public abstract class MarketParams
extends java.lang.Object
Constructor and Description |
---|
MarketParams() |
Modifier and Type | Method and Description |
---|---|
abstract boolean |
addCompQuote(java.lang.String strCompID,
ComponentQuote cqComp)
Adds the component quote
|
abstract boolean |
addCompQuotes(java.util.Map<java.lang.String,ComponentQuote> mCompQuotes)
Adds the full map of component quotes
|
abstract boolean |
addFixings(JulianDate dtFix,
java.lang.String strIndex,
double dblFixing)
Adds the fixing for the given rate index and the given date
|
abstract boolean |
addScenBMP(java.lang.String strScenarioName,
BasketMarketParams bmp)
Adds the named scenario BMP
|
abstract boolean |
addScenCC(java.lang.String strName,
CreditScenarioCurve ccsg)
Adds the named scenario CC
|
abstract boolean |
addScenCMP(java.lang.String strScenarioName,
ComponentMarketParams cmp)
Adds the named scenario CMP
|
abstract boolean |
addScenDC(java.lang.String strName,
RatesScenarioCurve irsg)
Adds the named scenario DC
|
abstract boolean |
addTSYQuote(java.lang.String strBenchmark,
ComponentQuote cqTSY)
Adds the named Treasury Quote
|
abstract java.util.Map<java.lang.String,CreditScenarioCurve> |
getCCSG()
Retrieves the map of org.drip.param.definition.CreditScenarioCurve
|
abstract ComponentQuote |
getCompQuote(java.lang.String strCompID)
Retrieves the quote for the given component
|
abstract java.util.Map<java.lang.String,ComponentQuote> |
getCompQuotes()
Retrieves the full map of component quotes
|
abstract java.util.Map<java.lang.String,BasketMarketParams> |
getCreditBumpBMP(BasketProduct bp,
boolean bBump)
Get the map of credit Tenor bumped curves for the given BasketProduct
|
abstract java.util.Map<java.lang.String,java.util.Map<java.lang.String,BasketMarketParams>> |
getCreditTenorBumpBMP(BasketProduct bp,
boolean bBump)
Get the double map of credit Tenor bumped curves for each credit curve for the given BasketProduct
|
abstract java.util.Map<java.lang.String,ComponentMarketParams> |
getCreditTenorCMP(Component comp,
boolean bBumpUp)
Gets the map of tenor credit bumped ComponentMarketParams corresponding to the component
|
abstract java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> |
getFixings()
Retrieves the fixings double map
|
abstract java.util.Map<java.lang.String,BasketMarketParams> |
getIRBumpBMP(BasketProduct bp,
boolean bBump)
Get the map of IR Tenor bumped curves for the given BasketProduct
|
abstract java.util.Map<java.lang.String,RatesScenarioCurve> |
getIRSG()
Retrieves the map of IRCurveScenarioContainer
|
abstract java.util.Map<java.lang.String,java.util.Map<java.lang.String,BasketMarketParams>> |
getIRTenorBumpBMP(BasketProduct bp,
boolean bBump)
Get the double map of IR Tenor bumped curves for each IR curve for the given BasketProduct
|
abstract java.util.Map<java.lang.String,ComponentMarketParams> |
getIRTenorCMP(Component comp,
boolean bBumpUp)
Gets the map of tenor IR bumped ComponentMarketParams corresponding to the component
|
abstract java.util.Map<java.lang.String,BasketMarketParams> |
getRecoveryBumpBMP(BasketProduct bp,
boolean bBump)
Get the map of Recovery Tenor bumped curves for the given BasketProduct
|
abstract BasketMarketParams |
getScenBMP(BasketProduct bp,
java.lang.String strScen)
Get the BasketMarketParams for the given basket product and the scenario
|
abstract BasketMarketParams |
getScenBMP(java.lang.String strScenarioName)
Retrieves the Named Scenario BMP
|
abstract ComponentMarketParams |
getScenCMP(Component comp,
java.lang.String strScen)
Gets the ComponentMarketParams corresponding to the component and the scenario
|
abstract ComponentMarketParams |
getScenCMP(java.lang.String strScenarioName)
Retrieves the Named Scenario CMP
|
abstract ComponentQuote |
getTSYQuote(java.lang.String strBenchmark)
Gets the named Treasury Quote Map corresponding to the desired benchmark
|
abstract java.util.Map<java.lang.String,ComponentQuote> |
getTSYQuotes()
Gets the full set of named Treasury Quote Map
|
abstract boolean |
removeCompQuote(java.lang.String strCompID)
Removes the component quote
|
abstract boolean |
removeFixings(JulianDate dtFix,
java.lang.String strIndex)
Removes the fixing corresponding to the given date and index
|
abstract boolean |
removeScenCC(java.lang.String strName)
Removes the named scenario CC
|
abstract boolean |
removeScenDC(java.lang.String strName)
Removes the named scenario DC
|
abstract boolean |
removeTSYQuote(java.lang.String strBenchmark)
Removes the named Treasury Quote
|
abstract boolean |
setTSYQuotes(java.util.Map<java.lang.String,ComponentQuote> mapCQTSY)
Sets the full set of named Treasury Quote Map
|
public abstract boolean addScenDC(java.lang.String strName, RatesScenarioCurve irsg)
strName
- Nameirsg
- Corresponding IRCurveScenarioContainer instancepublic abstract boolean removeScenDC(java.lang.String strName)
strName
- Namepublic abstract boolean addScenCC(java.lang.String strName, CreditScenarioCurve ccsg)
strName
- Nameccsg
- Corresponding org.drip.param.definition.CreditScenarioCurve instancepublic abstract boolean removeScenCC(java.lang.String strName)
strName
- Namepublic abstract boolean addTSYQuote(java.lang.String strBenchmark, ComponentQuote cqTSY)
strBenchmark
- NamecqTSY
- Treasury Quotepublic abstract boolean removeTSYQuote(java.lang.String strBenchmark)
strBenchmark
- Namepublic abstract boolean setTSYQuotes(java.util.Map<java.lang.String,ComponentQuote> mapCQTSY)
mapCQTSY
- Named Treasury Quote Mappublic abstract ComponentQuote getTSYQuote(java.lang.String strBenchmark)
strBenchmark
- The treasury benchmarkpublic abstract java.util.Map<java.lang.String,ComponentQuote> getTSYQuotes()
public abstract boolean addFixings(JulianDate dtFix, java.lang.String strIndex, double dblFixing)
dtFix
- The fixing datestrIndex
- The Rate IndexdblFixing
- The fixingpublic abstract boolean removeFixings(JulianDate dtFix, java.lang.String strIndex)
dtFix
- Fixing datestrIndex
- Rate Indexpublic abstract java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> getFixings()
public abstract boolean addCompQuote(java.lang.String strCompID, ComponentQuote cqComp)
strCompID
- Component IDcqComp
- Component Quotepublic abstract boolean removeCompQuote(java.lang.String strCompID)
strCompID
- Component IDpublic abstract boolean addCompQuotes(java.util.Map<java.lang.String,ComponentQuote> mCompQuotes)
mCompQuotes
- Map of Component Quotespublic abstract ComponentQuote getCompQuote(java.lang.String strCompID)
strCompID
- Component IDpublic abstract java.util.Map<java.lang.String,ComponentQuote> getCompQuotes()
public abstract boolean addScenBMP(java.lang.String strScenarioName, BasketMarketParams bmp)
strScenarioName
- Scenario Namebmp
- BasketMarketParamspublic abstract BasketMarketParams getScenBMP(java.lang.String strScenarioName)
strScenarioName
- Scenario Namepublic abstract boolean addScenCMP(java.lang.String strScenarioName, ComponentMarketParams cmp)
strScenarioName
- Scenario Namecmp
- BasketMarketParamspublic abstract ComponentMarketParams getScenCMP(java.lang.String strScenarioName)
strScenarioName
- Scenario Namepublic abstract ComponentMarketParams getScenCMP(Component comp, java.lang.String strScen)
comp
- ComponentstrScen
- Scenariopublic abstract java.util.Map<java.lang.String,ComponentMarketParams> getIRTenorCMP(Component comp, boolean bBumpUp)
comp
- ComponentbBumpUp
- Bump up (True)public abstract java.util.Map<java.lang.String,ComponentMarketParams> getCreditTenorCMP(Component comp, boolean bBumpUp)
comp
- ComponentbBumpUp
- Bump up (True)public abstract BasketMarketParams getScenBMP(BasketProduct bp, java.lang.String strScen)
bp
- BasketProductstrScen
- Scenariopublic abstract java.util.Map<java.lang.String,BasketMarketParams> getIRBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract java.util.Map<java.lang.String,BasketMarketParams> getCreditBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract java.util.Map<java.lang.String,BasketMarketParams> getRecoveryBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract java.util.Map<java.lang.String,java.util.Map<java.lang.String,BasketMarketParams>> getIRTenorBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract java.util.Map<java.lang.String,java.util.Map<java.lang.String,BasketMarketParams>> getCreditTenorBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract java.util.Map<java.lang.String,RatesScenarioCurve> getIRSG()
public abstract java.util.Map<java.lang.String,CreditScenarioCurve> getCCSG()