.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8744.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8745.         final int iWorkoutDate,
  8746.         final double dblWorkoutFactor,
  8747.         final double dblDiscountMargin)
  8748.         throws java.lang.Exception
  8749.     {
  8750.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8751.             yieldFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8752.                 dblDiscountMargin));
  8753.     }

  8755.     @Override public double macaulayDurationFromDiscountMargin (
  8756.         final org.drip.param.valuation.ValuationParams valParams,
  8757.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8758.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8759.         final double dblDiscountMargin)
  8760.         throws java.lang.Exception
  8761.     {
  8762.         return macaulayDurationFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  8763.             dblDiscountMargin);
  8764.     }

  8766.     @Override public double macaulayDurationFromDiscountMarginToOptimalExercise (
  8767.         final org.drip.param.valuation.ValuationParams valParams,
  8768.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8769.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8770.         final double dblDiscountMargin)
  8771.         throws java.lang.Exception
  8772.     {
  8773.         if (null != _eosCall || null != _eosPut)
  8774.             throw new java.lang.Exception
  8775.                 ("BondComponent::macaulayDurationFromDiscountMarginToOptimalExercise => " +
  8776.                     "Cant calc Macaulay Duration from Disc Marg to optimal exercise for bonds w emb option");

  8778.         return macaulayDurationFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  8779.             dblDiscountMargin);
  8780.     }

  8782.     @Override public double macaulayDurationFromESpread (
  8783.         final org.drip.param.valuation.ValuationParams valParams,
  8784.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8785.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8786.         final int iWorkoutDate,
  8787.         final double dblWorkoutFactor,
  8788.         final double dblESpread)
  8789.         throws java.lang.Exception
  8790.     {
  8791.         return macaulayDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8792.             priceFromESpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  8793.     }

  8795.     @Override public double macaulayDurationFromESpread (
  8796.         final org.drip.param.valuation.ValuationParams valParams,
  8797.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8798.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8799.         final double dblESpread)
  8800.         throws java.lang.Exception
  8801.     {
  8802.         return macaulayDurationFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  8803.     }

  8805.     @Override public double macaulayDurationFromESpreadToOptimalExercise (
  8806.         final org.drip.param.valuation.ValuationParams valParams,
  8807.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8808.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8809.         final double dblESpread)
  8810.         throws java.lang.Exception
  8811.     {
  8812.         if (null != _eosCall || null != _eosPut)
  8813.             throw new java.lang.Exception
  8814.                 ("BondComponent::macaulayDurationFromESpreadToOptimalExercise => " +
  8815.                     "Cant calc Macaulay Duration from E Spread to optimal exercise for bonds w emb option");

  8817.         return macaulayDurationFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  8818.     }

  8820.     @Override public double macaulayDurationFromGSpread (
  8821.         final org.drip.param.valuation.ValuationParams valParams,
  8822.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8823.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8824.         final int iWorkoutDate,
  8825.         final double dblWorkoutFactor,
  8826.         final double dblGSpread)
  8827.         throws java.lang.Exception
  8828.     {
  8829.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8830.             yieldFromGSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  8831.     }

  8833.     @Override public double macaulayDurationFromGSpread (
  8834.         final org.drip.param.valuation.ValuationParams valParams,
  8835.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8836.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8837.         final double dblGSpread)
  8838.         throws java.lang.Exception
  8839.     {
  8840.         return macaulayDurationFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  8841.     }

  8843.     @Override public double macaulayDurationFromGSpreadToOptimalExercise (
  8844.         final org.drip.param.valuation.ValuationParams valParams,
  8845.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8846.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8847.         final double dblGSpread)
  8848.         throws java.lang.Exception
  8849.     {
  8850.         if (null != _eosCall || null != _eosPut)
  8851.             throw new java.lang.Exception
  8852.                 ("BondComponent::macaulayDurationFromGSpreadToOptimalExercise => " +
  8853.                     "Cant calc Macaulay Duration from G Spread to optimal exercise for bonds w emb option");

  8855.         return macaulayDurationFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  8856.     }

  8858.     @Override public double macaulayDurationFromISpread (
  8859.         final org.drip.param.valuation.ValuationParams valParams,
  8860.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8861.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8862.         final int iWorkoutDate,
  8863.         final double dblWorkoutFactor,
  8864.         final double dblISpread)
  8865.         throws java.lang.Exception
  8866.     {
  8867.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8868.             yieldFromISpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  8869.     }

  8871.     @Override public double macaulayDurationFromISpread (
  8872.         final org.drip.param.valuation.ValuationParams valParams,
  8873.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8874.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8875.         final double dblISpread)
  8876.         throws java.lang.Exception
  8877.     {
  8878.         return macaulayDurationFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  8879.     }

  8881.     @Override public double macaulayDurationFromISpreadToOptimalExercise (
  8882.         final org.drip.param.valuation.ValuationParams valParams,
  8883.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8884.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8885.         final double dblISpread)
  8886.         throws java.lang.Exception
  8887.     {
  8888.         if (null != _eosCall || null != _eosPut)
  8889.             throw new java.lang.Exception
  8890.                 ("BondComponent::macaulayDurationFromISpreadToOptimalExercise => " +
  8891.                     "Cant calc Macaulay Duration from I Spread to optimal exercise for bonds w emb option");

  8893.         return macaulayDurationFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  8894.     }

  8896.     @Override public double macaulayDurationFromJSpread (
  8897.         final org.drip.param.valuation.ValuationParams valParams,
  8898.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8899.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8900.         final int iWorkoutDate,
  8901.         final double dblWorkoutFactor,
  8902.         final double dblJSpread)
  8903.         throws java.lang.Exception
  8904.     {
  8905.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8906.             yieldFromJSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  8907.     }

  8909.     @Override public double macaulayDurationFromJSpread (
  8910.         final org.drip.param.valuation.ValuationParams valParams,
  8911.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8912.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8913.         final double dblJSpread)
  8914.         throws java.lang.Exception
  8915.     {
  8916.         return macaulayDurationFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  8917.     }

  8919.     @Override public double macaulayDurationFromJSpreadToOptimalExercise (
  8920.         final org.drip.param.valuation.ValuationParams valParams,
  8921.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8922.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8923.         final double dblJSpread)
  8924.         throws java.lang.Exception
  8925.     {
  8926.         if (null != _eosCall || null != _eosPut)
  8927.             throw new java.lang.Exception
  8928.                 ("BondComponent::macaulayDurationFromJSpreadToOptimalExercise => " +
  8929.                     "Cant calc Macaulay Duration from J Spread to optimal exercise for bonds w emb option");

  8931.         return macaulayDurationFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  8932.     }

  8934.     @Override public double macaulayDurationFromNSpread (
  8935.         final org.drip.param.valuation.ValuationParams valParams,
  8936.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8937.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8938.         final int iWorkoutDate,
  8939.         final double dblWorkoutFactor,
  8940.         final double dblNSpread)
  8941.         throws java.lang.Exception
  8942.     {
  8943.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8944.             yieldFromNSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  8945.     }

  8947.     @Override public double macaulayDurationFromNSpread (
  8948.         final org.drip.param.valuation.ValuationParams valParams,
  8949.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8950.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8951.         final double dblNSpread)
  8952.         throws java.lang.Exception
  8953.     {
  8954.         return macaulayDurationFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  8955.     }

  8957.     @Override public double macaulayDurationFromNSpreadToOptimalExercise (
  8958.         final org.drip.param.valuation.ValuationParams valParams,
  8959.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8960.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8961.         final double dblNSpread)
  8962.         throws java.lang.Exception
  8963.     {
  8964.         if (null != _eosCall || null != _eosPut)
  8965.             throw new java.lang.Exception
  8966.                 ("BondComponent::macaulayDurationFromNSpreadToOptimalExercise => " +
  8967.                     "Cant calc Macaulay Duration from N Spread to optimal exercise for bonds w emb option");

  8969.         return macaulayDurationFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  8970.     }

  8972.     @Override public double macaulayDurationFromOAS (
  8973.         final org.drip.param.valuation.ValuationParams valParams,
  8974.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8975.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8976.         final int iWorkoutDate,
  8977.         final double dblWorkoutFactor,
  8978.         final double dblOAS)
  8979.         throws java.lang.Exception
  8980.     {
  8981.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  8982.             yieldFromOAS (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  8983.     }

  8985.     @Override public double macaulayDurationFromOAS (
  8986.         final org.drip.param.valuation.ValuationParams valParams,
  8987.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8988.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8989.         final double dblOAS)
  8990.         throws java.lang.Exception
  8991.     {
  8992.         return macaulayDurationFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  8993.     }

  8995.     @Override public double mnacaulayDurationFromOASToOptimalExercise (
  8996.         final org.drip.param.valuation.ValuationParams valParams,
  8997.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  8998.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  8999.         final double dblOAS)
  9000.         throws java.lang.Exception
  9001.     {
  9002.         if (null != _eosCall || null != _eosPut)
  9003.             throw new java.lang.Exception
  9004.                 ("BondComponent::mnacaulayDurationFromOASToOptimalExercise => " +
  9005.                     "Cant calc Macaulay Duration from OAS to optimal exercise for bonds w emb option");

  9007.         return macaulayDurationFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  9008.     }

  9010.     @Override public double macaulayDurationFromPECS (
  9011.         final org.drip.param.valuation.ValuationParams valParams,
  9012.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9013.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9014.         final int iWorkoutDate,
  9015.         final double dblWorkoutFactor,
  9016.         final double dblPECS)
  9017.         throws java.lang.Exception
  9018.     {
  9019.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9020.             yieldFromPECS (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  9021.     }

  9023.     @Override public double macaulayDurationFromPECS (
  9024.         final org.drip.param.valuation.ValuationParams valParams,
  9025.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9026.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9027.         final double dblPECS)
  9028.         throws java.lang.Exception
  9029.     {
  9030.         return macaulayDurationFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  9031.     }

  9033.     @Override public double macaulayDurationFromPECSToOptimalExercise (
  9034.         final org.drip.param.valuation.ValuationParams valParams,
  9035.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9036.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9037.         final double dblPECS)
  9038.         throws java.lang.Exception
  9039.     {
  9040.         if (null != _eosCall || null != _eosPut)
  9041.             throw new java.lang.Exception
  9042.                 ("BondComponent::macaulayDurationFromPECSToOptimalExercise => " +
  9043.                     "Cant calc Macaulay Duration from PECS to optimal exercise for bonds w emb option");

  9045.         return macaulayDurationFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  9046.     }

  9048.     @Override public double macaulayDurationFromPrice (
  9049.         final org.drip.param.valuation.ValuationParams valParams,
  9050.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9051.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9052.         final int iWorkoutDate,
  9053.         final double dblWorkoutFactor,
  9054.         final double dblPrice)
  9055.         throws java.lang.Exception
  9056.     {
  9057.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9058.             yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice));
  9059.     }

  9061.     @Override public double macaulayDurationFromPrice (
  9062.         final org.drip.param.valuation.ValuationParams valParams,
  9063.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9064.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9065.         final double dblPrice)
  9066.         throws java.lang.Exception
  9067.     {
  9068.         return macaulayDurationFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  9069.     }

  9071.     @Override public double macaulayDurationFromPriceToOptimalExercise (
  9072.         final org.drip.param.valuation.ValuationParams valParams,
  9073.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9074.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9075.         final double dblPrice)
  9076.         throws java.lang.Exception
  9077.     {
  9078.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  9080.         if (null == wi)
  9081.             throw new java.lang.Exception
  9082.                 ("BondComponent::macaulayDurationFromPriceToOptimalExercise => Cant determine Work-out");

  9084.         return macaulayDurationFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), wi.yield());
  9085.     }

  9087.     @Override public double macaulayDurationFromTSYSpread (
  9088.         final org.drip.param.valuation.ValuationParams valParams,
  9089.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9090.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9091.         final int iWorkoutDate,
  9092.         final double dblWorkoutFactor,
  9093.         final double dblTSYSpread)
  9094.         throws java.lang.Exception
  9095.     {
  9096.         return macaulayDurationFromTSYSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9097.             yieldFromTSYSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  9098.     }

  9100.     @Override public double macaulayDurationFromTSYSpread (
  9101.         final org.drip.param.valuation.ValuationParams valParams,
  9102.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9103.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9104.         final double dblTSYSpread)
  9105.         throws java.lang.Exception
  9106.     {
  9107.         return macaulayDurationFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9108.             dblTSYSpread);
  9109.     }

  9111.     @Override public double macaulayDurationFromTSYSpreadToOptimalExercise (
  9112.         final org.drip.param.valuation.ValuationParams valParams,
  9113.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9114.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9115.         final double dblTSYSpread)
  9116.         throws java.lang.Exception
  9117.     {
  9118.         if (null != _eosCall || null != _eosPut)
  9119.             throw new java.lang.Exception
  9120.                 ("BondComponent::macaulayDurationFromTSYSpreadToOptimalExercise => " +
  9121.                     "Cant calc Macaulay Duration from TSY Sprd to optimal exercise for bonds w emb option");

  9123.         return macaulayDurationFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9124.             dblTSYSpread);
  9125.     }

  9127.     @Override public double macaulayDurationFromYield (
  9128.         final org.drip.param.valuation.ValuationParams valParams,
  9129.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9130.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9131.         final int iWorkoutDate,
  9132.         final double dblWorkoutFactor,
  9133.         final double dblYield)
  9134.         throws java.lang.Exception
  9135.     {
  9136.         if (null == valParams || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor))
  9137.             throw new java.lang.Exception ("BondComponent::macaulayDurationFromYield => Invalid inputs");

  9139.         int iValueDate = valParams.valueDate();

  9141.         if (iValueDate >= iWorkoutDate)
  9142.             throw new java.lang.Exception ("BondComponent::macaulayDurationFromYield => Invalid inputs");

  9144.         boolean bFirstPeriod = true;
  9145.         double dblPeriodYearFract = 0.;
  9146.         double dblCumulativePeriodPV = 0.;
  9147.         boolean bTerminateCouponFlow = false;
  9148.         boolean bApplyFlatForwardRate = false;
  9149.         double dblCumulativePeriodDuration = 0.;
  9150.         double dblFlatForwardRate = java.lang.Double.NaN;
  9151.         org.drip.analytics.daycount.ActActDCParams aap = null;
  9152.         org.drip.analytics.cashflow.CompositePeriod periodRef = null;

  9154.         int iFrequency = freq();

  9156.         java.lang.String strDC = couponDC();

  9158.         java.lang.String strCalendar = currency();

  9160.         boolean bApplyCpnEOMAdj = _stream.couponEOMAdjustment();

  9162.         if (null == strCalendar || strCalendar.isEmpty()) strCalendar = redemptionCurrency();

  9164.         org.drip.param.valuation.ValuationCustomizationParams vcpQuote = null == _quoteConvention ? null :
  9165.             _quoteConvention.valuationCustomizationParams();

  9167.         if (null != vcp) {
  9168.             strDC = vcp.yieldDayCount();

  9170.             iFrequency = vcp.yieldFreq();

  9172.             strCalendar = vcp.yieldCalendar();

  9174.             bApplyCpnEOMAdj = vcp.applyYieldEOMAdj();

  9176.             bApplyFlatForwardRate = vcp.applyFlatForwardRate();
  9177.         } else if (null != vcpQuote) {
  9178.             strDC = vcpQuote.yieldDayCount();

  9180.             iFrequency = vcpQuote.yieldFreq();

  9182.             strCalendar = vcpQuote.yieldCalendar();

  9184.             bApplyCpnEOMAdj = vcpQuote.applyYieldEOMAdj();

  9186.             bApplyFlatForwardRate = vcpQuote.applyFlatForwardRate();
  9187.         }

  9189.         int iAmortizationMode = _notionalSetting.periodAmortizationMode();

  9191.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  9192.             int iPeriodPayDate = period.payDate();

  9194.             if (iPeriodPayDate < iValueDate) continue;

  9196.             if (bFirstPeriod) {
  9197.                 bFirstPeriod = false;

  9199.                 dblPeriodYearFract = period.couponDCF() - period.accrualDCF (iValueDate);
  9200.             } else
  9201.                 dblPeriodYearFract += period.couponDCF();

  9203.             periodRef = period;

  9205.             int iPeriodEndDate = period.endDate();

  9207.             int iPeriodStartDate = period.startDate();

  9209.             if (iPeriodEndDate >= iWorkoutDate) {
  9210.                 bTerminateCouponFlow = true;
  9211.                 iPeriodEndDate = iWorkoutDate;
  9212.             }

  9214.             org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iValueDate,
  9215.                 valParams, csqc);

  9217.             if (null == cpcm)
  9218.                 throw new java.lang.Exception ("BondComponent::macaulayDurationFromYield => No CPCM");

  9220.             if (null != vcp) {
  9221.                 if (null == (aap = vcp.yieldAAP()))
  9222.                     aap = new org.drip.analytics.daycount.ActActDCParams (vcp.yieldFreq(), iPeriodEndDate -
  9223.                         iPeriodStartDate);
  9224.             } else if (null != vcpQuote) {
  9225.                 if (null == (aap = vcpQuote.yieldAAP()))
  9226.                     aap = new org.drip.analytics.daycount.ActActDCParams (vcpQuote.yieldFreq(),
  9227.                         iPeriodEndDate - iPeriodStartDate);
  9228.             } else
  9229.                 aap = new org.drip.analytics.daycount.ActActDCParams (iFrequency, iPeriodEndDate -
  9230.                     iPeriodStartDate);

  9232.             double dblYearFract = org.drip.analytics.daycount.Convention.YearFraction (iValueDate,
  9233.                 iPeriodPayDate, strDC, bApplyCpnEOMAdj, aap, strCalendar);

  9235.             double dblYieldAnnuity = org.drip.analytics.support.Helper.Yield2DF (iFrequency, dblYield,
  9236.                 s_bYieldDFOffofCouponAccrualDCF ? dblPeriodYearFract : dblYearFract) * cpcm.cumulative();

  9238.             double dblPeriodStartNotional = notional (iPeriodStartDate);

  9240.             double dblPeriodEndNotional = notional (iPeriodEndDate);

  9242.             double dblCouponNotional = dblPeriodStartNotional;

  9244.             if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START == iAmortizationMode)
  9245.                 dblCouponNotional = notional (iPeriodStartDate);
  9246.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_END == iAmortizationMode)
  9247.                 dblCouponNotional = dblPeriodEndNotional;
  9248.             else if (org.drip.product.params.NotionalSetting.PERIOD_AMORT_EFFECTIVE == iAmortizationMode)
  9249.                 dblCouponNotional = notional (iPeriodStartDate, iPeriodEndDate);

  9251.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  9252.                 dblFlatForwardRate = cpcm.rate();

  9254.             double dblCouponPV = period.accrualDCF (iPeriodEndDate) * (bApplyFlatForwardRate ?
  9255.                 dblFlatForwardRate : cpcm.rate()) * couponFactor (iPeriodEndDate) * dblYieldAnnuity *
  9256.                     dblCouponNotional;

  9258.             double dblPeriodNotionalPV = (dblPeriodStartNotional - dblPeriodEndNotional) * dblYieldAnnuity;
  9259.             dblCumulativePeriodDuration += dblPeriodYearFract * (dblCouponPV + dblPeriodNotionalPV);
  9260.             dblCumulativePeriodPV += (dblCouponPV + dblPeriodNotionalPV);

  9262.             if (bTerminateCouponFlow) break;
  9263.         }

  9265.         if (null != periodRef)
  9266.             aap = new org.drip.analytics.daycount.ActActDCParams (iFrequency, periodRef.endDate() -
  9267.                 periodRef.startDate());

  9269.         double dblRedemptionPV = dblWorkoutFactor * org.drip.analytics.support.Helper.Yield2DF (iFrequency,
  9270.             dblYield, s_bYieldDFOffofCouponAccrualDCF ? dblPeriodYearFract :
  9271.                 org.drip.analytics.daycount.Convention.YearFraction (iValueDate, terminationAdjust
  9272.                     (iWorkoutDate), strDC, bApplyCpnEOMAdj, aap, strCalendar)) * notional (iWorkoutDate);

  9274.         return (dblCumulativePeriodDuration + dblPeriodYearFract * dblRedemptionPV) / (dblCumulativePeriodPV
  9275.             + dblRedemptionPV);
  9276.     }

  9278.     @Override public double macaulayDurationFromYield (
  9279.         final org.drip.param.valuation.ValuationParams valParams,
  9280.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9281.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9282.         final double dblYield)
  9283.         throws java.lang.Exception
  9284.     {
  9285.         return macaulayDurationFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  9286.     }

  9288.     @Override public double macaulayDurationFromYieldToOptimalExercise (
  9289.         final org.drip.param.valuation.ValuationParams valParams,
  9290.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9291.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9292.         final double dblYield)
  9293.         throws java.lang.Exception
  9294.     {
  9295.         if (null != _eosCall || null != _eosPut)
  9296.             throw new java.lang.Exception ("BondComponent::macaulayDurationFromYieldToOptimalExercise =>" +
  9297.                 " Cant calc Macaulay Duration from Yield to optimal exercise for bonds w emb option");

  9299.         return macaulayDurationFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  9300.     }

  9302.     @Override public double macaulayDurationFromYieldSpread (
  9303.         final org.drip.param.valuation.ValuationParams valParams,
  9304.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9305.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9306.         final int iWorkoutDate,
  9307.         final double dblWorkoutFactor,
  9308.         final double dblYieldSpread)
  9309.         throws java.lang.Exception
  9310.     {
  9311.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9312.             yieldFromYieldSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  9313.     }

  9315.     @Override public double macaulayDurationFromYieldSpread (
  9316.         final org.drip.param.valuation.ValuationParams valParams,
  9317.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9318.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9319.         final double dblYieldSpread)
  9320.         throws java.lang.Exception
  9321.     {
  9322.         return macaulayDurationFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9323.             dblYieldSpread);
  9324.     }

  9326.     @Override public double macaulayDurationFromYieldSpreadToOptimalExercise (
  9327.         final org.drip.param.valuation.ValuationParams valParams,
  9328.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9329.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9330.         final double dblYieldSpread)
  9331.         throws java.lang.Exception
  9332.     {
  9333.         if (null != _eosCall || null != _eosPut)
  9334.             throw new java.lang.Exception
  9335.                 ("BondComponent::macaulayDurationFromYieldSpreadToOptimalExercise => " +
  9336.                     "Cant calc Macaulay Duration from Yld Sprd to optimal exercise for bonds w emb option");

  9338.         return macaulayDurationFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9339.             dblYieldSpread);
  9340.     }

  9342.     @Override public double macaulayDurationFromZSpread (
  9343.         final org.drip.param.valuation.ValuationParams valParams,
  9344.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9345.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9346.         final int iWorkoutDate,
  9347.         final double dblWorkoutFactor,
  9348.         final double dblZSpread)
  9349.         throws java.lang.Exception
  9350.     {
  9351.         return macaulayDurationFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9352.             yieldFromZSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  9353.     }

  9355.     @Override public double macaulayDurationFromZSpread (
  9356.         final org.drip.param.valuation.ValuationParams valParams,
  9357.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9358.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9359.         final double dblZSpread)
  9360.         throws java.lang.Exception
  9361.     {
  9362.         return macaulayDurationFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  9363.     }

  9365.     @Override public double macaulayDurationFromZSpreadToOptimalExercise (
  9366.         final org.drip.param.valuation.ValuationParams valParams,
  9367.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9368.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9369.         final double dblZSpread)
  9370.         throws java.lang.Exception
  9371.     {
  9372.         if (null != _eosCall || null != _eosPut)
  9373.             throw new java.lang.Exception
  9374.                 ("BondComponent::macaulayDurationFromZSpreadToOptimalExercise => " +
  9375.                     "Cant calc Macaulay Duration from Z Spread to optimal exercise for bonds w emb option");

  9377.         return macaulayDurationFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  9378.     }

  9380.     @Override public double modifiedDurationFromASW (
  9381.         final org.drip.param.valuation.ValuationParams valParams,
  9382.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9383.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9384.         final int iWorkoutDate,
  9385.         final double dblWorkoutFactor,
  9386.         final double dblASW)
  9387.         throws java.lang.Exception
  9388.     {
  9389.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9390.             priceFromASW (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  9391.     }

  9393.     @Override public double modifiedDurationFromASW (
  9394.         final org.drip.param.valuation.ValuationParams valParams,
  9395.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9396.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9397.         final double dblASW)
  9398.         throws java.lang.Exception
  9399.     {
  9400.         return modifiedDurationFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  9401.     }

  9403.     @Override public double modifiedDurationFromASWToOptimalExercise (
  9404.         final org.drip.param.valuation.ValuationParams valParams,
  9405.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9406.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9407.         final double dblASW)
  9408.         throws java.lang.Exception
  9409.     {
  9410.         if (null != _eosCall || null != _eosPut)
  9411.             throw new java.lang.Exception
  9412.                 ("BondComponent::modifiedDurationFromASWToOptimalExercise => " +
  9413.                     "Cant calc Modified Duration from ASW to optimal exercise for bonds w emb option");

  9415.         return modifiedDurationFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  9416.     }

  9418.     @Override public double modifiedDurationFromBondBasis (
  9419.         final org.drip.param.valuation.ValuationParams valParams,
  9420.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9421.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9422.         final int iWorkoutDate,
  9423.         final double dblWorkoutFactor,
  9424.         final double dblBondBasis)
  9425.         throws java.lang.Exception
  9426.     {
  9427.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9428.             priceFromBondBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  9429.     }

  9431.     @Override public double modifiedDurationFromBondBasis (
  9432.         final org.drip.param.valuation.ValuationParams valParams,
  9433.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9434.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9435.         final double dblBondBasis)
  9436.         throws java.lang.Exception
  9437.     {
  9438.         return modifiedDurationFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9439.             dblBondBasis);
  9440.     }

  9442.     @Override public double modifiedDurationFromBondBasisToOptimalExercise (
  9443.         final org.drip.param.valuation.ValuationParams valParams,
  9444.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9445.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9446.         final double dblBondBasis)
  9447.         throws java.lang.Exception
  9448.     {
  9449.         if (null != _eosCall || null != _eosPut)
  9450.             throw new java.lang.Exception
  9451.                 ("BondComponent::modifiedDurationFromBondBasisToOptimalExercise => " +
  9452.                     "Cant calc Modified Duration from Bnd Basis to optimal exercise for bonds w emb option");

  9454.         return modifiedDurationFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9455.             dblBondBasis);
  9456.     }

  9458.     @Override public double modifiedDurationFromCreditBasis (
  9459.         final org.drip.param.valuation.ValuationParams valParams,
  9460.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9461.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9462.         final int iWorkoutDate,
  9463.         final double dblWorkoutFactor,
  9464.         final double dblCreditBasis)
  9465.         throws java.lang.Exception
  9466.     {
  9467.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9468.             priceFromCreditBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  9469.     }

  9471.     @Override public double modifiedDurationFromCreditBasis (
  9472.         final org.drip.param.valuation.ValuationParams valParams,
  9473.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9474.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9475.         final double dblCreditBasis)
  9476.         throws java.lang.Exception
  9477.     {
  9478.         return modifiedDurationFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9479.             dblCreditBasis);
  9480.     }

  9482.     @Override public double modifiedDurationFromCreditBasisToOptimalExercise (
  9483.         final org.drip.param.valuation.ValuationParams valParams,
  9484.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9485.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9486.         final double dblCreditBasis)
  9487.         throws java.lang.Exception
  9488.     {
  9489.         if (null != _eosCall || null != _eosPut)
  9490.             throw new java.lang.Exception
  9491.                 ("BondComponent::modifiedDurationFromCreditBasisToOptimalExercise => " +
  9492.                     "Cant calc Modified Duration from Crd Basis to optimal exercise for bonds w emb option");

  9494.         return modifiedDurationFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9495.             dblCreditBasis);
  9496.     }

  9498.     @Override public double modifiedDurationFromDiscountMargin (
  9499.         final org.drip.param.valuation.ValuationParams valParams,
  9500.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9501.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9502.         final int iWorkoutDate,
  9503.         final double dblWorkoutFactor,
  9504.         final double dblDiscountMargin)
  9505.         throws java.lang.Exception
  9506.     {
  9507.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9508.             priceFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9509.                 dblDiscountMargin));
  9510.     }

  9512.     @Override public double modifiedDurationFromDiscountMargin (
  9513.         final org.drip.param.valuation.ValuationParams valParams,
  9514.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9515.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9516.         final double dblDiscountMargin)
  9517.         throws java.lang.Exception
  9518.     {
  9519.         return modifiedDurationFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9520.             dblDiscountMargin);
  9521.     }

  9523.     @Override public double modifiedDurationFromDiscountMarginToOptimalExercise (
  9524.         final org.drip.param.valuation.ValuationParams valParams,
  9525.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9526.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9527.         final double dblDiscountMargin)
  9528.         throws java.lang.Exception
  9529.     {
  9530.         if (null != _eosCall || null != _eosPut)
  9531.             throw new java.lang.Exception
  9532.                 ("BondComponent::modifiedDurationFromDiscountMarginToOptimalExercise => " +
  9533.                     "Cant calc Modified Duration from Disc Marg to optimal exercise for bonds w emb option");

  9535.         return modifiedDurationFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9536.             dblDiscountMargin);
  9537.     }

  9539.     @Override public double modifiedDurationFromESpread (
  9540.         final org.drip.param.valuation.ValuationParams valParams,
  9541.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9542.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9543.         final int iWorkoutDate,
  9544.         final double dblWorkoutFactor,
  9545.         final double dblESpread)
  9546.         throws java.lang.Exception
  9547.     {
  9548.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9549.             priceFromESpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  9550.     }

  9552.     @Override public double modifiedDurationFromESpread (
  9553.         final org.drip.param.valuation.ValuationParams valParams,
  9554.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9555.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9556.         final double dblESpread)
  9557.         throws java.lang.Exception
  9558.     {
  9559.         return modifiedDurationFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  9560.     }

  9562.     @Override public double modifiedDurationFromESpreadToOptimalExercise (
  9563.         final org.drip.param.valuation.ValuationParams valParams,
  9564.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9565.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9566.         final double dblESpread)
  9567.         throws java.lang.Exception
  9568.     {
  9569.         if (null != _eosCall || null != _eosPut)
  9570.             throw new java.lang.Exception
  9571.                 ("BondComponent::modifiedDurationFromESpreadToOptimalExercise => " +
  9572.                     "Cant calc Modified Duration from E Spread to optimal exercise for bonds w emb option");

  9574.         return modifiedDurationFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  9575.     }

  9577.     @Override public double modifiedDurationFromGSpread (
  9578.         final org.drip.param.valuation.ValuationParams valParams,
  9579.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9580.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9581.         final int iWorkoutDate,
  9582.         final double dblWorkoutFactor,
  9583.         final double dblGSpread)
  9584.         throws java.lang.Exception
  9585.     {
  9586.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9587.             priceFromGSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  9588.     }

  9590.     @Override public double modifiedDurationFromGSpread (
  9591.         final org.drip.param.valuation.ValuationParams valParams,
  9592.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9593.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9594.         final double dblGSpread)
  9595.         throws java.lang.Exception
  9596.     {
  9597.         return modifiedDurationFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  9598.     }

  9600.     @Override public double modifiedDurationFromGSpreadToOptimalExercise (
  9601.         final org.drip.param.valuation.ValuationParams valParams,
  9602.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9603.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9604.         final double dblGSpread)
  9605.         throws java.lang.Exception
  9606.     {
  9607.         if (null != _eosCall || null != _eosPut)
  9608.             throw new java.lang.Exception
  9609.                 ("BondComponent::modifiedDurationFromGSpreadToOptimalExercise => " +
  9610.                     "Cant calc Modified Duration from G Spread to optimal exercise for bonds w emb option");

  9612.         return modifiedDurationFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  9613.     }

  9615.     @Override public double modifiedDurationFromISpread (
  9616.         final org.drip.param.valuation.ValuationParams valParams,
  9617.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9618.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9619.         final int iWorkoutDate,
  9620.         final double dblWorkoutFactor,
  9621.         final double dblISpread)
  9622.         throws java.lang.Exception
  9623.     {
  9624.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9625.             priceFromISpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  9626.     }

  9628.     @Override public double modifiedDurationFromISpread (
  9629.         final org.drip.param.valuation.ValuationParams valParams,
  9630.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9631.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9632.         final double dblISpread)
  9633.         throws java.lang.Exception
  9634.     {
  9635.         return modifiedDurationFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  9636.     }

  9638.     @Override public double modifiedDurationFromISpreadToOptimalExercise (
  9639.         final org.drip.param.valuation.ValuationParams valParams,
  9640.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9641.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9642.         final double dblISpread)
  9643.         throws java.lang.Exception
  9644.     {
  9645.         if (null != _eosCall || null != _eosPut)
  9646.             throw new java.lang.Exception
  9647.                 ("BondComponent::modifiedDurationFromISpreadToOptimalExercise => " +
  9648.                     "Cant calc Modified Duration from I Spread to optimal exercise for bonds w emb option");

  9650.         return modifiedDurationFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  9651.     }

  9653.     @Override public double modifiedDurationFromJSpread (
  9654.         final org.drip.param.valuation.ValuationParams valParams,
  9655.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9656.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9657.         final int iWorkoutDate,
  9658.         final double dblWorkoutFactor,
  9659.         final double dblJSpread)
  9660.         throws java.lang.Exception
  9661.     {
  9662.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9663.             priceFromJSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  9664.     }

  9666.     @Override public double modifiedDurationFromJSpread (
  9667.         final org.drip.param.valuation.ValuationParams valParams,
  9668.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9669.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9670.         final double dblJSpread)
  9671.         throws java.lang.Exception
  9672.     {
  9673.         return modifiedDurationFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  9674.     }

  9676.     @Override public double modifiedDurationFromJSpreadToOptimalExercise (
  9677.         final org.drip.param.valuation.ValuationParams valParams,
  9678.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9679.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9680.         final double dblJSpread)
  9681.         throws java.lang.Exception
  9682.     {
  9683.         if (null != _eosCall || null != _eosPut)
  9684.             throw new java.lang.Exception
  9685.                 ("BondComponent::modifiedDurationFromJSpreadToOptimalExercise => " +
  9686.                     "Cant calc Modified Duration from J Spread to optimal exercise for bonds w emb option");

  9688.         return modifiedDurationFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  9689.     }

  9691.     @Override public double modifiedDurationFromNSpread (
  9692.         final org.drip.param.valuation.ValuationParams valParams,
  9693.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9694.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9695.         final int iWorkoutDate,
  9696.         final double dblWorkoutFactor,
  9697.         final double dblNSpread)
  9698.         throws java.lang.Exception
  9699.     {
  9700.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9701.             priceFromNSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  9702.     }

  9704.     @Override public double modifiedDurationFromNSpread (
  9705.         final org.drip.param.valuation.ValuationParams valParams,
  9706.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9707.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9708.         final double dblNSpread)
  9709.         throws java.lang.Exception
  9710.     {
  9711.         return modifiedDurationFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  9712.     }

  9714.     @Override public double modifiedDurationFromNSpreadToOptimalExercise (
  9715.         final org.drip.param.valuation.ValuationParams valParams,
  9716.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9717.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9718.         final double dblNSpread)
  9719.         throws java.lang.Exception
  9720.     {
  9721.         if (null != _eosCall || null != _eosPut)
  9722.             throw new java.lang.Exception
  9723.                 ("BondComponent::modifiedDurationFromNSpreadToOptimalExercise => " +
  9724.                     "Cant calc Modified Duration from N Spread to optimal exercise for bonds w emb option");

  9726.         return modifiedDurationFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  9727.     }

  9729.     @Override public double modifiedDurationFromOAS (
  9730.         final org.drip.param.valuation.ValuationParams valParams,
  9731.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9732.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9733.         final int iWorkoutDate,
  9734.         final double dblWorkoutFactor,
  9735.         final double dblOAS)
  9736.         throws java.lang.Exception
  9737.     {
  9738.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9739.             priceFromOAS (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  9740.     }

  9742.     @Override public double modifiedDurationFromOAS (
  9743.         final org.drip.param.valuation.ValuationParams valParams,
  9744.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9745.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9746.         final double dblOAS)
  9747.         throws java.lang.Exception
  9748.     {
  9749.         return modifiedDurationFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  9750.     }

  9752.     @Override public double modifiedDurationFromOASToOptimalExercise (
  9753.         final org.drip.param.valuation.ValuationParams valParams,
  9754.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9755.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9756.         final double dblOAS)
  9757.         throws java.lang.Exception
  9758.     {
  9759.         if (null != _eosCall || null != _eosPut)
  9760.             throw new java.lang.Exception
  9761.                 ("BondComponent::modifiedDurationFromOASToOptimalExercise => " +
  9762.                     "Cant calc Modified Duration from OAS to optimal exercise for bonds w emb option");

  9764.         return modifiedDurationFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  9765.     }

  9767.     @Override public double modifiedDurationFromPECS (
  9768.         final org.drip.param.valuation.ValuationParams valParams,
  9769.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9770.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9771.         final int iWorkoutDate,
  9772.         final double dblWorkoutFactor,
  9773.         final double dblPECS)
  9774.         throws java.lang.Exception
  9775.     {
  9776.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9777.             yieldFromPECS (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  9778.     }

  9780.     @Override public double modifiedDurationFromPECS (
  9781.         final org.drip.param.valuation.ValuationParams valParams,
  9782.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9783.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9784.         final double dblPECS)
  9785.         throws java.lang.Exception
  9786.     {
  9787.         return modifiedDurationFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  9788.     }

  9790.     @Override public double modifiedDurationFromPECSToOptimalExercise (
  9791.         final org.drip.param.valuation.ValuationParams valParams,
  9792.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9793.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9794.         final double dblPECS)
  9795.         throws java.lang.Exception
  9796.     {
  9797.         if (null != _eosCall || null != _eosPut)
  9798.             throw new java.lang.Exception
  9799.                 ("BondComponent::modifiedDurationFromPECSToOptimalExercise => " +
  9800.                     "Cant calc Modified Duration from PECS to optimal exercise for bonds w emb option");

  9802.         return modifiedDurationFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  9803.     }

  9805.     @Override public double modifiedDurationFromPrice (
  9806.         final org.drip.param.valuation.ValuationParams valParams,
  9807.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9808.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9809.         final int iWorkoutDate,
  9810.         final double dblWorkoutFactor,
  9811.         final double dblPrice)
  9812.         throws java.lang.Exception
  9813.     {
  9814.         if (null == valParams || !org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  9815.             throw new java.lang.Exception ("BondComponent::modifiedDurationFromPrice => Input inputs");

  9817.         if (null == _floaterSetting)
  9818.             return (dblPrice - priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9819.                 yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice) + 0.0001)) /
  9820.                     (dblPrice + accrued (valParams.valueDate(), csqc));

  9822.         return (dblPrice - priceFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9823.             discountMarginFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice) +
  9824.                 0.0001)) / (dblPrice + accrued (valParams.valueDate(), csqc));
  9825.     }

  9827.     @Override public double modifiedDurationFromPrice (
  9828.         final org.drip.param.valuation.ValuationParams valParams,
  9829.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9830.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9831.         final double dblPrice)
  9832.         throws java.lang.Exception
  9833.     {
  9834.         return modifiedDurationFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  9835.     }

  9837.     @Override public double modifiedDurationFromPriceToOptimalExercise (
  9838.         final org.drip.param.valuation.ValuationParams valParams,
  9839.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9840.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9841.         final double dblPrice)
  9842.         throws java.lang.Exception
  9843.     {
  9844.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  9846.         if (null == wi)
  9847.             throw new java.lang.Exception
  9848.                 ("BondComponent::modifiedDurationFromPriceToOptimalExercise => Cant determine Work-out");

  9850.         return modifiedDurationFromYield (valParams, csqc, vcp, wi.date(), wi.factor(), wi.yield());
  9851.     }

  9853.     @Override public double modifiedDurationFromTSYSpread (
  9854.         final org.drip.param.valuation.ValuationParams valParams,
  9855.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9856.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9857.         final int iWorkoutDate,
  9858.         final double dblWorkoutFactor,
  9859.         final double dblTSYSpread)
  9860.         throws java.lang.Exception
  9861.     {
  9862.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9863.             priceFromTSYSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  9864.     }

  9866.     @Override public double modifiedDurationFromTSYSpread (
  9867.         final org.drip.param.valuation.ValuationParams valParams,
  9868.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9869.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9870.         final double dblTSYSpread)
  9871.         throws java.lang.Exception
  9872.     {
  9873.         return modifiedDurationFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9874.             dblTSYSpread);
  9875.     }

  9877.     @Override public double modifiedDurationFromTSYSpreadToOptimalExercise (
  9878.         final org.drip.param.valuation.ValuationParams valParams,
  9879.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9880.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9881.         final double dblTSYSpread)
  9882.         throws java.lang.Exception
  9883.     {
  9884.         if (null != _eosCall || null != _eosPut)
  9885.             throw new java.lang.Exception
  9886.                 ("BondComponent::modifiedDurationFromTSYSpreadToOptimalExercise => " +
  9887.                     "Cant calc Modified Duration from TSY Sprd to optimal exercise for bonds w emb option");

  9889.         return modifiedDurationFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9890.             dblTSYSpread);
  9891.     }

  9893.     @Override public double modifiedDurationFromYield (
  9894.         final org.drip.param.valuation.ValuationParams valParams,
  9895.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9896.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9897.         final int iWorkoutDate,
  9898.         final double dblWorkoutFactor,
  9899.         final double dblYield)
  9900.         throws java.lang.Exception
  9901.     {
  9902.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9903.             priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield));
  9904.     }

  9906.     @Override public double modifiedDurationFromYield (
  9907.         final org.drip.param.valuation.ValuationParams valParams,
  9908.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9909.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9910.         final double dblYield)
  9911.         throws java.lang.Exception
  9912.     {
  9913.         return modifiedDurationFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  9914.     }

  9916.     @Override public double modifiedDurationFromYieldToOptimalExercise (
  9917.         final org.drip.param.valuation.ValuationParams valParams,
  9918.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9919.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9920.         final double dblYield)
  9921.         throws java.lang.Exception
  9922.     {
  9923.         if (null != _eosCall || null != _eosPut)
  9924.             throw new java.lang.Exception ("BondComponent::modifiedDurationFromYieldToOptimalExercise =>" +
  9925.                 " Cant calc Modified Duration from Yield to optimal exercise for bonds w emb option");

  9927.         return modifiedDurationFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  9928.     }

  9930.     @Override public double modifiedDurationFromYieldSpread (
  9931.         final org.drip.param.valuation.ValuationParams valParams,
  9932.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9933.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9934.         final int iWorkoutDate,
  9935.         final double dblWorkoutFactor,
  9936.         final double dblYieldSpread)
  9937.         throws java.lang.Exception
  9938.     {
  9939.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9940.             priceFromYieldSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  9941.     }

  9943.     @Override public double modifiedDurationFromYieldSpread (
  9944.         final org.drip.param.valuation.ValuationParams valParams,
  9945.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9946.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9947.         final double dblYieldSpread)
  9948.         throws java.lang.Exception
  9949.     {
  9950.         return modifiedDurationFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9951.             dblYieldSpread);
  9952.     }

  9954.     @Override public double modifiedDurationFromYieldSpreadToOptimalExercise (
  9955.         final org.drip.param.valuation.ValuationParams valParams,
  9956.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9957.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9958.         final double dblYieldSpread)
  9959.         throws java.lang.Exception
  9960.     {
  9961.         if (null != _eosCall || null != _eosPut)
  9962.             throw new java.lang.Exception
  9963.                 ("BondComponent::modifiedDurationFromYieldSpreadToOptimalExercise => " +
  9964.                     "Cant calc Modified Duration from Yld Sprd to optimal exercise for bonds w emb option");

  9966.         return modifiedDurationFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1.,
  9967.             dblYieldSpread);
  9968.     }

  9970.     @Override public double modifiedDurationFromZSpread (
  9971.         final org.drip.param.valuation.ValuationParams valParams,
  9972.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9973.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9974.         final int iWorkoutDate,
  9975.         final double dblWorkoutFactor,
  9976.         final double dblZSpread)
  9977.         throws java.lang.Exception
  9978.     {
  9979.         return modifiedDurationFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  9980.             priceFromZSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  9981.     }

  9983.     @Override public double modifiedDurationFromZSpread (
  9984.         final org.drip.param.valuation.ValuationParams valParams,
  9985.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9986.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9987.         final double dblZSpread)
  9988.         throws java.lang.Exception
  9989.     {
  9990.         return modifiedDurationFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  9991.     }

  9993.     @Override public double modifiedDurationFromZSpreadToOptimalExercise (
  9994.         final org.drip.param.valuation.ValuationParams valParams,
  9995.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  9996.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  9997.         final double dblZSpread)
  9998.         throws java.lang.Exception
  9999.     {
  10000.         if (null != _eosCall || null != _eosPut)
  10001.             throw new java.lang.Exception
  10002.                 ("BondComponent::modifiedDurationFromZSpreadToOptimalExercise => " +
  10003.                     "Cant calc Modified Duration from Z Spread to optimal exercise for bonds w emb option");

  10005.         return modifiedDurationFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  10006.     }

  10008.     @Override public double nSpreadFromASW (
  10009.         final org.drip.param.valuation.ValuationParams valParams,
  10010.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10011.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10012.         final int iWorkoutDate,
  10013.         final double dblWorkoutFactor,
  10014.         final double dblASW)
  10015.         throws java.lang.Exception
  10016.     {
  10017.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromASW
  10018.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  10019.     }

  10021.     @Override public double nSpreadFromASW (
  10022.         final org.drip.param.valuation.ValuationParams valParams,
  10023.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10024.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10025.         final double dblASW)
  10026.         throws java.lang.Exception
  10027.     {
  10028.         return nSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  10029.     }

  10031.     @Override public double nSpreadFromASWToOptimalExercise (
  10032.         final org.drip.param.valuation.ValuationParams valParams,
  10033.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10034.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10035.         final double dblASW)
  10036.         throws java.lang.Exception
  10037.     {
  10038.         if (null != _eosCall || null != _eosPut)
  10039.             throw new java.lang.Exception ("BondComponent::nSpreadFromASWToOptimalExercise => " +
  10040.                 "Cant calc N Spread from ASW to optimal exercise for bonds w emb option");

  10042.         return nSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  10043.     }

  10045.     @Override public double nSpreadFromBondBasis (
  10046.         final org.drip.param.valuation.ValuationParams valParams,
  10047.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10048.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10049.         final int iWorkoutDate,
  10050.         final double dblWorkoutFactor,
  10051.         final double dblBondBasis)
  10052.         throws java.lang.Exception
  10053.     {
  10054.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromBondBasis
  10055.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  10056.     }

  10058.     @Override public double nSpreadFromBondBasis (
  10059.         final org.drip.param.valuation.ValuationParams valParams,
  10060.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10061.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10062.         final double dblBondBasis)
  10063.         throws java.lang.Exception
  10064.     {
  10065.         return nSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  10066.     }

  10068.     @Override public double nSpreadFromBondBasisToOptimalExercise (
  10069.         final org.drip.param.valuation.ValuationParams valParams,
  10070.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10071.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10072.         final double dblBondBasis)
  10073.         throws java.lang.Exception
  10074.     {
  10075.         if (null != _eosCall || null != _eosPut)
  10076.             throw new java.lang.Exception ("BondComponent::nSpreadFromBondBasisToOptimalExercise => " +
  10077.                 "Cant calc N Spread from Bond Basis to optimal exercise for bonds w emb option");

  10079.         return nSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  10080.     }

  10082.     @Override public double nSpreadFromCreditBasis (
  10083.         final org.drip.param.valuation.ValuationParams valParams,
  10084.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10085.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10086.         final int iWorkoutDate,
  10087.         final double dblWorkoutFactor,
  10088.         final double dblCreditBasis)
  10089.         throws java.lang.Exception
  10090.     {
  10091.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromCreditBasis
  10092.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  10093.     }

  10095.     @Override public double nSpreadFromCreditBasis (
  10096.         final org.drip.param.valuation.ValuationParams valParams,
  10097.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10098.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10099.         final double dblCreditBasis)
  10100.         throws java.lang.Exception
  10101.     {
  10102.         return nSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  10103.     }

  10105.     @Override public double nSpreadFromCreditBasisToOptimalExercise (
  10106.         final org.drip.param.valuation.ValuationParams valParams,
  10107.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  10108.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10109.         final double dblCreditBasis)
  10110.         throws java.lang.Exception
  10111.     {
  10112.         if (null != _eosCall || null != _eosPut)
  10113.             throw new java.lang.Exception ("BondComponent::nSpreadFromCreditBasisToOptimalExercise => " +
  10114.                 "Cant calc N Spread from Credit Basis to optimal exercise for bonds w emb option");

  10116.         return nSpreadFromCreditBasis (valParams, csqs, vcp, maturityDate().julian(), 1., dblCreditBasis);
  10117.     }

  10119.     @Override public double nSpreadFromDiscountMargin (
  10120.         final org.drip.param.valuation.ValuationParams valParams,
  10121.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10122.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10123.         final int iWorkoutDate,
  10124.         final double dblWorkoutFactor,
  10125.         final double dblDiscountMargin)
  10126.         throws java.lang.Exception
  10127.     {
  10128.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  10129.             yieldFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  10130.                 dblDiscountMargin));
  10131.     }

  10133.     @Override public double nSpreadFromDiscountMargin (
  10134.         final org.drip.param.valuation.ValuationParams valParams,
  10135.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10136.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10137.         final double dblDiscountMargin)
  10138.         throws java.lang.Exception
  10139.     {
  10140.         return nSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  10141.             dblDiscountMargin);
  10142.     }

  10144.     @Override public double nSpreadFromDiscountMarginToOptimalExercise (
  10145.         final org.drip.param.valuation.ValuationParams valParams,
  10146.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10147.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10148.         final double dblDiscountMargin)
  10149.         throws java.lang.Exception
  10150.     {
  10151.         if (null != _eosCall || null != _eosPut)
  10152.             throw new java.lang.Exception ("BondComponent::nSpreadFromDiscountMarginToOptimalExercise =>" +
  10153.                 " Cant calc N Spread from Discount Margin to optimal exercise for bonds w emb option");

  10155.         return nSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  10156.             dblDiscountMargin);
  10157.     }

  10159.     @Override public double nSpreadFromESpread (
  10160.         final org.drip.param.valuation.ValuationParams valParams,
  10161.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10162.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10163.         final int iWorkoutDate,
  10164.         final double dblWorkoutFactor,
  10165.         final double dblESpread)
  10166.         throws java.lang.Exception
  10167.     {
  10168.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromESpread
  10169.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  10170.     }

  10172.     @Override public double nSpreadFromESpread (
  10173.         final org.drip.param.valuation.ValuationParams valParams,
  10174.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10175.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10176.         final double dblESpread)
  10177.         throws java.lang.Exception
  10178.     {
  10179.         return nSpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  10180.     }

  10182.     @Override public double nSpreadFromESpreadToOptimalExercise (
  10183.         final org.drip.param.valuation.ValuationParams valParams,
  10184.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10185.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10186.         final double dblESpread)
  10187.         throws java.lang.Exception
  10188.     {
  10189.         if (null != _eosCall || null != _eosPut)
  10190.             throw new java.lang.Exception ("BondComponent::nSpreadFromESpreadToOptimalExercise => " +
  10191.                 "Cant calc N Spread from E Spread to optimal exercise for bonds w emb option");

  10193.         return nSpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  10194.     }

  10196.     @Override public double nSpreadFromGSpread (
  10197.         final org.drip.param.valuation.ValuationParams valParams,
  10198.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10199.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10200.         final int iWorkoutDate,
  10201.         final double dblWorkoutFactor,
  10202.         final double dblGSpread)
  10203.         throws java.lang.Exception
  10204.     {
  10205.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromGSpread
  10206.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  10207.     }

  10209.     @Override public double nSpreadFromGSpread (
  10210.         final org.drip.param.valuation.ValuationParams valParams,
  10211.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10212.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10213.         final double dblGSpread)
  10214.         throws java.lang.Exception
  10215.     {
  10216.         return nSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  10217.     }

  10219.     @Override public double nSpreadFromGSpreadToOptimalExercise (
  10220.         final org.drip.param.valuation.ValuationParams valParams,
  10221.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10222.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10223.         final double dblGSpread)
  10224.         throws java.lang.Exception
  10225.     {
  10226.         if (null != _eosCall || null != _eosPut)
  10227.             throw new java.lang.Exception ("BondComponent::nSpreadFromGSpreadToOptimalExercise => " +
  10228.                 "Cant calc N Spread from G Spread to optimal exercise for bonds w emb option");

  10230.         return nSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  10231.     }

  10233.     @Override public double nSpreadFromISpread (
  10234.         final org.drip.param.valuation.ValuationParams valParams,
  10235.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10236.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10237.         final int iWorkoutDate,
  10238.         final double dblWorkoutFactor,
  10239.         final double dblISpread)
  10240.         throws java.lang.Exception
  10241.     {
  10242.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromISpread
  10243.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  10244.     }

  10246.     @Override public double nSpreadFromISpread (
  10247.         final org.drip.param.valuation.ValuationParams valParams,
  10248.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10249.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10250.         final double dblISpread)
  10251.         throws java.lang.Exception
  10252.     {
  10253.         return nSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  10254.     }

  10256.     @Override public double nSpreadFromISpreadToOptimalExercise (
  10257.         final org.drip.param.valuation.ValuationParams valParams,
  10258.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10259.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10260.         final double dblISpread)
  10261.         throws java.lang.Exception
  10262.     {
  10263.         if (null != _eosCall || null != _eosPut)
  10264.             throw new java.lang.Exception ("BondComponent::nSpreadFromISpreadToOptimalExercise => " +
  10265.                 "Cant calc N Spread from I Spread to optimal exercise for bonds w emb option");

  10267.         return nSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  10268.     }

  10270.     @Override public double nSpreadFromJSpread (
  10271.         final org.drip.param.valuation.ValuationParams valParams,
  10272.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10273.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10274.         final int iWorkoutDate,
  10275.         final double dblWorkoutFactor,
  10276.         final double dblJSpread)
  10277.         throws java.lang.Exception
  10278.     {
  10279.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromJSpread
  10280.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  10281.     }

  10283.     @Override public double nSpreadFromJSpread (
  10284.         final org.drip.param.valuation.ValuationParams valParams,
  10285.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10286.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10287.         final double dblJSpread)
  10288.         throws java.lang.Exception
  10289.     {
  10290.         return nSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  10291.     }

  10293.     @Override public double nSpreadFromJSpreadToOptimalExercise (
  10294.         final org.drip.param.valuation.ValuationParams valParams,
  10295.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10296.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10297.         final double dblJSpread)
  10298.         throws java.lang.Exception
  10299.     {
  10300.         if (null != _eosCall || null != _eosPut)
  10301.             throw new java.lang.Exception ("BondComponent::nSpreadFromJSpreadToOptimalExercise => " +
  10302.                 "Cant calc N Spread from J Spread to optimal exercise for bonds w emb option");

  10304.         return nSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  10305.     }

  10307.     @Override public double nSpreadFromOAS (
  10308.         final org.drip.param.valuation.ValuationParams valParams,
  10309.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10310.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10311.         final int iWorkoutDate,
  10312.         final double dblWorkoutFactor,
  10313.         final double dblOAS)
  10314.         throws java.lang.Exception
  10315.     {
  10316.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromOAS
  10317.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  10318.     }

  10320.     @Override public double nSpreadFromOAS (
  10321.         final org.drip.param.valuation.ValuationParams valParams,
  10322.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10323.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10324.         final double dblOAS)
  10325.         throws java.lang.Exception
  10326.     {
  10327.         return nSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  10328.     }

  10330.     @Override public double nSpreadFromOASToOptimalExercise (
  10331.         final org.drip.param.valuation.ValuationParams valParams,
  10332.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10333.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10334.         final double dblOAS)
  10335.         throws java.lang.Exception
  10336.     {
  10337.         if (null != _eosCall || null != _eosPut)
  10338.             throw new java.lang.Exception ("BondComponent::nSpreadFromOASToOptimalExercise => " +
  10339.                 "Cant calc N Spread from OAS to optimal exercise for bonds w emb option");

  10341.         return nSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  10342.     }

  10344.     @Override public double nSpreadFromPECS (
  10345.         final org.drip.param.valuation.ValuationParams valParams,
  10346.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10347.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10348.         final int iWorkoutDate,
  10349.         final double dblWorkoutFactor,
  10350.         final double dblPECS)
  10351.         throws java.lang.Exception
  10352.     {
  10353.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPECS
  10354.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  10355.     }

  10357.     @Override public double nSpreadFromPECS (
  10358.         final org.drip.param.valuation.ValuationParams valParams,
  10359.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10360.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10361.         final double dblPECS)
  10362.         throws java.lang.Exception
  10363.     {
  10364.         return nSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  10365.     }

  10367.     @Override public double nSpreadFromPECSToOptimalExercise (
  10368.         final org.drip.param.valuation.ValuationParams valParams,
  10369.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10370.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10371.         final double dblPECS)
  10372.         throws java.lang.Exception
  10373.     {
  10374.         if (null != _eosCall || null != _eosPut)
  10375.             throw new java.lang.Exception ("BondComponent::nSpreadFromPECSToOptimalExercise => " +
  10376.                 "Cant calc N Spread from PECS to optimal exercise for bonds w emb option");

  10378.         return nSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  10379.     }

  10381.     @Override public double nSpreadFromPrice (
  10382.         final org.drip.param.valuation.ValuationParams valParams,
  10383.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10384.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10385.         final int iWorkoutDate,
  10386.         final double dblWorkoutFactor,
  10387.         final double dblPrice)
  10388.         throws java.lang.Exception
  10389.     {
  10390.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPrice
  10391.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice));
  10392.     }

  10394.     @Override public double nSpreadFromPrice (
  10395.         final org.drip.param.valuation.ValuationParams valParams,
  10396.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10397.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10398.         final double dblPrice)
  10399.         throws java.lang.Exception
  10400.     {
  10401.         return nSpreadFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  10402.     }

  10404.     @Override public double nSpreadFromPriceToOptimalExercise (
  10405.         final org.drip.param.valuation.ValuationParams valParams,
  10406.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10407.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10408.         final double dblPrice)
  10409.         throws java.lang.Exception
  10410.     {
  10411.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  10413.         if (null == wi)
  10414.             throw new java.lang.Exception
  10415.                 ("BondComponent::nSpreadFromPriceToOptimalExercise => Can't do Work-out");

  10417.         return nSpreadFromYield (valParams, csqc, vcp, wi.date(), wi.factor(), wi.yield());
  10418.     }

  10420.     @Override public double nSpreadFromTSYSpread (
  10421.         final org.drip.param.valuation.ValuationParams valParams,
  10422.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10423.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10424.         final int iWorkoutDate,
  10425.         final double dblWorkoutFactor,
  10426.         final double dblTSYSpread)
  10427.         throws java.lang.Exception
  10428.     {
  10429.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromTSYSpread
  10430.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  10431.     }

  10433.     @Override public double nSpreadFromTSYSpread (
  10434.         final org.drip.param.valuation.ValuationParams valParams,
  10435.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10436.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10437.         final double dblTSYSpread)
  10438.         throws java.lang.Exception
  10439.     {
  10440.         return nSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  10441.     }

  10443.     @Override public double nSpreadFromTSYSpreadToOptimalExercise (
  10444.         final org.drip.param.valuation.ValuationParams valParams,
  10445.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10446.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10447.         final double dblTSYSpread)
  10448.         throws java.lang.Exception
  10449.     {
  10450.         if (null != _eosCall || null != _eosPut)
  10451.             throw new java.lang.Exception ("BondComponent::nSpreadFromTSYSpreadToOptimalExercise => " +
  10452.                 "Cant calc N Spread from TSY Spread to optimal exercise for bonds w emb option");

  10454.         return nSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  10455.     }

  10457.     @Override public double nSpreadFromYield (
  10458.         final org.drip.param.valuation.ValuationParams valParams,
  10459.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10460.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10461.         final int iWorkoutDate,
  10462.         final double dblWorkoutFactor,
  10463.         final double dblYield)
  10464.         throws java.lang.Exception
  10465.     {
  10466.         if (null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblYield))
  10467.             throw new java.lang.Exception ("BondComponent::nSpreadFromYield => Invalid inputs");

  10469.         org.drip.state.discount.MergedDiscountForwardCurve dcFunding = csqc.fundingState (fundingLabel());

  10471.         if (null == dcFunding)
  10472.             throw new java.lang.Exception ("BondComponent::nSpreadFromYield => Invalid inputs");

  10474.         return dblYield - dcFunding.proxyManifestMeasure ("SwapRate", iWorkoutDate);
  10475.     }

  10477.     @Override public double nSpreadFromYield (
  10478.         final org.drip.param.valuation.ValuationParams valParams,
  10479.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10480.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10481.         final double dblYield)
  10482.         throws java.lang.Exception
  10483.     {
  10484.         return nSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  10485.     }

  10487.     @Override public double nSpreadFromYieldToOptimalExercise (
  10488.         final org.drip.param.valuation.ValuationParams valParams,
  10489.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10490.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10491.         final double dblYield)
  10492.         throws java.lang.Exception
  10493.     {
  10494.         if (null != _eosCall || null != _eosPut)
  10495.             throw new java.lang.Exception ("BondComponent::nSpreadFromYieldToOptimalExercise => " +
  10496.                 "Cant calc N Spread from Yield to optimal exercise for bonds w emb option");

  10498.         return nSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  10499.     }

  10501.     @Override public double nSpreadFromYieldSpread (
  10502.         final org.drip.param.valuation.ValuationParams valParams,
  10503.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10504.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10505.         final int iWorkoutDate,
  10506.         final double dblWorkoutFactor,
  10507.         final double dblYieldSpread)
  10508.         throws java.lang.Exception
  10509.     {
  10510.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromYieldSpread
  10511.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  10512.     }

  10514.     @Override public double nSpreadFromYieldSpread (
  10515.         final org.drip.param.valuation.ValuationParams valParams,
  10516.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10517.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10518.         final double dblYieldSpread)
  10519.         throws java.lang.Exception
  10520.     {
  10521.         return nSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  10522.     }

  10524.     @Override public double nSpreadFromYieldSpreadToOptimalExercise (
  10525.         final org.drip.param.valuation.ValuationParams valParams,
  10526.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10527.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10528.         final double dblYieldSpread)
  10529.         throws java.lang.Exception
  10530.     {
  10531.         if (null != _eosCall || null != _eosPut)
  10532.             throw new java.lang.Exception ("BondComponent::nSpreadFromYieldSpreadToOptimalExercise => " +
  10533.                 "Cant calc N Spread from Yield Spread to optimal exercise for bonds w emb option");

  10535.         return nSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  10536.     }

  10538.     @Override public double nSpreadFromZSpread (
  10539.         final org.drip.param.valuation.ValuationParams valParams,
  10540.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10541.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10542.         final int iWorkoutDate,
  10543.         final double dblWorkoutFactor,
  10544.         final double dblZSpread)
  10545.         throws java.lang.Exception
  10546.     {
  10547.         return nSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromZSpread
  10548.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  10549.     }

  10551.     @Override public double nSpreadFromZSpread (
  10552.         final org.drip.param.valuation.ValuationParams valParams,
  10553.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10554.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10555.         final double dblZSpread)
  10556.         throws java.lang.Exception
  10557.     {
  10558.         return nSpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  10559.     }

  10561.     @Override public double nSpreadFromZSpreadToOptimalExercise (
  10562.         final org.drip.param.valuation.ValuationParams valParams,
  10563.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10564.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10565.         final double dblZSpread)
  10566.         throws java.lang.Exception
  10567.     {
  10568.         if (null != _eosCall || null != _eosPut)
  10569.             throw new java.lang.Exception ("BondComponent::nSpreadFromZSpreadToOptimalExercise => " +
  10570.                 "Cant calc N Spread from Z Spread to optimal exercise for bonds w emb option");

  10572.         return nSpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  10573.     }

  10575.     @Override public double oasFromASW (
  10576.         final org.drip.param.valuation.ValuationParams valParams,
  10577.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10578.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10579.         final int iWorkoutDate,
  10580.         final double dblWorkoutFactor,
  10581.         final double dblASW)
  10582.         throws java.lang.Exception
  10583.     {
  10584.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromASW (valParams,
  10585.             csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  10586.     }

  10588.     @Override public double oasFromASW (
  10589.         final org.drip.param.valuation.ValuationParams valParams,
  10590.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10591.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10592.         final double dblASW)
  10593.         throws java.lang.Exception
  10594.     {
  10595.         return oasFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  10596.     }

  10598.     @Override public double oasFromASWToOptimalExercise (
  10599.         final org.drip.param.valuation.ValuationParams valParams,
  10600.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10601.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10602.         final double dblASW)
  10603.         throws java.lang.Exception
  10604.     {
  10605.         if (null != _eosCall || null != _eosPut)
  10606.             throw new java.lang.Exception ("BondComponent::oasFromASWToOptimalExercise => " +
  10607.                 "Cant calc OAS from ASW to optimal exercise for bonds w emb option");

  10609.         return oasFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  10610.     }

  10612.     @Override public double oasFromBondBasis (
  10613.         final org.drip.param.valuation.ValuationParams valParams,
  10614.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10615.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10616.         final int iWorkoutDate,
  10617.         final double dblWorkoutFactor,
  10618.         final double dblBondBasis)
  10619.         throws java.lang.Exception
  10620.     {
  10621.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromBondBasis
  10622.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  10623.     }

  10625.     @Override public double oasFromBondBasis (
  10626.         final org.drip.param.valuation.ValuationParams valParams,
  10627.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10628.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10629.         final double dblBondBasis)
  10630.         throws java.lang.Exception
  10631.     {
  10632.         return oasFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  10633.     }

  10635.     @Override public double oasFromBondBasisToOptimalExercise (
  10636.         final org.drip.param.valuation.ValuationParams valParams,
  10637.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10638.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10639.         final double dblBondBasis)
  10640.         throws java.lang.Exception
  10641.     {
  10642.         if (null != _eosCall || null != _eosPut)
  10643.             throw new java.lang.Exception ("BondComponent::oasFromBondBasisToOptimalExercise => " +
  10644.                 "Cant calc OAS from Bnd Basis to optimal exercise for bonds w emb option");

  10646.         return oasFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  10647.     }

  10649.     @Override public double oasFromCreditBasis (
  10650.         final org.drip.param.valuation.ValuationParams valParams,
  10651.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10652.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10653.         final int iWorkoutDate,
  10654.         final double dblWorkoutFactor,
  10655.         final double dblCreditBasis)
  10656.         throws java.lang.Exception
  10657.     {
  10658.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromCreditBasis
  10659.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  10660.     }

  10662.     @Override public double oasFromCreditBasis (
  10663.         final org.drip.param.valuation.ValuationParams valParams,
  10664.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10665.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10666.         final double dblCreditBasis)
  10667.         throws java.lang.Exception
  10668.     {
  10669.         return oasFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  10670.     }

  10672.     @Override public double oasFromCreditBasisToOptimalExercise (
  10673.         final org.drip.param.valuation.ValuationParams valParams,
  10674.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10675.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10676.         final double dblCreditBasis)
  10677.         throws java.lang.Exception
  10678.     {
  10679.         if (null != _eosCall || null != _eosPut)
  10680.             throw new java.lang.Exception ("BondComponent::oasFromCreditBasisToOptimalExercise => " +
  10681.                 "Cant calc OAS from Credit Basis to optimal exercise for bonds w emb option");

  10683.         return oasFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  10684.     }

  10686.     @Override public double oasFromDiscountMargin (
  10687.         final org.drip.param.valuation.ValuationParams valParams,
  10688.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10689.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10690.         final int iWorkoutDate,
  10691.         final double dblWorkoutFactor,
  10692.         final double dblDiscountMargin)
  10693.         throws java.lang.Exception
  10694.     {
  10695.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromDiscountMargin
  10696.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblDiscountMargin));
  10697.     }

  10699.     @Override public double oasFromDiscountMargin (
  10700.         final org.drip.param.valuation.ValuationParams valParams,
  10701.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10702.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10703.         final double dblDiscountMargin)
  10704.         throws java.lang.Exception
  10705.     {
  10706.         return oasFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1., dblDiscountMargin);
  10707.     }

  10709.     @Override public double oasFromDiscountMarginToOptimalExercise (
  10710.         final org.drip.param.valuation.ValuationParams valParams,
  10711.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10712.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10713.         final double dblDiscountMargin)
  10714.         throws java.lang.Exception
  10715.     {
  10716.         if (null != _eosCall || null != _eosPut)
  10717.             throw new java.lang.Exception ("BondComponent::oasFromDiscountMarginToOptimalExercise => " +
  10718.                 "Cant calc OAS from Discount Margin to optimal exercise for bonds w emb option");

  10720.         return oasFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1., dblDiscountMargin);
  10721.     }

  10723.     @Override public double oasFromESpread (
  10724.         final org.drip.param.valuation.ValuationParams valParams,
  10725.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10726.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10727.         final int iWorkoutDate,
  10728.         final double dblWorkoutFactor,
  10729.         final double dblESpread)
  10730.         throws java.lang.Exception
  10731.     {
  10732.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromESpread
  10733.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  10734.     }

  10736.     @Override public double oasFromESpread (
  10737.         final org.drip.param.valuation.ValuationParams valParams,
  10738.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10739.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10740.         final double dblESpread)
  10741.         throws java.lang.Exception
  10742.     {
  10743.         return oasFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  10744.     }

  10746.     @Override public double oasFromESpreadToOptimalExercise (
  10747.         final org.drip.param.valuation.ValuationParams valParams,
  10748.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10749.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10750.         final double dblESpread)
  10751.         throws java.lang.Exception
  10752.     {
  10753.         if (null != _eosCall || null != _eosPut)
  10754.             throw new java.lang.Exception ("BondComponent::oasFromESpreadToOptimalExercise => " +
  10755.                 "Cant calc OAS from E Spread to optimal exercise for bonds w emb option");

  10757.         return oasFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  10758.     }

  10760.     @Override public double oasFromGSpread (
  10761.         final org.drip.param.valuation.ValuationParams valParams,
  10762.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10763.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10764.         final int iWorkoutDate,
  10765.         final double dblWorkoutFactor,
  10766.         final double dblGSpread)
  10767.         throws java.lang.Exception
  10768.     {
  10769.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromGSpread
  10770.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  10771.     }

  10773.     @Override public double oasFromGSpread (
  10774.         final org.drip.param.valuation.ValuationParams valParams,
  10775.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10776.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10777.         final double dblGSpread)
  10778.         throws java.lang.Exception
  10779.     {
  10780.         return oasFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  10781.     }

  10783.     @Override public double oasFromGSpreadToOptimalExercise (
  10784.         final org.drip.param.valuation.ValuationParams valParams,
  10785.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10786.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10787.         final double dblGSpread)
  10788.         throws java.lang.Exception
  10789.     {
  10790.         if (null != _eosCall || null != _eosPut)
  10791.             throw new java.lang.Exception ("BondComponent::oasFromGSpreadToOptimalExercise => " +
  10792.                 "Cant calc OAS from G Spread to optimal exercise for bonds w emb option");

  10794.         return oasFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  10795.     }

  10797.     @Override public double oasFromISpread (
  10798.         final org.drip.param.valuation.ValuationParams valParams,
  10799.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10800.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10801.         final int iWorkoutDate,
  10802.         final double dblWorkoutFactor,
  10803.         final double dblISpread)
  10804.         throws java.lang.Exception
  10805.     {
  10806.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromISpread
  10807.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  10808.     }

  10810.     @Override public double oasFromISpread (
  10811.         final org.drip.param.valuation.ValuationParams valParams,
  10812.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10813.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10814.         final double dblISpread)
  10815.         throws java.lang.Exception
  10816.     {
  10817.         return oasFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  10818.     }

  10820.     @Override public double oasFromISpreadToOptimalExercise (
  10821.         final org.drip.param.valuation.ValuationParams valParams,
  10822.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10823.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10824.         final double dblISpread)
  10825.         throws java.lang.Exception
  10826.     {
  10827.         if (null != _eosCall || null != _eosPut)
  10828.             throw new java.lang.Exception ("BondComponent::oasFromISpreadToOptimalExercise => " +
  10829.                 "Cant calc OAS from I Spread to optimal exercise for bonds w emb option");

  10831.         return oasFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  10832.     }

  10834.     @Override public double oasFromJSpread (
  10835.         final org.drip.param.valuation.ValuationParams valParams,
  10836.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10837.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10838.         final int iWorkoutDate,
  10839.         final double dblWorkoutFactor,
  10840.         final double dblJSpread)
  10841.         throws java.lang.Exception
  10842.     {
  10843.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromJSpread
  10844.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  10845.     }

  10847.     @Override public double oasFromJSpread (
  10848.         final org.drip.param.valuation.ValuationParams valParams,
  10849.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10850.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10851.         final double dblJSpread)
  10852.         throws java.lang.Exception
  10853.     {
  10854.         return oasFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  10855.     }

  10857.     @Override public double oasFromJSpreadToOptimalExercise (
  10858.         final org.drip.param.valuation.ValuationParams valParams,
  10859.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10860.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10861.         final double dblJSpread)
  10862.         throws java.lang.Exception
  10863.     {
  10864.         if (null != _eosCall || null != _eosPut)
  10865.             throw new java.lang.Exception ("BondComponent::oasFromJSpreadToOptimalExercise => " +
  10866.                 "Cant calc OAS from J Spread to optimal exercise for bonds w emb option");

  10868.         return oasFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  10869.     }

  10871.     @Override public double oasFromNSpread (
  10872.         final org.drip.param.valuation.ValuationParams valParams,
  10873.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10874.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10875.         final int iWorkoutDate,
  10876.         final double dblWorkoutFactor,
  10877.         final double dblNSpread)
  10878.         throws java.lang.Exception
  10879.     {
  10880.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromNSpread
  10881.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  10882.     }

  10884.     @Override public double oasFromNSpread (
  10885.         final org.drip.param.valuation.ValuationParams valParams,
  10886.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10887.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10888.         final double dblNSpread)
  10889.         throws java.lang.Exception
  10890.     {
  10891.         return oasFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  10892.     }

  10894.     @Override public double oasFromNSpreadToOptimalExercise (
  10895.         final org.drip.param.valuation.ValuationParams valParams,
  10896.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10897.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10898.         final double dblNSpread)
  10899.         throws java.lang.Exception
  10900.     {
  10901.         if (null != _eosCall || null != _eosPut)
  10902.             throw new java.lang.Exception ("BondComponent::oasFromNSpreadToOptimalExercise => " +
  10903.                 "Cant calc OAS from N Spread to optimal exercise for bonds w emb option");

  10905.         return oasFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  10906.     }

  10908.     @Override public double oasFromPECS (
  10909.         final org.drip.param.valuation.ValuationParams valParams,
  10910.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10911.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10912.         final int iWorkoutDate,
  10913.         final double dblWorkoutFactor,
  10914.         final double dblPECS)
  10915.         throws java.lang.Exception
  10916.     {
  10917.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPrice
  10918.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  10919.     }

  10921.     @Override public double oasFromPECS (
  10922.         final org.drip.param.valuation.ValuationParams valParams,
  10923.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10924.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10925.         final double dblPECS)
  10926.         throws java.lang.Exception
  10927.     {
  10928.         return oasFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  10929.     }

  10931.     @Override public double oasFromPECSToOptimalExercise (
  10932.         final org.drip.param.valuation.ValuationParams valParams,
  10933.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10934.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10935.         final double dblPECS)
  10936.         throws java.lang.Exception
  10937.     {
  10938.         if (null != _eosCall || null != _eosPut)
  10939.             throw new java.lang.Exception ("BondComponent::oasFromPECSToOptimalExercise => " +
  10940.                 "Cant calc OAS from PECS to optimal exercise for bonds w emb option");

  10942.         return oasFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  10943.     }

  10945.     @Override public double oasFromPrice (
  10946.         final org.drip.param.valuation.ValuationParams valParams,
  10947.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10948.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10949.         final int iWorkoutDate,
  10950.         final double dblWorkoutFactor,
  10951.         final double dblPrice)
  10952.         throws java.lang.Exception
  10953.     {
  10954.         return new BondCalibrator (this, false).calibrateOASFromPrice (valParams, csqc, vcp,
  10955.             ZERO_OFF_OF_TREASURIES_DISCOUNT_CURVE, iWorkoutDate, dblWorkoutFactor, dblPrice);
  10956.     }

  10958.     @Override public double oasFromPrice (
  10959.         final org.drip.param.valuation.ValuationParams valParams,
  10960.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10961.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10962.         final double dblPrice)
  10963.         throws java.lang.Exception
  10964.     {
  10965.         return oasFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  10966.     }

  10968.     @Override public double oasFromPriceToOptimalExercise (
  10969.         final org.drip.param.valuation.ValuationParams valParams,
  10970.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10971.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10972.         final double dblPrice)
  10973.         throws java.lang.Exception
  10974.     {
  10975.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  10977.         if (null == wi)
  10978.             throw new java.lang.Exception
  10979.                 ("BondComponent::oasFromPriceToOptimalExercise - cant calc Work-out");

  10981.         return oasFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  10982.     }

  10984.     @Override public double oasFromTSYSpread (
  10985.         final org.drip.param.valuation.ValuationParams valParams,
  10986.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  10987.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  10988.         final int iWorkoutDate,
  10989.         final double dblWorkoutFactor,
  10990.         final double dblTSYSpread)
  10991.         throws java.lang.Exception
  10992.     {
  10993.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromTSYSpread
  10994.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  10995.     }

  10997.     @Override public double oasFromTSYSpread (
  10998.         final org.drip.param.valuation.ValuationParams valParams,
  10999.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11000.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11001.         final double dblTSYSpread)
  11002.         throws java.lang.Exception
  11003.     {
  11004.         return oasFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  11005.     }

  11007.     @Override public double oasFromTSYSpreadToOptimalExercise (
  11008.         final org.drip.param.valuation.ValuationParams valParams,
  11009.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11010.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11011.         final double dblTSYSpread)
  11012.         throws java.lang.Exception
  11013.     {
  11014.         if (null != _eosCall || null != _eosPut)
  11015.             throw new java.lang.Exception ("BondComponent::oasFromTSYSpreadToOptimalExercise => " +
  11016.                 "Cant calc OAS from TSY Sprd to optimal exercise for bonds w emb option");

  11018.         return oasFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  11019.     }

  11021.     @Override public double oasFromYield (
  11022.         final org.drip.param.valuation.ValuationParams valParams,
  11023.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11024.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11025.         final int iWorkoutDate,
  11026.         final double dblWorkoutFactor,
  11027.         final double dblYield)
  11028.         throws java.lang.Exception
  11029.     {
  11030.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYield
  11031.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield));
  11032.     }

  11034.     @Override public double oasFromYield (
  11035.         final org.drip.param.valuation.ValuationParams valParams,
  11036.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11037.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11038.         final double dblYield)
  11039.         throws java.lang.Exception
  11040.     {
  11041.         return oasFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  11042.     }

  11044.     @Override public double oasFromYieldToOptimalExercise (
  11045.         final org.drip.param.valuation.ValuationParams valParams,
  11046.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11047.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11048.         final double dblYield)
  11049.         throws java.lang.Exception
  11050.     {
  11051.         if (null != _eosCall || null != _eosPut)
  11052.             throw new java.lang.Exception ("BondComponent::oasFromYieldToOptimalExercise => " +
  11053.                 "Cant calc OAS from Yield to optimal exercise for bonds w emb option");

  11055.         return oasFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  11056.     }

  11058.     @Override public double oasFromYieldSpread (
  11059.         final org.drip.param.valuation.ValuationParams valParams,
  11060.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11061.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11062.         final int iWorkoutDate,
  11063.         final double dblWorkoutFactor,
  11064.         final double dblYieldSpread)
  11065.         throws java.lang.Exception
  11066.     {
  11067.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYieldSpread
  11068.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  11069.     }

  11071.     @Override public double oasFromYieldSpread (
  11072.         final org.drip.param.valuation.ValuationParams valParams,
  11073.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11074.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11075.         final double dblYieldSpread)
  11076.         throws java.lang.Exception
  11077.     {
  11078.         return oasFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  11079.     }

  11081.     @Override public double oasFromYieldSpreadToOptimalExercise (
  11082.         final org.drip.param.valuation.ValuationParams valParams,
  11083.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11084.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11085.         final double dblYieldSpread)
  11086.         throws java.lang.Exception
  11087.     {
  11088.         if (null != _eosCall || null != _eosPut)
  11089.             throw new java.lang.Exception ("BondComponent::oasFromYieldSpreadToOptimalExercise => " +
  11090.                 "Cant calc OAS from Yield Sprd to optimal exercise for bonds w emb option");

  11092.         return oasFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  11093.     }

  11095.     @Override public double oasFromZSpread (
  11096.         final org.drip.param.valuation.ValuationParams valParams,
  11097.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11098.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11099.         final int iWorkoutDate,
  11100.         final double dblWorkoutFactor,
  11101.         final double dblZSpread)
  11102.         throws java.lang.Exception
  11103.     {
  11104.         return oasFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromZSpread
  11105.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  11106.     }

  11108.     @Override public double oasFromZSpread (
  11109.         final org.drip.param.valuation.ValuationParams valParams,
  11110.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11111.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11112.         final double dblZSpread)
  11113.         throws java.lang.Exception
  11114.     {
  11115.         return oasFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  11116.     }

  11118.     @Override public double oasFromZSpreadToOptimalExercise (
  11119.         final org.drip.param.valuation.ValuationParams valParams,
  11120.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11121.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11122.         final double dblZSpread)
  11123.         throws java.lang.Exception
  11124.     {
  11125.         if (null != _eosCall || null != _eosPut)
  11126.             throw new java.lang.Exception ("BondComponent::oasFromZSpreadToOptimalExercise => " +
  11127.                 "Cant calc OAS from Z Spread to optimal exercise for bonds w emb option");

  11129.         return oasFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  11130.     }

  11132.     @Override public double pecsFromASW (
  11133.         final org.drip.param.valuation.ValuationParams valParams,
  11134.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11135.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11136.         final int iWorkoutDate,
  11137.         final double dblWorkoutFactor,
  11138.         final double dblASW)
  11139.         throws java.lang.Exception
  11140.     {
  11141.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromASW
  11142.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  11143.     }

  11145.     @Override public double pecsFromASW (
  11146.         final org.drip.param.valuation.ValuationParams valParams,
  11147.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11148.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11149.         final double dblASW)
  11150.         throws java.lang.Exception
  11151.     {
  11152.         return pecsFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  11153.     }

  11155.     @Override public double pecsFromASWToOptimalExercise (
  11156.         final org.drip.param.valuation.ValuationParams valParams,
  11157.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11158.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11159.         final double dblASW)
  11160.         throws java.lang.Exception
  11161.     {
  11162.         if (null != _eosCall || null != _eosPut)
  11163.             throw new java.lang.Exception ("BondComponent::pecsFromASWToOptimalExercise => " +
  11164.                 "Cant calc PECS from ASW to optimal exercise for bonds w emb option");

  11166.         return pecsFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  11167.     }

  11169.     @Override public double pecsFromBondBasis (
  11170.         final org.drip.param.valuation.ValuationParams valParams,
  11171.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11172.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11173.         final int iWorkoutDate,
  11174.         final double dblWorkoutFactor,
  11175.         final double dblBondBasis)
  11176.         throws java.lang.Exception
  11177.     {
  11178.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromBondBasis
  11179.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  11180.     }

  11182.     @Override public double pecsFromBondBasis (
  11183.         final org.drip.param.valuation.ValuationParams valParams,
  11184.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11185.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11186.         final double dblBondBasis)
  11187.         throws java.lang.Exception
  11188.     {
  11189.         return pecsFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  11190.     }

  11192.     @Override public double pecsFromBondBasisToOptimalExercise (
  11193.         final org.drip.param.valuation.ValuationParams valParams,
  11194.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11195.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11196.         final double dblBondBasis)
  11197.         throws java.lang.Exception
  11198.     {
  11199.         if (null != _eosCall || null != _eosPut)
  11200.             throw new java.lang.Exception ("BondComponent::pecsFromBondBasisToOptimalExercise => " +
  11201.                 "Cant calc PECS from Bond Basis to optimal exercise for bonds w emb option");

  11203.         return pecsFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  11204.     }

  11206.     @Override public double pecsFromCreditBasis (
  11207.         final org.drip.param.valuation.ValuationParams valParams,
  11208.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11209.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11210.         final int iWorkoutDate,
  11211.         final double dblWorkoutFactor,
  11212.         final double dblCreditBasis)
  11213.         throws java.lang.Exception
  11214.     {
  11215.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromCreditBasis
  11216.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  11217.     }

  11219.     @Override public double pecsFromCreditBasis (
  11220.         final org.drip.param.valuation.ValuationParams valParams,
  11221.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11222.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11223.         final double dblCreditBasis)
  11224.         throws java.lang.Exception
  11225.     {
  11226.         return pecsFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  11227.     }

  11229.     @Override public double pecsFromCreditBasisToOptimalExercise (
  11230.         final org.drip.param.valuation.ValuationParams valParams,
  11231.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11232.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11233.         final double dblCreditBasis)
  11234.         throws java.lang.Exception
  11235.     {
  11236.         if (null != _eosCall || null != _eosPut)
  11237.             throw new java.lang.Exception ("BondComponent::pecsFromCreditBasisToOptimalExercise => " +
  11238.                 "Cant calc PECS from Credit Basis to optimal exercise for bonds w emb option");

  11240.         return pecsFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  11241.     }

  11243.     @Override public double pecsFromDiscountMargin (
  11244.         final org.drip.param.valuation.ValuationParams valParams,
  11245.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11246.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11247.         final int iWorkoutDate,
  11248.         final double dblWorkoutFactor,
  11249.         final double dblDiscountMargin)
  11250.         throws java.lang.Exception
  11251.     {
  11252.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromDiscountMargin
  11253.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblDiscountMargin));
  11254.     }

  11256.     @Override public double pecsFromDiscountMargin (
  11257.         final org.drip.param.valuation.ValuationParams valParams,
  11258.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11259.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11260.         final double dblDiscountMargin)
  11261.         throws java.lang.Exception
  11262.     {
  11263.         return pecsFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1., dblDiscountMargin);
  11264.     }

  11266.     @Override public double pecsFromDiscountMarginToOptimalExercise (
  11267.         final org.drip.param.valuation.ValuationParams valParams,
  11268.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11269.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11270.         final double dblDiscountMargin)
  11271.         throws java.lang.Exception
  11272.     {
  11273.         if (null != _eosCall || null != _eosPut)
  11274.             throw new java.lang.Exception ("BondComponent::pecsFromDiscountMarginToOptimalExercise => " +
  11275.                 "Cant calc PECS from Discount Margin to optimal exercise for bonds w emb option");

  11277.         return pecsFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1., dblDiscountMargin);
  11278.     }

  11280.     @Override public double pecsFromESpread (
  11281.         final org.drip.param.valuation.ValuationParams valParams,
  11282.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11283.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11284.         final int iWorkoutDate,
  11285.         final double dblWorkoutFactor,
  11286.         final double dblESpread)
  11287.         throws java.lang.Exception
  11288.     {
  11289.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromESpread
  11290.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  11291.     }

  11293.     @Override public double pecsFromESpread (
  11294.         final org.drip.param.valuation.ValuationParams valParams,
  11295.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11296.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11297.         final double dblESpread)
  11298.         throws java.lang.Exception
  11299.     {
  11300.         return pecsFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  11301.     }

  11303.     @Override public double pecsFromESpreadToOptimalExercise (
  11304.         final org.drip.param.valuation.ValuationParams valParams,
  11305.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11306.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11307.         final double dblESpread)
  11308.         throws java.lang.Exception
  11309.     {
  11310.         if (null != _eosCall || null != _eosPut)
  11311.             throw new java.lang.Exception ("BondComponent::pecsFromESpreadToOptimalExercise => " +
  11312.                 "Cant calc PECS from E Spread to optimal exercise for bonds w emb option");

  11314.         return pecsFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  11315.     }

  11317.     @Override public double pecsFromGSpread (
  11318.         final org.drip.param.valuation.ValuationParams valParams,
  11319.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11320.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11321.         final int iWorkoutDate,
  11322.         final double dblWorkoutFactor,
  11323.         final double dblGSpread)
  11324.         throws java.lang.Exception
  11325.     {
  11326.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromGSpread
  11327.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  11328.     }

  11330.     @Override public double pecsFromGSpread (
  11331.         final org.drip.param.valuation.ValuationParams valParams,
  11332.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11333.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11334.         final double dblGSpread)
  11335.         throws java.lang.Exception
  11336.     {
  11337.         return pecsFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  11338.     }

  11340.     @Override public double pecsFromGSpreadToOptimalExercise (
  11341.         final org.drip.param.valuation.ValuationParams valParams,
  11342.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11343.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11344.         final double dblGSpread)
  11345.         throws java.lang.Exception
  11346.     {
  11347.         if (null != _eosCall || null != _eosPut)
  11348.             throw new java.lang.Exception ("BondComponent::pecsFromGSpreadToOptimalExercise => " +
  11349.                 "Cant calc PECS from G Spread to optimal exercise for bonds w emb option");

  11351.         return pecsFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  11352.     }

  11354.     @Override public double pecsFromISpread (
  11355.         final org.drip.param.valuation.ValuationParams valParams,
  11356.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11357.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11358.         final int iWorkoutDate,
  11359.         final double dblWorkoutFactor,
  11360.         final double dblISpread)
  11361.         throws java.lang.Exception
  11362.     {
  11363.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromISpread
  11364.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  11365.     }

  11367.     @Override public double pecsFromISpread (
  11368.         final org.drip.param.valuation.ValuationParams valParams,
  11369.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11370.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11371.         final double dblISpread)
  11372.         throws java.lang.Exception
  11373.     {
  11374.         return pecsFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  11375.     }

  11377.     @Override public double pecsFromISpreadToOptimalExercise (
  11378.         final org.drip.param.valuation.ValuationParams valParams,
  11379.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11380.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11381.         final double dblISpread)
  11382.         throws java.lang.Exception
  11383.     {
  11384.         if (null != _eosCall || null != _eosPut)
  11385.             throw new java.lang.Exception ("BondComponent::pecsFromISpreadToOptimalExercise => " +
  11386.                 "Cant calc PECS from I Spread to optimal exercise for bonds w emb option");

  11388.         return pecsFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  11389.     }

  11391.     @Override public double pecsFromJSpread (
  11392.         final org.drip.param.valuation.ValuationParams valParams,
  11393.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11394.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11395.         final int iWorkoutDate,
  11396.         final double dblWorkoutFactor,
  11397.         final double dblJSpread)
  11398.         throws java.lang.Exception
  11399.     {
  11400.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromJSpread
  11401.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  11402.     }

  11404.     @Override public double pecsFromJSpread (
  11405.         final org.drip.param.valuation.ValuationParams valParams,
  11406.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11407.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11408.         final double dblJSpread)
  11409.         throws java.lang.Exception
  11410.     {
  11411.         return pecsFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  11412.     }

  11414.     @Override public double pecsFromJSpreadToOptimalExercise (
  11415.         final org.drip.param.valuation.ValuationParams valParams,
  11416.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11417.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11418.         final double dblJSpread)
  11419.         throws java.lang.Exception
  11420.     {
  11421.         if (null != _eosCall || null != _eosPut)
  11422.             throw new java.lang.Exception ("BondComponent::pecsFromJSpreadToOptimalExercise => " +
  11423.                 "Cant calc PECS from J Spread to optimal exercise for bonds w emb option");

  11425.         return pecsFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  11426.     }

  11428.     @Override public double pecsFromNSpread (
  11429.         final org.drip.param.valuation.ValuationParams valParams,
  11430.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11431.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11432.         final int iWorkoutDate,
  11433.         final double dblWorkoutFactor,
  11434.         final double dblNSpread)
  11435.         throws java.lang.Exception
  11436.     {
  11437.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromNSpread
  11438.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  11439.     }

  11441.     @Override public double pecsFromNSpread (
  11442.         final org.drip.param.valuation.ValuationParams valParams,
  11443.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11444.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11445.         final double dblNSpread)
  11446.         throws java.lang.Exception
  11447.     {
  11448.         return pecsFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  11449.     }

  11451.     @Override public double pecsFromNSpreadToOptimalExercise (
  11452.         final org.drip.param.valuation.ValuationParams valParams,
  11453.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11454.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11455.         final double dblNSpread)
  11456.         throws java.lang.Exception
  11457.     {
  11458.         if (null != _eosCall || null != _eosPut)
  11459.             throw new java.lang.Exception ("BondComponent::pecsFromNSpreadToOptimalExercise => " +
  11460.                 "Cant calc PECS from N Spread to optimal exercise for bonds w emb option");

  11462.         return pecsFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  11463.     }

  11465.     @Override public double pecsFromOAS (
  11466.         final org.drip.param.valuation.ValuationParams valParams,
  11467.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11468.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11469.         final int iWorkoutDate,
  11470.         final double dblWorkoutFactor,
  11471.         final double dblOAS)
  11472.         throws java.lang.Exception
  11473.     {
  11474.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromOAS
  11475.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  11476.     }

  11478.     @Override public double pecsFromOAS (
  11479.         final org.drip.param.valuation.ValuationParams valParams,
  11480.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11481.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11482.         final double dblOAS)
  11483.         throws java.lang.Exception
  11484.     {
  11485.         return pecsFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  11486.     }

  11488.     @Override public double pecsFromOASToOptimalExercise (
  11489.         final org.drip.param.valuation.ValuationParams valParams,
  11490.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11491.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11492.         final double dblOAS)
  11493.         throws java.lang.Exception
  11494.     {
  11495.         if (null != _eosCall || null != _eosPut)
  11496.             throw new java.lang.Exception ("BondComponent::pecsFromOASToOptimalExercise => " +
  11497.                 "Cant calc PECS from OAS to optimal exercise for bonds w emb option");

  11499.         return pecsFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  11500.     }

  11502.     @Override public double pecsFromPrice (
  11503.         final org.drip.param.valuation.ValuationParams valParams,
  11504.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11505.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11506.         final int iWorkoutDate,
  11507.         final double dblWorkoutFactor,
  11508.         final double dblPrice)
  11509.         throws java.lang.Exception
  11510.     {
  11511.         return new BondCalibrator (this, false).calibrateCreditBasisFromPrice (valParams, csqc, iWorkoutDate,
  11512.             dblWorkoutFactor, dblPrice, true);
  11513.     }

  11515.     @Override public double pecsFromPrice (
  11516.         final org.drip.param.valuation.ValuationParams valParams,
  11517.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11518.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11519.         final double dblPrice)
  11520.         throws java.lang.Exception
  11521.     {
  11522.         return pecsFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  11523.     }

  11525.     @Override public double pecsFromPriceToOptimalExercise (
  11526.         final org.drip.param.valuation.ValuationParams valParams,
  11527.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11528.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11529.         final double dblPrice)
  11530.         throws java.lang.Exception
  11531.     {
  11532.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  11534.         if (null == wi)
  11535.             throw new java.lang.Exception
  11536.                 ("BondComponent::pecsFromPriceToOptimalExercise => Cant determine Work-out");

  11538.         return pecsFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  11539.     }

  11541.     @Override public double pecsFromTSYSpread (
  11542.         final org.drip.param.valuation.ValuationParams valParams,
  11543.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11544.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11545.         final int iWorkoutDate,
  11546.         final double dblWorkoutFactor,
  11547.         final double dblTSYSpread)
  11548.         throws java.lang.Exception
  11549.     {
  11550.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromTSYSpread
  11551.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  11552.     }

  11554.     @Override public double pecsFromTSYSpread (
  11555.         final org.drip.param.valuation.ValuationParams valParams,
  11556.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11557.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11558.         final double dblTSYSpread)
  11559.         throws java.lang.Exception
  11560.     {
  11561.         return pecsFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  11562.     }

  11564.     @Override public double pecsFromTSYSpreadToOptimalExercise (
  11565.         final org.drip.param.valuation.ValuationParams valParams,
  11566.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11567.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11568.         final double dblTSYSpread)
  11569.         throws java.lang.Exception
  11570.     {
  11571.         if (null != _eosCall || null != _eosPut)
  11572.             throw new java.lang.Exception ("BondComponent::pecsFromTSYSpreadToOptimalExercise => " +
  11573.                 "Cant calc PECS from TSY Spread to optimal exercise for bonds w emb option");

  11575.         return pecsFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  11576.     }

  11578.     @Override public double pecsFromYield (
  11579.         final org.drip.param.valuation.ValuationParams valParams,
  11580.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11581.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11582.         final int iWorkoutDate,
  11583.         final double dblWorkoutFactor,
  11584.         final double dblYield)
  11585.         throws java.lang.Exception
  11586.     {
  11587.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYield
  11588.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield));
  11589.     }

  11591.     @Override public double pecsFromYield (
  11592.         final org.drip.param.valuation.ValuationParams valParams,
  11593.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11594.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11595.         final double dblYield)
  11596.         throws java.lang.Exception
  11597.     {
  11598.         return pecsFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  11599.     }

  11601.     @Override public double pecsFromYieldToOptimalExercise (
  11602.         final org.drip.param.valuation.ValuationParams valParams,
  11603.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11604.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11605.         final double dblYield)
  11606.         throws java.lang.Exception
  11607.     {
  11608.         if (null != _eosCall || null != _eosPut)
  11609.             throw new java.lang.Exception ("BondComponent::pecsFromYieldToOptimalExercise => " +
  11610.                 "Cant calc PECS from Yield to optimal exercise for bonds w emb option");

  11612.         return pecsFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  11613.     }

  11615.     @Override public double pecsFromYieldSpread (
  11616.         final org.drip.param.valuation.ValuationParams valParams,
  11617.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11618.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11619.         final int iWorkoutDate,
  11620.         final double dblWorkoutFactor,
  11621.         final double dblYieldSpread)
  11622.         throws java.lang.Exception
  11623.     {
  11624.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYieldSpread
  11625.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  11626.     }

  11628.     @Override public double pecsFromYieldSpread (
  11629.         final org.drip.param.valuation.ValuationParams valParams,
  11630.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11631.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11632.         final double dblYieldSpread)
  11633.         throws java.lang.Exception
  11634.     {
  11635.         return pecsFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  11636.     }

  11638.     @Override public double pecsFromYieldSpreadToOptimalExercise (
  11639.         final org.drip.param.valuation.ValuationParams valParams,
  11640.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11641.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11642.         final double dblYieldSpread)
  11643.         throws java.lang.Exception
  11644.     {
  11645.         if (null != _eosCall || null != _eosPut)
  11646.             throw new java.lang.Exception ("BondComponent::pecsFromYieldSpreadToOptimalExercise => " +
  11647.                 "Cant calc PECS from Yield Spread to optimal exercise for bonds w emb option");

  11649.         return pecsFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  11650.     }

  11652.     @Override public double pecsFromZSpread (
  11653.         final org.drip.param.valuation.ValuationParams valParams,
  11654.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11655.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11656.         final int iWorkoutDate,
  11657.         final double dblWorkoutFactor,
  11658.         final double dblZSpread)
  11659.         throws java.lang.Exception
  11660.     {
  11661.         return pecsFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromZSpread
  11662.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  11663.     }

  11665.     @Override public double pecsFromZSpread (
  11666.         final org.drip.param.valuation.ValuationParams valParams,
  11667.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11668.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11669.         final double dblZSpread)
  11670.         throws java.lang.Exception
  11671.     {
  11672.         return pecsFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  11673.     }

  11675.     @Override public double pecsFromZSpreadToOptimalExercise (
  11676.         final org.drip.param.valuation.ValuationParams valParams,
  11677.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11678.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11679.         final double dblZSpread)
  11680.         throws java.lang.Exception
  11681.     {
  11682.         if (null != _eosCall || null != _eosPut)
  11683.             throw new java.lang.Exception ("BondComponent::pecsFromZSpreadToOptimalExercise => " +
  11684.                 "Cant calc PECS from Z Spread to optimal exercise for bonds w emb option");

  11686.         return pecsFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  11687.     }

  11689.     @Override public double priceFromASW (
  11690.         final org.drip.param.valuation.ValuationParams valParams,
  11691.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11692.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11693.         final int iWorkoutDate,
  11694.         final double dblWorkoutFactor,
  11695.         final double dblASW)
  11696.         throws java.lang.Exception
  11697.     {
  11698.         if (null == valParams || null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor)
  11699.             || !org.drip.numerical.common.NumberUtil.IsValid (dblASW))
  11700.             throw new java.lang.Exception ("BondComponent::priceFromASW => Invalid Inputs");

  11702.         int iValueDate = valParams.valueDate();

  11704.         if (iValueDate >= iWorkoutDate)
  11705.             throw new java.lang.Exception ("BondComponent::priceFromASW => Invalid Inputs");

  11707.         org.drip.state.discount.MergedDiscountForwardCurve dcFunding = csqc.fundingState (fundingLabel());

  11709.         if (null == dcFunding)
  11710.             throw new java.lang.Exception ("BondComponent::priceFromASW => Invalid Inputs");

  11712.         org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iValueDate, valParams,
  11713.             csqc);

  11715.         if (null == cpcm) throw new java.lang.Exception ("BondComponent::priceFromASW => No CPCM");

  11717.         return dblWorkoutFactor - 100. * dcFunding.parSwapDV01 (iWorkoutDate) * (dblASW +
  11718.             dcFunding.estimateManifestMeasure ("SwapRate", iWorkoutDate) - cpcm.rate());
  11719.     }

  11721.     @Override public double priceFromASW (
  11722.         final org.drip.param.valuation.ValuationParams valParams,
  11723.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11724.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11725.         final double dblASW)
  11726.         throws java.lang.Exception
  11727.     {
  11728.         return priceFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  11729.     }

  11731.     @Override public double priceFromASWToOptimalExercise (
  11732.         final org.drip.param.valuation.ValuationParams valParams,
  11733.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11734.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11735.         final double dblASW)
  11736.         throws java.lang.Exception
  11737.     {
  11738.         if (null != _eosCall || null != _eosPut)
  11739.             throw new java.lang.Exception ("BondComponent::priceFromASWToOptimalExercise => " +
  11740.                 "Cant calc Price from ASW to optimal exercise for bonds w emb option");

  11742.         return priceFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  11743.     }

  11745.     @Override public double priceFromBondBasis (
  11746.         final org.drip.param.valuation.ValuationParams valParams,
  11747.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11748.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11749.         final int iWorkoutDate,
  11750.         final double dblWorkoutFactor,
  11751.         final double dblBondBasis)
  11752.         throws java.lang.Exception
  11753.     {
  11754.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromBondBasis
  11755.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  11756.     }

  11758.     @Override public double priceFromBondBasis (
  11759.         final org.drip.param.valuation.ValuationParams valParams,
  11760.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11761.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11762.         final double dblBondBasis)
  11763.         throws java.lang.Exception
  11764.     {
  11765.         return priceFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  11766.     }

  11768.     @Override public double priceFromBondBasisToOptimalExercise (
  11769.         final org.drip.param.valuation.ValuationParams valParams,
  11770.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11771.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11772.         final double dblBondBasis)
  11773.         throws java.lang.Exception
  11774.     {
  11775.         if (null != _eosCall || null != _eosPut)
  11776.             throw new java.lang.Exception ("BondComponent::priceFromBondBasisToOptimalExercise => " +
  11777.                 "Cant calc Price from Bond Basis to optimal exercise for bonds w emb option");

  11779.         return priceFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  11780.     }

  11782.     @Override public double priceFromCreditBasis (
  11783.         final org.drip.param.valuation.ValuationParams valParams,
  11784.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11785.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11786.         final int iWorkoutDate,
  11787.         final double dblWorkoutFactor,
  11788.         final double dblCreditBasis)
  11789.         throws java.lang.Exception
  11790.     {
  11791.         return priceFromCreditCurve (valParams, csqc, iWorkoutDate, dblWorkoutFactor, dblCreditBasis,
  11792.             false);
  11793.     }

  11795.     @Override public double priceFromCreditBasis (
  11796.         final org.drip.param.valuation.ValuationParams valParams,
  11797.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11798.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11799.         final double dblCreditBasis)
  11800.         throws java.lang.Exception
  11801.     {
  11802.         return priceFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  11803.     }

  11805.     @Override public double priceFromCreditBasisToOptimalExercise (
  11806.         final org.drip.param.valuation.ValuationParams valParams,
  11807.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11808.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11809.         final double dblCreditBasis)
  11810.         throws java.lang.Exception
  11811.     {
  11812.         if (null != _eosCall || null != _eosPut)
  11813.             throw new java.lang.Exception ("BondComponent::priceFromCreditBasisToOptimalExercise => " +
  11814.                 "Cant calc Price from Credit Basis to optimal exercise for bonds w emb option");

  11816.         return priceFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  11817.     }

  11819.     @Override public double priceFromDiscountMargin (
  11820.         final org.drip.param.valuation.ValuationParams valParams,
  11821.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11822.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11823.         final int iWorkoutDate,
  11824.         final double dblWorkoutFactor,
  11825.         final double dblDiscountMargin)
  11826.         throws java.lang.Exception
  11827.     {
  11828.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  11829.             yieldFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  11830.                 dblDiscountMargin));
  11831.     }

  11833.     @Override public double priceFromDiscountMargin (
  11834.         final org.drip.param.valuation.ValuationParams valParams,
  11835.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11836.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11837.         double dblDiscountMargin)
  11838.         throws java.lang.Exception
  11839.     {
  11840.         return priceFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  11841.             dblDiscountMargin);
  11842.     }

  11844.     @Override public double priceFromDiscountMarginToOptimalExercise (
  11845.         final org.drip.param.valuation.ValuationParams valParams,
  11846.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11847.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11848.         final double dblDiscountMargin)
  11849.         throws java.lang.Exception
  11850.     {
  11851.         if (null != _eosCall || null != _eosPut)
  11852.             throw new java.lang.Exception ("BondComponent::priceFromDiscountMarginToOptimalExercise => " +
  11853.                 "Cant calc Price from Discount Margin to optimal exercise for bonds w emb option");

  11855.         return priceFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  11856.             dblDiscountMargin);
  11857.     }

  11859.     @Override public double priceFromESpread (
  11860.         final org.drip.param.valuation.ValuationParams valParams,
  11861.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11862.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11863.         final int iWorkoutDate,
  11864.         final double dblWorkoutFactor,
  11865.         final double dblESpread)
  11866.         throws java.lang.Exception
  11867.     {
  11868.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromESpread
  11869.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  11870.     }

  11872.     @Override public double priceFromESpread (
  11873.         final org.drip.param.valuation.ValuationParams valParams,
  11874.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11875.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11876.         final double dblESpread)
  11877.         throws java.lang.Exception
  11878.     {
  11879.         return priceFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  11880.     }

  11882.     @Override public double priceFromESpreadToOptimalExercise (
  11883.         final org.drip.param.valuation.ValuationParams valParams,
  11884.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11885.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11886.         final double dblESpread)
  11887.         throws java.lang.Exception
  11888.     {
  11889.         if (null != _eosCall || null != _eosPut)
  11890.             throw new java.lang.Exception ("BondComponent::priceFromESpreadToOptimalExercise => " +
  11891.                 "Cant calc Price from E Spread to optimal exercise for bonds w emb option");

  11893.         return priceFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  11894.     }

  11896.     @Override public double priceFromGSpread (
  11897.         final org.drip.param.valuation.ValuationParams valParams,
  11898.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11899.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11900.         final int iWorkoutDate,
  11901.         final double dblWorkoutFactor,
  11902.         final double dblGSpread)
  11903.         throws java.lang.Exception
  11904.     {
  11905.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromGSpread
  11906.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  11907.     }

  11909.     @Override public double priceFromGSpread (
  11910.         final org.drip.param.valuation.ValuationParams valParams,
  11911.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11912.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11913.         final double dblGSpread)
  11914.         throws java.lang.Exception
  11915.     {
  11916.         return priceFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  11917.     }

  11919.     @Override public double priceFromGSpreadToOptimalExercise (
  11920.         final org.drip.param.valuation.ValuationParams valParams,
  11921.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11922.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11923.         final double dblGSpread)
  11924.         throws java.lang.Exception
  11925.     {
  11926.         if (null != _eosCall || null != _eosPut)
  11927.             throw new java.lang.Exception ("BondComponent::priceFromGSpreadToOptimalExercise => " +
  11928.                 "Cant calc Price from G Spread to optimal exercise for bonds w emb option");

  11930.         return priceFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  11931.     }

  11933.     @Override public double priceFromISpread (
  11934.         final org.drip.param.valuation.ValuationParams valParams,
  11935.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11936.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11937.         final int iWorkoutDate,
  11938.         final double dblWorkoutFactor,
  11939.         final double dblISpread)
  11940.         throws java.lang.Exception
  11941.     {
  11942.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromISpread
  11943.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  11944.     }

  11946.     @Override public double priceFromISpread (
  11947.         final org.drip.param.valuation.ValuationParams valParams,
  11948.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11949.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11950.         final double dblISpread)
  11951.         throws java.lang.Exception
  11952.     {
  11953.         return priceFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  11954.     }

  11956.     @Override public double priceFromISpreadToOptimalExercise (
  11957.         final org.drip.param.valuation.ValuationParams valParams,
  11958.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11959.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11960.         final double dblISpread)
  11961.         throws java.lang.Exception
  11962.     {
  11963.         if (null != _eosCall || null != _eosPut)
  11964.             throw new java.lang.Exception ("BondComponent::priceFromISpreadToOptimalExercise => " +
  11965.                 "Cant calc Price from I Spread to optimal exercise for bonds w emb option");

  11967.         return priceFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  11968.     }

  11970.     @Override public double priceFromJSpread (
  11971.         final org.drip.param.valuation.ValuationParams valParams,
  11972.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11973.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11974.         final int iWorkoutDate,
  11975.         final double dblWorkoutFactor,
  11976.         final double dblJSpread)
  11977.         throws java.lang.Exception
  11978.     {
  11979.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromJSpread
  11980.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  11981.     }

  11983.     @Override public double priceFromJSpread (
  11984.         final org.drip.param.valuation.ValuationParams valParams,
  11985.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11986.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11987.         final double dblJSpread)
  11988.         throws java.lang.Exception
  11989.     {
  11990.         return priceFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  11991.     }

  11993.     @Override public double priceFromJSpreadToOptimalExercise (
  11994.         final org.drip.param.valuation.ValuationParams valParams,
  11995.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  11996.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  11997.         final double dblJSpread)
  11998.         throws java.lang.Exception
  11999.     {
  12000.         if (null != _eosCall || null != _eosPut)
  12001.             throw new java.lang.Exception ("BondComponent::priceFromJSpreadToOptimalExercise => " +
  12002.                 "Cant calc Price from J Spread to optimal exercise for bonds w emb option");

  12004.         return priceFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  12005.     }

  12007.     @Override public double priceFromNSpread (
  12008.         final org.drip.param.valuation.ValuationParams valParams,
  12009.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12010.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12011.         final int iWorkoutDate,
  12012.         final double dblWorkoutFactor,
  12013.         final double dblNSpread)
  12014.         throws java.lang.Exception
  12015.     {
  12016.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromNSpread
  12017.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  12018.     }

  12020.     @Override public double priceFromNSpread (
  12021.         final org.drip.param.valuation.ValuationParams valParams,
  12022.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12023.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12024.         final double dblNSpread)
  12025.         throws java.lang.Exception
  12026.     {
  12027.         return priceFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  12028.     }

  12030.     @Override public double priceFromNSpreadToOptimalExercise (
  12031.         final org.drip.param.valuation.ValuationParams valParams,
  12032.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12033.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12034.         final double dblNSpread)
  12035.         throws java.lang.Exception
  12036.     {
  12037.         if (null != _eosCall || null != _eosPut)
  12038.             throw new java.lang.Exception ("BondComponent::priceFromNSpreadToOptimalExercise => " +
  12039.                 "Cant calc Price from N Spread to optimal exercise for bonds w emb option");

  12041.         return priceFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  12042.     }

  12044.     @Override public double priceFromOAS (
  12045.         final org.drip.param.valuation.ValuationParams valParams,
  12046.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12047.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12048.         final int iWorkoutDate,
  12049.         final double dblWorkoutFactor,
  12050.         final double dblOAS)
  12051.         throws java.lang.Exception
  12052.     {
  12053.         return priceFromZeroCurve (valParams, csqc, vcp, ZERO_OFF_OF_TREASURIES_DISCOUNT_CURVE,
  12054.             iWorkoutDate, dblWorkoutFactor, dblOAS);
  12055.     }

  12057.     @Override public double priceFromOAS (
  12058.         final org.drip.param.valuation.ValuationParams valParams,
  12059.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12060.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12061.         final double dblOAS)
  12062.         throws java.lang.Exception
  12063.     {
  12064.         return priceFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  12065.     }

  12067.     @Override public double priceFromOASToOptimalExercise (
  12068.         final org.drip.param.valuation.ValuationParams valParams,
  12069.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12070.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12071.         final double dblOAS)
  12072.         throws java.lang.Exception
  12073.     {
  12074.         if (null != _eosCall || null != _eosPut)
  12075.             throw new java.lang.Exception ("BondComponent::priceFromOASToOptimalExercise => " +
  12076.                 "Cant calc Price from OAS to optimal exercise for bonds w emb option");

  12078.         return priceFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  12079.     }

  12081.     @Override public double priceFromPECS (
  12082.         final org.drip.param.valuation.ValuationParams valParams,
  12083.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12084.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12085.         final int iWorkoutDate,
  12086.         final double dblWorkoutFactor,
  12087.         final double dblPECS)
  12088.         throws java.lang.Exception
  12089.     {
  12090.         return priceFromCreditCurve (valParams, csqc, iWorkoutDate, dblWorkoutFactor, dblPECS, true);
  12091.     }

  12093.     @Override public double priceFromPECS (
  12094.         final org.drip.param.valuation.ValuationParams valParams,
  12095.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12096.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12097.         final double dblPECS)
  12098.         throws java.lang.Exception
  12099.     {
  12100.         return priceFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  12101.     }

  12103.     @Override public double priceFromPECSToOptimalExercise (
  12104.         final org.drip.param.valuation.ValuationParams valParams,
  12105.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12106.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12107.         final double dblPECS)
  12108.         throws java.lang.Exception
  12109.     {
  12110.         if (null != _eosCall || null != _eosPut)
  12111.             throw new java.lang.Exception ("BondComponent::priceFromPECSToOptimalExercise => " +
  12112.                 "Cant calc Price from PECS to optimal exercise for bonds w emb option");

  12114.         return priceFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  12115.     }

  12117.     @Override public double priceFromTSYSpread (
  12118.         final org.drip.param.valuation.ValuationParams valParams,
  12119.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12120.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12121.         final int iWorkoutDate,
  12122.         final double dblWorkoutFactor,
  12123.         final double dblTSYSpread)
  12124.         throws java.lang.Exception
  12125.     {
  12126.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromTSYSpread
  12127.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  12128.     }

  12130.     @Override public double priceFromTSYSpread (
  12131.         final org.drip.param.valuation.ValuationParams valParams,
  12132.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12133.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12134.         final double dblTSYSpread)
  12135.         throws java.lang.Exception
  12136.     {
  12137.         return priceFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  12138.     }

  12140.     @Override public double priceFromTSYSpreadToOptimalExercise (
  12141.         final org.drip.param.valuation.ValuationParams valParams,
  12142.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12143.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12144.         final double dblTSYSpread)
  12145.         throws java.lang.Exception
  12146.     {
  12147.         if (null != _eosCall || null != _eosPut)
  12148.             throw new java.lang.Exception ("BondComponent::priceFromTSYSpreadToOptimalExercise => " +
  12149.                 "Cant calc Price from TSY Spread to optimal exercise for bonds w emb option");

  12151.         return priceFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  12152.     }

  12154.     @Override public double priceFromYield (
  12155.         final org.drip.param.valuation.ValuationParams valParams,
  12156.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12157.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12158.         final int iWorkoutDate,
  12159.         final double dblWorkoutFactor,
  12160.         final double dblYield)
  12161.         throws java.lang.Exception
  12162.     {
  12163.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield, false);
  12164.     }

  12166.     @Override public double priceFromYield (
  12167.         final org.drip.param.valuation.ValuationParams valParams,
  12168.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12169.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12170.         final double dblYield)
  12171.         throws java.lang.Exception
  12172.     {
  12173.         return priceFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  12174.     }

  12176.     @Override public double priceFromYieldToOptimalExercise (
  12177.         final org.drip.param.valuation.ValuationParams valParams,
  12178.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12179.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12180.         final double dblYield)
  12181.         throws java.lang.Exception
  12182.     {
  12183.         if (null != _eosCall || null != _eosPut)
  12184.             throw new java.lang.Exception ("BondComponent::priceFromYieldToOptimalExercise => " +
  12185.                 "Cannot calc exercise px from yld for bonds w emb option");

  12187.         return priceFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  12188.     }

  12190.     @Override public double priceFromYieldSpread (
  12191.         final org.drip.param.valuation.ValuationParams valParams,
  12192.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12193.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12194.         final int iWorkoutDate,
  12195.         final double dblWorkoutFactor,
  12196.         final double dblYieldSpread)
  12197.         throws java.lang.Exception
  12198.     {
  12199.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromYieldSpread
  12200.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  12201.     }

  12203.     @Override public double priceFromYieldSpread (
  12204.         final org.drip.param.valuation.ValuationParams valParams,
  12205.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12206.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12207.         final double dblYieldSpread)
  12208.         throws java.lang.Exception
  12209.     {
  12210.         return priceFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  12211.     }

  12213.     @Override public double priceFromYieldSpreadToOptimalExercise (
  12214.         final org.drip.param.valuation.ValuationParams valParams,
  12215.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12216.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12217.         final double dblYieldSpread)
  12218.         throws java.lang.Exception
  12219.     {
  12220.         if (null != _eosCall || null != _eosPut)
  12221.             throw new java.lang.Exception ("BondComponent::priceFromYieldSpreadToOptimalExercise => " +
  12222.                 "Cant calc Price from Yield Spread to optimal exercise for bonds w emb option");

  12224.         return priceFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  12225.     }

  12227.     @Override public double priceFromZSpread (
  12228.         final org.drip.param.valuation.ValuationParams valParams,
  12229.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12230.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12231.         final int iWorkoutDate,
  12232.         final double dblWorkoutFactor,
  12233.         final double dblZSpread)
  12234.         throws java.lang.Exception
  12235.     {
  12236.         return priceFromZeroCurve (valParams, csqc, vcp, ZERO_OFF_OF_RATES_INSTRUMENTS_DISCOUNT_CURVE,
  12237.             iWorkoutDate, dblWorkoutFactor, dblZSpread);
  12238.     }

  12240.     @Override public double priceFromZSpread (
  12241.         final org.drip.param.valuation.ValuationParams valParams,
  12242.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12243.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12244.         final double dblZSpread)
  12245.         throws java.lang.Exception
  12246.     {
  12247.         return priceFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  12248.     }

  12250.     @Override public double priceFromZSpreadToOptimalExercise (
  12251.         final org.drip.param.valuation.ValuationParams valParams,
  12252.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12253.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12254.         final double dblZSpread)
  12255.         throws java.lang.Exception
  12256.     {
  12257.         if (null != _eosCall || null != _eosPut)
  12258.             throw new java.lang.Exception ("BondComponent::priceFromZSpreadToOptimalExercise => " +
  12259.                 "Cant calc Price from Z Spread to optimal exercise for bonds w emb option");

  12261.         return priceFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  12262.     }

  12264.     @Override public double tsySpreadFromASW (
  12265.         final org.drip.param.valuation.ValuationParams valParams,
  12266.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12267.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12268.         final int iWorkoutDate,
  12269.         final double dblWorkoutFactor,
  12270.         final double dblASW)
  12271.         throws java.lang.Exception
  12272.     {
  12273.         return tsySpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromASW
  12274.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  12275.     }

  12277.     @Override public double tsySpreadFromASW (
  12278.         final org.drip.param.valuation.ValuationParams valParams,
  12279.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12280.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12281.         final double dblASW)
  12282.         throws java.lang.Exception
  12283.     {
  12284.         return tsySpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  12285.     }

  12287.     @Override public double tsySpreadFromASWToOptimalExercise (
  12288.         final org.drip.param.valuation.ValuationParams valParams,
  12289.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12290.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12291.         final double dblASW)
  12292.         throws java.lang.Exception
  12293.     {
  12294.         if (null != _eosCall || null != _eosPut)
  12295.             throw new java.lang.Exception ("BondComponent::tsySpreadFromASWToOptimalExercise => " +
  12296.                 "Cant calc TSY Spread from ASW to optimal exercise for bonds w emb option");

  12298.         return tsySpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  12299.     }

  12301.     @Override public double tsySpreadFromBondBasis (
  12302.         final org.drip.param.valuation.ValuationParams valParams,
  12303.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12304.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12305.         final int iWorkoutDate,
  12306.         final double dblWorkoutFactor,
  12307.         final double dblBondBasis)
  12308.         throws java.lang.Exception
  12309.     {
  12310.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromBondBasis
  12311.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  12312.     }

  12314.     @Override public double tsySpreadFromBondBasis (
  12315.         final org.drip.param.valuation.ValuationParams valParams,
  12316.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12317.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12318.         final double dblBondBasis)
  12319.         throws java.lang.Exception
  12320.     {
  12321.         return tsySpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  12322.     }

  12324.     @Override public double tsySpreadFromBondBasisToOptimalExercise (
  12325.         final org.drip.param.valuation.ValuationParams valParams,
  12326.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12327.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12328.         final double dblBondBasis)
  12329.         throws java.lang.Exception
  12330.     {
  12331.         if (null != _eosCall || null != _eosPut)
  12332.             throw new java.lang.Exception ("BondComponent::tsySpreadFromBondBasisToOptimalExercise => " +
  12333.                 "Cant calc TSY Spread from Bond Basis to optimal exercise for bonds w emb option");

  12335.         return tsySpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  12336.     }

  12338.     @Override public double tsySpreadFromCreditBasis (
  12339.         final org.drip.param.valuation.ValuationParams valParams,
  12340.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12341.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12342.         final int iWorkoutDate,
  12343.         final double dblWorkoutFactor,
  12344.         final double dblCreditBasis)
  12345.         throws java.lang.Exception
  12346.     {
  12347.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  12348.             yieldFromCreditBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  12349.     }

  12351.     @Override public double tsySpreadFromCreditBasis (
  12352.         final org.drip.param.valuation.ValuationParams valParams,
  12353.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12354.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12355.         final double dblCreditBasis)
  12356.         throws java.lang.Exception
  12357.     {
  12358.         return tsySpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  12359.     }

  12361.     @Override public double tsySpreadFromCreditBasisToOptimalExercise (
  12362.         final org.drip.param.valuation.ValuationParams valParams,
  12363.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12364.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12365.         final double dblCreditBasis)
  12366.         throws java.lang.Exception
  12367.     {
  12368.         if (null != _eosCall || null != _eosPut)
  12369.             throw new java.lang.Exception ("BondComponent::tsySpreadFromCreditBasisToOptimalExercise => " +
  12370.                 "Cant calc TSY Spread from Credit Basis to optimal exercise for bonds w emb option");

  12372.         return tsySpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  12373.     }

  12375.     @Override public double tsySpreadFromDiscountMargin (
  12376.         final org.drip.param.valuation.ValuationParams valParams,
  12377.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12378.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12379.         final int iWorkoutDate,
  12380.         final double dblWorkoutFactor,
  12381.         final double dblDiscountMargin)
  12382.         throws java.lang.Exception
  12383.     {
  12384.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  12385.             yieldFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  12386.                 dblDiscountMargin));
  12387.     }

  12389.     @Override public double tsySpreadFromDiscountMargin (
  12390.         final org.drip.param.valuation.ValuationParams valParams,
  12391.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12392.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12393.         final double dblDiscountMargin)
  12394.         throws java.lang.Exception
  12395.     {
  12396.         return tsySpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  12397.             dblDiscountMargin);
  12398.     }

  12400.     @Override public double tsySpreadFromDiscountMarginToOptimalExercise (
  12401.         final org.drip.param.valuation.ValuationParams valParams,
  12402.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12403.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12404.         final double dblDiscountMargin)
  12405.         throws java.lang.Exception
  12406.     {
  12407.         if (null != _eosCall || null != _eosPut)
  12408.             throw new java.lang.Exception ("BondComponent::tsySpreadFromDiscountMarginToOptimalExercise " +
  12409.                 "=> Cant calc TSY Spread from Discount Margin to optimal exercise for bonds w emb option");

  12411.         return tsySpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  12412.             dblDiscountMargin);
  12413.     }

  12415.     @Override public double tsySpreadFromESpread (
  12416.         final org.drip.param.valuation.ValuationParams valParams,
  12417.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12418.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12419.         final int iWorkoutDate,
  12420.         final double dblWorkoutFactor,
  12421.         final double dblESpread)
  12422.         throws java.lang.Exception
  12423.     {
  12424.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromESpread
  12425.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  12426.     }

  12428.     @Override public double tsySpreadFromESpread (
  12429.         final org.drip.param.valuation.ValuationParams valParams,
  12430.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12431.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12432.         final double dblESpread)
  12433.         throws java.lang.Exception
  12434.     {
  12435.         return tsySpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  12436.     }

  12438.     @Override public double tsySpreadFromESpreadToOptimalExercise (
  12439.         final org.drip.param.valuation.ValuationParams valParams,
  12440.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12441.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12442.         final double dblESpread)
  12443.         throws java.lang.Exception
  12444.     {
  12445.         if (null != _eosCall || null != _eosPut)
  12446.             throw new java.lang.Exception ("BondComponent::tsySpreadFromESpreadToOptimalExercise => " +
  12447.                 "Cant calc TSY Spread from E Spread to optimal exercise for bonds w emb option");

  12449.         return tsySpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  12450.     }

  12452.     @Override public double tsySpreadFromGSpread (
  12453.         final org.drip.param.valuation.ValuationParams valParams,
  12454.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12455.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12456.         final int iWorkoutDate,
  12457.         final double dblWorkoutFactor,
  12458.         final double dblGSpread)
  12459.         throws java.lang.Exception
  12460.     {
  12461.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromGSpread
  12462.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  12463.     }

  12465.     @Override public double tsySpreadFromGSpread (
  12466.         final org.drip.param.valuation.ValuationParams valParams,
  12467.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12468.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12469.         final double dblGSpread)
  12470.         throws java.lang.Exception
  12471.     {
  12472.         return tsySpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  12473.     }

  12475.     @Override public double tsySpreadFromGSpreadToOptimalExercise (
  12476.         final org.drip.param.valuation.ValuationParams valParams,
  12477.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12478.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12479.         final double dblGSpread)
  12480.         throws java.lang.Exception
  12481.     {
  12482.         if (null != _eosCall || null != _eosPut)
  12483.             throw new java.lang.Exception ("BondComponent::tsySpreadFromGSpreadToOptimalExercise => " +
  12484.                 "Cant calc TSY Spread from G Spread to optimal exercise for bonds w emb option");

  12486.         return tsySpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  12487.     }

  12489.     @Override public double tsySpreadFromISpread (
  12490.         final org.drip.param.valuation.ValuationParams valParams,
  12491.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12492.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12493.         final int iWorkoutDate,
  12494.         final double dblWorkoutFactor,
  12495.         final double dblISpread)
  12496.         throws java.lang.Exception
  12497.     {
  12498.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromISpread
  12499.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  12500.     }

  12502.     @Override public double tsySpreadFromISpread (
  12503.         final org.drip.param.valuation.ValuationParams valParams,
  12504.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12505.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12506.         final double dblISpread)
  12507.         throws java.lang.Exception
  12508.     {
  12509.         return tsySpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  12510.     }

  12512.     @Override public double tsySpreadFromISpreadToOptimalExercise (
  12513.         final org.drip.param.valuation.ValuationParams valParams,
  12514.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12515.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12516.         final double dblISpread)
  12517.         throws java.lang.Exception
  12518.     {
  12519.         if (null != _eosCall || null != _eosPut)
  12520.             throw new java.lang.Exception ("BondComponent::tsySpreadFromISpreadToOptimalExercise => " +
  12521.                 "Cant calc TSY Spread from I Spread to optimal exercise for bonds w emb option");

  12523.         return tsySpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  12524.     }

  12526.     @Override public double tsySpreadFromJSpread (
  12527.         final org.drip.param.valuation.ValuationParams valParams,
  12528.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12529.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12530.         final int iWorkoutDate,
  12531.         final double dblWorkoutFactor,
  12532.         final double dblJSpread)
  12533.         throws java.lang.Exception
  12534.     {
  12535.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromJSpread
  12536.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  12537.     }

  12539.     @Override public double tsySpreadFromJSpread (
  12540.         final org.drip.param.valuation.ValuationParams valParams,
  12541.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12542.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12543.         final double dblJSpread)
  12544.         throws java.lang.Exception
  12545.     {
  12546.         return tsySpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  12547.     }

  12549.     @Override public double tsySpreadFromJSpreadToOptimalExercise (
  12550.         final org.drip.param.valuation.ValuationParams valParams,
  12551.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12552.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12553.         final double dblJSpread)
  12554.         throws java.lang.Exception
  12555.     {
  12556.         if (null != _eosCall || null != _eosPut)
  12557.             throw new java.lang.Exception ("BondComponent::tsySpreadFromJSpreadToOptimalExercise => " +
  12558.                 "Cant calc TSY Spread from J Spread to optimal exercise for bonds w emb option");

  12560.         return tsySpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  12561.     }

  12563.     @Override public double tsySpreadFromNSpread (
  12564.         final org.drip.param.valuation.ValuationParams valParams,
  12565.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12566.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12567.         final int iWorkoutDate,
  12568.         final double dblWorkoutFactor,
  12569.         final double dblNSpread)
  12570.         throws java.lang.Exception
  12571.     {
  12572.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromNSpread
  12573.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  12574.     }

  12576.     @Override public double tsySpreadFromNSpread (
  12577.         final org.drip.param.valuation.ValuationParams valParams,
  12578.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12579.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12580.         final double dblNSpread)
  12581.         throws java.lang.Exception
  12582.     {
  12583.         return tsySpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  12584.     }

  12586.     @Override public double tsySpreadFromNSpreadToOptimalExercise (
  12587.         final org.drip.param.valuation.ValuationParams valParams,
  12588.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12589.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12590.         final double dblNSpread)
  12591.         throws java.lang.Exception
  12592.     {
  12593.         if (null != _eosCall || null != _eosPut)
  12594.             throw new java.lang.Exception ("BondComponent::tsySpreadFromNSpreadToOptimalExercise => " +
  12595.                 "Cant calc TSY Spread from N Spread to optimal exercise for bonds w emb option");

  12597.         return tsySpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  12598.     }

  12600.     @Override public double tsySpreadFromOAS (
  12601.         final org.drip.param.valuation.ValuationParams valParams,
  12602.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12603.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12604.         final int iWorkoutDate,
  12605.         final double dblWorkoutFactor,
  12606.         final double dblOAS)
  12607.         throws java.lang.Exception
  12608.     {
  12609.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromOAS
  12610.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  12611.     }

  12613.     @Override public double tsySpreadFromOAS (
  12614.         final org.drip.param.valuation.ValuationParams valParams,
  12615.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12616.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12617.         final double dblOAS)
  12618.         throws java.lang.Exception
  12619.     {
  12620.         return tsySpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  12621.     }

  12623.     @Override public double tsySpreadFromOASToOptimalExercise (
  12624.         final org.drip.param.valuation.ValuationParams valParams,
  12625.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12626.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12627.         final double dblOAS)
  12628.         throws java.lang.Exception
  12629.     {
  12630.         if (null != _eosCall || null != _eosPut)
  12631.             throw new java.lang.Exception ("BondComponent::tsySpreadFromOASToOptimalExercise => " +
  12632.                 "Cant calc TSY Spread from OAS to optimal exercise for bonds w emb option");

  12634.         return tsySpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  12635.     }

  12637.     @Override public double tsySpreadFromPECS (
  12638.         final org.drip.param.valuation.ValuationParams valParams,
  12639.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12640.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12641.         final int iWorkoutDate,
  12642.         final double dblWorkoutFactor,
  12643.         final double dblPECS)
  12644.         throws java.lang.Exception
  12645.     {
  12646.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPECS
  12647.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  12648.     }

  12650.     @Override public double tsySpreadFromPECS (
  12651.         final org.drip.param.valuation.ValuationParams valParams,
  12652.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12653.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12654.         final double dblPECS)
  12655.         throws java.lang.Exception
  12656.     {
  12657.         return tsySpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  12658.     }

  12660.     @Override public double tsySpreadFromPECSToOptimalExercise (
  12661.         final org.drip.param.valuation.ValuationParams valParams,
  12662.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12663.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12664.         final double dblPECS)
  12665.         throws java.lang.Exception
  12666.     {
  12667.         if (null != _eosCall || null != _eosPut)
  12668.             throw new java.lang.Exception ("BondComponent::tsySpreadFromPECSToOptimalExercise => " +
  12669.                 "Cant calc TSY Spread from PECS to optimal exercise for bonds w emb option");

  12671.         return tsySpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  12672.     }

  12674.     @Override public double tsySpreadFromPrice (
  12675.         final org.drip.param.valuation.ValuationParams valParams,
  12676.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12677.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12678.         final int iWorkoutDate,
  12679.         final double dblWorkoutFactor,
  12680.         final double dblPrice)
  12681.         throws java.lang.Exception
  12682.     {
  12683.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPrice
  12684.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice));
  12685.     }

  12687.     @Override public double tsySpreadFromPrice (
  12688.         final org.drip.param.valuation.ValuationParams valParams,
  12689.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12690.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12691.         final double dblPrice)
  12692.         throws java.lang.Exception
  12693.     {
  12694.         return tsySpreadFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  12695.     }

  12697.     @Override public double tsySpreadFromPriceToOptimalExercise (
  12698.         final org.drip.param.valuation.ValuationParams valParams,
  12699.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12700.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12701.         final double dblPrice)
  12702.         throws java.lang.Exception
  12703.     {
  12704.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  12706.         if (null == wi)
  12707.             throw new java.lang.Exception
  12708.                 ("BondComponent::tsySpreadFromPriceToOptimalExercise => Cant determine Work-out");

  12710.         return tsySpreadFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  12711.     }

  12713.     @Override public double tsySpreadFromYield (
  12714.         final org.drip.param.valuation.ValuationParams valParams,
  12715.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12716.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12717.         final int iWorkoutDate,
  12718.         final double dblWorkoutFactor,
  12719.         final double dblYield)
  12720.         throws java.lang.Exception
  12721.     {
  12722.         return dblYield - treasuryBenchmarkYield (valParams, csqc, iWorkoutDate);
  12723.     }

  12725.     @Override public double tsySpreadFromYield (
  12726.         final org.drip.param.valuation.ValuationParams valParams,
  12727.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12728.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12729.         final double dblYield)
  12730.         throws java.lang.Exception
  12731.     {
  12732.         return tsySpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  12733.     }

  12735.     @Override public double tsySpreadFromYieldToOptimalExercise (
  12736.         final org.drip.param.valuation.ValuationParams valParams,
  12737.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12738.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12739.         final double dblYield)
  12740.         throws java.lang.Exception
  12741.     {
  12742.         if (null != _eosCall || null != _eosPut)
  12743.             throw new java.lang.Exception ("BondComponent::tsySpreadFromYieldToOptimalExercise => " +
  12744.                 "Cant calc TSY Spread from Yield to optimal exercise for bonds w emb option");

  12746.         return tsySpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  12747.     }

  12749.     @Override public double tsySpreadFromYieldSpread (
  12750.         final org.drip.param.valuation.ValuationParams valParams,
  12751.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12752.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12753.         final int iWorkoutDate,
  12754.         final double dblWorkoutFactor,
  12755.         final double dblYieldSpread)
  12756.         throws java.lang.Exception
  12757.     {
  12758.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  12759.             yieldFromYieldSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  12760.     }

  12762.     @Override public double tsySpreadFromYieldSpread (
  12763.         final org.drip.param.valuation.ValuationParams valParams,
  12764.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12765.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12766.         final double dblYieldSpread)
  12767.         throws java.lang.Exception
  12768.     {
  12769.         return tsySpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  12770.     }

  12772.     @Override public double tsySpreadFromYieldSpreadToOptimalExercise (
  12773.         final org.drip.param.valuation.ValuationParams valParams,
  12774.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12775.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12776.         final double dblYieldSpread)
  12777.         throws java.lang.Exception
  12778.     {
  12779.         if (null != _eosCall || null != _eosPut)
  12780.             throw new java.lang.Exception ("BondComponent::tsySpreadFromYieldSpreadToOptimalExercise => " +
  12781.                 "Cant calc TSY Spread from Yield Spread to optimal exercise for bonds w emb option");

  12783.         return tsySpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  12784.     }

  12786.     @Override public double tsySpreadFromZSpread (
  12787.         final org.drip.param.valuation.ValuationParams valParams,
  12788.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12789.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12790.         final int iWorkoutDate,
  12791.         final double dblWorkoutFactor,
  12792.         final double dblZSpread)
  12793.         throws java.lang.Exception
  12794.     {
  12795.         return tsySpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromZSpread
  12796.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  12797.     }

  12799.     @Override public double tsySpreadFromZSpread (
  12800.         final org.drip.param.valuation.ValuationParams valParams,
  12801.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12802.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12803.         final double dblZSpread)
  12804.         throws java.lang.Exception
  12805.     {
  12806.         return tsySpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  12807.     }

  12809.     @Override public double tsySpreadFromZSpreadToOptimalExercise (
  12810.         final org.drip.param.valuation.ValuationParams valParams,
  12811.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12812.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12813.         final double dblZSpread)
  12814.         throws java.lang.Exception
  12815.     {
  12816.         if (null != _eosCall || null != _eosPut)
  12817.             throw new java.lang.Exception ("BondComponent::tsySpreadFromZSpreadToOptimalExercise => " +
  12818.                 "Cant calc TSY Spread from Z Spread to optimal exercise for bonds w emb option");

  12820.         return tsySpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  12821.     }

  12823.     @Override public double yieldFromASW (
  12824.         final org.drip.param.valuation.ValuationParams valParams,
  12825.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12826.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12827.         final int iWorkoutDate,
  12828.         final double dblWorkoutFactor,
  12829.         final double dblASW)
  12830.         throws java.lang.Exception
  12831.     {
  12832.         return yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromASW
  12833.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  12834.     }

  12836.     @Override public double yieldFromASW (
  12837.         final org.drip.param.valuation.ValuationParams valParams,
  12838.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12839.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12840.         final double dblASW)
  12841.         throws java.lang.Exception
  12842.     {
  12843.         return yieldFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  12844.     }

  12846.     @Override public double yieldFromASWToOptimalExercise (
  12847.         final org.drip.param.valuation.ValuationParams valParams,
  12848.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12849.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12850.         final double dblASW)
  12851.         throws java.lang.Exception
  12852.     {
  12853.         if (null != _eosCall || null != _eosPut)
  12854.             throw new java.lang.Exception ("BondComponent::yieldFromASWToOptimalExercise => " +
  12855.                 "Cant calc Yield from ASW to optimal exercise for bonds w emb option");

  12857.         return yieldFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  12858.     }

  12860.     @Override public double yieldFromBondBasis (
  12861.         final org.drip.param.valuation.ValuationParams valParams,
  12862.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12863.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12864.         final int iWorkoutDate,
  12865.         final double dblWorkoutFactor,
  12866.         final double dblBondBasis)
  12867.         throws java.lang.Exception
  12868.     {
  12869.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblBondBasis))
  12870.             throw new java.lang.Exception ("BondComponent::yieldFromBondBasis => Invalid Inputs");

  12872.         return yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromFundingCurve
  12873.             (valParams, csqc, iWorkoutDate, dblWorkoutFactor, 0.)) + dblBondBasis;
  12874.     }

  12876.     @Override public double yieldFromBondBasis (
  12877.         final org.drip.param.valuation.ValuationParams valParams,
  12878.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12879.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12880.         final double dblBondBasis)
  12881.         throws java.lang.Exception
  12882.     {
  12883.         return yieldFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  12884.     }

  12886.     @Override public double yieldFromBondBasisToOptimalExercise (
  12887.         final org.drip.param.valuation.ValuationParams valParams,
  12888.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12889.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12890.         final double dblBondBasis)
  12891.         throws java.lang.Exception
  12892.     {
  12893.         if (null != _eosCall || null != _eosPut)
  12894.             throw new java.lang.Exception ("BondComponent::yieldFromBondBasisToOptimalExercise => " +
  12895.                 "Cant calc Yield from Bond Basis to optimal exercise for bonds w emb option");

  12897.         return yieldFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  12898.     }

  12900.     @Override public double yieldFromCreditBasis (
  12901.         final org.drip.param.valuation.ValuationParams valParams,
  12902.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12903.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12904.         final int iWorkoutDate,
  12905.         final double dblWorkoutFactor,
  12906.         final double dblCreditBasis)
  12907.         throws java.lang.Exception
  12908.     {
  12909.         return yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromCreditBasis
  12910.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  12911.     }

  12913.     @Override public double yieldFromCreditBasis (
  12914.         final org.drip.param.valuation.ValuationParams valParams,
  12915.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12916.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12917.         final double dblCreditBasis)
  12918.         throws java.lang.Exception
  12919.     {
  12920.         return yieldFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  12921.     }

  12923.     @Override public double yieldFromCreditBasisToOptimalExercise (
  12924.         final org.drip.param.valuation.ValuationParams valParams,
  12925.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12926.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12927.         final double dblCreditBasis)
  12928.         throws java.lang.Exception
  12929.     {
  12930.         if (null != _eosCall || null != _eosPut)
  12931.             throw new java.lang.Exception ("BondComponent::yieldFromCreditBasisToOptimalExercise => " +
  12932.                 "Cant calc Yield from Credit Basis to optimal exercise for bonds w emb option");

  12934.         return yieldFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  12935.     }

  12937.     @Override public double yieldFromDiscountMargin (
  12938.         final org.drip.param.valuation.ValuationParams valParams,
  12939.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12940.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12941.         final int iWorkoutDate,
  12942.         final double dblWorkoutFactor,
  12943.         final double dblDiscountMargin)
  12944.         throws java.lang.Exception
  12945.     {
  12946.         if (null == valParams || null == csqc || !org.drip.numerical.common.NumberUtil.IsValid (dblWorkoutFactor)
  12947.             || !org.drip.numerical.common.NumberUtil.IsValid (dblDiscountMargin))
  12948.             throw new java.lang.Exception ("BondComponent::yieldFromDiscountMargin => Invalid inputs");

  12950.         org.drip.state.discount.MergedDiscountForwardCurve dcFunding = csqc.fundingState (fundingLabel());

  12952.         if (null == dcFunding)
  12953.             throw new java.lang.Exception ("BondComponent::yieldFromDiscountMargin => Invalid inputs");

  12955.         int iValueDate = valParams.valueDate();

  12957.         int iFreq = freq();

  12959.         org.drip.analytics.cashflow.CompositePeriod cp = currentPeriod (iValueDate);

  12961.         if (null == cp)
  12962.             throw new java.lang.Exception ("BondComponent::yieldFromDiscountMargin => Invalid inputs");

  12964.         return null == _floaterSetting || !(cp instanceof
  12965.             org.drip.analytics.cashflow.CompositeFloatingPeriod) ? dblDiscountMargin + dcFunding.libor
  12966.                 (iValueDate, ((int) (12. / (0 == iFreq ? 2 : iFreq))) + "M") : dblDiscountMargin + indexRate
  12967.                     (iValueDate, csqc, (org.drip.analytics.cashflow.CompositeFloatingPeriod) currentPeriod
  12968.                         (iValueDate));
  12969.     }

  12971.     @Override public double yieldFromDiscountMargin (
  12972.         final org.drip.param.valuation.ValuationParams valParams,
  12973.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12974.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12975.         final double dblDiscountMargin)
  12976.         throws java.lang.Exception
  12977.     {
  12978.         return yieldFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  12979.             dblDiscountMargin);
  12980.     }

  12982.     @Override public double yieldFromDiscountMarginToOptimalExercise (
  12983.         final org.drip.param.valuation.ValuationParams valParams,
  12984.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12985.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12986.         final double dblDiscountMargin)
  12987.         throws java.lang.Exception
  12988.     {
  12989.         return yieldFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  12990.             dblDiscountMargin);
  12991.     }

  12993.     @Override public double yieldFromESpread (
  12994.         final org.drip.param.valuation.ValuationParams valParams,
  12995.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  12996.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  12997.         final int iWorkoutDate,
  12998.         final double dblWorkoutFactor,
  12999.         final double dblESpread)
  13000.         throws java.lang.Exception
  13001.     {
  13002.         return yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromZeroCurve
  13003.             (valParams, csqc, vcp, ZERO_OFF_OF_RATES_INSTRUMENTS_DISCOUNT_CURVE, iWorkoutDate,
  13004.                 dblWorkoutFactor, dblESpread));
  13005.     }

  13007.     @Override public double yieldFromESpread (
  13008.         final org.drip.param.valuation.ValuationParams valParams,
  13009.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13010.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13011.         final double dblESpread)
  13012.         throws java.lang.Exception
  13013.     {
  13014.         return yieldFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  13015.     }

  13017.     @Override public double yieldFromESpreadToOptimalExercise (
  13018.         final org.drip.param.valuation.ValuationParams valParams,
  13019.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13020.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13021.         final double dblESpread)
  13022.         throws java.lang.Exception
  13023.     {
  13024.         if (null != _eosCall || null != _eosPut)
  13025.             throw new java.lang.Exception ("BondComponent::yieldFromESpreadToOptimalExercise => " +
  13026.                 "Cant calc Yield from E Spread to optimal exercise for bonds w emb option");

  13028.         return yieldFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  13029.     }

  13031.     @Override public double yieldFromGSpread (
  13032.         final org.drip.param.valuation.ValuationParams valParams,
  13033.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13034.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13035.         final int iWorkoutDate,
  13036.         final double dblWorkoutFactor,
  13037.         final double dblGSpread)
  13038.         throws java.lang.Exception
  13039.     {
  13040.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblGSpread) || valParams.valueDate() >= iWorkoutDate
  13041.             || null == csqc)
  13042.             throw new java.lang.Exception ("BondComponent::yieldFromGSpread => Invalid Inputs");

  13044.         org.drip.state.govvie.GovvieCurve gc = csqc.govvieState (govvieLabel());

  13046.         if (null == gc) throw new java.lang.Exception ("BondComponent::yieldFromGSpread => Invalid Inputs");

  13048.         return gc.yield (iWorkoutDate) + dblGSpread;
  13049.     }

  13051.     @Override public double yieldFromGSpread (
  13052.         final org.drip.param.valuation.ValuationParams valParams,
  13053.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13054.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13055.         final double dblGSpread)
  13056.         throws java.lang.Exception
  13057.     {
  13058.         return yieldFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  13059.     }

  13061.     @Override public double yieldFromGSpreadToOptimalExercise (
  13062.         final org.drip.param.valuation.ValuationParams valParams,
  13063.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13064.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13065.         final double dblGSpread)
  13066.         throws java.lang.Exception
  13067.     {
  13068.         if (null != _eosCall || null != _eosPut)
  13069.             throw new java.lang.Exception ("BondComponent::yieldFromGSpreadToOptimalExercise => " +
  13070.                 "Cant calc Yield from G Spread to optimal exercise for bonds w emb option");

  13072.         return yieldFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  13073.     }

  13075.     @Override public double yieldFromISpread (
  13076.         final org.drip.param.valuation.ValuationParams valParams,
  13077.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13078.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13079.         final int iWorkoutDate,
  13080.         final double dblWorkoutFactor,
  13081.         final double dblISpread)
  13082.         throws java.lang.Exception
  13083.     {
  13084.         if (null == valParams || valParams.valueDate() >= iWorkoutDate || null == csqc ||
  13085.             !org.drip.numerical.common.NumberUtil.IsValid (dblISpread))
  13086.             throw new java.lang.Exception ("BondComponent::yieldFromISpread => Invalid Inputs");

  13088.         org.drip.state.discount.MergedDiscountForwardCurve dc = csqc.fundingState
  13089.             (org.drip.state.identifier.FundingLabel.Standard (payCurrency()));

  13091.         if (null == dc) throw new java.lang.Exception ("BondComponent::yieldFromISpread => Invalid Inputs");

  13093.         return dc.estimateManifestMeasure ("SwapRate", iWorkoutDate) + dblISpread;
  13094.     }

  13096.     @Override public double yieldFromISpread (
  13097.         final org.drip.param.valuation.ValuationParams valParams,
  13098.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13099.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13100.         final double dblISpread)
  13101.         throws java.lang.Exception
  13102.     {
  13103.         return yieldFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  13104.     }

  13106.     @Override public double yieldFromISpreadToOptimalExercise (
  13107.         final org.drip.param.valuation.ValuationParams valParams,
  13108.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13109.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13110.         final double dblISpread)
  13111.         throws java.lang.Exception
  13112.     {
  13113.         return yieldFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  13114.     }

  13116.     @Override public double yieldFromJSpread (
  13117.         final org.drip.param.valuation.ValuationParams valParams,
  13118.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13119.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13120.         final int iWorkoutDate,
  13121.         final double dblWorkoutFactor,
  13122.         final double dblJSpread)
  13123.         throws java.lang.Exception
  13124.     {
  13125.         if (null == valParams || valParams.valueDate() >= iWorkoutDate || null == csqc ||
  13126.             !org.drip.numerical.common.NumberUtil.IsValid (dblJSpread))
  13127.             throw new java.lang.Exception ("BondComponent::yieldFromJSpread => Invalid Inputs");

  13129.         org.drip.state.govvie.GovvieCurve gc = csqc.govvieState (govvieLabel());

  13131.         if (null == gc) throw new java.lang.Exception ("BondComponent::yieldFromJSpread => Invalid Inputs");

  13133.         return dblJSpread + gc.yield (weightedAverageMaturityDate (valParams, csqc, iWorkoutDate,
  13134.             dblWorkoutFactor));
  13135.     }

  13137.     @Override public double yieldFromJSpread (
  13138.         final org.drip.param.valuation.ValuationParams valParams,
  13139.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13140.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13141.         final double dblJSpread)
  13142.         throws java.lang.Exception
  13143.     {
  13144.         return yieldFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  13145.     }

  13147.     @Override public double yieldFromJSpreadToOptimalExercise (
  13148.         final org.drip.param.valuation.ValuationParams valParams,
  13149.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13150.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13151.         final double dblJSpread)
  13152.         throws java.lang.Exception
  13153.     {
  13154.         return yieldFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  13155.     }

  13157.     @Override public double yieldFromNSpread (
  13158.         final org.drip.param.valuation.ValuationParams valParams,
  13159.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13160.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13161.         final int iWorkoutDate,
  13162.         final double dblWorkoutFactor,
  13163.         final double dblNSpread)
  13164.         throws java.lang.Exception
  13165.     {
  13166.         if (null == valParams || valParams.valueDate() >= iWorkoutDate || null == csqc ||
  13167.             !org.drip.numerical.common.NumberUtil.IsValid (dblNSpread))
  13168.             throw new java.lang.Exception ("BondComponent::yieldFromNSpread => Invalid Inputs");

  13170.         org.drip.state.discount.MergedDiscountForwardCurve dc = csqc.fundingState
  13171.             (org.drip.state.identifier.FundingLabel.Standard (payCurrency()));

  13173.         if (null == dc) throw new java.lang.Exception ("BondComponent::yieldFromNSpread => Invalid Inputs");

  13175.         return dc.proxyManifestMeasure ("SwapRate", iWorkoutDate) + dblNSpread;
  13176.     }

  13178.     @Override public double yieldFromNSpread (
  13179.         final org.drip.param.valuation.ValuationParams valParams,
  13180.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13181.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13182.         final double dblNSpread)
  13183.         throws java.lang.Exception
  13184.     {
  13185.         return yieldFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  13186.     }

  13188.     @Override public double yieldFromNSpreadToOptimalExercise (
  13189.         final org.drip.param.valuation.ValuationParams valParams,
  13190.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13191.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13192.         final double dblNSpread)
  13193.         throws java.lang.Exception
  13194.     {
  13195.         return yieldFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  13196.     }

  13198.     @Override public double yieldFromOAS (
  13199.         final org.drip.param.valuation.ValuationParams valParams,
  13200.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13201.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13202.         final int iWorkoutDate,
  13203.         final double dblWorkoutFactor,
  13204.         final double dblOAS)
  13205.         throws java.lang.Exception
  13206.     {
  13207.         return yieldFromOAS (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromOAS (valParams,
  13208.             csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  13209.     }

  13211.     @Override public double yieldFromOAS (
  13212.         final org.drip.param.valuation.ValuationParams valParams,
  13213.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13214.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13215.         final double dblOAS)
  13216.         throws java.lang.Exception
  13217.     {
  13218.         return yieldFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  13219.     }

  13221.     @Override public double yieldFromOASToOptimalExercise (
  13222.         final org.drip.param.valuation.ValuationParams valParams,
  13223.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13224.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13225.         final double dblOAS)
  13226.         throws java.lang.Exception
  13227.     {
  13228.         if (null != _eosCall || null != _eosPut)
  13229.             throw new java.lang.Exception ("BondComponent::yieldFromOASToOptimalExercise => " +
  13230.                 "Cant calc Yield from OAS to optimal exercise for bonds w emb option");

  13232.         return yieldFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  13233.     }

  13235.     @Override public double yieldFromPECS (
  13236.         final org.drip.param.valuation.ValuationParams valParams,
  13237.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13238.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13239.         final int iWorkoutDate,
  13240.         final double dblWorkoutFactor,
  13241.         final double dblPECS)
  13242.         throws java.lang.Exception
  13243.     {
  13244.         return yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromPECS
  13245.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  13246.     }

  13248.     @Override public double yieldFromPECS (
  13249.         final org.drip.param.valuation.ValuationParams valParams,
  13250.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13251.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13252.         final double dblPECS)
  13253.         throws java.lang.Exception
  13254.     {
  13255.         return yieldFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  13256.     }

  13258.     @Override public double yieldFromPECSToOptimalExercise (
  13259.         final org.drip.param.valuation.ValuationParams valParams,
  13260.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13261.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13262.         final double dblPECS)
  13263.         throws java.lang.Exception
  13264.     {
  13265.         if (null != _eosCall || null != _eosPut)
  13266.             throw new java.lang.Exception ("BondComponent::yieldFromPECSToOptimalExercise => " +
  13267.                 "Cant calc Yield from PECS to optimal exercise for bonds w emb option");

  13269.         return yieldFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  13270.     }

  13272.     @Override public double yieldFromPrice (
  13273.         final org.drip.param.valuation.ValuationParams valParams,
  13274.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13275.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13276.         final int iWorkoutDate,
  13277.         final double dblWorkoutFactor,
  13278.         final double dblPrice)
  13279.         throws java.lang.Exception
  13280.     {
  13281.         return new BondCalibrator (this, false).calibrateYieldFromPrice (valParams, csqc, vcp, iWorkoutDate,
  13282.             dblWorkoutFactor, dblPrice);
  13283.     }

  13285.     @Override public double yieldFromPrice (
  13286.         final org.drip.param.valuation.ValuationParams valParams,
  13287.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13288.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13289.         final double dblPrice)
  13290.         throws java.lang.Exception
  13291.     {
  13292.         return yieldFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  13293.     }

  13295.     @Override public double yieldFromPriceToOptimalExercise (
  13296.         final org.drip.param.valuation.ValuationParams valParams,
  13297.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13298.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13299.         final double dblPrice)
  13300.         throws java.lang.Exception
  13301.     {
  13302.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  13304.         if (null == wi)
  13305.             throw new java.lang.Exception ("BondComponent::yieldFromPriceToOptimalExercise => " +
  13306.                 "Cant calc Workout from Price to optimal exercise for bonds w emb option");

  13308.         return wi.yield();
  13309.     }

  13311.     @Override public double yieldFromPriceTC (
  13312.         final org.drip.param.valuation.ValuationParams valParams,
  13313.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13314.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13315.         final int iWorkoutDate,
  13316.         final double dblWorkoutFactor,
  13317.         final double dblPrice)
  13318.         throws java.lang.Exception
  13319.     {
  13320.         return new BondCalibrator (this, true).calibrateYieldFromPrice (valParams, csqc, vcp, iWorkoutDate,
  13321.             dblWorkoutFactor, dblPrice);
  13322.     }

  13324.     @Override public double yieldFromTSYSpread (
  13325.         final org.drip.param.valuation.ValuationParams valParams,
  13326.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13327.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13328.         final int iWorkoutDate,
  13329.         final double dblWorkoutFactor,
  13330.         final double dblTSYSpread)
  13331.         throws java.lang.Exception
  13332.     {
  13333.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblTSYSpread) || valParams.valueDate() >=
  13334.             iWorkoutDate)
  13335.             throw new java.lang.Exception ("BondComponent::calcYieldFromTSYSpread => Invalid Inputs");

  13337.         return treasuryBenchmarkYield (valParams, csqc, iWorkoutDate) + dblTSYSpread;
  13338.     }

  13340.     @Override public double yieldFromTSYSpread (
  13341.         final org.drip.param.valuation.ValuationParams valParams,
  13342.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13343.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13344.         final double dblPrice)
  13345.         throws java.lang.Exception
  13346.     {
  13347.         return yieldFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  13348.     }

  13350.     @Override public double yieldFromTSYSpreadToOptimalExercise (
  13351.         final org.drip.param.valuation.ValuationParams valParams,
  13352.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13353.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13354.         final double dblPrice)
  13355.         throws java.lang.Exception
  13356.     {
  13357.         if (null != _eosCall || null != _eosPut)
  13358.             throw new java.lang.Exception ("BondComponent::yieldFromTSYSpreadToOptimalExercise => " +
  13359.                 "Cant calc Yield from TSY Spread to optimal exercise for bonds w emb option");

  13361.         return yieldFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  13362.     }

  13364.     @Override public double yieldFromYieldSpread (
  13365.         final org.drip.param.valuation.ValuationParams valParams,
  13366.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13367.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13368.         final int iWorkoutDate,
  13369.         final double dblWorkoutFactor,
  13370.         final double dblYieldSpread)
  13371.         throws java.lang.Exception
  13372.     {
  13373.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblYieldSpread) || valParams.valueDate() >=
  13374.             iWorkoutDate)
  13375.             throw new java.lang.Exception ("BondComponent::yieldFromYieldSpread => Invalid Inputs");

  13377.         return yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromFundingCurve
  13378.             (valParams, csqc, iWorkoutDate, dblWorkoutFactor, 0.)) + dblYieldSpread;
  13379.     }

  13381.     @Override public double yieldFromYieldSpread (
  13382.         final org.drip.param.valuation.ValuationParams valParams,
  13383.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13384.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13385.         final double dblYieldSpread)
  13386.         throws java.lang.Exception
  13387.     {
  13388.         return yieldFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  13389.     }

  13391.     @Override public double yieldFromYieldSpreadToOptimalExercise (
  13392.         final org.drip.param.valuation.ValuationParams valParams,
  13393.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13394.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13395.         final double dblYieldSpread)
  13396.         throws java.lang.Exception
  13397.     {
  13398.         if (null != _eosCall || null != _eosPut)
  13399.             throw new java.lang.Exception ("BondComponent::yieldFromYieldSpreadToOptimalExercise => " +
  13400.                 "Cant calc Yield from Yield Spread to optimal exercise for bonds w emb option");

  13402.         return yieldFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  13403.     }

  13405.     @Override public double yieldFromZSpread (
  13406.         final org.drip.param.valuation.ValuationParams valParams,
  13407.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13408.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13409.         final int iWorkoutDate,
  13410.         final double dblWorkoutFactor,
  13411.         final double dblZSpread)
  13412.         throws java.lang.Exception
  13413.     {
  13414.         return yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromZeroCurve
  13415.             (valParams, csqc, vcp, ZERO_OFF_OF_RATES_INSTRUMENTS_DISCOUNT_CURVE, iWorkoutDate,
  13416.                 dblWorkoutFactor, dblZSpread));
  13417.     }

  13419.     @Override public double yieldFromZSpread (
  13420.         final org.drip.param.valuation.ValuationParams valParams,
  13421.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13422.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13423.         final double dblZSpread)
  13424.         throws java.lang.Exception
  13425.     {
  13426.         return yieldFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  13427.     }

  13429.     @Override public double yieldFromZSpreadToOptimalExercise (
  13430.         final org.drip.param.valuation.ValuationParams valParams,
  13431.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13432.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13433.         final double dblZSpread)
  13434.         throws java.lang.Exception
  13435.     {
  13436.         if (null != _eosCall || null != _eosPut)
  13437.             throw new java.lang.Exception ("BondComponent::yieldFromZSpreadToOptimalExercise => " +
  13438.                 "Cant calc Yield from Z Spread to optimal exercise for bonds w emb option");

  13440.         return yieldFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  13441.     }

  13443.     @Override public double yield01FromASW (
  13444.         final org.drip.param.valuation.ValuationParams valParams,
  13445.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13446.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13447.         final int iWorkoutDate,
  13448.         final double dblWorkoutFactor,
  13449.         final double dblASW)
  13450.         throws java.lang.Exception
  13451.     {
  13452.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromASW
  13453.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  13454.     }

  13456.     @Override public double yield01FromASW (
  13457.         final org.drip.param.valuation.ValuationParams valParams,
  13458.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13459.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13460.         final double dblASW)
  13461.         throws java.lang.Exception
  13462.     {
  13463.         return yield01FromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  13464.     }

  13466.     @Override public double yield01FromASWToOptimalExercise (
  13467.         final org.drip.param.valuation.ValuationParams valParams,
  13468.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13469.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13470.         final double dblASW)
  13471.         throws java.lang.Exception
  13472.     {
  13473.         if (null != _eosCall || null != _eosPut)
  13474.             throw new java.lang.Exception ("BondComponent::yield01FromASWToOptimalExercise => " +
  13475.                 "Cant calc Yield from ASW to optimal exercise for bonds w emb option");

  13477.         return yield01FromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  13478.     }

  13480.     @Override public double yield01FromBondBasis (
  13481.         final org.drip.param.valuation.ValuationParams valParams,
  13482.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13483.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13484.         final int iWorkoutDate,
  13485.         final double dblWorkoutFactor,
  13486.         final double dblBondBasis)
  13487.         throws java.lang.Exception
  13488.     {
  13489.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromBondBasis
  13490.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  13491.     }

  13493.     @Override public double yield01FromBondBasis (
  13494.         final org.drip.param.valuation.ValuationParams valParams,
  13495.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13496.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13497.         final double dblBondBasis)
  13498.         throws java.lang.Exception
  13499.     {
  13500.         return yieldFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  13501.     }

  13503.     @Override public double yield01FromBondBasisToOptimalExercise (
  13504.         final org.drip.param.valuation.ValuationParams valParams,
  13505.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13506.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13507.         final double dblBondBasis)
  13508.         throws java.lang.Exception
  13509.     {
  13510.         if (null != _eosCall || null != _eosPut)
  13511.             throw new java.lang.Exception ("BondComponent::yield01FromBondBasisToOptimalExercise => " +
  13512.                 "Cant calc Yield01 from Bond Basis to optimal exercise for bonds w emb option");

  13514.         return yield01FromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  13515.     }

  13517.     @Override public double yield01FromCreditBasis (
  13518.         final org.drip.param.valuation.ValuationParams valParams,
  13519.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13520.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13521.         final int iWorkoutDate,
  13522.         final double dblWorkoutFactor,
  13523.         final double dblCreditBasis)
  13524.         throws java.lang.Exception
  13525.     {
  13526.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromCreditBasis
  13527.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  13528.     }

  13530.     @Override public double yield01FromCreditBasis (
  13531.         final org.drip.param.valuation.ValuationParams valParams,
  13532.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13533.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13534.         final double dblCreditBasis)
  13535.         throws java.lang.Exception
  13536.     {
  13537.         return yield01FromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  13538.     }

  13540.     @Override public double yield01FromCreditBasisToOptimalExercise (
  13541.         final org.drip.param.valuation.ValuationParams valParams,
  13542.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13543.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13544.         final double dblCreditBasis)
  13545.         throws java.lang.Exception
  13546.     {
  13547.         if (null != _eosCall || null != _eosPut)
  13548.             throw new java.lang.Exception ("BondComponent::yield01FromCreditBasisToOptimalExercise => " +
  13549.                 "Cant calc Yield01 from Credit Basis to optimal exercise for bonds w emb option");

  13551.         return yield01FromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  13552.     }

  13554.     @Override public double yield01FromDiscountMargin (
  13555.         final org.drip.param.valuation.ValuationParams valParams,
  13556.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13557.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13558.         final int iWorkoutDate,
  13559.         final double dblWorkoutFactor,
  13560.         final double dblDiscountMargin)
  13561.         throws java.lang.Exception
  13562.     {
  13563.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  13564.             yieldFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  13565.                 dblDiscountMargin));
  13566.     }

  13568.     @Override public double yield01FromDiscountMargin (
  13569.         final org.drip.param.valuation.ValuationParams valParams,
  13570.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13571.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13572.         final double dblDiscountMargin)
  13573.         throws java.lang.Exception
  13574.     {
  13575.         return yield01FromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  13576.             dblDiscountMargin);
  13577.     }

  13579.     @Override public double yield01FromDiscountMarginToOptimalExercise (
  13580.         final org.drip.param.valuation.ValuationParams valParams,
  13581.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13582.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13583.         final double dblDiscountMargin)
  13584.         throws java.lang.Exception
  13585.     {
  13586.         if (null != _eosCall || null != _eosPut)
  13587.             throw new java.lang.Exception ("BondComponent::yield01FromDiscountMarginToOptimalExercise =>" +
  13588.                 " Cant calc Yield01 from Discount Margin to optimal exercise for bonds w emb option");

  13590.         return yield01FromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  13591.             dblDiscountMargin);
  13592.     }

  13594.     @Override public double yield01FromESpread (
  13595.         final org.drip.param.valuation.ValuationParams valParams,
  13596.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13597.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13598.         final int iWorkoutDate,
  13599.         final double dblWorkoutFactor,
  13600.         final double dblESpread)
  13601.         throws java.lang.Exception
  13602.     {
  13603.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromESpread
  13604.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  13605.     }

  13607.     @Override public double yield01FromESpread (
  13608.         final org.drip.param.valuation.ValuationParams valParams,
  13609.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13610.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13611.         final double dblESpread)
  13612.         throws java.lang.Exception
  13613.     {
  13614.         return yield01FromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  13615.     }

  13617.     @Override public double yield01FromESpreadToOptimalExercise (
  13618.         final org.drip.param.valuation.ValuationParams valParams,
  13619.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13620.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13621.         final double dblESpread)
  13622.         throws java.lang.Exception
  13623.     {
  13624.         if (null != _eosCall || null != _eosPut)
  13625.             throw new java.lang.Exception ("BondComponent::yield01FromESpreadToOptimalExercise => " +
  13626.                 "Cant calc Yield01 from E Spread to optimal exercise for bonds w emb option");

  13628.         return yield01FromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  13629.     }

  13631.     @Override public double yield01FromGSpread (
  13632.         final org.drip.param.valuation.ValuationParams valParams,
  13633.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13634.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13635.         final int iWorkoutDate,
  13636.         final double dblWorkoutFactor,
  13637.         final double dblGSpread)
  13638.         throws java.lang.Exception
  13639.     {
  13640.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromGSpread
  13641.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  13642.     }

  13644.     @Override public double yield01FromGSpread (
  13645.         final org.drip.param.valuation.ValuationParams valParams,
  13646.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13647.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13648.         final double dblGSpread)
  13649.         throws java.lang.Exception
  13650.     {
  13651.         return yield01FromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  13652.     }

  13654.     @Override public double yield01FromGSpreadToOptimalExercise (
  13655.         final org.drip.param.valuation.ValuationParams valParams,
  13656.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13657.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13658.         final double dblGSpread)
  13659.         throws java.lang.Exception
  13660.     {
  13661.         if (null != _eosCall || null != _eosPut)
  13662.             throw new java.lang.Exception ("BondComponent::yield01FromGSpreadToOptimalExercise => " +
  13663.                 "Cant calc Yield01 from G Spread to optimal exercise for bonds w emb option");

  13665.         return yield01FromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  13666.     }

  13668.     @Override public double yield01FromISpread (
  13669.         final org.drip.param.valuation.ValuationParams valParams,
  13670.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13671.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13672.         final int iWorkoutDate,
  13673.         final double dblWorkoutFactor,
  13674.         final double dblISpread)
  13675.         throws java.lang.Exception
  13676.     {
  13677.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromISpread
  13678.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  13679.     }

  13681.     @Override public double yield01FromISpread (
  13682.         final org.drip.param.valuation.ValuationParams valParams,
  13683.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13684.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13685.         final double dblISpread)
  13686.         throws java.lang.Exception
  13687.     {
  13688.         return yield01FromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  13689.     }

  13691.     @Override public double yield01FromISpreadToOptimalExercise (
  13692.         final org.drip.param.valuation.ValuationParams valParams,
  13693.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13694.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13695.         final double dblISpread)
  13696.         throws java.lang.Exception
  13697.     {
  13698.         if (null != _eosCall || null != _eosPut)
  13699.             throw new java.lang.Exception ("BondComponent::yield01FromISpreadToOptimalExercise => " +
  13700.                 "Cant calc Yield01 from I Spread to optimal exercise for bonds w emb option");

  13702.         return yield01FromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  13703.     }

  13705.     @Override public double yield01FromJSpread (
  13706.         final org.drip.param.valuation.ValuationParams valParams,
  13707.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13708.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13709.         final int iWorkoutDate,
  13710.         final double dblWorkoutFactor,
  13711.         final double dblJSpread)
  13712.         throws java.lang.Exception
  13713.     {
  13714.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromJSpread
  13715.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  13716.     }

  13718.     @Override public double yield01FromJSpread (
  13719.         final org.drip.param.valuation.ValuationParams valParams,
  13720.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13721.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13722.         final double dblJSpread)
  13723.         throws java.lang.Exception
  13724.     {
  13725.         return yield01FromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  13726.     }

  13728.     @Override public double yield01FromJSpreadToOptimalExercise (
  13729.         final org.drip.param.valuation.ValuationParams valParams,
  13730.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13731.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13732.         final double dblJSpread)
  13733.         throws java.lang.Exception
  13734.     {
  13735.         if (null != _eosCall || null != _eosPut)
  13736.             throw new java.lang.Exception ("BondComponent::yield01FromJSpreadToOptimalExercise => " +
  13737.                 "Cant calc Yield01 from J Spread to optimal exercise for bonds w emb option");

  13739.         return yield01FromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  13740.     }

  13742.     @Override public double yield01FromOAS (
  13743.         final org.drip.param.valuation.ValuationParams valParams,
  13744.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13745.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13746.         final int iWorkoutDate,
  13747.         final double dblWorkoutFactor,
  13748.         final double dblOAS)
  13749.         throws java.lang.Exception
  13750.     {
  13751.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromOAS
  13752.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  13753.     }

  13755.     @Override public double yield01FromOAS (
  13756.         final org.drip.param.valuation.ValuationParams valParams,
  13757.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13758.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13759.         final double dblOAS)
  13760.         throws java.lang.Exception
  13761.     {
  13762.         return yield01FromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  13763.     }

  13765.     @Override public double yield01FromOASToOptimalExercise (
  13766.         final org.drip.param.valuation.ValuationParams valParams,
  13767.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13768.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13769.         final double dblOAS)
  13770.         throws java.lang.Exception
  13771.     {
  13772.         if (null != _eosCall || null != _eosPut)
  13773.             throw new java.lang.Exception ("BondComponent::yield01FromOASToOptimalExercise => " +
  13774.                 "Cant calc Yield01 from OAS to optimal exercise for bonds w emb option");

  13776.         return yield01FromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  13777.     }

  13779.     @Override public double yield01FromPECS (
  13780.         final org.drip.param.valuation.ValuationParams valParams,
  13781.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13782.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13783.         final int iWorkoutDate,
  13784.         final double dblWorkoutFactor,
  13785.         final double dblPECS)
  13786.         throws java.lang.Exception
  13787.     {
  13788.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPECS
  13789.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  13790.     }

  13792.     @Override public double yield01FromPECS (
  13793.         final org.drip.param.valuation.ValuationParams valParams,
  13794.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13795.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13796.         final double dblPECS)
  13797.         throws java.lang.Exception
  13798.     {
  13799.         return yield01FromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  13800.     }

  13802.     @Override public double yield01FromPECSToOptimalExercise (
  13803.         final org.drip.param.valuation.ValuationParams valParams,
  13804.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13805.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13806.         final double dblPECS)
  13807.         throws java.lang.Exception
  13808.     {
  13809.         if (null != _eosCall || null != _eosPut)
  13810.             throw new java.lang.Exception ("BondComponent::yield01FromPECSToOptimalExercise => " +
  13811.                 "Cant calc Yield01 from PECS to optimal exercise for bonds w emb option");

  13813.         return yield01FromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  13814.     }

  13816.     @Override public double yield01FromPrice (
  13817.         final org.drip.param.valuation.ValuationParams valParams,
  13818.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13819.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13820.         final int iWorkoutDate,
  13821.         final double dblWorkoutFactor,
  13822.         final double dblPrice)
  13823.         throws java.lang.Exception
  13824.     {
  13825.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPrice
  13826.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice));
  13827.     }

  13829.     @Override public double yield01FromPrice (
  13830.         final org.drip.param.valuation.ValuationParams valParams,
  13831.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13832.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13833.         final double dblPrice)
  13834.         throws java.lang.Exception
  13835.     {
  13836.         return yield01FromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  13837.     }

  13839.     @Override public double yield01FromPriceToOptimalExercise (
  13840.         final org.drip.param.valuation.ValuationParams valParams,
  13841.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13842.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13843.         final double dblPrice)
  13844.         throws java.lang.Exception
  13845.     {
  13846.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  13848.         if (null == wi)
  13849.             throw new java.lang.Exception ("BondComponent::yield01FromPriceToOptimalExercise => " +
  13850.                 "Cant calc Workout from Price to optimal exercise for bonds w emb option");

  13852.         return yield01FromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  13853.     }

  13855.     @Override public double yield01FromTSYSpread (
  13856.         final org.drip.param.valuation.ValuationParams valParams,
  13857.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13858.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13859.         final int iWorkoutDate,
  13860.         final double dblWorkoutFactor,
  13861.         final double dblTSYSpread)
  13862.         throws java.lang.Exception
  13863.     {
  13864.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromTSYSpread
  13865.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  13866.     }

  13868.     @Override public double yield01FromTSYSpread (
  13869.         final org.drip.param.valuation.ValuationParams valParams,
  13870.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13871.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13872.         final double dblPrice)
  13873.         throws java.lang.Exception
  13874.     {
  13875.         return yield01FromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  13876.     }

  13878.     @Override public double yield01FromTSYSpreadToOptimalExercise (
  13879.         final org.drip.param.valuation.ValuationParams valParams,
  13880.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13881.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13882.         final double dblPrice)
  13883.         throws java.lang.Exception
  13884.     {
  13885.         if (null != _eosCall || null != _eosPut)
  13886.             throw new java.lang.Exception ("BondComponent::yield01FromTSYSpreadToOptimalExercise => " +
  13887.                 "Cant calc Yield01 from TSY Spread to optimal exercise for bonds w emb option");

  13889.         return yield01FromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  13890.     }

  13892.     @Override public double yield01FromYield (
  13893.         final org.drip.param.valuation.ValuationParams valParams,
  13894.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13895.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13896.         final int iWorkoutDate,
  13897.         final double dblWorkoutFactor,
  13898.         final double dblYield)
  13899.         throws java.lang.Exception
  13900.     {
  13901.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblYield))
  13902.             throw new java.lang.Exception ("BondComponent::yield01FromYield => Invalid Inputs");

  13904.         return priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield) -
  13905.             priceFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield + 0.0001);
  13906.     }

  13908.     @Override public double yield01FromYield (
  13909.         final org.drip.param.valuation.ValuationParams valParams,
  13910.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13911.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13912.         final double dblYield)
  13913.         throws java.lang.Exception
  13914.     {
  13915.         return yield01FromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  13916.     }

  13918.     @Override public double yield01FromYieldToOptimalExercise (
  13919.         final org.drip.param.valuation.ValuationParams valParams,
  13920.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13921.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13922.         final double dblYield)
  13923.         throws java.lang.Exception
  13924.     {
  13925.         if (null != _eosCall || null != _eosPut)
  13926.             throw new java.lang.Exception ("BondComponent::yield01FromYieldToOptimalExercise => " +
  13927.                 "Cant calc Yield01 from Yield to optimal exercise for bonds w emb option");

  13929.         return yield01FromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  13930.     }

  13932.     @Override public double yield01FromYieldSpread (
  13933.         final org.drip.param.valuation.ValuationParams valParams,
  13934.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13935.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13936.         final int iWorkoutDate,
  13937.         final double dblWorkoutFactor,
  13938.         final double dblYieldSpread)
  13939.         throws java.lang.Exception
  13940.     {
  13941.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromYieldSpread
  13942.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  13943.     }

  13945.     @Override public double yield01FromYieldSpread (
  13946.         final org.drip.param.valuation.ValuationParams valParams,
  13947.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13948.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13949.         final double dblYieldSpread)
  13950.         throws java.lang.Exception
  13951.     {
  13952.         return yield01FromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  13953.     }

  13955.     @Override public double yield01FromYieldSpreadToOptimalExercise (
  13956.         final org.drip.param.valuation.ValuationParams valParams,
  13957.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13958.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13959.         final double dblYieldSpread)
  13960.         throws java.lang.Exception
  13961.     {
  13962.         if (null != _eosCall || null != _eosPut)
  13963.             throw new java.lang.Exception ("BondComponent::yield01FromYieldSpreadToOptimalExercise => " +
  13964.                 "Cant calc Yield01 from Yield Spread to optimal exercise for bonds w emb option");

  13966.         return yield01FromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  13967.     }

  13969.     @Override public double yield01FromZSpread (
  13970.         final org.drip.param.valuation.ValuationParams valParams,
  13971.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13972.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13973.         final int iWorkoutDate,
  13974.         final double dblWorkoutFactor,
  13975.         final double dblZSpread)
  13976.         throws java.lang.Exception
  13977.     {
  13978.         return yield01FromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromZSpread
  13979.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  13980.     }

  13982.     @Override public double yield01FromZSpread (
  13983.         final org.drip.param.valuation.ValuationParams valParams,
  13984.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13985.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13986.         final double dblZSpread)
  13987.         throws java.lang.Exception
  13988.     {
  13989.         return yield01FromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  13990.     }

  13992.     @Override public double yield01FromZSpreadToOptimalExercise (
  13993.         final org.drip.param.valuation.ValuationParams valParams,
  13994.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  13995.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  13996.         final double dblZSpread)
  13997.         throws java.lang.Exception
  13998.     {
  13999.         if (null != _eosCall || null != _eosPut)
  14000.             throw new java.lang.Exception ("BondComponent::yield01FromZSpreadToOptimalExercise => " +
  14001.                 "Cant calc Yield01 from Z Spread to optimal exercise for bonds w emb option");

  14003.         return yield01FromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  14004.     }

  14006.     @Override public double yieldSpreadFromASW (
  14007.         final org.drip.param.valuation.ValuationParams valParams,
  14008.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14009.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14010.         final int iWorkoutDate,
  14011.         final double dblWorkoutFactor,
  14012.         final double dblASW)
  14013.         throws java.lang.Exception
  14014.     {
  14015.         return yieldSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromASW
  14016.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  14017.     }

  14019.     @Override public double yieldSpreadFromASW (
  14020.         final org.drip.param.valuation.ValuationParams valParams,
  14021.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14022.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14023.         final double dblASW)
  14024.         throws java.lang.Exception
  14025.     {
  14026.         return yieldSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  14027.     }

  14029.     @Override public double yieldSpreadFromASWToOptimalExercise (
  14030.         final org.drip.param.valuation.ValuationParams valParams,
  14031.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14032.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14033.         final double dblASW)
  14034.         throws java.lang.Exception
  14035.     {
  14036.         if (null != _eosCall || null != _eosPut)
  14037.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromASWToOptimalExercise => " +
  14038.                 "Cant calc Yield Spread from ASW to optimal exercise for bonds w emb option");

  14040.         return yieldSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  14041.     }

  14043.     @Override public double yieldSpreadFromBondBasis (
  14044.         final org.drip.param.valuation.ValuationParams valParams,
  14045.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14046.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14047.         final int iWorkoutDate,
  14048.         final double dblWorkoutFactor,
  14049.         final double dblBondBasis)
  14050.         throws java.lang.Exception
  14051.     {
  14052.         return yieldSpreadFromBondBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  14053.             yieldFromBondBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  14054.     }

  14056.     @Override public double yieldSpreadFromBondBasis (
  14057.         final org.drip.param.valuation.ValuationParams valParams,
  14058.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14059.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14060.         final double dblBondBasis)
  14061.         throws java.lang.Exception
  14062.     {
  14063.         return yieldSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  14064.     }

  14066.     @Override public double yieldSpreadFromBondBasisToOptimalExercise (
  14067.         final org.drip.param.valuation.ValuationParams valParams,
  14068.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14069.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14070.         final double dblBondBasis)
  14071.         throws java.lang.Exception
  14072.     {
  14073.         if (null != _eosCall || null != _eosPut)
  14074.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromBondBasisToOptimalExercise => "
  14075.                 + "Cant calc Yield Spread from Bond Basis to optimal exercise for bonds w emb option");

  14077.         return yieldSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  14078.     }

  14080.     @Override public double yieldSpreadFromCreditBasis (
  14081.         final org.drip.param.valuation.ValuationParams valParams,
  14082.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14083.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14084.         final int iWorkoutDate,
  14085.         final double dblWorkoutFactor,
  14086.         final double dblCreditBasis)
  14087.         throws java.lang.Exception
  14088.     {
  14089.         return yieldSpreadFromCreditBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  14090.             yieldFromCreditBasis (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  14091.     }

  14093.     @Override public double yieldSpreadFromCreditBasis (
  14094.         final org.drip.param.valuation.ValuationParams valParams,
  14095.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14096.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14097.         final double dblCreditBasis)
  14098.         throws java.lang.Exception
  14099.     {
  14100.         return yieldSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  14101.             dblCreditBasis);
  14102.     }

  14104.     @Override public double yieldSpreadFromCreditBasisToOptimalExercise (
  14105.         final org.drip.param.valuation.ValuationParams valParams,
  14106.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14107.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14108.         final double dblCreditBasis)
  14109.         throws java.lang.Exception
  14110.     {
  14111.         if (null != _eosCall || null != _eosPut)
  14112.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromCreditBasisToOptimalExercise " +
  14113.                 "=> Cant calc Yield Spread from Credit Basis to optimal exercise for bonds w emb option");

  14115.         return yieldSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1.,
  14116.             dblCreditBasis);
  14117.     }

  14119.     @Override public double yieldSpreadFromDiscountMargin (
  14120.         final org.drip.param.valuation.ValuationParams valParams,
  14121.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14122.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14123.         final int iWorkoutDate,
  14124.         final double dblWorkoutFactor,
  14125.         final double dblDiscountMargin)
  14126.         throws java.lang.Exception
  14127.     {
  14128.         return yieldSpreadFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  14129.             yieldFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  14130.                 dblDiscountMargin));
  14131.     }

  14133.     @Override public double yieldSpreadFromDiscountMargin (
  14134.         final org.drip.param.valuation.ValuationParams valParams,
  14135.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14136.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14137.         final double dblDiscountMargin)
  14138.         throws java.lang.Exception
  14139.     {
  14140.         return yieldSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  14141.             dblDiscountMargin);
  14142.     }

  14144.     @Override public double yieldSpreadFromDiscountMarginToOptimalExercise (
  14145.         final org.drip.param.valuation.ValuationParams valParams,
  14146.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14147.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14148.         final double dblDiscountMargin)
  14149.         throws java.lang.Exception
  14150.     {
  14151.         if (null != _eosCall || null != _eosPut)
  14152.             throw new java.lang.Exception
  14153.                 ("BondComponent::yieldSpreadFromDiscountMarginToOptimalExercise => " +
  14154.                     "Cant calc Yield Spread from Disc Margin to optimal exercise for bonds w emb option");

  14156.         return yieldSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  14157.             dblDiscountMargin);
  14158.     }

  14160.     @Override public double yieldSpreadFromESpread (
  14161.         final org.drip.param.valuation.ValuationParams valParams,
  14162.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14163.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14164.         final int iWorkoutDate,
  14165.         final double dblWorkoutFactor,
  14166.         final double dblESpread)
  14167.         throws java.lang.Exception
  14168.     {
  14169.         return yieldSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromESpread
  14170.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblESpread));
  14171.     }

  14173.     @Override public double yieldSpreadFromESpread (
  14174.         final org.drip.param.valuation.ValuationParams valParams,
  14175.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14176.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14177.         final double dblESpread)
  14178.         throws java.lang.Exception
  14179.     {
  14180.         return yieldSpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  14181.     }

  14183.     @Override public double yieldSpreadFromESpreadToOptimalExercise (
  14184.         final org.drip.param.valuation.ValuationParams valParams,
  14185.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14186.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14187.         final double dblESpread)
  14188.         throws java.lang.Exception
  14189.     {
  14190.         if (null != _eosCall || null != _eosPut)
  14191.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromESpreadToOptimalExercise => " +
  14192.                 "Cant calc Yield Spread from E Spread to optimal exercise for bonds w emb option");

  14194.         return yieldSpreadFromESpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblESpread);
  14195.     }

  14197.     @Override public double yieldSpreadFromGSpread (
  14198.         final org.drip.param.valuation.ValuationParams valParams,
  14199.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14200.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14201.         final int iWorkoutDate,
  14202.         final double dblWorkoutFactor,
  14203.         final double dblGSpread)
  14204.         throws java.lang.Exception
  14205.     {
  14206.         return yieldSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromGSpread
  14207.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  14208.     }

  14210.     @Override public double yieldSpreadFromGSpread (
  14211.         final org.drip.param.valuation.ValuationParams valParams,
  14212.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14213.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14214.         final double dblGSpread)
  14215.         throws java.lang.Exception
  14216.     {
  14217.         return yieldSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  14218.     }

  14220.     @Override public double yieldSpreadFromGSpreadToOptimalExercise (
  14221.         final org.drip.param.valuation.ValuationParams valParams,
  14222.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14223.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14224.         final double dblGSpread)
  14225.         throws java.lang.Exception
  14226.     {
  14227.         if (null != _eosCall || null != _eosPut)
  14228.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromGSpreadToOptimalExercise => " +
  14229.                 "Cant calc Yield Spread from G Spread to optimal exercise for bonds w emb option");

  14231.         return yieldSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  14232.     }

  14234.     @Override public double yieldSpreadFromISpread (
  14235.         final org.drip.param.valuation.ValuationParams valParams,
  14236.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14237.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14238.         final int iWorkoutDate,
  14239.         final double dblWorkoutFactor,
  14240.         final double dblISpread)
  14241.         throws java.lang.Exception
  14242.     {
  14243.         return yieldSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromISpread
  14244.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  14245.     }

  14247.     @Override public double yieldSpreadFromISpread (
  14248.         final org.drip.param.valuation.ValuationParams valParams,
  14249.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14250.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14251.         final double dblISpread)
  14252.         throws java.lang.Exception
  14253.     {
  14254.         return yieldSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  14255.     }

  14257.     @Override public double yieldSpreadFromISpreadToOptimalExercise (
  14258.         final org.drip.param.valuation.ValuationParams valParams,
  14259.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14260.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14261.         final double dblISpread)
  14262.         throws java.lang.Exception
  14263.     {
  14264.         if (null != _eosCall || null != _eosPut)
  14265.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromISpreadToOptimalExercise => " +
  14266.                 "Cant calc Yield Spread from I Spread to optimal exercise for bonds w emb option");

  14268.         return yieldSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  14269.     }

  14271.     @Override public double yieldSpreadFromJSpread (
  14272.         final org.drip.param.valuation.ValuationParams valParams,
  14273.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14274.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14275.         final int iWorkoutDate,
  14276.         final double dblWorkoutFactor,
  14277.         final double dblJSpread)
  14278.         throws java.lang.Exception
  14279.     {
  14280.         return yieldSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromJSpread
  14281.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  14282.     }

  14284.     @Override public double yieldSpreadFromJSpread (
  14285.         final org.drip.param.valuation.ValuationParams valParams,
  14286.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14287.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14288.         final double dblJSpread)
  14289.         throws java.lang.Exception
  14290.     {
  14291.         return yieldSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  14292.     }

  14294.     @Override public double yieldSpreadFromJSpreadToOptimalExercise (
  14295.         final org.drip.param.valuation.ValuationParams valParams,
  14296.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14297.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14298.         final double dblJSpread)
  14299.         throws java.lang.Exception
  14300.     {
  14301.         if (null != _eosCall || null != _eosPut)
  14302.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromJSpreadToOptimalExercise => " +
  14303.                 "Cant calc Yield Spread from J Spread to optimal exercise for bonds w emb option");

  14305.         return yieldSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  14306.     }

  14308.     @Override public double yieldSpreadFromNSpread (
  14309.         final org.drip.param.valuation.ValuationParams valParams,
  14310.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14311.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14312.         final int iWorkoutDate,
  14313.         final double dblWorkoutFactor,
  14314.         final double dblNSpread)
  14315.         throws java.lang.Exception
  14316.     {
  14317.         return yieldSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromNSpread
  14318.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  14319.     }

  14321.     @Override public double yieldSpreadFromNSpread (
  14322.         final org.drip.param.valuation.ValuationParams valParams,
  14323.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14324.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14325.         final double dblNSpread)
  14326.         throws java.lang.Exception
  14327.     {
  14328.         return yieldSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  14329.     }

  14331.     @Override public double yieldSpreadFromNSpreadToOptimalExercise (
  14332.         final org.drip.param.valuation.ValuationParams valParams,
  14333.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14334.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14335.         final double dblNSpread)
  14336.         throws java.lang.Exception
  14337.     {
  14338.         if (null != _eosCall || null != _eosPut)
  14339.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromNSpreadToOptimalExercise => " +
  14340.                 "Cant calc Yield Spread from N Spread to optimal exercise for bonds w emb option");

  14342.         return yieldSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  14343.     }

  14345.     @Override public double yieldSpreadFromOAS (
  14346.         final org.drip.param.valuation.ValuationParams valParams,
  14347.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14348.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14349.         final int iWorkoutDate,
  14350.         final double dblWorkoutFactor,
  14351.         final double dblOAS)
  14352.         throws java.lang.Exception
  14353.     {
  14354.         return yieldSpreadFromOAS (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromOAS
  14355.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  14356.     }

  14358.     @Override public double yieldSpreadFromOAS (
  14359.         final org.drip.param.valuation.ValuationParams valParams,
  14360.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14361.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14362.         final double dblOAS)
  14363.         throws java.lang.Exception
  14364.     {
  14365.         return yieldSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  14366.     }

  14368.     @Override public double yieldSpreadFromOASToOptimalExercise (
  14369.         final org.drip.param.valuation.ValuationParams valParams,
  14370.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14371.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14372.         final double dblOAS)
  14373.         throws java.lang.Exception
  14374.     {
  14375.         if (null != _eosCall || null != _eosPut)
  14376.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromOASToOptimalExercise => " +
  14377.                 "Cant calc Yield Spread from OAS to optimal exercise for bonds w emb option");

  14379.         return yieldSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  14380.     }

  14382.     @Override public double yieldSpreadFromPECS (
  14383.         final org.drip.param.valuation.ValuationParams valParams,
  14384.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14385.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14386.         final int iWorkoutDate,
  14387.         final double dblWorkoutFactor,
  14388.         final double dblPECS)
  14389.         throws java.lang.Exception
  14390.     {
  14391.         return yieldSpreadFromPECS (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPECS
  14392.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  14393.     }

  14395.     @Override public double yieldSpreadFromPECS (
  14396.         final org.drip.param.valuation.ValuationParams valParams,
  14397.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14398.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14399.         final double dblPECS)
  14400.         throws java.lang.Exception
  14401.     {
  14402.         return yieldSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  14403.     }

  14405.     @Override public double yieldSpreadFromPECSToOptimalExercise (
  14406.         final org.drip.param.valuation.ValuationParams valParams,
  14407.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14408.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14409.         final double dblPECS)
  14410.         throws java.lang.Exception
  14411.     {
  14412.         if (null != _eosCall || null != _eosPut)
  14413.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromPECSToOptimalExercise => " +
  14414.                 "Cant calc Yield Spread from PECS to optimal exercise for bonds w emb option");

  14416.         return yieldSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  14417.     }

  14419.     @Override public double yieldSpreadFromPrice (
  14420.         final org.drip.param.valuation.ValuationParams valParams,
  14421.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14422.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14423.         final int iWorkoutDate,
  14424.         final double dblWorkoutFactor,
  14425.         final double dblPrice)
  14426.         throws java.lang.Exception
  14427.     {
  14428.         return yieldSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromPrice
  14429.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice));
  14430.     }

  14432.     @Override public double yieldSpreadFromPrice (
  14433.         final org.drip.param.valuation.ValuationParams valParams,
  14434.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14435.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14436.         final double dblPrice)
  14437.         throws java.lang.Exception
  14438.     {
  14439.         return yieldSpreadFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  14440.     }

  14442.     @Override public double yieldSpreadFromPriceToOptimalExercise (
  14443.         final org.drip.param.valuation.ValuationParams valParams,
  14444.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14445.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14446.         final double dblPrice)
  14447.         throws java.lang.Exception
  14448.     {
  14449.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  14451.         if (null == wi)
  14452.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromPriceToOptimalExercise => " +
  14453.                 "Cant calc Workout from Price to optimal exercise for bonds w emb option");

  14455.         return yieldSpreadFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  14456.     }

  14458.     @Override public double yieldSpreadFromTSYSpread (
  14459.         final org.drip.param.valuation.ValuationParams valParams,
  14460.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14461.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14462.         final int iWorkoutDate,
  14463.         final double dblWorkoutFactor,
  14464.         final double dblTSYSpread)
  14465.         throws java.lang.Exception
  14466.     {
  14467.         return yieldSpreadFromTSYSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  14468.             yieldFromTSYSpread (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  14469.     }

  14471.     @Override public double yieldSpreadFromTSYSpread (
  14472.         final org.drip.param.valuation.ValuationParams valParams,
  14473.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14474.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14475.         final double dblTSYSpread)
  14476.         throws java.lang.Exception
  14477.     {
  14478.         return yieldSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  14479.     }

  14481.     @Override public double yieldSpreadFromTSYSpreadToOptimalExercise (
  14482.         final org.drip.param.valuation.ValuationParams valParams,
  14483.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14484.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14485.         final double dblTSYSpread)
  14486.         throws java.lang.Exception
  14487.     {
  14488.         if (null != _eosCall || null != _eosPut)
  14489.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromTSYSpreadToOptimalExercise => " +
  14490.                 "Cant calc Yield Spread from TSY Spread to optimal exercise for bonds w emb option");

  14492.         return yieldSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  14493.     }

  14495.     @Override public double yieldSpreadFromYield (
  14496.         final org.drip.param.valuation.ValuationParams valParams,
  14497.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14498.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14499.         final int iWorkoutDate,
  14500.         final double dblWorkoutFactor,
  14501.         final double dblYield)
  14502.         throws java.lang.Exception
  14503.     {
  14504.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblYield))
  14505.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromYield => Invalid Inputs");

  14507.         return dblYield - yieldFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  14508.             priceFromFundingCurve (valParams, csqc, iWorkoutDate, dblWorkoutFactor, 0.));
  14509.     }

  14511.     @Override public double yieldSpreadFromYield (
  14512.         final org.drip.param.valuation.ValuationParams valParams,
  14513.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14514.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14515.         final double dblYield)
  14516.         throws java.lang.Exception
  14517.     {
  14518.         return yieldSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  14519.     }

  14521.     @Override public double yieldSpreadFromYieldToOptimalExercise (
  14522.         final org.drip.param.valuation.ValuationParams valParams,
  14523.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14524.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14525.         final double dblYield)
  14526.         throws java.lang.Exception
  14527.     {
  14528.         if (null != _eosCall || null != _eosPut)
  14529.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromYieldToOptimalExercise => " +
  14530.                 "Cant calc Yield Spread from Yield to optimal exercise for bonds w emb option");

  14532.         return yieldSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  14533.     }

  14535.     @Override public double yieldSpreadFromZSpread (
  14536.         final org.drip.param.valuation.ValuationParams valParams,
  14537.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14538.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14539.         final int iWorkoutDate,
  14540.         final double dblWorkoutFactor,
  14541.         final double dblZSpread)
  14542.         throws java.lang.Exception
  14543.     {
  14544.         return yieldSpreadFromYield (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, yieldFromZSpread
  14545.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblZSpread));
  14546.     }

  14548.     @Override public double yieldSpreadFromZSpread (
  14549.         final org.drip.param.valuation.ValuationParams valParams,
  14550.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14551.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14552.         final double dblZSpread)
  14553.         throws java.lang.Exception
  14554.     {
  14555.         return yieldSpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  14556.     }

  14558.     @Override public double yieldSpreadFromZSpreadToOptimalExercise (
  14559.         final org.drip.param.valuation.ValuationParams valParams,
  14560.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14561.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14562.         final double dblZSpread)
  14563.         throws java.lang.Exception
  14564.     {
  14565.         if (null != _eosCall || null != _eosPut)
  14566.             throw new java.lang.Exception ("BondComponent::yieldSpreadFromZSpreadToOptimalExercise => " +
  14567.                 "Cant calc Yield Spread from Z Spread to optimal exercise for bonds w emb option");

  14569.         return yieldSpreadFromZSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblZSpread);
  14570.     }

  14572.     @Override public double zSpreadFromASW (
  14573.         final org.drip.param.valuation.ValuationParams valParams,
  14574.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14575.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14576.         final int iWorkoutDate,
  14577.         final double dblWorkoutFactor,
  14578.         final double dblASW)
  14579.         throws java.lang.Exception
  14580.     {
  14581.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromASW
  14582.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblASW));
  14583.     }

  14585.     @Override public double zSpreadFromASW (
  14586.         final org.drip.param.valuation.ValuationParams valParams,
  14587.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14588.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14589.         final double dblASW)
  14590.         throws java.lang.Exception
  14591.     {
  14592.         return zSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  14593.     }

  14595.     @Override public double zSpreadFromASWToOptimalExercise (
  14596.         final org.drip.param.valuation.ValuationParams valParams,
  14597.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14598.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14599.         final double dblASW)
  14600.         throws java.lang.Exception
  14601.     {
  14602.         if (null != _eosCall || null != _eosPut)
  14603.             throw new java.lang.Exception ("BondComponent::zSpreadFromASWToOptimalExercise => " +
  14604.                 "Cant calc Z Spread from ASW to optimal exercise for bonds w emb option");

  14606.         return zSpreadFromASW (valParams, csqc, vcp, maturityDate().julian(), 1., dblASW);
  14607.     }

  14609.     @Override public double zSpreadFromBondBasis (
  14610.         final org.drip.param.valuation.ValuationParams valParams,
  14611.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14612.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14613.         final int iWorkoutDate,
  14614.         final double dblWorkoutFactor,
  14615.         final double dblBondBasis)
  14616.         throws java.lang.Exception
  14617.     {
  14618.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromBondBasis
  14619.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblBondBasis));
  14620.     }

  14622.     @Override public double zSpreadFromBondBasis (
  14623.         final org.drip.param.valuation.ValuationParams valParams,
  14624.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14625.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14626.         final double dblBondBasis)
  14627.         throws java.lang.Exception
  14628.     {
  14629.         return zSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  14630.     }

  14632.     @Override public double zSpreadFromBondBasisToOptimalExercise (
  14633.         final org.drip.param.valuation.ValuationParams valParams,
  14634.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14635.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14636.         final double dblBondBasis)
  14637.         throws java.lang.Exception
  14638.     {
  14639.         if (null != _eosCall || null != _eosPut)
  14640.             throw new java.lang.Exception ("BondComponent::zSpreadFromBondBasisToOptimalExercise => " +
  14641.                 "Cant calc Z Spread from Bond Basis to optimal exercise for bonds w emb option");

  14643.         return zSpreadFromBondBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblBondBasis);
  14644.     }

  14646.     @Override public double zSpreadFromCreditBasis (
  14647.         final org.drip.param.valuation.ValuationParams valParams,
  14648.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14649.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14650.         final int iWorkoutDate,
  14651.         final double dblWorkoutFactor,
  14652.         final double dblCreditBasis)
  14653.         throws java.lang.Exception
  14654.     {
  14655.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromCreditBasis
  14656.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblCreditBasis));
  14657.     }

  14659.     @Override public double zSpreadFromCreditBasis (
  14660.         final org.drip.param.valuation.ValuationParams valParams,
  14661.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14662.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14663.         final double dblCreditBasis)
  14664.         throws java.lang.Exception
  14665.     {
  14666.         return zSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  14667.     }

  14669.     @Override public double zSpreadFromCreditBasisToOptimalExercise (
  14670.         final org.drip.param.valuation.ValuationParams valParams,
  14671.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14672.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14673.         final double dblCreditBasis)
  14674.         throws java.lang.Exception
  14675.     {
  14676.         if (null != _eosCall || null != _eosPut)
  14677.             throw new java.lang.Exception ("BondComponent::zSpreadFromCreditBasisToOptimalExercise => " +
  14678.                 "Cant calc Z Spread from Credit Basis to optimal exercise for bonds w emb option");

  14680.         return zSpreadFromCreditBasis (valParams, csqc, vcp, maturityDate().julian(), 1., dblCreditBasis);
  14681.     }

  14683.     @Override public double zSpreadFromDiscountMargin (
  14684.         final org.drip.param.valuation.ValuationParams valParams,
  14685.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14686.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14687.         final int iWorkoutDate,
  14688.         final double dblWorkoutFactor,
  14689.         final double dblDiscountMargin)
  14690.         throws java.lang.Exception
  14691.     {
  14692.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  14693.             priceFromDiscountMargin (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor,
  14694.                 dblDiscountMargin));
  14695.     }

  14697.     @Override public double zSpreadFromDiscountMargin (
  14698.         final org.drip.param.valuation.ValuationParams valParams,
  14699.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14700.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14701.         final double dblDiscountMargin)
  14702.         throws java.lang.Exception
  14703.     {
  14704.         return zSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  14705.             dblDiscountMargin);
  14706.     }

  14708.     @Override public double zSpreadFromDiscountMarginToOptimalExercise (
  14709.         final org.drip.param.valuation.ValuationParams valParams,
  14710.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14711.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14712.         final double dblDiscountMargin)
  14713.         throws java.lang.Exception
  14714.     {
  14715.         if (null != _eosCall || null != _eosPut)
  14716.             throw new java.lang.Exception
  14717.                 ("BondComponent::zSpreadFromDiscountMarginToOptimalExercise => " +
  14718.                     "Cant calc Z Spread from Discount Margin to optimal exercise for bonds w emb option");

  14720.         return zSpreadFromDiscountMargin (valParams, csqc, vcp, maturityDate().julian(), 1.,
  14721.             dblDiscountMargin);
  14722.     }

  14724.     @Override public double zSpreadFromGSpread (
  14725.         final org.drip.param.valuation.ValuationParams valParams,
  14726.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14727.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14728.         final int iWorkoutDate,
  14729.         final double dblWorkoutFactor,
  14730.         final double dblGSpread)
  14731.         throws java.lang.Exception
  14732.     {
  14733.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromGSpread
  14734.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblGSpread));
  14735.     }

  14737.     @Override public double zSpreadFromGSpread (
  14738.         final org.drip.param.valuation.ValuationParams valParams,
  14739.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14740.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14741.         final double dblGSpread)
  14742.         throws java.lang.Exception
  14743.     {
  14744.         return zSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  14745.     }

  14747.     @Override public double zSpreadFromGSpreadToOptimalExercise (
  14748.         final org.drip.param.valuation.ValuationParams valParams,
  14749.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14750.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14751.         final double dblGSpread)
  14752.         throws java.lang.Exception
  14753.     {
  14754.         if (null != _eosCall || null != _eosPut)
  14755.             throw new java.lang.Exception ("BondComponent::zSpreadFromGSpreadToOptimalExercise => " +
  14756.                 "Cant calc Z Spread from G Spread to optimal exercise for bonds w emb option");

  14758.         return zSpreadFromGSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblGSpread);
  14759.     }

  14761.     @Override public double zSpreadFromISpread (
  14762.         final org.drip.param.valuation.ValuationParams valParams,
  14763.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14764.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14765.         final int iWorkoutDate,
  14766.         final double dblWorkoutFactor,
  14767.         final double dblISpread)
  14768.         throws java.lang.Exception
  14769.     {
  14770.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromISpread
  14771.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblISpread));
  14772.     }

  14774.     @Override public double zSpreadFromISpread (
  14775.         final org.drip.param.valuation.ValuationParams valParams,
  14776.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14777.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14778.         final double dblISpread)
  14779.         throws java.lang.Exception
  14780.     {
  14781.         return zSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  14782.     }

  14784.     @Override public double zSpreadFromISpreadToOptimalExercise (
  14785.         final org.drip.param.valuation.ValuationParams valParams,
  14786.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14787.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14788.         final double dblISpread)
  14789.         throws java.lang.Exception
  14790.     {
  14791.         if (null != _eosCall || null != _eosPut)
  14792.             throw new java.lang.Exception ("BondComponent::zSpreadFromISpreadToOptimalExercise => " +
  14793.                 "Cant calc Z Spread from I Spread to optimal exercise for bonds w emb option");

  14795.         return zSpreadFromISpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblISpread);
  14796.     }

  14798.     @Override public double zSpreadFromJSpread (
  14799.         final org.drip.param.valuation.ValuationParams valParams,
  14800.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14801.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14802.         final int iWorkoutDate,
  14803.         final double dblWorkoutFactor,
  14804.         final double dblJSpread)
  14805.         throws java.lang.Exception
  14806.     {
  14807.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromJSpread
  14808.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblJSpread));
  14809.     }

  14811.     @Override public double zSpreadFromJSpread (
  14812.         final org.drip.param.valuation.ValuationParams valParams,
  14813.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14814.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14815.         final double dblJSpread)
  14816.         throws java.lang.Exception
  14817.     {
  14818.         return zSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  14819.     }

  14821.     @Override public double zSpreadFromJSpreadToOptimalExercise (
  14822.         final org.drip.param.valuation.ValuationParams valParams,
  14823.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14824.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14825.         final double dblJSpread)
  14826.         throws java.lang.Exception
  14827.     {
  14828.         if (null != _eosCall || null != _eosPut)
  14829.             throw new java.lang.Exception ("BondComponent::zSpreadFromJSpreadToOptimalExercise => " +
  14830.                 "Cant calc Z Spread from J Spread to optimal exercise for bonds w emb option");

  14832.         return zSpreadFromJSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblJSpread);
  14833.     }

  14835.     @Override public double zSpreadFromNSpread (
  14836.         final org.drip.param.valuation.ValuationParams valParams,
  14837.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14838.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14839.         final int iWorkoutDate,
  14840.         final double dblWorkoutFactor,
  14841.         final double dblNSpread)
  14842.         throws java.lang.Exception
  14843.     {
  14844.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromNSpread
  14845.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblNSpread));
  14846.     }

  14848.     @Override public double zSpreadFromNSpread (
  14849.         final org.drip.param.valuation.ValuationParams valParams,
  14850.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14851.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14852.         final double dblNSpread)
  14853.         throws java.lang.Exception
  14854.     {
  14855.         return zSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  14856.     }

  14858.     @Override public double zSpreadFromNSpreadToOptimalExercise (
  14859.         final org.drip.param.valuation.ValuationParams valParams,
  14860.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14861.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14862.         final double dblNSpread)
  14863.         throws java.lang.Exception
  14864.     {
  14865.         if (null != _eosCall || null != _eosPut)
  14866.             throw new java.lang.Exception ("BondComponent::zSpreadFromNSpreadToOptimalExercise => " +
  14867.                 "Cant calc Z Spread from N Spread to optimal exercise for bonds w emb option");

  14869.         return zSpreadFromNSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblNSpread);
  14870.     }

  14872.     @Override public double zSpreadFromOAS (
  14873.         final org.drip.param.valuation.ValuationParams valParams,
  14874.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14875.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14876.         final int iWorkoutDate,
  14877.         final double dblWorkoutFactor,
  14878.         final double dblOAS)
  14879.         throws java.lang.Exception
  14880.     {
  14881.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromOAS
  14882.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblOAS));
  14883.     }

  14885.     @Override public double zSpreadFromOAS (
  14886.         final org.drip.param.valuation.ValuationParams valParams,
  14887.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14888.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14889.         final double dblOAS)
  14890.         throws java.lang.Exception
  14891.     {
  14892.         return zSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  14893.     }

  14895.     @Override public double zSpreadFromOASToOptimalExercise (
  14896.         final org.drip.param.valuation.ValuationParams valParams,
  14897.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14898.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14899.         final double dblOAS)
  14900.         throws java.lang.Exception
  14901.     {
  14902.         if (null != _eosCall || null != _eosPut)
  14903.             throw new java.lang.Exception ("BondComponent::zSpreadFromOASToOptimalExercise => " +
  14904.                 "Cant calc Z Spread from OAS to optimal exercise for bonds w emb option");

  14906.         return zSpreadFromOAS (valParams, csqc, vcp, maturityDate().julian(), 1., dblOAS);
  14907.     }

  14909.     @Override public double zSpreadFromPECS (
  14910.         final org.drip.param.valuation.ValuationParams valParams,
  14911.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14912.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14913.         final int iWorkoutDate,
  14914.         final double dblWorkoutFactor,
  14915.         final double dblPECS)
  14916.         throws java.lang.Exception
  14917.     {
  14918.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromPECS
  14919.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblPECS));
  14920.     }

  14922.     @Override public double zSpreadFromPECS (
  14923.         final org.drip.param.valuation.ValuationParams valParams,
  14924.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14925.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14926.         final double dblPECS)
  14927.         throws java.lang.Exception
  14928.     {
  14929.         return zSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  14930.     }

  14932.     @Override public double zSpreadFromPECSToOptimalExercise (
  14933.         final org.drip.param.valuation.ValuationParams valParams,
  14934.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14935.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14936.         final double dblPECS)
  14937.         throws java.lang.Exception
  14938.     {
  14939.         if (null != _eosCall || null != _eosPut)
  14940.             throw new java.lang.Exception ("BondComponent::zSpreadFromPECSToOptimalExercise => " +
  14941.                 "Cant calc Z Spread from PECS to optimal exercise for bonds w emb option");

  14943.         return zSpreadFromPECS (valParams, csqc, vcp, maturityDate().julian(), 1., dblPECS);
  14944.     }

  14946.     @Override public double zSpreadFromPrice (
  14947.         final org.drip.param.valuation.ValuationParams valParams,
  14948.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14949.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14950.         final int iWorkoutDate,
  14951.         final double dblWorkoutFactor,
  14952.         final double dblPrice)
  14953.         throws java.lang.Exception
  14954.     {
  14955.         return new BondCalibrator (this, false).calibrateZSpreadFromPrice (valParams, csqc, vcp,
  14956.             ZERO_OFF_OF_RATES_INSTRUMENTS_DISCOUNT_CURVE, iWorkoutDate, dblWorkoutFactor, dblPrice);
  14957.     }

  14959.     @Override public double zSpreadFromPrice (
  14960.         final org.drip.param.valuation.ValuationParams valParams,
  14961.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14962.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14963.         final double dblPrice)
  14964.         throws java.lang.Exception
  14965.     {
  14966.         return zSpreadFromPrice (valParams, csqc, vcp, maturityDate().julian(), 1., dblPrice);
  14967.     }

  14969.     @Override public double zSpreadFromPriceToOptimalExercise (
  14970.         final org.drip.param.valuation.ValuationParams valParams,
  14971.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14972.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14973.         final double dblPrice)
  14974.         throws java.lang.Exception
  14975.     {
  14976.         org.drip.param.valuation.WorkoutInfo wi = exerciseYieldFromPrice (valParams, csqc, vcp, dblPrice);

  14978.         if (null == wi)
  14979.             throw new java.lang.Exception ("BondComponent::zSpreadFromPriceToOptimalExercise => " +
  14980.                 "Cant calc Workout from Price to optimal exercise for bonds w emb option");

  14982.         return zSpreadFromPrice (valParams, csqc, vcp, wi.date(), wi.factor(), dblPrice);
  14983.     }

  14985.     @Override public double zSpreadFromTSYSpread (
  14986.         final org.drip.param.valuation.ValuationParams valParams,
  14987.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  14988.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  14989.         final int iWorkoutDate,
  14990.         final double dblWorkoutFactor,
  14991.         final double dblTSYSpread)
  14992.         throws java.lang.Exception
  14993.     {
  14994.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromTSYSpread
  14995.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblTSYSpread));
  14996.     }

  14998.     @Override public double zSpreadFromTSYSpread (
  14999.         final org.drip.param.valuation.ValuationParams valParams,
  15000.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  15001.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  15002.         final double dblTSYSpread)
  15003.         throws java.lang.Exception
  15004.     {
  15005.         return zSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  15006.     }

  15008.     @Override public double zSpreadFromTSYSpreadToOptimalExercise (
  15009.         final org.drip.param.valuation.ValuationParams valParams,
  15010.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  15011.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  15012.         final double dblTSYSpread)
  15013.         throws java.lang.Exception
  15014.     {
  15015.         if (null != _eosCall || null != _eosPut)
  15016.             throw new java.lang.Exception ("BondComponent::zSpreadFromTSYSpreadToOptimalExercise => " +
  15017.                 "Cant calc Z Spread from TSY Spread to optimal exercise for bonds w emb option");

  15019.         return zSpreadFromTSYSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblTSYSpread);
  15020.     }

  15022.     @Override public double zSpreadFromYield (
  15023.         final org.drip.param.valuation.ValuationParams valParams,
  15024.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  15025.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  15026.         final int iWorkoutDate,
  15027.         final double dblWorkoutFactor,
  15028.         final double dblYield)
  15029.         throws java.lang.Exception
  15030.     {
  15031.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYield
  15032.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYield));
  15033.     }

  15035.     @Override public double zSpreadFromYield (
  15036.         final org.drip.param.valuation.ValuationParams valParams,
  15037.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  15038.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  15039.         final double dblYield)
  15040.         throws java.lang.Exception
  15041.     {
  15042.         return zSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  15043.     }

  15045.     @Override public double zSpreadFromYieldToOptimalExercise (
  15046.         final org.drip.param.valuation.ValuationParams valParams,
  15047.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  15048.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  15049.         final double dblYield)
  15050.         throws java.lang.Exception
  15051.     {
  15052.         if (null != _eosCall || null != _eosPut)
  15053.             throw new java.lang.Exception ("BondComponent::zSpreadFromYieldToOptimalExercise => " +
  15054.                 "Cant calc Z Spread from Yield to optimal exercise for bonds w emb option");

  15056.         return zSpreadFromYield (valParams, csqc, vcp, maturityDate().julian(), 1., dblYield);
  15057.     }

  15059.     @Override public double zSpreadFromYieldSpread (
  15060.         final org.drip.param.valuation.ValuationParams valParams,
  15061.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  15062.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  15063.         final int iWorkoutDate,
  15064.         final double dblWorkoutFactor,
  15065.         final double dblYieldSpread)
  15066.         throws java.lang.Exception
  15067.     {
  15068.         return zSpreadFromPrice (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, priceFromYieldSpread
  15069.             (valParams, csqc, vcp, iWorkoutDate, dblWorkoutFactor, dblYieldSpread));
  15070.     }

  15072.     @Override public double zSpreadFromYieldSpread (
  15073.         final org.drip.param.valuation.ValuationParams valParams,
  15074.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  15075.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  15076.         final double dblYieldSpread)
  15077.         throws java.lang.Exception
  15078.     {
  15079.         return zSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  15080.     }

  15082.     @Override public double zSpreadFromYieldSpreadToOptimalExercise (
  15083.         final org.drip.param.valuation.ValuationParams valParams,
  15084.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  15085.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  15086.         final double dblYieldSpread)
  15087.         throws java.lang.Exception
  15088.     {
  15089.         if (null != _eosCall || null != _eosPut)
  15090.             throw new java.lang.Exception ("BondComponent::zSpreadFromYieldSpreadToOptimalExercise => " +
  15091.                 "Cant calc Z Spread from Yield Spread to optimal exercise for bonds w emb option");

  15093.         return zSpreadFromYieldSpread (valParams, csqc, vcp, maturityDate().julian(), 1., dblYieldSpread);
  15094.     }

  15096.     @Override public org.drip.analytics.output.BondRVMeasures standardMeasures (
  15097.         final org.drip.param.valuation.ValuationParams valParams,
  15098.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  15099.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  15100.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  15101.         final org.drip.param.valuation.WorkoutInfo wi,
  15102.         final double dblPrice)
  15103.     {
  15104.         if (null == valParams || null == csqs || null == wi || !org.drip.numerical.common.NumberUtil.IsValid
  15105.             (dblPrice))
  15106.             return null;

  15108.         int iWorkoutDate = wi.date();

  15110.         double dblWorkoutYield = wi.yield();

  15112.         double dblWorkoutFactor = wi.factor();

  15114.         if (valParams.valueDate() >= iWorkoutDate) return null;

  15116.         double dblASW = java.lang.Double.NaN;
  15117.         double dblPECS = java.lang.Double.NaN;
  15118.         double dblGSpread = java.lang.Double.NaN;
  15119.         double dblISpread = java.lang.Double.NaN;
  15120.         double dblYield01 = java.lang.Double.NaN;
  15121.         double dblZSpread = java.lang.Double.NaN;
  15122.         double dblOASpread = java.lang.Double.NaN;
  15123.         double dblBondBasis = java.lang.Double.NaN;
  15124.         double dblConvexity = java.lang.Double.NaN;
  15125.         double dblTSYSpread = java.lang.Double.NaN;
  15126.         double dblCreditBasis = java.lang.Double.NaN;
  15127.         double dblDiscountMargin = java.lang.Double.NaN;
  15128.         double dblMacaulayDuration = java.lang.Double.NaN;
  15129.         double dblModifiedDuration = java.lang.Double.NaN;

  15131.         try {
  15132.             dblDiscountMargin = discountMarginFromYield (valParams, csqs, vcp, iWorkoutDate,
  15133.                 dblWorkoutFactor, dblWorkoutYield);
  15134.         } catch (java.lang.Exception e) {
  15135.             if (!s_bSuppressErrors) e.printStackTrace();
  15136.         }

  15138.         if (null == _floaterSetting) {
  15139.             try {
  15140.                 dblZSpread = zSpreadFromPrice (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor,
  15141.                     dblPrice);
  15142.             } catch (java.lang.Exception e) {
  15143.                 if (!s_bSuppressErrors) e.printStackTrace();
  15144.             }
  15145.         }

  15147.         try {
  15148.             dblOASpread = oasFromPrice (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice);
  15149.         } catch (java.lang.Exception e) {
  15150.             if (!s_bSuppressErrors) e.printStackTrace();
  15151.         }

  15153.         try {
  15154.             dblISpread = iSpreadFromYield (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor,
  15155.                 dblWorkoutYield);
  15156.         } catch (java.lang.Exception e) {
  15157.             if (!s_bSuppressErrors) e.printStackTrace();
  15158.         }

  15160.         try {
  15161.             dblGSpread = gSpreadFromYield (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor,
  15162.                 dblWorkoutYield);
  15163.         } catch (java.lang.Exception e) {
  15164.             if (!s_bSuppressErrors) e.printStackTrace();
  15165.         }

  15167.         try {
  15168.             dblTSYSpread = tsySpreadFromYield (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor,
  15169.                 dblWorkoutYield);
  15170.         } catch (java.lang.Exception e) {
  15171.             if (!s_bSuppressErrors) e.printStackTrace();
  15172.         }

  15174.         try {
  15175.             dblMacaulayDuration = macaulayDurationFromPrice (valParams, csqs, vcp, iWorkoutDate,
  15176.                 dblWorkoutFactor, dblPrice);
  15177.         } catch (java.lang.Exception e) {
  15178.             if (!s_bSuppressErrors) e.printStackTrace();
  15179.         }

  15181.         try {
  15182.             dblModifiedDuration = modifiedDurationFromPrice (valParams, csqs, vcp, iWorkoutDate,
  15183.                 dblWorkoutFactor, dblPrice);
  15184.         } catch (java.lang.Exception e) {
  15185.             if (!s_bSuppressErrors) e.printStackTrace();
  15186.         }

  15188.         try {
  15189.             dblASW = aswFromPrice (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice);
  15190.         } catch (java.lang.Exception e) {
  15191.             if (!s_bSuppressErrors) e.printStackTrace();
  15192.         }

  15194.         try {
  15195.             dblConvexity = convexityFromPrice (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor,
  15196.                 dblPrice);
  15197.         } catch (java.lang.Exception e) {
  15198.             if (!s_bSuppressErrors) e.printStackTrace();
  15199.         }

  15201.         try {
  15202.             dblCreditBasis = creditBasisFromPrice (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor,
  15203.                 dblPrice);
  15204.         } catch (java.lang.Exception e) {
  15205.             if (!s_bSuppressErrors) e.printStackTrace();
  15206.         }

  15208.         try {
  15209.             // dblPECS = pecsFromPrice (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor, dblPrice);
  15210.         } catch (java.lang.Exception e) {
  15211.             if (!s_bSuppressErrors) e.printStackTrace();
  15212.         }

  15214.         try {
  15215.             dblBondBasis = bondBasisFromYield (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor,
  15216.                 dblWorkoutYield);
  15217.         } catch (java.lang.Exception e) {
  15218.             if (!s_bSuppressErrors) e.printStackTrace();
  15219.         }

  15221.         try {
  15222.             dblYield01 = yield01FromYield (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor,
  15223.                 dblWorkoutYield);
  15224.         } catch (java.lang.Exception e) {
  15225.             if (!s_bSuppressErrors) e.printStackTrace();
  15226.         }

  15228.         try {
  15229.             return new org.drip.analytics.output.BondRVMeasures (dblPrice, dblBondBasis, dblZSpread,
  15230.                 dblGSpread, dblISpread, dblOASpread, dblTSYSpread, dblDiscountMargin, dblASW, dblCreditBasis,
  15231.                     dblPECS, dblYield01, dblModifiedDuration, dblMacaulayDuration, dblConvexity, wi);
  15232.         } catch (java.lang.Exception e) {
  15233.             if (!s_bSuppressErrors) e.printStackTrace();
  15234.         }

  15236.         return null;
  15237.     }

  15239.     @Override public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> value (
  15240.         final org.drip.param.valuation.ValuationParams valParams,
  15241.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  15242.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  15243.         final org.drip.param.valuation.ValuationCustomizationParams vcp)
  15244.     {
  15245.         if (null == valParams || null == csqs) return null;

  15247.         if (null != pricerParams) {
  15248.             org.drip.param.definition.CalibrationParams calibParams = pricerParams.calibParams();

  15250.             if (null != calibParams) {
  15251.                 org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapCalibMeasures =
  15252.                     calibMeasures (valParams, pricerParams, csqs, vcp);

  15254.                 if (null != mapCalibMeasures && mapCalibMeasures.containsKey (calibParams.measure()))
  15255.                     return mapCalibMeasures;
  15256.             }
  15257.         }

  15259.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapMeasures = fairMeasures
  15260.             (valParams, pricerParams, csqs, vcp);

  15262.         if (null == mapMeasures) return null;

  15264.         java.lang.String strName = name();

  15266.         org.drip.param.definition.ProductQuote pq = csqs.productQuote (strName);

  15268.         if (null == pq) return mapMeasures;

  15270.         int iMaturityDate = maturityDate().julian();

  15272.         if (null == _floaterSetting) {
  15273.             double dblParSpread = (mapMeasures.get ("FairDirtyPV") - mapMeasures.get ("FairParPV") -
  15274.                 mapMeasures.get ("FairPrincipalPV")) / mapMeasures.get ("FairDirtyDV01");

  15276.             mapMeasures.put ("ParSpread", dblParSpread);

  15278.             mapMeasures.put ("FairParSpread", dblParSpread);
  15279.         } else {
  15280.             double dblCleanIndexCouponPV = mapMeasures.containsKey ("FairRiskyCleanIndexCouponPV") ?
  15281.                 mapMeasures.get ("FairRiskyCleanIndexCouponPV") : mapMeasures.get
  15282.                     ("FairRisklessCleanIndexCouponPV");

  15284.             double dblZeroDiscountMargin = (mapMeasures.get ("FairCleanPV") - mapMeasures.get ("FairParPV") -
  15285.                 dblCleanIndexCouponPV - mapMeasures.get ("FairPrincipalPV")) / mapMeasures.get
  15286.                     ("FairCleanDV01");

  15288.             mapMeasures.put ("ZeroDiscountMargin", dblZeroDiscountMargin);

  15290.             mapMeasures.put ("FairZeroDiscountMargin", dblZeroDiscountMargin);
  15291.         }

  15293.         org.drip.param.valuation.WorkoutInfo wiMarket = null;

  15295.         if (pq.containsQuote ("Price")) {
  15296.             double dblMarketPrice = pq.quote ("Price").value ("mid");

  15298.             mapMeasures.put ("MarketInputType=CleanPrice", dblMarketPrice);

  15300.             wiMarket = exerciseYieldFromPrice (valParams, csqs, vcp, dblMarketPrice);
  15301.         } else if (pq.containsQuote ("CleanPrice")) {
  15302.             double dblCleanMarketPrice = pq.quote ("CleanPrice").value ("mid");

  15304.             mapMeasures.put ("MarketInputType=CleanPrice", dblCleanMarketPrice);

  15306.             wiMarket = exerciseYieldFromPrice (valParams, csqs, vcp, dblCleanMarketPrice);
  15307.         } else if (pq.containsQuote ("QuotedMargin")) {
  15308.             double dblQuotedMargin = pq.quote ("QuotedMargin").value ("mid");

  15310.             mapMeasures.put ("MarketInputType=QuotedMargin", dblQuotedMargin);

  15312.             try {
  15313.                 wiMarket = exerciseYieldFromPrice (valParams, csqs, vcp, priceFromDiscountMargin (valParams,
  15314.                     csqs, vcp, dblQuotedMargin));
  15315.             } catch (java.lang.Exception e) {
  15316.                 if (!s_bSuppressErrors) e.printStackTrace();
  15317.             }
  15318.         } else if (pq.containsQuote ("DirtyPrice")) {
  15319.             try {
  15320.                 double dblDirtyMarketPrice = pq.quote ("DirtyPrice").value ("mid");

  15322.                 mapMeasures.put ("MarketInputType=DirtyPrice", dblDirtyMarketPrice);

  15324.                 wiMarket = exerciseYieldFromPrice (valParams, csqs, vcp, dblDirtyMarketPrice - accrued
  15325.                     (valParams.valueDate(), csqs));
  15326.             } catch (java.lang.Exception e) {
  15327.                 if (!s_bSuppressErrors) e.printStackTrace();

  15329.                 wiMarket = null;
  15330.             }
  15331.         } else if (pq.containsQuote ("TSYSpread")) {
  15332.             try {
  15333.                 double dblTSYSpread = pq.quote ("TSYSpread").value ("mid");

  15335.                 mapMeasures.put ("MarketInputType=TSYSpread", dblTSYSpread);

  15337.                 wiMarket = new org.drip.param.valuation.WorkoutInfo (iMaturityDate, treasuryBenchmarkYield
  15338.                     (valParams, csqs, iMaturityDate) + dblTSYSpread, 1.,
  15339.                         org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY);
  15340.             } catch (java.lang.Exception e) {
  15341.                 if (!s_bSuppressErrors) e.printStackTrace();

  15343.                 wiMarket = null;
  15344.             }
  15345.         } else if (pq.containsQuote ("Yield")) {
  15346.             try {
  15347.                 double dblYield = pq.quote ("Yield").value ("mid");

  15349.                 mapMeasures.put ("MarketInputType=Yield", dblYield);

  15351.                 wiMarket = new org.drip.param.valuation.WorkoutInfo (iMaturityDate, dblYield, 1.,
  15352.                     org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY);
  15353.             } catch (java.lang.Exception e) {
  15354.                 if (!s_bSuppressErrors) e.printStackTrace();

  15356.                 wiMarket = null;
  15357.             }
  15358.         } else if (pq.containsQuote ("ZSpread")) {
  15359.             try {
  15360.                 double dblZSpread = pq.quote ("ZSpread").value ("mid");

  15362.                 mapMeasures.put ("MarketInputType=ZSpread", dblZSpread);

  15364.                 wiMarket = new org.drip.param.valuation.WorkoutInfo (iMaturityDate, yieldFromZSpread
  15365.                     (valParams, csqs, vcp, dblZSpread), 1.,
  15366.                         org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY);
  15367.             } catch (java.lang.Exception e) {
  15368.                 if (!s_bSuppressErrors) e.printStackTrace();

  15370.                 wiMarket = null;
  15371.             }
  15372.         } else if (pq.containsQuote ("ISpread")) {
  15373.             try {
  15374.                 double dblISpread = pq.quote ("ISpread").value ("mid");

  15376.                 mapMeasures.put ("MarketInputType=ISpread", dblISpread);

  15378.                 wiMarket = new org.drip.param.valuation.WorkoutInfo (iMaturityDate, yieldFromISpread
  15379.                     (valParams, csqs, vcp, dblISpread), 1.,
  15380.                         org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY);
  15381.             } catch (java.lang.Exception e) {
  15382.                 if (!s_bSuppressErrors) e.printStackTrace();

  15384.                 wiMarket = null;
  15385.             }
  15386.         } else if (pq.containsQuote ("CreditBasis")) {
  15387.             try {
  15388.                 double dblCreditBasis = pq.quote ("CreditBasis").value ("mid");

  15390.                 mapMeasures.put ("MarketInputType=CreditBasis", dblCreditBasis);

  15392.                 wiMarket = new org.drip.param.valuation.WorkoutInfo (iMaturityDate, yieldFromCreditBasis
  15393.                     (valParams, csqs, vcp, dblCreditBasis), 1.,
  15394.                         org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY);
  15395.             } catch (java.lang.Exception e) {
  15396.                 if (!s_bSuppressErrors) e.printStackTrace();

  15398.                 wiMarket = null;
  15399.             }
  15400.         } else if (pq.containsQuote ("PECS")) {
  15401.             try {
  15402.                 double dblCreditBasis = pq.quote ("PECS").value ("mid");

  15404.                 mapMeasures.put ("MarketInputType=PECS", dblCreditBasis);

  15406.                 wiMarket = new org.drip.param.valuation.WorkoutInfo (iMaturityDate, yieldFromPECS (valParams,
  15407.                     csqs, vcp, dblCreditBasis), 1., org.drip.param.valuation.WorkoutInfo.WO_TYPE_MATURITY);
  15408.             } catch (java.lang.Exception e) {
  15409.                 if (!s_bSuppressErrors) e.printStackTrace();

  15411.                 wiMarket = null;
  15412.             }
  15413.         }

  15415.         if (null != wiMarket) {
  15416.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapWorkoutMeasures =
  15417.                 marketMeasures (valParams, pricerParams, csqs, vcp, wiMarket);

  15419.             if (null == _floaterSetting) {
  15420.                 double dblParSpread = (mapWorkoutMeasures.get ("Price") - mapMeasures.get ("FairParPV") -
  15421.                     mapMeasures.get ("FairPrincipalPV")) / mapMeasures.get ("FairCleanDV01");

  15423.                 mapMeasures.put ("ParSpread", dblParSpread);

  15425.                 mapMeasures.put ("MarketParSpread", dblParSpread);
  15426.             } else {
  15427.                 double dblCleanIndexCouponPV = mapMeasures.containsKey ("FairRiskyCleanIndexCouponPV") ?
  15428.                     mapMeasures.get ("FairRiskyCleanIndexCouponPV") : mapMeasures.get
  15429.                         ("FairRisklessCleanIndexCouponPV");

  15431.                 double dblZeroDiscountMargin = (mapMeasures.get ("Price") - mapMeasures.get ("FairParPV") -
  15432.                     dblCleanIndexCouponPV - mapMeasures.get ("FairPrincipalPV")) / mapMeasures.get
  15433.                         ("FairCleanDV01");

  15435.                 mapMeasures.put ("ZeroDiscountMargin", dblZeroDiscountMargin);

  15437.                 mapMeasures.put ("MarketZeroDiscountMargin", dblZeroDiscountMargin);
  15438.             }

  15440.             org.drip.numerical.common.CollectionUtil.MergeWithMain (mapMeasures, mapWorkoutMeasures);

  15442.             org.drip.state.credit.CreditCurve cc = csqs.creditState (creditLabel());

  15444.             if (null != mapMeasures.get ("FairYield")) {
  15445.                 org.drip.param.market.CurveSurfaceQuoteContainer csqsMarket =
  15446.                     org.drip.param.creator.MarketParamsBuilder.Create
  15447.                         ((org.drip.state.discount.MergedDiscountForwardCurve) csqs.fundingState
  15448.                             (fundingLabel()).parallelShiftQuantificationMetric (wiMarket.yield() -
  15449.                                 mapMeasures.get ("FairYield")), csqs.govvieState (govvieLabel()), cc,
  15450.                                     strName, csqs.productQuote (strName), csqs.quoteMap(), csqs.fixings());

  15452.                 if (null != csqsMarket) {
  15453.                     org.drip.analytics.output.BondWorkoutMeasures bwmMarket = workoutMeasures (valParams,
  15454.                         pricerParams, csqsMarket, wiMarket.date(), wiMarket.factor());

  15456.                     if (null != bwmMarket) {
  15457.                         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapMarketMeasures
  15458.                             = bwmMarket.toMap ("");

  15460.                         org.drip.numerical.common.CollectionUtil.MergeWithMain (mapMarketMeasures,
  15461.                             org.drip.numerical.common.CollectionUtil.PrefixKeys (mapMarketMeasures, "Market"));

  15463.                         org.drip.numerical.common.CollectionUtil.MergeWithMain (mapMeasures, mapMarketMeasures);
  15464.                     }
  15465.                 }
  15466.             }
  15467.         }

  15469.         return mapMeasures;
  15470.     }

  15472.     @Override public java.util.Set<java.lang.String> measureNames()
  15473.     {
  15474.         java.util.Set<java.lang.String> setstrMeasureNames = new java.util.TreeSet<java.lang.String>();

  15476.         setstrMeasureNames.add ("Accrued");

  15478.         setstrMeasureNames.add ("Accrued01");

  15480.         setstrMeasureNames.add ("AssetSwapSpread");

  15482.         setstrMeasureNames.add ("ASW");

  15484.         setstrMeasureNames.add ("BondBasis");

  15486.         setstrMeasureNames.add ("CleanCouponPV");

  15488.         setstrMeasureNames.add ("CleanDV01");

  15490.         setstrMeasureNames.add ("CleanIndexCouponPV");

  15492.         setstrMeasureNames.add ("CleanPrice");

  15494.         setstrMeasureNames.add ("CleanPV");

  15496.         setstrMeasureNames.add ("Convexity");

  15498.         setstrMeasureNames.add ("CreditRisklessParPV");

  15500.         setstrMeasureNames.add ("CreditRisklessPrincipalPV");

  15502.         setstrMeasureNames.add ("CreditRiskyParPV");

  15504.         setstrMeasureNames.add ("CreditRiskyPrincipalPV");

  15506.         setstrMeasureNames.add ("CreditBasis");

  15508.         setstrMeasureNames.add ("DiscountMargin");

  15510.         setstrMeasureNames.add ("DefaultExposure");

  15512.         setstrMeasureNames.add ("DefaultExposureNoRec");

  15514.         setstrMeasureNames.add ("DirtyCouponPV");

  15516.         setstrMeasureNames.add ("DirtyDV01");

  15518.         setstrMeasureNames.add ("DirtyIndexCouponPV");

  15520.         setstrMeasureNames.add ("DirtyPrice");

  15522.         setstrMeasureNames.add ("DirtyPV");

  15524.         setstrMeasureNames.add ("Duration");

  15526.         setstrMeasureNames.add ("DV01");

  15528.         setstrMeasureNames.add ("ExpectedRecovery");

  15530.         setstrMeasureNames.add ("FairAccrued");

  15532.         setstrMeasureNames.add ("FairAccrued01");

  15534.         setstrMeasureNames.add ("FairAssetSwapSpread");

  15536.         setstrMeasureNames.add ("FairASW");

  15538.         setstrMeasureNames.add ("FairBondBasis");

  15540.         setstrMeasureNames.add ("FairCleanCouponPV");

  15542.         setstrMeasureNames.add ("FairCleanDV01");

  15544.         setstrMeasureNames.add ("FairCleanIndexCouponPV");

  15546.         setstrMeasureNames.add ("FairCleanPrice");

  15548.         setstrMeasureNames.add ("FairCleanPV");

  15550.         setstrMeasureNames.add ("FairConvexity");

  15552.         setstrMeasureNames.add ("FairCreditBasis");

  15554.         setstrMeasureNames.add ("FairCreditRisklessParPV");

  15556.         setstrMeasureNames.add ("FairCreditRisklessPrincipalPV");

  15558.         setstrMeasureNames.add ("FairCreditRiskyParPV");

  15560.         setstrMeasureNames.add ("FairCreditRiskyPrincipalPV");

  15562.         setstrMeasureNames.add ("FairDefaultExposure");

  15564.         setstrMeasureNames.add ("FairDefaultExposureNoRec");

  15566.         setstrMeasureNames.add ("FairDirtyCouponPV");

  15568.         setstrMeasureNames.add ("FairDirtyDV01");

  15570.         setstrMeasureNames.add ("FairDirtyIndexCouponPV");

  15572.         setstrMeasureNames.add ("FairDirtyPrice");

  15574.         setstrMeasureNames.add ("FairDirtyPV");

  15576.         setstrMeasureNames.add ("FairDiscountMargin");

  15578.         setstrMeasureNames.add ("FairDuration");

  15580.         setstrMeasureNames.add ("FairDV01");

  15582.         setstrMeasureNames.add ("FairExpectedRecovery");

  15584.         setstrMeasureNames.add ("FairFirstIndexRate");

  15586.         setstrMeasureNames.add ("FairGSpread");

  15588.         setstrMeasureNames.add ("FairISpread");

  15590.         setstrMeasureNames.add ("FairLossOnInstantaneousDefault");

  15592.         setstrMeasureNames.add ("FairMacaulayDuration");

  15594.         setstrMeasureNames.add ("FairModifiedDuration");

  15596.         setstrMeasureNames.add ("FairOAS");

  15598.         setstrMeasureNames.add ("FairOASpread");

  15600.         setstrMeasureNames.add ("FairOptionAdjustedSpread");

  15602.         setstrMeasureNames.add ("FairParPV");

  15604.         setstrMeasureNames.add ("FairParSpread");

  15606.         setstrMeasureNames.add ("FairPECS");

  15608.         setstrMeasureNames.add ("FairPrice");

  15610.         setstrMeasureNames.add ("FairPrincipalPV");

  15612.         setstrMeasureNames.add ("FairPV");

  15614.         setstrMeasureNames.add ("FairRecoveryPV");

  15616.         setstrMeasureNames.add ("FairRisklessCleanCouponPV");

  15618.         setstrMeasureNames.add ("FairRisklessCleanDV01");

  15620.         setstrMeasureNames.add ("FairRisklessCleanIndexCouponPV");

  15622.         setstrMeasureNames.add ("FairRisklessCleanPV");

  15624.         setstrMeasureNames.add ("FairRisklessDirtyCouponPV");

  15626.         setstrMeasureNames.add ("FairRisklessDirtyDV01");

  15628.         setstrMeasureNames.add ("FairRisklessDirtyIndexCouponPV");

  15630.         setstrMeasureNames.add ("FairRisklessDirtyPV");

  15632.         setstrMeasureNames.add ("FairRiskyCleanCouponPV");

  15634.         setstrMeasureNames.add ("FairRiskyCleanDV01");

  15636.         setstrMeasureNames.add ("FairRiskyCleanIndexCouponPV");

  15638.         setstrMeasureNames.add ("FairRiskyCleanPV");

  15640.         setstrMeasureNames.add ("FairRiskyDirtyCouponPV");

  15642.         setstrMeasureNames.add ("FairRiskyDirtyDV01");

  15644.         setstrMeasureNames.add ("FairRiskyDirtyIndexCouponPV");

  15646.         setstrMeasureNames.add ("FairRiskyDirtyPV");

  15648.         setstrMeasureNames.add ("FairTSYSpread");

  15650.         setstrMeasureNames.add ("FairWorkoutDate");

  15652.         setstrMeasureNames.add ("FairWorkoutFactor");

  15654.         setstrMeasureNames.add ("FairWorkoutType");

  15656.         setstrMeasureNames.add ("FairWorkoutYield");

  15658.         setstrMeasureNames.add ("FairYield");

  15660.         setstrMeasureNames.add ("FairYield01");

  15662.         setstrMeasureNames.add ("FairYieldBasis");

  15664.         setstrMeasureNames.add ("FairYieldSpread");

  15666.         setstrMeasureNames.add ("FairZeroDiscountMargin");

  15668.         setstrMeasureNames.add ("FairZSpread");

  15670.         setstrMeasureNames.add ("FirstCouponRate");

  15672.         setstrMeasureNames.add ("FirstIndexRate");

  15674.         setstrMeasureNames.add ("GSpread");

  15676.         setstrMeasureNames.add ("ISpread");

  15678.         setstrMeasureNames.add ("LossOnInstantaneousDefault");

  15680.         setstrMeasureNames.add ("MacaulayDuration");

  15682.         setstrMeasureNames.add ("MarketAccrued");

  15684.         setstrMeasureNames.add ("MarketAccrued01");

  15686.         setstrMeasureNames.add ("MarketCleanCouponPV");

  15688.         setstrMeasureNames.add ("MarketCleanDV01");

  15690.         setstrMeasureNames.add ("MarketCleanIndexCouponPV");

  15692.         setstrMeasureNames.add ("MarketCleanPrice");

  15694.         setstrMeasureNames.add ("MarketCleanPV");

  15696.         setstrMeasureNames.add ("MarketCreditRisklessParPV");

  15698.         setstrMeasureNames.add ("MarketCreditRisklessPrincipalPV");

  15700.         setstrMeasureNames.add ("MarketCreditRiskyParPV");

  15702.         setstrMeasureNames.add ("MarketCreditRiskyPrincipalPV");

  15704.         setstrMeasureNames.add ("MarketDefaultExposure");

  15706.         setstrMeasureNames.add ("MarketDefaultExposureNoRec");

  15708.         setstrMeasureNames.add ("MarketDirtyCouponPV");

  15710.         setstrMeasureNames.add ("MarketDirtyDV01");

  15712.         setstrMeasureNames.add ("MarketDirtyIndexCouponPV");

  15714.         setstrMeasureNames.add ("MarketDirtyPrice");

  15716.         setstrMeasureNames.add ("MarketDirtyPV");

  15718.         setstrMeasureNames.add ("MarketDV01");

  15720.         setstrMeasureNames.add ("MarketExpectedRecovery");

  15722.         setstrMeasureNames.add ("MarketFirstCouponRate");

  15724.         setstrMeasureNames.add ("MarketFirstIndexRate");

  15726.         setstrMeasureNames.add ("MarketInputType=CleanPrice");

  15728.         setstrMeasureNames.add ("MarketInputType=CreditBasis");

  15730.         setstrMeasureNames.add ("MarketInputType=DirtyPrice");

  15732.         setstrMeasureNames.add ("MarketInputType=GSpread");

  15734.         setstrMeasureNames.add ("MarketInputType=ISpread");

  15736.         setstrMeasureNames.add ("MarketInputType=PECS");

  15738.         setstrMeasureNames.add ("MarketInputType=QuotedMargin");

  15740.         setstrMeasureNames.add ("MarketInputType=TSYSpread");

  15742.         setstrMeasureNames.add ("MarketInputType=Yield");

  15744.         setstrMeasureNames.add ("MarketInputType=ZSpread");

  15746.         setstrMeasureNames.add ("MarketLossOnInstantaneousDefault");

  15748.         setstrMeasureNames.add ("MarketParPV");

  15750.         setstrMeasureNames.add ("MarketPrincipalPV");

  15752.         setstrMeasureNames.add ("MarketPV");

  15754.         setstrMeasureNames.add ("MarketRecoveryPV");

  15756.         setstrMeasureNames.add ("MarketRisklessDirtyCouponPV");

  15758.         setstrMeasureNames.add ("MarketRisklessDirtyDV01");

  15760.         setstrMeasureNames.add ("MarketRisklessDirtyIndexCouponPV");

  15762.         setstrMeasureNames.add ("MarketRisklessDirtyPV");

  15764.         setstrMeasureNames.add ("MarketRiskyDirtyCouponPV");

  15766.         setstrMeasureNames.add ("MarketRiskyDirtyDV01");

  15768.         setstrMeasureNames.add ("MarketRiskyDirtyIndexCouponPV");

  15770.         setstrMeasureNames.add ("MarketRiskyDirtyPV");

  15772.         setstrMeasureNames.add ("ModifiedDuration");

  15774.         setstrMeasureNames.add ("OAS");

  15776.         setstrMeasureNames.add ("OASpread");

  15778.         setstrMeasureNames.add ("OptionAdjustedSpread");

  15780.         setstrMeasureNames.add ("ParEquivalentCDSSpread");

  15782.         setstrMeasureNames.add ("ParPV");

  15784.         setstrMeasureNames.add ("ParSpread");

  15786.         setstrMeasureNames.add ("PECS");

  15788.         setstrMeasureNames.add ("Price");

  15790.         setstrMeasureNames.add ("PrincipalPV");

  15792.         setstrMeasureNames.add ("PV");

  15794.         setstrMeasureNames.add ("RecoveryPV");

  15796.         setstrMeasureNames.add ("RisklessCleanCouponPV");

  15798.         setstrMeasureNames.add ("RisklessCleanDV01");

  15800.         setstrMeasureNames.add ("RisklessCleanIndexCouponPV");

  15802.         setstrMeasureNames.add ("RisklessCleanPV");

  15804.         setstrMeasureNames.add ("RisklessDirtyCouponPV");

  15806.         setstrMeasureNames.add ("RisklessDirtyDV01");

  15808.         setstrMeasureNames.add ("RisklessDirtyIndexCouponPV");

  15810.         setstrMeasureNames.add ("RisklessDirtyPV");

  15812.         setstrMeasureNames.add ("RiskyCleanCouponPV");

  15814.         setstrMeasureNames.add ("RiskyCleanDV01");

  15816.         setstrMeasureNames.add ("RiskyCleanIndexCouponPV");

  15818.         setstrMeasureNames.add ("RiskyCleanPV");

  15820.         setstrMeasureNames.add ("RiskyDirtyCouponPV");

  15822.         setstrMeasureNames.add ("RiskyDirtyDV01");

  15824.         setstrMeasureNames.add ("RiskyDirtyIndexCouponPV");

  15826.         setstrMeasureNames.add ("RiskyDirtyPV");

  15828.         setstrMeasureNames.add ("TSYSpread");

  15830.         setstrMeasureNames.add ("WorkoutDate");

  15832.         setstrMeasureNames.add ("WorkoutFactor");

  15834.         setstrMeasureNames.add ("WorkoutType");

  15836.         setstrMeasureNames.add ("WorkoutYield");

  15838.         setstrMeasureNames.add ("Yield");

  15840.         setstrMeasureNames.add ("Yield01");

  15842.         setstrMeasureNames.add ("YieldBasis");

  15844.         setstrMeasureNames.add ("YieldSpread");

  15846.         setstrMeasureNames.add ("ZeroDiscountMargin");

  15848.         setstrMeasureNames.add ("ZSpread");

  15850.         return setstrMeasureNames;
  15851.     }

  15853.     @Override public double pv (
  15854.         final org.drip.param.valuation.ValuationParams valParams,
  15855.         final org.drip.param.pricer.CreditPricerParams pricerParamsIn,
  15856.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  15857.         final org.drip.param.valuation.ValuationCustomizationParams vcp)
  15858.         throws java.lang.Exception
  15859.     {
  15860.         if (null == valParams || null == csqc)
  15861.             throw new java.lang.Exception ("BondComponent::pv => Invalid Inputs!");

  15863.         int iValueDate = valParams.valueDate();

  15865.         org.drip.state.discount.MergedDiscountForwardCurve dcFunding = csqc.fundingState (fundingLabel());

  15867.         if (null == dcFunding) throw new java.lang.Exception ("BondComponent::pv => Invalid Inputs!");

  15869.         int iLossPayLag = null == _creditSetting ? 0 : _creditSetting.lossPayLag();

  15871.         double dblProductRecovery = null == _creditSetting ? java.lang.Double.NaN :
  15872.             _creditSetting.recovery();

  15874.         boolean bUseCurveRecovery = null == _creditSetting ? false : _creditSetting.useCurveRecovery();

  15876.         boolean bAccrualOnDefault = null == _creditSetting ? false : _creditSetting.accrualOnDefault();

  15878.         org.drip.state.credit.CreditCurve cc = csqc.creditState (creditLabel());

  15880.         double dblRecoveryPV = 0.;
  15881.         double dblPrincipalPV = 0.;
  15882.         double dblDirtyCouponPV = 0.;
  15883.         boolean bApplyFlatForwardRate = false;
  15884.         double dblFlatForwardRate = java.lang.Double.NaN;

  15886.         if (null != vcp)
  15887.             bApplyFlatForwardRate = vcp.applyFlatForwardRate();
  15888.         else {
  15889.             org.drip.param.valuation.ValuationCustomizationParams vcpQuote = null == _quoteConvention ? null
  15890.                 : _quoteConvention.valuationCustomizationParams();

  15892.             if (null != vcpQuote) bApplyFlatForwardRate = vcpQuote.applyFlatForwardRate();
  15893.         }

  15895.         int iMaturityDate = maturityDate().julian();

  15897.         org.drip.param.pricer.CreditPricerParams pricerParams = null != pricerParamsIn ? pricerParamsIn : new
  15898.             org.drip.param.pricer.CreditPricerParams (7, null, false,
  15899.                 org.drip.param.pricer.CreditPricerParams.PERIOD_DISCRETIZATION_FULL_COUPON);

  15901.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods()) {
  15902.             int iPeriodPayDate = period.payDate();

  15904.             if (iPeriodPayDate < iValueDate) continue;

  15906.             int iPeriodEndDate = period.endDate();

  15908.             int iPeriodStartDate = period.startDate();

  15910.             org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = couponMetrics (iValueDate,
  15911.                 valParams, csqc);

  15913.             if (null == cpcm) throw new java.lang.Exception ("BondComponent::pv => Invalid Inputs!");

  15915.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblFlatForwardRate))
  15916.                 dblFlatForwardRate = cpcm.rate();

  15918.             double dblPeriodCoupon = bApplyFlatForwardRate ? dblFlatForwardRate : cpcm.rate();

  15920.             double dblPeriodAnnuity = dcFunding.df (iPeriodPayDate) * cpcm.cumulative();

  15922.             double dblPeriodDirtyDV01 = 0.0001 * period.accrualDCF (iPeriodEndDate) * dblPeriodAnnuity *
  15923.                 notional (iPeriodStartDate);

  15925.             double dblPeriodPrincipalPV = (notional (iPeriodStartDate) - notional (iPeriodEndDate)) *
  15926.                 dblPeriodAnnuity;

  15928.             if (null != cc && null != pricerParams) {
  15929.                 double dblSurvProb = cc.survival (pricerParams.survivalToPayDate() ? iPeriodPayDate :
  15930.                     iPeriodEndDate);

  15932.                 dblPeriodDirtyDV01 *= dblSurvProb;
  15933.                 dblPeriodPrincipalPV *= dblSurvProb;

  15935.                 for (org.drip.analytics.cashflow.LossQuadratureMetrics lqm : period.lossMetrics (this,
  15936.                     valParams, pricerParams, iMaturityDate, csqc)) {
  15937.                     if (null == lqm) continue;

  15939.                     int iSubPeriodEndDate = lqm.endDate();

  15941.                     int iSubPeriodStartDate = lqm.startDate();

  15943.                     double dblSubPeriodDF = dcFunding.effectiveDF (iSubPeriodStartDate + iLossPayLag,
  15944.                         iSubPeriodEndDate + iLossPayLag);

  15946.                     double dblSubPeriodNotional = notional (iSubPeriodStartDate, iSubPeriodEndDate);

  15948.                     double dblSubPeriodSurvival = cc.survival (iSubPeriodStartDate) - cc.survival
  15949.                         (iSubPeriodEndDate);

  15951.                     if (bAccrualOnDefault)
  15952.                         dblPeriodDirtyDV01 += 0.0001 * lqm.accrualDCF() * dblSubPeriodSurvival *
  15953.                             dblSubPeriodDF * dblSubPeriodNotional;

  15955.                     dblRecoveryPV += (bUseCurveRecovery ? cc.effectiveRecovery (iSubPeriodStartDate,
  15956.                         iSubPeriodEndDate) : dblProductRecovery) * dblSubPeriodSurvival *
  15957.                             dblSubPeriodNotional * dblSubPeriodDF;
  15958.                 }
  15959.             }

  15961.             dblPrincipalPV += dblPeriodPrincipalPV;

  15963.             dblDirtyCouponPV += 10000. * dblPeriodCoupon * couponFactor (iPeriodEndDate) *
  15964.                 dblPeriodDirtyDV01;
  15965.         }

  15967.         double dblParPV = dcFunding.df (iMaturityDate) * notional (iMaturityDate);

  15969.         if (null != cc && null != pricerParams) dblParPV *= cc.survival (iMaturityDate);

  15971.         return (dblDirtyCouponPV + dblPrincipalPV + dblParPV + dblRecoveryPV) / dcFunding.df (null !=
  15972.             _quoteConvention ? _quoteConvention.settleDate (valParams) : valParams.cashPayDate());
  15973.     }

  15975.     @Override public org.drip.numerical.differentiation.WengertJacobian jackDDirtyPVDManifestMeasure (
  15976.         final org.drip.param.valuation.ValuationParams valParams,
  15977.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  15978.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  15979.         final org.drip.param.valuation.ValuationCustomizationParams vcp)
  15980.     {
  15981.         return null;
  15982.     }

  15984.     @Override public org.drip.product.calib.ProductQuoteSet calibQuoteSet (
  15985.         final org.drip.state.representation.LatentStateSpecification[] aLSS)
  15986.     {
  15987.         return null;
  15988.     }

  15990.     @Override public org.drip.state.estimator.PredictorResponseWeightConstraint fundingPRWC (
  15991.         final org.drip.param.valuation.ValuationParams valParams,
  15992.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  15993.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  15994.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  15995.         final org.drip.product.calib.ProductQuoteSet pqs)
  15996.     {
  15997.         return null;
  15998.     }

  16000.     @Override public org.drip.state.estimator.PredictorResponseWeightConstraint forwardPRWC (
  16001.         final org.drip.param.valuation.ValuationParams valParams,
  16002.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  16003.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16004.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  16005.         final org.drip.product.calib.ProductQuoteSet pqs)
  16006.     {
  16007.         return null;
  16008.     }

  16010.     @Override public org.drip.state.estimator.PredictorResponseWeightConstraint fundingForwardPRWC (
  16011.         final org.drip.param.valuation.ValuationParams valParams,
  16012.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  16013.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16014.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  16015.         final org.drip.product.calib.ProductQuoteSet pqs)
  16016.     {
  16017.         return null;
  16018.     }

  16020.     @Override public org.drip.state.estimator.PredictorResponseWeightConstraint fxPRWC (
  16021.         final org.drip.param.valuation.ValuationParams valParams,
  16022.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  16023.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16024.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  16025.         final org.drip.product.calib.ProductQuoteSet pqs)
  16026.     {
  16027.         return null;
  16028.     }

  16030.     @Override public org.drip.state.estimator.PredictorResponseWeightConstraint govviePRWC (
  16031.         final org.drip.param.valuation.ValuationParams valParams,
  16032.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  16033.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16034.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  16035.         final org.drip.product.calib.ProductQuoteSet pqs)
  16036.     {
  16037.         return null;
  16038.     }

  16040.     @Override public org.drip.state.estimator.PredictorResponseWeightConstraint volatilityPRWC (
  16041.         final org.drip.param.valuation.ValuationParams valParams,
  16042.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  16043.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16044.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  16045.         final org.drip.product.calib.ProductQuoteSet pqs)
  16046.     {
  16047.         return null;
  16048.     }

  16050.     @Override public org.drip.numerical.differentiation.WengertJacobian manifestMeasureDFMicroJack (
  16051.         final java.lang.String strManifestMeasure,
  16052.         final org.drip.param.valuation.ValuationParams valParams,
  16053.         final org.drip.param.pricer.CreditPricerParams pricerParams,
  16054.         final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16055.         final org.drip.param.valuation.ValuationCustomizationParams vcp)
  16056.     {
  16057.         return null;
  16058.     }

  16060.     /**
  16061.      * The BondCalibrator implements a calibrator that calibrates the yield, the credit basis, or the Z
  16062.      *      Spread for the bond given the price input. Calibration happens via either Newton-Raphson method,
  16063.      *      or via bracketing/root searching.
  16064.      * 
  16065.      * @author Lakshmi Krishnamurthy
  16066.      *
  16067.      */

  16069.     public class BondCalibrator {
  16070.         private BondComponent _bond = null;
  16071.         private boolean _bApplyCouponExtension = false;

  16073.         /**
  16074.          * Constructor: Construct the calibrator from the parent bond.
  16075.          * 
  16076.          * @param bond Parent
  16077.          * @param bApplyCouponExtension TRUE - Apply the Coupon Extension
  16078.          * 
  16079.          * @throws java.lang.Exception Thrown if the inputs are invalid
  16080.          */

  16082.         public BondCalibrator (
  16083.             final BondComponent bond,
  16084.             final boolean bApplyCouponExtension)
  16085.             throws java.lang.Exception
  16086.         {
  16087.             if (null == (_bond = bond))
  16088.                 throw new java.lang.Exception ("BondComponent::BondCalibrator ctr => Invalid Inputs");

  16090.             _bApplyCouponExtension = bApplyCouponExtension;
  16091.         }

  16093.         /**
  16094.          * Calibrate the bond yield from the market price using the root bracketing technique.
  16095.          * 
  16096.          * @param valParams Valuation Parameters
  16097.          * @param csqs Bond Market Parameters
  16098.          * @param vcp Valuation Customization Parameters
  16099.          * @param iWorkoutDate JulianDate Work-out
  16100.          * @param dblWorkoutFactor Work-out factor
  16101.          * @param dblPrice Price to be calibrated to
  16102.          * 
  16103.          * @return The calibrated Yield
  16104.          * 
  16105.          * @throws java.lang.Exception Thrown if the yield cannot be calibrated
  16106.          */

  16108.         public double calibrateYieldFromPrice (
  16109.             final org.drip.param.valuation.ValuationParams valParams,
  16110.             final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16111.             final org.drip.param.valuation.ValuationCustomizationParams vcp,
  16112.             final int iWorkoutDate,
  16113.             final double dblWorkoutFactor,
  16114.             final double dblPrice)
  16115.             throws java.lang.Exception
  16116.         {
  16117.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  16118.                 throw new java.lang.Exception
  16119.                     ("BondComponent::BondCalibrator::calibrateYieldFromPrice => Invalid Inputs!");

  16121.             org.drip.function.definition.R1ToR1 ofYieldToPrice = new org.drip.function.definition.R1ToR1
  16122.                 (null) {
  16123.                 @Override public double evaluate (
  16124.                     final double dblYield)
  16125.                     throws java.lang.Exception
  16126.                 {
  16127.                     return _bond.priceFromYield (valParams, csqs, vcp, iWorkoutDate, dblWorkoutFactor,
  16128.                         dblYield, _bApplyCouponExtension) - dblPrice;
  16129.                 }
  16130.             };

  16132.             org.drip.function.r1tor1solver.FixedPointFinderOutput rfop = new
  16133.                 org.drip.function.r1tor1solver.FixedPointFinderNewton (0., ofYieldToPrice, true).findRoot();

  16135.             if (null == rfop || !rfop.containsRoot())
  16136.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderZheng (0., ofYieldToPrice,
  16137.                     true).findRoot();

  16139.             if (null == rfop || !rfop.containsRoot())
  16140.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderBracketing (0., ofYieldToPrice,
  16141.                     null, org.drip.function.r1tor1solver.VariateIteratorPrimitive.FALSE_POSITION,
  16142.                         true).findRoot();

  16144.             if (null == rfop || !rfop.containsRoot())
  16145.                 throw new java.lang.Exception
  16146.                     ("BondComponent::BondCalibrator::calibrateYieldFromPrice => Cannot get root!");

  16148.             return rfop.getRoot();
  16149.         }

  16151.         /**
  16152.          * Calibrate the bond Z Spread from the market price using the root bracketing technique.
  16153.          * 
  16154.          * @param valParams Valuation Parameters
  16155.          * @param csqs Bond Market Parameters
  16156.          * @param vcp Valuation Customization Parameters
  16157.          * @param iZeroCurveBaseDC The Discount Curve to derive the zero curve off of
  16158.          * @param iWorkoutDate JulianDate Work-out
  16159.          * @param dblWorkoutFactor Work-out factor
  16160.          * @param dblPrice Price to be calibrated to
  16161.          * 
  16162.          * @return The calibrated Z Spread
  16163.          * 
  16164.          * @throws java.lang.Exception Thrown if the Z Spread cannot be calibrated
  16165.          */

  16167.         public double calibrateZSpreadFromPrice (
  16168.             final org.drip.param.valuation.ValuationParams valParams,
  16169.             final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16170.             final org.drip.param.valuation.ValuationCustomizationParams vcp,
  16171.             final int iZeroCurveBaseDC,
  16172.             final int iWorkoutDate,
  16173.             final double dblWorkoutFactor,
  16174.             final double dblPrice)
  16175.             throws java.lang.Exception
  16176.         {
  16177.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  16178.                 throw new java.lang.Exception
  16179.                     ("BondComponent::BondCalibrator::calibrateZSpreadFromPrice => Invalid Inputs!");

  16181.             if (null != _floaterSetting)
  16182.                 throw new java.lang.Exception
  16183.                     ("BondComponent::BondCalibrator::calibrateZSpreadFromPrice => Z Spread Calculation turned off for floaters!");

  16185.             org.drip.function.definition.R1ToR1 ofZSpreadToPrice = new org.drip.function.definition.R1ToR1
  16186.                 (null) {
  16187.                 @Override public double evaluate (
  16188.                     final double dblZSpread)
  16189.                     throws java.lang.Exception
  16190.                 {
  16191.                     return _bond.priceFromZeroCurve (valParams, csqs, vcp, iZeroCurveBaseDC, iWorkoutDate,
  16192.                         dblWorkoutFactor, dblZSpread) - dblPrice;
  16193.                 }
  16194.             };

  16196.             org.drip.function.r1tor1solver.FixedPointFinderOutput rfop = new
  16197.                 org.drip.function.r1tor1solver.FixedPointFinderNewton (0., ofZSpreadToPrice,
  16198.                     true).findRoot();

  16200.             if (null == rfop || !rfop.containsRoot())
  16201.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderBrent (0., ofZSpreadToPrice,
  16202.                     true).findRoot();

  16204.             if (null == rfop || !rfop.containsRoot())
  16205.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderBracketing (0., ofZSpreadToPrice,
  16206.                     new org.drip.function.r1tor1solver.ExecutionControl (ofZSpreadToPrice, new
  16207.                         org.drip.function.r1tor1solver.ExecutionControlParams (200, false, 1.e-02, 1.e-02,
  16208.                             1.e-01, 1.e-01)),
  16209.                                 org.drip.function.r1tor1solver.VariateIteratorPrimitive.FALSE_POSITION,
  16210.                                     true).findRoot();

  16212.             if (null == rfop || !rfop.containsRoot())
  16213.                 throw new java.lang.Exception
  16214.                     ("BondComponent::BondCalibrator::calibrateZSpreadFromPrice => Cannot get root!");

  16216.             return rfop.getRoot();
  16217.         }

  16219.         /**
  16220.          * Calibrate the Bond OAS from the Market Price using the Root Bracketing Technique.
  16221.          * 
  16222.          * @param valParams Valuation Parameters
  16223.          * @param csqs Bond Market Parameters
  16224.          * @param vcp Valuation Customization Parameters
  16225.          * @param iZeroCurveBaseDC The Discount Curve to derive the zero curve off of
  16226.          * @param iWorkoutDate JulianDate Work-out
  16227.          * @param dblWorkoutFactor Work-out factor
  16228.          * @param dblPrice Price to be calibrated to
  16229.          * 
  16230.          * @return The Calibrated OAS
  16231.          * 
  16232.          * @throws java.lang.Exception Thrown if the OAS cannot be calibrated
  16233.          */

  16235.         public double calibrateOASFromPrice (
  16236.             final org.drip.param.valuation.ValuationParams valParams,
  16237.             final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16238.             final org.drip.param.valuation.ValuationCustomizationParams vcp,
  16239.             final int iZeroCurveBaseDC,
  16240.             final int iWorkoutDate,
  16241.             final double dblWorkoutFactor,
  16242.             final double dblPrice)
  16243.             throws java.lang.Exception
  16244.         {
  16245.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  16246.                 throw new java.lang.Exception
  16247.                     ("BondComponent::BondCalibrator::calibrateOASFromPrice => Invalid Inputs!");

  16249.             org.drip.function.definition.R1ToR1 r1ToR1OASToPrice = new org.drip.function.definition.R1ToR1
  16250.                 (null) {
  16251.                 @Override public double evaluate (
  16252.                     final double dblZSpread)
  16253.                     throws java.lang.Exception
  16254.                 {
  16255.                     return _bond.priceFromZeroCurve (valParams, csqs, vcp, iZeroCurveBaseDC, iWorkoutDate,
  16256.                         dblWorkoutFactor, dblZSpread) - dblPrice;
  16257.                 }
  16258.             };

  16260.             org.drip.function.r1tor1solver.FixedPointFinderOutput rfop = new
  16261.                 org.drip.function.r1tor1solver.FixedPointFinderNewton (0., r1ToR1OASToPrice,
  16262.                     true).findRoot();

  16264.             if (null == rfop || !rfop.containsRoot())
  16265.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderBrent (0., r1ToR1OASToPrice,
  16266.                     true).findRoot();

  16268.             if (null == rfop || !rfop.containsRoot())
  16269.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderBracketing (0., r1ToR1OASToPrice,
  16270.                     null, org.drip.function.r1tor1solver.VariateIteratorPrimitive.FALSE_POSITION,
  16271.                         true).findRoot();

  16273.             if (null == rfop || !rfop.containsRoot())
  16274.                 throw new java.lang.Exception
  16275.                     ("BondComponent::BondCalibrator::calibrateOASFromPrice => Cannot get root!");

  16277.             return rfop.getRoot();
  16278.         }

  16280.         /**
  16281.          * Calibrate the bond Z Spread from the market price. Calibration is done by bumping the discount
  16282.          *  curve.
  16283.          * 
  16284.          * @param valParams Valuation Parameters
  16285.          * @param csqs Bond Market Parameters
  16286.          * @param iWorkoutDate JulianDate Work-out
  16287.          * @param dblWorkoutFactor Work-out factor
  16288.          * @param dblPrice Price to be calibrated to
  16289.          * 
  16290.          * @return The calibrated Z Spread
  16291.          * 
  16292.          * @throws java.lang.Exception Thrown if the yield cannot be calibrated
  16293.          */

  16295.         public double calibDiscCurveSpreadFromPrice (
  16296.             final org.drip.param.valuation.ValuationParams valParams,
  16297.             final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16298.             final int iWorkoutDate,
  16299.             final double dblWorkoutFactor,
  16300.             final double dblPrice)
  16301.             throws java.lang.Exception
  16302.         {
  16303.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  16304.                 throw new java.lang.Exception
  16305.                     ("BondComponent::BondCalibrator::calibrateDiscCurveSpreadFromPrice => Invalid Inputs!");

  16307.             org.drip.function.definition.R1ToR1 ofDiscCurveSpreadToPrice = new
  16308.                 org.drip.function.definition.R1ToR1 (null) {
  16309.                 @Override public double evaluate (
  16310.                     final double dblZSpread)
  16311.                     throws java.lang.Exception
  16312.                 {
  16313.                     return _bond.priceFromFundingCurve (valParams, csqs, iWorkoutDate, dblWorkoutFactor,
  16314.                         dblZSpread) - dblPrice;
  16315.                 }
  16316.             };

  16318.             org.drip.function.r1tor1solver.FixedPointFinderOutput rfop = new
  16319.                 org.drip.function.r1tor1solver.FixedPointFinderNewton (0., ofDiscCurveSpreadToPrice,
  16320.                     true).findRoot();

  16322.             if (null == rfop || !rfop.containsRoot())
  16323.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderZheng (0.,
  16324.                     ofDiscCurveSpreadToPrice, true).findRoot();

  16326.             if (null == rfop || !rfop.containsRoot())
  16327.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderBracketing (0.,
  16328.                     ofDiscCurveSpreadToPrice, null,
  16329.                         org.drip.function.r1tor1solver.VariateIteratorPrimitive.FALSE_POSITION,
  16330.                             true).findRoot();

  16332.             if (null == rfop || !rfop.containsRoot())
  16333.                 throw new java.lang.Exception
  16334.                     ("BondComponent::BondCalibrator::calibDiscCurveSpreadFromPrice => Cannot get root!");

  16336.             return rfop.getRoot();
  16337.         }

  16339.         /**
  16340.          * Calibrate the bond Z Spread from the market price. Calibration is done by bumping the Zero Curve.
  16341.          * 
  16342.          * @param valParams Valuation Parameters
  16343.          * @param csqs Bond Market Parameters
  16344.          * @param iWorkoutDate JulianDate Work-out
  16345.          * @param dblWorkoutFactor Work-out factor
  16346.          * @param dblPrice Price to be calibrated to
  16347.          * 
  16348.          * @return The calibrated Z Spread
  16349.          * 
  16350.          * @throws java.lang.Exception Thrown if the yield cannot be calibrated
  16351.          */

  16353.         public double calibZeroCurveSpreadFromPrice (
  16354.             final org.drip.param.valuation.ValuationParams valParams,
  16355.             final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16356.             final int iWorkoutDate,
  16357.             final double dblWorkoutFactor,
  16358.             final double dblPrice)
  16359.             throws java.lang.Exception
  16360.         {
  16361.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  16362.                 throw new java.lang.Exception
  16363.                     ("BondComponent::BondCalibrator::calibrateZeroCurveSpreadFromPrice => Invalid Inputs!");

  16365.             if (null != _floaterSetting)
  16366.                 throw new java.lang.Exception
  16367.                     ("BondComponent::BondCalibrator::calibZeroCurveSpreadFromPrice => Z Spread Calculation turned off for floaters!");

  16369.             org.drip.function.definition.R1ToR1 ofZSpreadToPrice = new org.drip.function.definition.R1ToR1
  16370.                 (null) {
  16371.                 @Override public double evaluate (
  16372.                     final double dblZSpread)
  16373.                     throws java.lang.Exception
  16374.                 {
  16375.                     return _bond.priceFromFundingCurve (valParams, csqs, iWorkoutDate, dblWorkoutFactor,
  16376.                         dblZSpread) - dblPrice;
  16377.                 }
  16378.             };

  16380.             org.drip.function.r1tor1solver.FixedPointFinderOutput rfop = new
  16381.                 org.drip.function.r1tor1solver.FixedPointFinderNewton (0., ofZSpreadToPrice,
  16382.                     true).findRoot();

  16384.             if (null == rfop || !rfop.containsRoot())
  16385.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderZheng (0., ofZSpreadToPrice,
  16386.                     true).findRoot();

  16388.             if (null == rfop || !rfop.containsRoot())
  16389.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderBracketing (0., ofZSpreadToPrice,
  16390.                     null, org.drip.function.r1tor1solver.VariateIteratorPrimitive.FALSE_POSITION,
  16391.                         true).findRoot();

  16393.             if (null == rfop || !rfop.containsRoot())
  16394.                 throw new java.lang.Exception
  16395.                     ("BondComponent.calibZeroCurveSpreadFromPrice => Cannot get root!");

  16397.             return rfop.getRoot();
  16398.         }

  16400.         /**
  16401.          * Calibrate the bond Credit Basis from the market price
  16402.          * 
  16403.          * @param valParams Valuation Parameters
  16404.          * @param csqs Bond Market Parameters
  16405.          * @param iWorkoutDate JulianDate Work-out
  16406.          * @param dblWorkoutFactor Work-out factor
  16407.          * @param dblPrice Price to be calibrated to
  16408.          * @param bFlat TRUE - Calibrate to Flat Curve
  16409.          * 
  16410.          * @return The calibrated Credit Basis
  16411.          * 
  16412.          * @throws java.lang.Exception Thrown if the Credit Basis cannot be calibrated
  16413.          */

  16415.         public double calibrateCreditBasisFromPrice (
  16416.             final org.drip.param.valuation.ValuationParams valParams,
  16417.             final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
  16418.             final int iWorkoutDate,
  16419.             final double dblWorkoutFactor,
  16420.             final double dblPrice,
  16421.             final boolean bFlat)
  16422.             throws java.lang.Exception
  16423.         {
  16424.             if (!org.drip.numerical.common.NumberUtil.IsValid (dblPrice))
  16425.                 throw new java.lang.Exception
  16426.                     ("BondComponent::BondCalibrator::calibrateCreditBasisFromPrice => Invalid Inputs!");

  16428.             org.drip.function.definition.R1ToR1 ofCreditBasisToPrice = new
  16429.                 org.drip.function.definition.R1ToR1 (null) {
  16430.                 @Override public double evaluate (
  16431.                     final double dblCreditBasis)
  16432.                     throws java.lang.Exception
  16433.                 {
  16434.                     return _bond.priceFromCreditCurve (valParams, csqs, iWorkoutDate, dblWorkoutFactor,
  16435.                         dblCreditBasis, bFlat) - dblPrice;
  16436.                 }
  16437.             };

  16439.             org.drip.function.r1tor1solver.FixedPointFinderOutput rfop = new
  16440.                 org.drip.function.r1tor1solver.FixedPointFinderNewton (0., ofCreditBasisToPrice,
  16441.                     true).findRoot();

  16443.             if (null == rfop || !rfop.containsRoot())
  16444.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderZheng (0., ofCreditBasisToPrice,
  16445.                     true).findRoot();

  16447.             if (null == rfop || !rfop.containsRoot())
  16448.                 rfop = new org.drip.function.r1tor1solver.FixedPointFinderBracketing (0., ofCreditBasisToPrice,
  16449.                     null, org.drip.function.r1tor1solver.VariateIteratorPrimitive.FALSE_POSITION,
  16450.                         true).findRoot();

  16452.             if (null == rfop || !rfop.containsRoot())
  16453.                 throw new java.lang.Exception
  16454.                     ("BondComponent.calibrateCreditBasisFromPrice => Cannot get root!");

  16456.             return rfop.getRoot();
  16457.         }
  16458.     }

  16460.     /**
  16461.      * Generate the EOS Callable Option Adjusted Metrics
  16462.      * 
  16463.      * @param valParams The Valuation Parameters
  16464.      * @param csqc The Market Parameters
  16465.      * @param vcp The Valuation Customization Parameters
  16466.      * @param dblCleanPrice Clean Price
  16467.      * @param gbs The Govvie Builder Settings
  16468.      * @param deGovvieForward The Govvie Forward Diffusion Evolver
  16469.      * @param iNumPath The Number of Paths
  16470.      * 
  16471.      * @return The Bond EOS Metrics
  16472.      */

  16474.     public org.drip.analytics.output.BondEOSMetrics callMetrics (
  16475.         final org.drip.param.valuation.ValuationParams valParams,
  16476.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  16477.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  16478.         final double dblCleanPrice,
  16479.         final org.drip.state.sequence.GovvieBuilderSettings gbs,
  16480.         final org.drip.measure.process.DiffusionEvolver deGovvieForward,
  16481.         final int iNumPath)
  16482.     {
  16483.         if (null == valParams || null == csqc || null == gbs) return null;

  16485.         org.drip.product.params.EmbeddedOptionSchedule eosCall = callSchedule();

  16487.         if (null == eosCall) return null;

  16489.         int iNumDimension = gbs.dimension();

  16491.         int iValueDate = valParams.valueDate();

  16493.         int[] aiExerciseDate = eosCall.exerciseDates (iValueDate);

  16495.         double[] adblExercisePrice = eosCall.exerciseFactors (iValueDate);

  16497.         if (null == aiExerciseDate || null == adblExercisePrice) return null;

  16499.         double dblOAS = java.lang.Double.NaN;
  16500.         int iNumVertex = aiExerciseDate.length;
  16501.         org.drip.state.sequence.PathVertexGovvie pvg = null;
  16502.         double[] adblOptimalExercisePV = new double[iNumPath];
  16503.         int[] aiOptimalExerciseVertexIndex = new int[iNumPath];
  16504.         double[] adblOptimalExerciseOAS = new double[iNumPath];
  16505.         double[] adblOptimalExercisePrice = new double[iNumPath];
  16506.         double[] adblOptimalExerciseOASGap = new double[iNumPath];
  16507.         double[] adblOptimalExerciseDuration = new double[iNumPath];
  16508.         double[] adblOptimalExerciseConvexity = new double[iNumPath];
  16509.         double[][] aadblForwardPrice = new double[iNumPath][iNumVertex];
  16510.         boolean[][] aabExerciseIndicator = new boolean[iNumPath][iNumVertex];
  16511.         double[][] aadblCorrelation = new double[iNumDimension][iNumDimension];
  16512.         org.drip.analytics.date.JulianDate[] adtOptimalExerciseDate = new
  16513.             org.drip.analytics.date.JulianDate[iNumPath];
  16514.         org.drip.param.valuation.ValuationParams[] aValParamsEvent = new
  16515.             org.drip.param.valuation.ValuationParams[iNumVertex];

  16517.         for (int i = 0; i < iNumDimension; ++i) {
  16518.             for (int j = 0; j < iNumDimension; ++j)
  16519.                 aadblCorrelation[i][j] = i == j ? 1. : 0.;
  16520.         }

  16522.         try {
  16523.             if (null == (pvg = org.drip.state.sequence.PathVertexGovvie.Standard (gbs, new
  16524.                 org.drip.measure.discrete.CorrelatedPathVertexDimension (new
  16525.                     org.drip.measure.crng.RandomNumberGenerator(), aadblCorrelation, iNumVertex, iNumPath,
  16526.                         false, null), deGovvieForward)))
  16527.                 return null;
  16528.         } catch (java.lang.Exception e) {
  16529.             e.printStackTrace();

  16531.             return null;
  16532.         }

  16534.         org.drip.state.govvie.GovvieCurve[][] aaGCPathEvent = pvg.pathVertex (aiExerciseDate);

  16536.         if (null == aaGCPathEvent) return null;

  16538.         try {
  16539.             dblOAS = oasFromPrice (valParams, csqc, vcp, dblCleanPrice);
  16540.         } catch (java.lang.Exception e) {
  16541.             e.printStackTrace();

  16543.             return null;
  16544.         }

  16546.         for (int iVertex = 0; iVertex < iNumVertex; ++iVertex) {
  16547.             if (null == (aValParamsEvent[iVertex] = org.drip.param.valuation.ValuationParams.Spot
  16548.                 (aiExerciseDate[iVertex])))
  16549.                 return null;
  16550.         }

  16552.         org.drip.state.discount.MergedDiscountForwardCurve mdfcFunding = csqc.fundingState (fundingLabel());

  16554.         for (int iPath = 0; iPath < iNumPath; ++iPath) {
  16555.             for (int iVertex = 0; iVertex < iNumVertex; ++iVertex) {
  16556.                 try {
  16557.                     aadblForwardPrice[iPath][iVertex] = priceFromOAS (aValParamsEvent[iVertex],
  16558.                         org.drip.param.creator.MarketParamsBuilder.Create (mdfcFunding,
  16559.                             aaGCPathEvent[iPath][iVertex], null, null, null, null, null), null, dblOAS);
  16560.                 } catch (java.lang.Exception e) {
  16561.                     e.printStackTrace();

  16563.                     return null;
  16564.                 }
  16565.             }
  16566.         }

  16568.         for (int iPath = 0; iPath < iNumPath; ++iPath) {
  16569.             adblOptimalExercisePV[iPath] = 0.;
  16570.             adblOptimalExercisePrice[iPath] = 1.;
  16571.             aiOptimalExerciseVertexIndex[iPath] = iNumVertex;

  16573.             adtOptimalExerciseDate[iPath] = maturityDate();

  16575.             for (int iVertex = 0; iVertex < iNumVertex; ++iVertex) {
  16576.                 double dblExercisePV = java.lang.Double.NaN;
  16577.                 aabExerciseIndicator[iPath][iVertex] = false;

  16579.                 try {
  16580.                     dblExercisePV = (aadblForwardPrice[iPath][iVertex] - adblExercisePrice[iVertex]) *
  16581.                         mdfcFunding.df (aiExerciseDate[iVertex]);
  16582.                 } catch (java.lang.Exception e) {
  16583.                     e.printStackTrace();
  16584.                 }

  16586.                 if (dblExercisePV > adblOptimalExercisePV[iPath]) {
  16587.                     adtOptimalExerciseDate[iPath] = new org.drip.analytics.date.JulianDate
  16588.                         (aiExerciseDate[iVertex]);

  16590.                     adblOptimalExercisePrice[iPath] = adblExercisePrice[iVertex];
  16591.                     aiOptimalExerciseVertexIndex[iPath] = iVertex;
  16592.                     adblOptimalExercisePV[iPath] = dblExercisePV;
  16593.                     aabExerciseIndicator[iPath][iVertex] = true;
  16594.                 }
  16595.             }
  16596.         }

  16598.         for (int iPath = 0; iPath < iNumPath; ++iPath) {
  16599.             int iOptimalExerciseDate = adtOptimalExerciseDate[iPath].julian();

  16601.             try {
  16602.                 adblOptimalExerciseOAS[iPath] = oasFromPrice (valParams, csqc, null, iOptimalExerciseDate,
  16603.                     adblOptimalExercisePrice[iPath], dblCleanPrice);

  16605.                 adblOptimalExerciseDuration[iPath] = modifiedDurationFromPrice (valParams, csqc, null,
  16606.                     iOptimalExerciseDate, adblOptimalExercisePrice[iPath], dblCleanPrice);

  16608.                 adblOptimalExerciseConvexity[iPath] = convexityFromPrice (valParams, csqc, null,
  16609.                     iOptimalExerciseDate, adblOptimalExercisePrice[iPath], dblCleanPrice);
  16610.             } catch (java.lang.Exception e) {
  16611.                 e.printStackTrace();

  16613.                 return null;
  16614.             }

  16616.             adblOptimalExerciseOASGap[iPath] = adblOptimalExerciseOAS[iPath] - dblOAS;
  16617.         }

  16619.         try {
  16620.             return new org.drip.analytics.output.BondEOSMetrics (dblOAS, adblOptimalExercisePrice,
  16621.                 adblOptimalExercisePV, adblOptimalExerciseOAS, adblOptimalExerciseOASGap,
  16622.                     adblOptimalExerciseDuration, adblOptimalExerciseConvexity, aadblForwardPrice,
  16623.                         aabExerciseIndicator);
  16624.         } catch (java.lang.Exception e) {
  16625.             e.printStackTrace();
  16626.         }

  16628.         return null;
  16629.     }

  16631.     /**
  16632.      * Generate the EOS Putable Option Adjusted Metrics
  16633.      * 
  16634.      * @param valParams The Valuation Parameters
  16635.      * @param csqc The Market Parameters
  16636.      * @param vcp The Valuation Customization Parameters
  16637.      * @param dblCleanPrice Clean Price
  16638.      * @param gbs The Govvie Builder Settings
  16639.      * @param deGovvieForward The Govvie Forward Diffusion Evolver
  16640.      * @param iNumPath The Number of Paths
  16641.      * 
  16642.      * @return The Bond EOS Metrics
  16643.      */

  16645.     public org.drip.analytics.output.BondEOSMetrics putMetrics (
  16646.         final org.drip.param.valuation.ValuationParams valParams,
  16647.         final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
  16648.         final org.drip.param.valuation.ValuationCustomizationParams vcp,
  16649.         final double dblCleanPrice,
  16650.         final org.drip.state.sequence.GovvieBuilderSettings gbs,
  16651.         final org.drip.measure.process.DiffusionEvolver deGovvieForward,
  16652.         final int iNumPath)
  16653.     {
  16654.         if (null == valParams || null == csqc || null == gbs) return null;

  16656.         org.drip.product.params.EmbeddedOptionSchedule eosPut = putSchedule();

  16658.         if (null == eosPut) return null;

  16660.         int iNumDimension = gbs.dimension();

  16662.         int iValueDate = valParams.valueDate();

  16664.         int[] aiExerciseDate = eosPut.exerciseDates (iValueDate);

  16666.         double[] adblExercisePrice = eosPut.exerciseFactors (iValueDate);

  16668.         if (null == aiExerciseDate || null == adblExercisePrice) return null;

  16670.         double dblOAS = java.lang.Double.NaN;
  16671.         int iNumVertex = aiExerciseDate.length;
  16672.         org.drip.state.sequence.PathVertexGovvie pvg = null;
  16673.         double[] adblOptimalExercisePV = new double[iNumPath];
  16674.         int[] aiOptimalExerciseVertexIndex = new int[iNumPath];
  16675.         double[] adblOptimalExerciseOAS = new double[iNumPath];
  16676.         double[] adblOptimalExercisePrice = new double[iNumPath];
  16677.         double[] adblOptimalExerciseOASGap = new double[iNumPath];
  16678.         double[] adblOptimalExerciseDuration = new double[iNumPath];
  16679.         double[] adblOptimalExerciseConvexity = new double[iNumPath];
  16680.         double[][] aadblForwardPrice = new double[iNumPath][iNumVertex];
  16681.         boolean[][] aabExerciseIndicator = new boolean[iNumPath][iNumVertex];
  16682.         double[][] aadblCorrelation = new double[iNumDimension][iNumDimension];
  16683.         org.drip.analytics.date.JulianDate[] adtOptimalExerciseDate = new
  16684.             org.drip.analytics.date.JulianDate[iNumPath];
  16685.         org.drip.param.valuation.ValuationParams[] aValParamsEvent = new
  16686.             org.drip.param.valuation.ValuationParams[iNumVertex];

  16688.         for (int i = 0; i < iNumDimension; ++i) {
  16689.             for (int j = 0; j < iNumDimension; ++j)
  16690.                 aadblCorrelation[i][j] = i == j ? 1. : 0.;
  16691.         }

  16693.         try {
  16694.             if (null == (pvg = org.drip.state.sequence.PathVertexGovvie.Standard (gbs, new
  16695.                 org.drip.measure.discrete.CorrelatedPathVertexDimension (new
  16696.                     org.drip.measure.crng.RandomNumberGenerator(), aadblCorrelation, iNumVertex, iNumPath,
  16697.                         false, null), deGovvieForward)))
  16698.                 return null;
  16699.         } catch (java.lang.Exception e) {
  16700.             e.printStackTrace();

  16702.             return null;
  16703.         }

  16705.         org.drip.state.govvie.GovvieCurve[][] aaGCPathEvent = pvg.pathVertex (aiExerciseDate);

  16707.         if (null == aaGCPathEvent) return null;

  16709.         try {
  16710.             dblOAS = oasFromPrice (valParams, csqc, vcp, dblCleanPrice);
  16711.         } catch (java.lang.Exception e) {
  16712.             e.printStackTrace();

  16714.             return null;
  16715.         }

  16717.         for (int iVertex = 0; iVertex < iNumVertex; ++iVertex) {
  16718.             if (null == (aValParamsEvent[iVertex] = org.drip.param.valuation.ValuationParams.Spot
  16719.                 (aiExerciseDate[iVertex])))
  16720.                 return null;
  16721.         }

  16723.         org.drip.state.discount.MergedDiscountForwardCurve mdfcFunding = csqc.fundingState (fundingLabel());

  16725.         for (int iPath = 0; iPath < iNumPath; ++iPath) {
  16726.             for (int iVertex = 0; iVertex < iNumVertex; ++iVertex) {
  16727.                 try {
  16728.                     aadblForwardPrice[iPath][iVertex] = priceFromOAS (aValParamsEvent[iVertex],
  16729.                         org.drip.param.creator.MarketParamsBuilder.Create (mdfcFunding,
  16730.                             aaGCPathEvent[iPath][iVertex], null, null, null, null, null), null, dblOAS);
  16731.                 } catch (java.lang.Exception e) {
  16732.                     e.printStackTrace();

  16734.                     return null;
  16735.                 }
  16736.             }
  16737.         }

  16739.         for (int iPath = 0; iPath < iNumPath; ++iPath) {
  16740.             adblOptimalExercisePV[iPath] = 0.;
  16741.             adblOptimalExercisePrice[iPath] = 1.;
  16742.             aiOptimalExerciseVertexIndex[iPath] = iNumVertex;

  16744.             adtOptimalExerciseDate[iPath] = maturityDate();

  16746.             for (int iVertex = 0; iVertex < iNumVertex; ++iVertex) {
  16747.                 double dblExercisePV = java.lang.Double.NaN;
  16748.                 aabExerciseIndicator[iPath][iVertex] = false;

  16750.                 try {
  16751.                     dblExercisePV = (adblExercisePrice[iVertex] - aadblForwardPrice[iPath][iVertex]) *
  16752.                         mdfcFunding.df (aiExerciseDate[iVertex]);
  16753.                 } catch (java.lang.Exception e) {
  16754.                     e.printStackTrace();
  16755.                 }

  16757.                 if (dblExercisePV > adblOptimalExercisePV[iPath]) {
  16758.                     adtOptimalExerciseDate[iPath] = new org.drip.analytics.date.JulianDate
  16759.                         (aiExerciseDate[iVertex]);

  16761.                     adblOptimalExercisePrice[iPath] = adblExercisePrice[iVertex];
  16762.                     aiOptimalExerciseVertexIndex[iPath] = iVertex;
  16763.                     adblOptimalExercisePV[iPath] = dblExercisePV;
  16764.                     aabExerciseIndicator[iPath][iVertex] = true;
  16765.                 }
  16766.             }
  16767.         }

  16769.         for (int iPath = 0; iPath < iNumPath; ++iPath) {
  16770.             int iOptimalExerciseDate = adtOptimalExerciseDate[iPath].julian();

  16772.             try {
  16773.                 adblOptimalExerciseOAS[iPath] = oasFromPrice (valParams, csqc, null, iOptimalExerciseDate,
  16774.                     adblOptimalExercisePrice[iPath], dblCleanPrice);

  16776.                 adblOptimalExerciseDuration[iPath] = modifiedDurationFromPrice (valParams, csqc, null,
  16777.                     iOptimalExerciseDate, adblOptimalExercisePrice[iPath], dblCleanPrice);

  16779.                 adblOptimalExerciseConvexity[iPath] = convexityFromPrice (valParams, csqc, null,
  16780.                     iOptimalExerciseDate, adblOptimalExercisePrice[iPath], dblCleanPrice);
  16781.             } catch (java.lang.Exception e) {
  16782.                 e.printStackTrace();

  16784.                 return null;
  16785.             }

  16787.             adblOptimalExerciseOASGap[iPath] = adblOptimalExerciseOAS[iPath] - dblOAS;
  16788.         }

  16790.         try {
  16791.             return new org.drip.analytics.output.BondEOSMetrics (dblOAS, adblOptimalExercisePrice,
  16792.                 adblOptimalExercisePV, adblOptimalExerciseOAS, adblOptimalExerciseOASGap,
  16793.                     adblOptimalExerciseDuration, adblOptimalExerciseConvexity, aadblForwardPrice,
  16794.                         aabExerciseIndicator);
  16795.         } catch (java.lang.Exception e) {
  16796.             e.printStackTrace();
  16797.         }

  16799.         return null;
  16800.     }

  16802.     @Override public void showPeriods()
  16803.         throws java.lang.Exception
  16804.     {
  16805.         for (org.drip.analytics.cashflow.CompositePeriod period : couponPeriods())
  16806.             System.out.println ("\t" + org.drip.analytics.date.DateUtil.YYYYMMDD (period.startDate()) +
  16807.                 "->" + org.drip.analytics.date.DateUtil.YYYYMMDD (period.endDate()) + "    " +
  16808.                     period.accrualDCF (period.endDate()));
  16809.     }
  16810. }
Created with JaCoCo 0.7.9.201702052155