public class CDSManager
extends java.lang.Object
Constructor and Description |
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CDSManager() |
Modifier and Type | Method and Description |
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static boolean |
CalcAndLoadCDSClosingMeasures(java.sql.Statement stmt,
JulianDate dtEODStart,
JulianDate dtEODFinish)
Save the EOD measures corresponding to all the credit curves between a pair of EODs using the USD
curve
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static java.util.Set<java.lang.String> |
GetCreditCurves(java.sql.Statement stmt,
JulianDate dtEOD)
Retrieve all the credit curves for a given date
|
static boolean |
LoadFullCreditCurves(MarketParams mpc,
java.sql.Statement stmt,
JulianDate dtEOD)
Load the complete set of credit curves for a given EOD
|
static boolean |
SaveCreditCalibMeasures(java.sql.Statement stmt,
JulianDate dtEOD)
Save the EOD measures corresponding to all the credit curves for a given EOD using the USD curve
|
static boolean |
SaveCREOD(MarketParams mpc,
java.sql.Statement stmt,
JulianDate dtEOD,
java.lang.String strCurrency)
Save the EOD measures corresponding to all the credit curves for a given EOD and currency
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static boolean |
SaveSPNCalibMeasures(MarketParams mpc,
java.sql.Statement stmt,
java.lang.String strSPN,
JulianDate dtEOD)
Save the EOD CDS measures for a given curve and a EOD using the USD curve
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static boolean |
SaveSPNEOD(java.sql.Statement stmt,
MarketParams mpc,
java.lang.String strSPN,
JulianDate dtEOD,
java.lang.String strCurrency)
Save the EOD CDS measures for a credit curve in a given EOD
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public static final java.util.Set<java.lang.String> GetCreditCurves(java.sql.Statement stmt, JulianDate dtEOD)
stmt
- SQL Statement object representing the executable querydtEOD
- EOD datepublic static final boolean SaveSPNEOD(java.sql.Statement stmt, MarketParams mpc, java.lang.String strSPN, JulianDate dtEOD, java.lang.String strCurrency)
stmt
- SQL Statement representing the executable querympc
- MarketParamContainer with all the closing discount/credit curvesstrSPN
- Credit curve ID stringdtEOD
- EOD datestrCurrency
- Discount curve stringpublic static final boolean SaveCREOD(MarketParams mpc, java.sql.Statement stmt, JulianDate dtEOD, java.lang.String strCurrency)
mpc
- MarketParamContainer containing the closing discount/credit curvesstmt
- SQL Statement representing the executable querydtEOD
- EOD datestrCurrency
- String representing the discount curvepublic static final boolean SaveSPNCalibMeasures(MarketParams mpc, java.sql.Statement stmt, java.lang.String strSPN, JulianDate dtEOD)
mpc
- MarketParamContainer with all the closing credit curvesstmt
- SQL Statement representing the executable querystrSPN
- Credit curve ID stringdtEOD
- EOD datepublic static final boolean SaveCreditCalibMeasures(java.sql.Statement stmt, JulianDate dtEOD)
stmt
- SQL Statement representing the executable querydtEOD
- EOD datepublic static final boolean CalcAndLoadCDSClosingMeasures(java.sql.Statement stmt, JulianDate dtEODStart, JulianDate dtEODFinish) throws java.lang.Exception
stmt
- SQL Statement representing the executable querydtEODStart
- Start EODdtEODFinish
- Finish EODjava.lang.Exception
- Thrown on invalid inputspublic static final boolean LoadFullCreditCurves(MarketParams mpc, java.sql.Statement stmt, JulianDate dtEOD)
mpc
- org.drip.param.definition.MarketParams containing the discount/credit curve for the EODstmt
- SQL Statement representing the executable querydtEOD
- EOD date