public class BootCurveConstructionInput extends java.lang.Object implements CurveConstructionInputSet
Constructor and Description |
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BootCurveConstructionInput(ValuationParams valParam,
QuotingParams quotingParam,
CalibratableComponent[] aCalibInst,
CaseInsensitiveTreeMap<java.lang.Double> mapQuote,
CaseInsensitiveTreeMap<java.lang.String> mapMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixing)
BootCurveConstructionInput constructor
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Modifier and Type | Method and Description |
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static BootCurveConstructionInput |
Create(ValuationParams valParam,
QuotingParams quotingParam,
CalibratableComponent[] aCalibInst,
double[] adblCalibQuote,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixing)
Create an Instance of BootCurveConstructionInput from the given Calibration Inputs
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CalibratableComponent[] |
getComponent()
Retrieve the Array of the Calibration Components
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java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> |
getFixing()
Retrieve the Calibration Fixing
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CaseInsensitiveTreeMap<java.lang.String> |
getMeasure()
Retrieve the Calibration Measure Map
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CaseInsensitiveTreeMap<java.lang.Double> |
getQuote()
Retrieve the Calibration Quote Map
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QuotingParams |
getQuotingParameter()
Retrieve the Quoting Parameter
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ValuationParams |
getValuationParameter()
Retrieve the Valuation Parameter
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public BootCurveConstructionInput(ValuationParams valParam, QuotingParams quotingParam, CalibratableComponent[] aCalibInst, CaseInsensitiveTreeMap<java.lang.Double> mapQuote, CaseInsensitiveTreeMap<java.lang.String> mapMeasure, java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixing) throws java.lang.Exception
valParam
- Valuation ParameterquotingParam
- Quoting ParameteraCalibInst
- Array of Calibration InstrumentsmapQuote
- Map of the Calibration Instrument QuotesmapMeasure
- Map of the Calibration Instrument MeasuresmmFixing
- Double Map of the Date/Index Fixingsjava.lang.Exception
- Thrown if Inputs are Invalidpublic static final BootCurveConstructionInput Create(ValuationParams valParam, QuotingParams quotingParam, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixing)
valParam
- Valuation ParametersquotingParam
- Quoting ParametersaCalibInst
- Array of the Calibration InstrumentsadblCalibQuote
- Array of the Calibration QuotesastrCalibMeasure
- Array of the Calibration MeasuresmmFixing
- Double Map of the Date/Index Fixingspublic ValuationParams getValuationParameter()
CurveConstructionInputSet
getValuationParameter
in interface CurveConstructionInputSet
public QuotingParams getQuotingParameter()
CurveConstructionInputSet
getQuotingParameter
in interface CurveConstructionInputSet
public CalibratableComponent[] getComponent()
CurveConstructionInputSet
getComponent
in interface CurveConstructionInputSet
public CaseInsensitiveTreeMap<java.lang.Double> getQuote()
CurveConstructionInputSet
getQuote
in interface CurveConstructionInputSet
public CaseInsensitiveTreeMap<java.lang.String> getMeasure()
CurveConstructionInputSet
getMeasure
in interface CurveConstructionInputSet
public java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> getFixing()
CurveConstructionInputSet
getFixing
in interface CurveConstructionInputSet