Bond.java

package org.drip.product.definition;

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

/*!
 * Copyright (C) 2020 Lakshmi Krishnamurthy
 * Copyright (C) 2019 Lakshmi Krishnamurthy
 * Copyright (C) 2018 Lakshmi Krishnamurthy
 * Copyright (C) 2017 Lakshmi Krishnamurthy
 * Copyright (C) 2016 Lakshmi Krishnamurthy
 * Copyright (C) 2015 Lakshmi Krishnamurthy
 * Copyright (C) 2014 Lakshmi Krishnamurthy
 * Copyright (C) 2013 Lakshmi Krishnamurthy
 * Copyright (C) 2012 Lakshmi Krishnamurthy
 * 
 *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
 *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
 *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
 *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
 *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
 *      and computational support.
 *  
 *      https://lakshmidrip.github.io/DROP/
 *  
 *  DROP is composed of three modules:
 *  
 *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
 *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
 *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
 * 
 *  DROP Product Core implements libraries for the following:
 *  - Fixed Income Analytics
 *  - Loan Analytics
 *  - Transaction Cost Analytics
 * 
 *  DROP Portfolio Core implements libraries for the following:
 *  - Asset Allocation Analytics
 *  - Asset Liability Management Analytics
 *  - Capital Estimation Analytics
 *  - Exposure Analytics
 *  - Margin Analytics
 *  - XVA Analytics
 * 
 *  DROP Computational Core implements libraries for the following:
 *  - Algorithm Support
 *  - Computation Support
 *  - Function Analysis
 *  - Model Validation
 *  - Numerical Analysis
 *  - Numerical Optimizer
 *  - Spline Builder
 *  - Statistical Learning
 * 
 *  Documentation for DROP is Spread Over:
 * 
 *  - Main                     => https://lakshmidrip.github.io/DROP/
 *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
 *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
 *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
 *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
 *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
 *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
 *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
 *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
 *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
 *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
 * 
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *      you may not use this file except in compliance with the License.
 *   
 *  You may obtain a copy of the License at
 *      http://www.apache.org/licenses/LICENSE-2.0
 *  
 *  Unless required by applicable law or agreed to in writing, software
 *      distributed under the License is distributed on an "AS IS" BASIS,
 *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  
 *  See the License for the specific language governing permissions and
 *      limitations under the License.
 */

/**
 * <i>Bond</i> abstract class implements the pricing, the valuation, and the RV analytics functionality for
 * the bond product.
 *
 *  <br><br>
 *  <ul>
 *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
 *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
 *      <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>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/product/credit/README.md">Fixed Income Components/Baskets Definitions</a></li>
 *  </ul>
 * <br><br>
 *
 * @author Lakshmi Krishnamurthy
 */

public abstract class Bond extends CreditComponent {

    /**
     * Retrieve the work-out information from price
     * 
     * @param valParams Valuation Parameters
     * @param csqs Bond Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price
     * 
     * @return The Optimal Work-out Information
     */

    public abstract org.drip.param.valuation.WorkoutInfo exerciseYieldFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice);

    /**
     * Retrieve the array of double for the bond's secondary treasury spreads from the Valuation
     *  Parameters and the component market parameters
     * 
     * @param valParams ValuationParams
     * @param csqs ComponentMarketParams
     * 
     * @return Array of double for the bond's secondary treasury spreads
     */

    public abstract double[] secTreasurySpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs);

    /**
     * Retrieve the effective treasury benchmark yield from the valuation, the component market parameters,
     *  and the market price
     * 
     * @param valParams ValuationParams
     * @param csqs ComponentMarketParams
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Market price
     * 
     * @return Effective treasury benchmark yield
     * 
     * @throws java.lang.Exception Thrown if the effective benchmark cannot be calculated
     */

    public abstract double effectiveTreasuryBenchmarkYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Get the ISIN
     * 
     * @return ISIN string
     */

    public abstract java.lang.String isin();

    /**
     * Get the CUSIP
     * 
     * @return CUSIP string
     */

    public abstract java.lang.String cusip();

    /**
     * Get the bond's loss flow from price
     * 
     * @param valParams ValuationParams
     * @param pricerParams PricerParams
     * @param csqs ComponentMarketParams
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Input price
     * 
     * @return List of LossQuadratureMetrics
     */

    public abstract java.util.List<org.drip.analytics.cashflow.LossQuadratureMetrics> lossFlowFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.pricer.CreditPricerParams pricerParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice);

    /**
     * Return whether the bond is a floater
     * 
     * @return True if the bond is a floater
     */

    public abstract boolean isFloater();

    /**
     * Return the rate index of the bond
     * 
     * @return Rate index
     */

    public abstract java.lang.String rateIndex();

    /**
     * Return the current bond coupon
     * 
     * @return Current coupon
     */

    public abstract double currentCoupon();

    /**
     * Return the floating spread of the bond
     * 
     * @return Floating spread
     */

    public abstract double floatSpread();

    /**
     * Return the bond ticker
     * 
     * @return Bond Ticker
     */

    public abstract java.lang.String ticker();

    /**
     * Indicate if the bond is callable
     * 
     * @return True - callable
     */

    public abstract boolean callable();

    /**
     * Indicate if the bond is putable
     * 
     * @return True - putable
     */

    public abstract boolean putable();

    /**
     * Indicate if the bond is sinkable
     * 
     * @return True - sinkable
     */

    public abstract boolean sinkable();

    /**
     * Indicate if the bond has variable coupon
     * 
     * @return True - has variable coupon
     */

    public abstract boolean variableCoupon();

    /**
     * Indicate if the bond has been exercised
     * 
     * @return True - Has been exercised
     */

    public abstract boolean exercised();

    /**
     * Indicate if the bond has defaulted
     * 
     * @return True - Bond has defaulted
     */

    public abstract boolean defaulted();

    /**
     * Indicate if the bond is perpetual
     * 
     * @return True - Bond is Perpetual
     */

    public abstract boolean perpetual();

    /**
     * Calculate if the bond is tradeable on the given date
     * 
     * @param valParams Valuation Parameters
     * 
     * @return True indicates the bond is tradeable
     * 
     * @throws java.lang.Exception Thrown if inputs are invalid
     */

    public abstract boolean tradeable (
        final org.drip.param.valuation.ValuationParams valParams)
        throws java.lang.Exception;

    /**
     * Return the bond's embedded call schedule
     * 
     * @return EOS Call
     */

    public abstract org.drip.product.params.EmbeddedOptionSchedule callSchedule();

    /**
     * Return the bond's embedded put schedule
     * 
     * @return EOS Put
     */

    public abstract org.drip.product.params.EmbeddedOptionSchedule putSchedule();

    /**
     * Return the bond's coupon type
     * 
     * @return Bond's coupon Type
     */

    public abstract java.lang.String couponType();

    /**
     * Return the bond's coupon day count
     * 
     * @return Coupon day count string
     */

    public abstract java.lang.String couponDC();

    /**
     * Return the bond's accrual day count
     * 
     * @return Accrual day count string
     */

    public abstract java.lang.String accrualDC();

    /**
     * Return the bond's maturity type
     * 
     * @return Bond's maturity type
     */

    public abstract java.lang.String maturityType();

    /**
     * Return the bond's coupon frequency
     * 
     * @return Bond's coupon frequency
     */

    public abstract int freq();

    /**
     * Return the bond's final maturity
     * 
     * @return Bond's final maturity
     */

    public abstract org.drip.analytics.date.JulianDate finalMaturity();

    /**
     * Return the bond's calculation type
     * 
     * @return Bond's calculation type
     */

    public abstract java.lang.String calculationType();

    /**
     * Return the bond's redemption value
     * 
     * @return Bond's redemption value
     */

    public abstract double redemptionValue();

    /**
     * Return the bond's coupon currency
     * 
     * @return Bond's coupon currency
     */

    public abstract java.lang.String currency();

    /**
     * Return the bond's redemption currency
     * 
     * @return Bond's redemption currency
     */

    public abstract java.lang.String redemptionCurrency();

    /**
     * Indicate whether the given date is in the first coupon period
     * 
     * @param iDate Valuation Date
     * 
     * @return True - The given date is in the first coupon period
     * 
     * @throws java.lang.Exception Thrown if inputs are invalid
     */

    public abstract boolean inFirstCouponPeriod (
        final int iDate)
        throws java.lang.Exception;

    /**
     * Indicate whether the given date is in the final coupon period
     * 
     * @param iDate Valuation Date
     * 
     * @return True - The given date is in the last coupon period
     * 
     * @throws java.lang.Exception Thrown if inputs are invalid
     */

    public abstract boolean inLastCouponPeriod (
        final int iDate)
        throws java.lang.Exception;

    /**
     * Return the bond's floating coupon convention
     * 
     * @return Bond's floating coupon convention
     */

    public abstract java.lang.String floatCouponConvention();

    /**
     * Get the bond's reset date for the period identified by the valuation date
     * 
     * @param iValueDate Valuation Date
     * 
     * @return Reset JulianDate
     */

    public abstract org.drip.analytics.date.JulianDate periodFixingDate (
        final int iValueDate);

    /**
     * Return the coupon date for the period prior to the specified date
     * 
     * @param dt Valuation Date
     * 
     * @return Previous Coupon Date
     */

    public abstract org.drip.analytics.date.JulianDate previousCouponDate (
        final org.drip.analytics.date.JulianDate dt);

    /**
     * Return the coupon rate for the period prior to the specified date
     * 
     * @param dt Valuation Date
     * @param csqs Component Market Params
     * 
     * @return Previous Coupon Rate
     * 
     * @throws java.lang.Exception Thrown if the previous coupon rate cannot be calculated
     */

    public abstract double previousCouponRate (
        final org.drip.analytics.date.JulianDate dt,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs)
        throws java.lang.Exception;

    /**
     * Return the coupon date for the period containing the specified date
     * 
     * @param dt Valuation Date
     * 
     * @return Current Coupon Date
     */

    public abstract org.drip.analytics.date.JulianDate currentCouponDate (
        final org.drip.analytics.date.JulianDate dt);

    /**
     * Return the coupon date for the period subsequent to the specified date
     * 
     * @param dt Valuation Date
     * 
     * @return Next Coupon Date
     */

    public abstract org.drip.analytics.date.JulianDate nextCouponDate (
        final org.drip.analytics.date.JulianDate dt);

    /**
     * Return the next exercise info of the given exercise type (call/put) subsequent to the specified date
     * 
     * @param dt Valuation Date
     * @param bGetPut TRUE - Gets the next put date
     * 
     * @return Next Exercise Information
     */

    public abstract org.drip.analytics.output.ExerciseInfo nextValidExerciseDateOfType (
        final org.drip.analytics.date.JulianDate dt,
        final boolean bGetPut);

    /**
     * Return the next exercise info subsequent to the specified date
     * 
     * @param dt Valuation Date
     * 
     * @return Next Exercise Info
     */

    public abstract org.drip.analytics.output.ExerciseInfo nextValidExerciseInfo (
        final org.drip.analytics.date.JulianDate dt);

    /**
     * Return the coupon rate for the period corresponding to the specified date
     * 
     * @param dt Valuation Date
     * @param csqs Component Market Params
     * 
     * @return Next Coupon Rate
     * 
     * @throws java.lang.Exception Thrown if the current period coupon rate cannot be calculated
     */

    public abstract double currentCouponRate (
        final org.drip.analytics.date.JulianDate dt,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs)
        throws java.lang.Exception;

    /**
     * Return the coupon rate for the period subsequent to the specified date
     * 
     * @param dt Valuation Date
     * @param csqs Component Market Params
     * 
     * @return Next Coupon Rate
     * 
     * @throws java.lang.Exception Thrown if the subsequent coupon rate cannot be calculated
     */

    public abstract double nextCouponRate (
        final org.drip.analytics.date.JulianDate dt,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs)
        throws java.lang.Exception;

    /**
     * Calculate the bond's accrued for the period identified by the valuation date
     * 
     * @param iDate Valuation Date
     * @param csqs Bond market parameters
     * 
     * @return The coupon accrued in the current period
     * 
     * @throws java.lang.Exception Thrown if accrual cannot be calculated
     */

    public abstract double accrued (
        final int iDate,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs)
        throws java.lang.Exception;

    /**
     * Calculate the Bond's Weighted Average Maturity Date from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Double Work-out factor
     * 
     * @return The Bond's Weighted Average Maturity Date from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Bond's Weighted Average Maturity Date cannot be calculated
     */

    public abstract int weightedAverageMaturityDate (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
        final int iWorkoutDate,
        final double dblWorkoutFactor)
        throws java.lang.Exception;

    /**
     * Calculate the Bond's Weighted Average Maturity Date To Maturity from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * 
     * @return The Bond's Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Bond's Weighted Average Maturity Date To Maturity cannot be
     *  calculated
     */

    public abstract int weightedAverageMaturityDate (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
        throws java.lang.Exception;

    /**
     * Calculate the Bond's Weighted Average Life from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Double Work-out factor
     * 
     * @return The Bond's Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Bond's Weighted Average Life cannot be calculated
     */

    public abstract double weightedAverageLife (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
        final int iWorkoutDate,
        final double dblWorkoutFactor)
        throws java.lang.Exception;

    /**
     * Calculate the Bond's Weighted Average Life To Maturity from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * 
     * @return The Bond's Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Bond's Weighted Average Life To Maturity cannot be calculated
     */

    public abstract double weightedAverageLife (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
        throws java.lang.Exception;

    /**
     * Calculate the Bond's Principal Only Weighted Average Life from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Double Work-out factor
     * 
     * @return The Bond's Principal Only Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Bond's Weighted Average Life cannot be calculated
     */

    public abstract double weightedAverageLifePrincipalOnly (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
        final int iWorkoutDate,
        final double dblWorkoutFactor)
        throws java.lang.Exception;

    /**
     * Calculate the Bond's Principal Only Weighted Average Life To Maturity from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * 
     * @return The Bond's Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Bond's Principal Only Weighted Average Life To Maturity
     *  cannot be calculated
     */

    public abstract double weightedAverageLifePrincipalOnly (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
        throws java.lang.Exception;

    /**
     * Calculate the Bond's Coupon Only Weighted Average Life from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Double Work-out factor
     * 
     * @return The Bond's Coupon Only Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Bond's Weighted Average Life cannot be calculated
     */

    public abstract double weightedAverageLifeCouponOnly (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
        final int iWorkoutDate,
        final double dblWorkoutFactor)
        throws java.lang.Exception;

    /**
     * Calculate the Bond's Coupon Only Weighted Average Life To Maturity from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * 
     * @return The Bond's Coupon Only Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Bond's Coupon Only Weighted Average Life To Maturity cannot be
     *  calculated
     */

    public abstract double weightedAverageLifeCouponOnly (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
        throws java.lang.Exception;

    /**
     * Calculate the Bond's Weighted Average Life of Losses Only from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Double Work-out factor
     * 
     * @return The Bond's Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Bond's Weighted Average Life of Losses Only cannot be calculated
     */

    public abstract double weightedAverageLifeLossOnly (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
        final int iWorkoutDate,
        final double dblWorkoutFactor)
        throws java.lang.Exception;

    /**
     * Calculate the Bond's Weighted Average Life of Losses Only To Maturity from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * 
     * @return The Bond's Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Bond's Weighted Average Life of Losses Only To Maturity cannot
     *  be calculated
     */

    public abstract double weightedAverageLifeLossOnly (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
        throws java.lang.Exception;

    /**
     * Calculate the Credit Adjusted Weighted Average Life from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Double Work-out Factor
     * 
     * @return The Credit Adjusted Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if the Credit Adjusted Weighted Average Life cannot be calculated
     */

    public abstract double weightedAverageLifeCredit (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc,
        final int iWorkoutDate,
        final double dblWorkoutFactor)
        throws java.lang.Exception;

    /**
     * Calculate the Credit Adjusted Weighted Average Life To Maturity from the Valuation Date
     * 
     * @param valParams ValuationParams
     * @param csqc ComponentMarketParams
     * 
     * @return The Credit Adjusted Weighted Average Life from the Valuation Date
     * 
     * @throws java.lang.Exception Thrown if Credit Adjusted Weighted Average Life To Maturity cannot be
     *  calculated
     */

    public abstract double weightedAverageLifeCredit (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqc)
        throws java.lang.Exception;

    /**
     * Calculate the bond's non-credit risky theoretical price from the Bumped Zero Curve
     * 
     * @param valParams ValuationParams
     * @param csqs ComponentMarketParams
     * @param vcp Valuation Customization Parameters
     * @param iZeroCurveBaseDC The Discount Curve to derive the zero curve off of
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Double Work-out factor
     * @param dblZCBump Bump to be applied to the zero curve
     * 
     * @return Bond's non-credit risky theoretical price
     * 
     * @throws java.lang.Exception Thrown if the price cannot be calculated
     */

    public abstract double priceFromZeroCurve (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iZeroCurveBaseDC,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZCBump)
        throws java.lang.Exception;

    /**
     * Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
     * 
     * @param valParams ValuationParams
     * @param csqs ComponentMarketParams
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Double Work-out factor
     * @param dblDCBump Bump to be applied to the DC
     * 
     * @return Bond's non-credit risky theoretical price from the Bumped Funding curve
     * 
     * @throws java.lang.Exception Thrown if the price cannot be calculated
     */

    public abstract double priceFromFundingCurve (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDCBump)
        throws java.lang.Exception;

    /**
     * Calculate the bond's non-credit risky theoretical price from the Bumped Funding curve
     * 
     * @param valParams ValuationParams
     * @param csqs ComponentMarketParams
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Double Work-out factor
     * @param dblDCBump Bump to be applied to the DC
     * 
     * @return Bond's non-credit risky theoretical price from the Bumped Treasury curve
     * 
     * @throws java.lang.Exception Thrown if the price cannot be calculated
     */

    public abstract double priceFromTreasuryCurve (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDCBump)
        throws java.lang.Exception;

    /**
     * Calculate the bond's credit risky theoretical price from the bumped credit curve
     * 
     * @param valParams ValuationParams
     * @param csqs ComponentMarketParams
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Double Work-out factor
     * @param dblCreditBasis Bump to be applied to the credit curve
     * @param bFlat Is the CDS Curve flat (for PECS)
     * 
     * @return Bond's credit risky theoretical price
     * 
     * @throws java.lang.Exception Thrown if the bond's credit risky theoretical price cannot be calculated
     */

    public abstract double priceFromCreditCurve (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis,
        final boolean bFlat)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return ASW from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return ASW from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return ASW from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return ASW from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return ASW from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return ASW from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return ASW from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return ASW from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return ASW from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate ASW from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return ASW from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return ASW from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return ASW from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return ASW from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return ASW from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return ASW from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return ASW from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return ASW from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return ASW from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return ASW from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return ASW from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return ASW from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return ASW from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return ASW from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from JN Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return ASW from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return ASW from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate ASW from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return ASW from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate ASW from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return ASW from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate ASW from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return ASW from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate ASW from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return ASW from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate ASW from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return ASW from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return ASW from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return ASW from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return ASW from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate ASW from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return ASW from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return ASW from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return ASW from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return ASW from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return ASW from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return ASW from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return ASW from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return ASW from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return ASW from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return ASW from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the ASW cannot be calculated
     */

    public abstract double aswFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return ASW from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate ASW from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return ASW from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if ASW cannot be calculated
     */

    public abstract double aswFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Bond Basis from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Bond Basis from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Bond Basis from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Bond Basis from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Bond Basis from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Bond Basis from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Bond Basis from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Bond Basis from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Bond Basis from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Bond Basis from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Bond Basis from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Bond Basis from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Bond Basis from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Bond Basis from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Bond Basis from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Bond Basis from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Bond Basis from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return Bond Basis from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Bond Basis from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Bond Basis from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return Bond Basis from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Bond Basis from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Bond Basis from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Bond Basis from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Bond Basis from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Bond Basis from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Bond Basis from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Bond Basis from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Bond Basis from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Bond Basis from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Bond Basis from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Bond Basis from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Bond Basis from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Bond Basis from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Bond Basis from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Bond Basis from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Bond Basis from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Bond Basis from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Bond Basis from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Bond Basis from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Bond Basis from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Bond Basis from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Bond Basis from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Bond Basis from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Bond Basis from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Bond Basis from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Bond Basis cannot be calculated
     */

    public abstract double bondBasisFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Convexity from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Convexity from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Convexity from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Convexity from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Convexity from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Convexity from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Convexity from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Convexity from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Convexity from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Convexity from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Convexity from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Convexity from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Convexity from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Convexity from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Convexity from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Convexity from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Convexity from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Convexity from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Convexity from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Convexity from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return Convexity from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Convexity from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Convexity from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return Convexity from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Convexity from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Convexity from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Convexity from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Convexity from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Convexity from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Convexity from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Convexity from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Convexity from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Convexity from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Convexity from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Convexity from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Convexity from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Convexity from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Convexity from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Convexity from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Convexity from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Convexity from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Convexity from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Convexity from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Convexity from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Convexity from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Convexity from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Convexity cannot be calculated
     */

    public abstract double convexityFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Convexity from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Convexity from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Convexity from Z to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Convexity cannot be calculated
     */

    public abstract double convexityFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Credit Basis from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Credit Basis from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Credit Basis from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Credit Basis from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Credit Basis from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Credit Basis from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Credit Basis from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Credit Basis from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Credit Basis from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double creditBasisFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Credit Basis from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Credit Basis from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Credit Basis from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Credit Basis from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Credit Basis from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Credit Basis from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Credit Basis from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Credit Basis from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return Credit Basis from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Credit Basis from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Credit Basis from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return Credit Basis from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Credit Basis from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Credit Basis from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Credit Basis from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Credit Basis from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Credit Basis from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Credit Basis from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Credit Basis from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Credit Basis from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Credit Basis from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Credit Basis from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Credit Basis from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Credit Basis from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Credit Basis from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Credit Basis from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Credit Basis from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Credit Basis from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Credit Basis from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Credit Basis from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Credit Basis from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Credit Basis from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Credit Basis from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Credit Basis from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Credit Basis from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Credit Basis from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Credit Basis from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Credit Basis cannot be calculated
     */

    public abstract double creditBasisFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Discount Margin from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Discount Margin from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Discount Margin from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Discount Margin from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Discount Margin from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Discount Margin from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Discount Margin from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Discount Margin from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Discount Margin from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Discount Margin from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Discount Margin from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Discount Margin from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Discount Margin from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Discount Margin from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Discount Margin from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Discount Margin from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Discount Margin from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return Discount Margin from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Discount Margin from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Discount Margin from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return Discount Margin from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Discount Margin from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Discount Margin from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Discount Margin from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Discount Margin from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Discount Margin from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Discount Margin from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Discount Margin from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Discount Margin from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Discount Margin from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Discount Margin from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Discount Margin from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Discount Margin from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Discount Margin from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Discount Margin from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Discount Margin from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Discount Margin from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Discount Margin from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Discount Margin from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Discount Margin from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Discount Margin from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Discount Margin from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Discount Margin from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Discount Margin from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Discount Margin from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Discount Margin from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Discount Margin cannot be calculated
     */

    public abstract double discountMarginFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Duration from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Duration cannot be calculated
     */

    public abstract double durationFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Duration from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Duration from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Duration from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Duration from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Duration from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Duration from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Duration from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Duration from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Duration from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Duration from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Duration from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Duration from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Duration from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Duration from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Duration from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Duration from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Duration from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Duration from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Duration from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Duration from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Duration from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Duration from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return Duration from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Duration from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Duration from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return Duration from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Duration from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Duration from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Duration from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Duration from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Duration from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Duration from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Duration from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Duration from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Duration from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Duration from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Duration from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Duration from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Duration from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Duration from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Duration from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Duration from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Duration from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Duration from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Duration from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Duration from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Duration from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Duration from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Duration from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Duration from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Duration from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Duration from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Duration from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Duration from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Duration from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Duration from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Duration from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Duration cannot be calculated
     */

    public abstract double durationFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return E Spread from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return E Spread from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double eSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return E Spread from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return E Spread from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double eSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return E Spread from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return E Spread from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return E Spread from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return E Spread from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return E Spread from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return E Spread from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return E Spread from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return E Spread from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return E Spread from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return E Spread from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return E Spread from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return E Spread from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return E Spread from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread ISpread to Optimal Exercise
     * 
     * @return E Spread from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return E Spread from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return E Spread from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread JSpread to Optimal Exercise
     * 
     * @return E Spread from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return E Spread from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return E Spread from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return E Spread from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return E Spread from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return E Spread from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return E Spread from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return E Spread from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return E Spread from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return E Spread from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return E Spread from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return E Spread from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return E Spread from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return E Spread from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return E Spread from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return E Spread from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return E Spread from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return E Spread from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return E Spread from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return E Spread from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the E Spread cannot be calculated
     */

    public abstract double eSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return E Spread from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate E Spread from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return E Spread from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if E Spread cannot be calculated
     */

    public abstract double eSpreadFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return G Spread from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return G Spread from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return G Spread from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return G Spread from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return G Spread from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return G Spread from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return G Spread from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return G Spread from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return G Spread from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return G Spread from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return G Spread from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return G Spread from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return G Spread from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return G Spread from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return G Spread from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return G Spread from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return G Spread from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return G Spread from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return G Spread from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return G Spread from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return G Spread from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return G Spread from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return G Spread from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return G Spread from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return G Spread from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return G Spread from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return G Spread from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return G Spread from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return G Spread from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return G Spread from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return G Spread from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return G Spread from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return G Spread from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return G Spread from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return G Spread from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return G Spread from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return G Spread from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return G Spread from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return G Spread from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return G Spread from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return G Spread from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return G Spread from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return G Spread from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the G Spread cannot be calculated
     */

    public abstract double gSpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return G Spread from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate G Spread from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return G Spread from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if G Spread cannot be calculated
     */

    public abstract double gSpreadFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return I Spread from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return I Spread from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return I Spread from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return I Spread from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return I Spread from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return I Spread from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return I Spread from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return I Spread from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return I Spread from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return I Spread from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return I Spread from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return I Spread from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return I Spread from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return I Spread from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return I Spread from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return I Spread from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return I Spread from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return I Spread from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return I Spread from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return I Spread from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return I Spread from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return I Spread from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return I Spread from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return I Spread from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return I Spread from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return I Spread from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return I Spread from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return I Spread from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return I Spread from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return I Spread from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return I Spread from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return I Spread from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return I Spread from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return I Spread from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return I Spread from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return I Spread from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return I Spread from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return I Spread from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return I Spread from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return I Spread from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return I Spread from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return I Spread from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return I Spread from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the I Spread cannot be calculated
     */

    public abstract double iSpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return I Spread from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate I Spread from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return I Spread from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if I Spread cannot be calculated
     */

    public abstract double iSpreadFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return J Spread from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return J Spread from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return J Spread from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return J Spread from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return J Spread from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return J Spread from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return J Spread from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return J Spread from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return J Spread from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return J Spread from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return J Spread from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return J Spread from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return J Spread from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return J Spread from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return J Spread from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return J Spread from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return J Spread from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return J Spread from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return J Spread from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return J Spread from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return J Spread from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return J Spread from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return J Spread from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return J Spread from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double jSpreadFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return J Spread from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return J Spread from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return J Spread from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return J Spread from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return J Spread from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return J Spread from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return J Spread from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return J Spread from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return J Spread from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return J Spread from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return J Spread from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return J Spread from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return J Spread from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return J Spread from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return J Spread from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return J Spread from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return J Spread from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return J Spread from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return J Spread from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the J Spread cannot be calculated
     */

    public abstract double jSpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return J Spread from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate J Spread from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return J Spread from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if J Spread cannot be calculated
     */

    public abstract double jSpreadFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Macaulay Duration from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Macaulay Duration from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Macaulay Duration from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Macaulay Duration from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Macaulay Duration from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Macaulay Duration from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Macaulay Duration from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Macaulay Duration from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Macaulay Duration from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Macaulay Duration from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Macaulay Duration from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Macaulay Duration from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Macaulay Duration from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Macaulay Duration from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Macaulay Duration from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Macaulay Duration from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Macaulay Duration from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Macaulay Duration from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Macaulay Duration from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Macaulay Duration from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return Macaulay Duration from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Macaulay Duration from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Macaulay Duration from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return Macaulay Duration from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Macaulay Duration from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Macaulay Duration from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Macaulay Duration from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Macaulay Duration from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Macaulay Duration from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Macaulay Duration from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double mnacaulayDurationFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Macaulay Duration from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Macaulay Duration from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Macaulay Duration from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Macaulay Duration from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Macaulay Duration from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Macaulay Duration from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Macaulay Duration from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Macaulay Duration from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Macaulay Duration from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Macaulay Duration from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Macaulay Duration from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Macaulay Duration from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Macaulay Duration from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Macaulay Duration from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Macaulay Duration from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Macaulay Duration from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Macaulay Duration from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Macaulay Duration from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Macaulay Duration from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Macaulay Duration cannot be calculated
     */

    public abstract double macaulayDurationFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Modified Duration from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Modified Duration from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Modified Duration from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Modified Duration from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Modified Duration from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Modified Duration from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Modified Duration from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Modified Duration from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Modified Duration from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Modified Duration from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Modified Duration from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Modified Duration from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Modified Duration from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Modified Duration from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Modified Duration from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Modified Duration from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Modified Duration from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Modified Duration from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Modified Duration from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Modified Duration from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return Modified Duration from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread JSpread to Work-out
     * 
     * @return Modified Duration from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Modified Duration from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return Modified Duration from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Modified Duration from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Modified Duration from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Modified Duration from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Modified Duration from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Modified Duration from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Modified Duration from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Modified Duration from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Modified Duration from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Modified Duration from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Modified Duration from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Modified Duration from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Modified Duration from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Modified Duration from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Modified Duration from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Modified Duration from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Modified Duration from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Modified Duration from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Modified Duration from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Modified Duration from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Modified Duration from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Modified Duration from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Modified Duration from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Modified Duration from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Modified Duration from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Modified Duration from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Modified Duration cannot be calculated
     */

    public abstract double modifiedDurationFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return N Spread from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return N Spread from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return N Spread from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return N Spread from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return N Spread from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return N Spread from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return N Spread from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return N Spread from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return N Spread from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return N Spread from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return N Spread from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return N Spread from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return N Spread from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return N Spread from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return N Spread from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return N Spread from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return N Spread from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return N Spread from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return N Spread from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return N Spread from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return N Spread from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return N Spread from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return N Spread from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return N Spread from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return N Spread from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return N Spread from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return N Spread from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return N Spread from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return N Spread from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return N Spread from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return N Spread from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return N Spread from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return N Spread from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return N Spread from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return N Spread from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return N Spread from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return N Spread from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return N Spread from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return N Spread from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return N Spread from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return N Spread from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return N Spread from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return N Spread from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the N Spread cannot be calculated
     */

    public abstract double nSpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return N Spread from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate N Spread from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return N Spread from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if N Spread cannot be calculated
     */

    public abstract double nSpreadFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return OAS from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate OAS from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return OAS from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate OAS from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return OAS from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return OAS from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return OAS from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return OAS from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return OAS from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return OAS from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return OAS from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return OAS from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return OAS from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return OAS from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate OAS from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return OAS from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return OAS from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return OAS from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return OAS from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return OAS from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return OAS from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return OAS from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return OAS from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread ISpread to Optimal Exercise
     * 
     * @return OAS from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return OAS from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return OAS from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread JSpread to Optimal Exercise
     * 
     * @return OAS from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return OAS from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return OAS from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return OAS from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return OAS from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate OAS from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return OAS from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate OAS from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return OAS from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return OAS from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return OAS from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return OAS from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate OAS from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return OAS from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return OAS from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return OAS from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return OAS from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return OAS from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return OAS from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return OAS from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return OAS from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return OAS from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return OAS from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the OAS cannot be calculated
     */

    public abstract double oasFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return OAS from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate OAS from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return OAS from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if OAS cannot be calculated
     */

    public abstract double oasFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return PECS from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate PECS from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return PECS from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate PECS from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return PECS from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return PECS from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return PECS from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return PECS from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return PECS from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return PECS from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return PECS from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return PECS from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return PECS from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return PECS from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate PECS from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return PECS from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return PECS from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return PECS from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return PECS from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return PECS from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return PECS from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return PECS from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return PECS from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread ISpread to Optimal Exercise
     * 
     * @return PECS from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return PECS from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return PECS from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread JSpread to Optimal Exercise
     * 
     * @return PECS from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return PECS from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return PECS from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return PECS from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return PECS from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate PECS from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return PECS from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate PECS from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return PECS from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return PECS from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double pecsFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return PECS from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return PECS from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate PECS from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return PECS from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return PECS from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return PECS from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return PECS from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return PECS from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return PECS from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return PECS from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return PECS from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return PECS from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return PECS from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double pecsFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return PECS from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate PECS from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return PECS from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if PECS cannot be calculated
     */

    public abstract double pecsFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Price from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Price from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Price from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Price from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Price from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Price from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Price from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Price from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Price from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Price from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Price from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Price from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Price from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Price from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Price from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Price from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Price from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Price from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Price from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Price from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Price from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Price from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Price from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Price from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Price from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Price from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Price from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Price from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Price from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Price from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Price from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Price from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread ISpread to Optimal Exercise
     * 
     * @return Price from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Price from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Price from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return Price from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Price from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Price from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Price from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Price from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Price from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Price from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Price from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Price from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Price from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Price from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the PECS cannot be calculated
     */

    public abstract double priceFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Price from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Price from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Price from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Price from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Price from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Price from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Price from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Price from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Price from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Price from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Price from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Price from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Price from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Price from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Price from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Price from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Price from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Price from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Price cannot be calculated
     */

    public abstract double priceFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Price from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Price from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Price from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Price cannot be calculated
     */

    public abstract double priceFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return TSY Spread from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return TSY Spread from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return TSY Spread from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return TSY Spread from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return TSY Spread from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return TSY Spread from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return TSY Spread from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return TSY Spread from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return TSY Spread from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return TSY Spread from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return TSY Spread from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return TSY Spread from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return TSY Spread from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return TSY Spread from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Optimal Exercise
     * 
     * @return TSY Spread from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return TSY Spread from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return TSY Spread from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return TSY Spread from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return TSY Spread from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return TSY Spread from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return TSY Spread from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return TSY Spread from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return TSY Spread from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return TSY Spread from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return TSY Spread from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return TSY Spread from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return TSY Spread from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return TSY Spread from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return TSY Spread from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return TSY Spread from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return TSY Spread from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return TSY Spread from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return TSY Spread from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return TSY Spread from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return TSY Spread from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return TSY Spread from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return TSY Spread from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return TSY Spread from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return TSY Spread from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return TSY Spread from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return TSY Spread from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return TSY Spread from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return TSY Spread from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return TSY Spread from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate TSY Spread from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return TSY Spread from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if TSY Spread cannot be calculated
     */

    public abstract double tsySpreadFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Yield from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Yield from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Yield from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Yield from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Yield from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Yield from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Yield from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Yield from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Yield from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Yield from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Yield from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Yield from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Yield from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Yield from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Yield from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Yield from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Yield from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Yield from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Yield from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Yield from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Yield from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Yield from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Yield from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread ISpread to Optimal Exercise
     * 
     * @return Yield from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Yield from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Yield from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Optimal Exercise
     * 
     * @return Yield from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Yield from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Yield from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Yield from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Yield from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Yield from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Yield from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Yield from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Yield from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Yield from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Yield from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Yield from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Yield from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Yield from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Yield from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Yield from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Yield from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Yield from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Price to Work-out after applying the Tax Credit Coupon Extension
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Yield from Price to Work-out after applying the Tax Credit Coupon Extension
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromPriceTC (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Yield from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Yield from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Yield from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Yield from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Yield from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Yield from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Yield from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Yield from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield cannot be calculated
     */

    public abstract double yieldFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Yield from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Yield from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield cannot be calculated
     */

    public abstract double yieldFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Yield01 from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Yield01 from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Yield01 from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Yield01 from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Yield01 from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Yield01 from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Yield01 from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Yield01 from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Yield01 from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Yield01 from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Yield01 from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Yield01 from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Yield01 from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Yield01 from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Yield01 from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Yield01 from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Yield01 from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Yield01 from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Yield01 from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Yield01 from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread ISpread to Optimal Exercise
     * 
     * @return Yield01 from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Yield01 from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Yield01 from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread JSpread to Optimal Exercise
     * 
     * @return Yield01 from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Yield01 from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Yield01 from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Yield01 from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Yield01 from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Yield01 from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Yield01 from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Yield01 from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Yield01 from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Yield01 from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Yield01 from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Yield01 from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Yield01 from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Yield01 from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Yield01 from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Yield01 from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Yield01 from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Yield01 from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Yield01 from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Yield01 from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield01 cannot be calculated
     */

    public abstract double yield01FromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Yield01 from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield01 from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Yield01 from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield01 cannot be calculated
     */

    public abstract double yield01FromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Yield Spread from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Yield Spread from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Yield Spread from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Yield Spread from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Yield Spread from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Yield Spread from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Yield Spread from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Yield Spread from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Yield Spread from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Yield Spread from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Yield Spread from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Yield Spread from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from E Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblESpread E Spread to Work-out
     * 
     * @return Yield Spread from E Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from E Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Maturity
     * 
     * @return Yield Spread from E Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromESpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from E Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblESpread E Spread to Optimal Exercise
     * 
     * @return Yield Spread from E Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromESpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblESpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Yield Spread from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Yield Spread from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Yield Spread from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Yield Spread from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Yield Spread from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread ISpread to Optimal Exercise
     * 
     * @return Yield Spread from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Yield Spread from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Yield Spread from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread JSpread to Optimal Exercise
     * 
     * @return Yield Spread from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Yield Spread from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Yield Spread from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Yield Spread from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Yield Spread from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Yield Spread from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Yield Spread from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Yield Spread from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Yield Spread from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Yield Spread from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Yield Spread from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Yield Spread from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Yield Spread from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Yield Spread from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Yield Spread from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Yield Spread from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Yield Spread from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Yield Spread from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Yield Spread from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Z Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblZSpread Z Spread to Work-out
     * 
     * @return Yield Spread from Z Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Z Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Maturity
     * 
     * @return Yield Spread from Z Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromZSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Yield Spread from Z Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblZSpread Z Spread to Optimal Exercise
     * 
     * @return Yield Spread from Z Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double yieldSpreadFromZSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblZSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from ASW to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblASW ASW to Work-out
     * 
     * @return Z Spread from ASW to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from ASW to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Maturity
     * 
     * @return Z Spread from ASW to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromASW (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from ASW to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblASW ASW to Optimal Exercise
     * 
     * @return Z Spread from ASW to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromASWToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblASW)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Bond Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblBondBasis Bond Basis to Work-out
     * 
     * @return Z Spread from Bond Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Bond Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Maturity
     * 
     * @return Z Spread from Bond Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromBondBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Bond Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblBondBasis Bond Basis to Optimal Exercise
     * 
     * @return Z Spread from Bond Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromBondBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblBondBasis)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Credit Basis to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblCreditBasis Credit Basis to Work-out
     * 
     * @return Z Spread from Credit Basis to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Credit Basis to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Maturity
     * 
     * @return Z Spread from Credit Basis to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromCreditBasis (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Credit Basis to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblCreditBasis Credit Basis to Optimal Exercise
     * 
     * @return Z Spread from Credit Basis to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromCreditBasisToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblCreditBasis)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Discount Margin to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblDiscountMargin Discount Margin to Work-out
     * 
     * @return Z Spread from Discount Margin to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Discount Margin to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Maturity
     * 
     * @return Z Spread from Discount Margin to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromDiscountMargin (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Discount Margin to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblDiscountMargin Discount Margin to Optimal Exercise
     * 
     * @return Z Spread from Discount Margin to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromDiscountMarginToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblDiscountMargin)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from G Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblGSpread G Spread to Work-out
     * 
     * @return Z Spread from G Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from G Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Maturity
     * 
     * @return Z Spread from G Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromGSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from G Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblGSpread G Spread to Optimal Exercise
     * 
     * @return Z Spread from G Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromGSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblGSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from I Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblISpread I Spread to Work-out
     * 
     * @return Z Spread from I Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from I Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread I Spread to Maturity
     * 
     * @return Z Spread from I Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromISpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from I Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblISpread ISpread to Optimal Exercise
     * 
     * @return Z Spread from I Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromISpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblISpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from J Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblJSpread J Spread to Work-out
     * 
     * @return Z Spread from J Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from J Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread J Spread to Maturity
     * 
     * @return Z Spread from J Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromJSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from J Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblJSpread JSpread to Optimal Exercise
     * 
     * @return Z Spread from J Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromJSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblJSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from N Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblNSpread N Spread to Work-out
     * 
     * @return Z Spread from N Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from N Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Maturity
     * 
     * @return Z Spread from N Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromNSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from N Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblNSpread N Spread to Optimal Exercise
     * 
     * @return Z Spread from N Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromNSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblNSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from OAS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblOAS OAS to Work-out
     * 
     * @return Z Spread from OAS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from OAS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Maturity
     * 
     * @return Z Spread from OAS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromOAS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from OAS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblOAS OAS to Optimal Exercise
     * 
     * @return Z Spread from OAS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromOASToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblOAS)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Price to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPrice Price to Work-out
     * 
     * @return Z Spread from Price to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Price to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Maturity
     * 
     * @return Z Spread from Price to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromPrice (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Price to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPrice Price to Optimal Exercise
     * 
     * @return Z Spread from Price to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromPriceToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPrice)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from PECS to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblPECS PECS to Work-out
     * 
     * @return Z Spread from PECS to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from PECS to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Maturity
     * 
     * @return Z Spread from PECS to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromPECS (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from PECS to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblPECS PECS to Optimal Exercise
     * 
     * @return Z Spread from PECS to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromPECSToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblPECS)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from TSY Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblTSYSpread TSY Spread to Work-out
     * 
     * @return Z Spread from TSY Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from TSY Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Maturity
     * 
     * @return Z Spread from TSY Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromTSYSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from TSY Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblTSYSpread TSY Spread to Optimal Exercise
     * 
     * @return Z Spread from TSY Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromTSYSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblTSYSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Yield to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYield Yield to Work-out
     * 
     * @return Z Spread from Yield to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Yield to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Maturity
     * 
     * @return Z Spread from Yield to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromYield (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Yield to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYield Yield to Optimal Exercise
     * 
     * @return Z Spread from Yield to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromYieldToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYield)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Yield Spread to Work-out
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param iWorkoutDate Work-out Date
     * @param dblWorkoutFactor Work-out Factor
     * @param dblYieldSpread Yield Spread to Work-out
     * 
     * @return Z Spread from Yield Spread to Work-out
     * 
     * @throws java.lang.Exception Thrown if the Z Spread cannot be calculated
     */

    public abstract double zSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final int iWorkoutDate,
        final double dblWorkoutFactor,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Yield Spread to Maturity
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Maturity
     * 
     * @return Z Spread from Yield Spread to Maturity
     * 
     * @throws java.lang.Exception Thrown if Z Spread cannot be calculated
     */

    public abstract double zSpreadFromYieldSpread (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate Z Spread from Yield Spread to Optimal Exercise
     * 
     * @param valParams Valuation Parameters
     * @param csqs Market Parameters
     * @param vcp Valuation Customization Parameters
     * @param dblYieldSpread Yield Spread to Optimal Exercise
     * 
     * @return Z Spread from Yield Spread to Optimal Exercise
     * 
     * @throws java.lang.Exception Thrown if Yield Spread cannot be calculated
     */

    public abstract double zSpreadFromYieldSpreadToOptimalExercise (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final double dblYieldSpread)
        throws java.lang.Exception;

    /**
     * Calculate the full set of Bond RV Measures from the Price Input
     * 
     * @param valParams ValuationParams
     * @param pricerParams Pricing Parameters
     * @param csqs Bond market parameters
     * @param vcp Valuation Customization Parameters
     * @param wi Work out Information
     * @param dblPrice Input Price
     * 
     * @return Bond RV Measure Set
     */

    public abstract org.drip.analytics.output.BondRVMeasures standardMeasures (
        final org.drip.param.valuation.ValuationParams valParams,
        final org.drip.param.pricer.CreditPricerParams pricerParams,
        final org.drip.param.market.CurveSurfaceQuoteContainer csqs,
        final org.drip.param.valuation.ValuationCustomizationParams vcp,
        final org.drip.param.valuation.WorkoutInfo wi,
        final double dblPrice);

    /**
     * Display all the coupon periods onto stdout
     * 
     * @throws java.lang.Exception Thrown if the coupon periods cannot be displayed onto stdout
     */

    public abstract void showPeriods()
        throws java.lang.Exception;
}