Modifier and Type | Method and Description |
---|---|
QuotingParams |
CurveSpanConstructionInput.getQuotingParameter() |
QuotingParams |
CurveConstructionInputSet.getQuotingParameter()
Retrieve the Quoting Parameter
|
QuotingParams |
BootCurveConstructionInput.getQuotingParameter() |
Modifier and Type | Method and Description |
---|---|
static BootCurveConstructionInput |
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
|
void |
CreditCurve.setInstrCalibInputs(ValuationParams valParam,
boolean bFlat,
DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
PricerParams pricerParam,
CalibratableComponent[] aCalibInst,
double[] adblCalibQuote,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixing,
QuotingParams quotingParams)
Set the calibration inputs for the CreditCurve
|
Constructor and Description |
---|
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
|
CurveSpanConstructionInput(StretchRepresentationSpec[] aSRS,
ValuationParams valParam,
PricerParams pricerParam,
QuotingParams quotingParam,
ComponentMarketParams cmp)
CurveSpanConstructionInput constructor
|
ShapePreservingCCIS(LinearCurveCalibrator lccShapePreserving,
StretchRepresentationSpec[] aSRS,
ValuationParams valParam,
PricerParams pricerParam,
QuotingParams quotingParam,
ComponentMarketParams cmp)
ShapePreservingCCIS constructor
|
Constructor and Description |
---|
SmoothingCCIS(DiscountCurve dcShapePreserver,
SmoothingCurveStretchParams scsp,
LinearCurveCalibrator lccShapePreserving,
StretchRepresentationSpec[] aRBS,
ValuationParams valParam,
PricerParams pricerParam,
QuotingParams quotingParam,
ComponentMarketParams cmp)
SmoothingCCIS constructor
|
Modifier and Type | Method and Description |
---|---|
static DiscountCurve |
RatesScenarioCurveBuilder.DFRateShapePreserver(java.lang.String strName,
ValuationParams valParams,
PricerParams pricerParam,
ComponentMarketParams cmp,
QuotingParams quotingParam,
java.lang.String strBasisType,
FunctionSetBuilderParams fsbp,
CalibratableComponent[] aCalibComp1,
double[] adblQuote1,
CalibratableComponent[] aCalibComp2,
double[] adblQuote2,
double dblEpochResponse,
boolean bZeroSmooth)
Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set
builder parameters.
|
static DiscountCurve |
RatesScenarioCurveBuilder.ShapePreservingDFBuild(LinearCurveCalibrator lcc,
StretchRepresentationSpec[] aSRS,
ValuationParams valParam,
PricerParams pricerParam,
ComponentMarketParams cmp,
QuotingParams quotingParam,
double dblEpochResponse)
Build the Shape Preserving Discount Curve using the Custom Parameters
|
static ForwardCurve |
RatesScenarioCurveBuilder.ShapePreservingForwardCurve(LinearCurveCalibrator lcc,
StretchRepresentationSpec[] aSRS,
FloatingRateIndex fri,
ValuationParams valParam,
PricerParams pricerParam,
ComponentMarketParams cmp,
QuotingParams quotingParam,
double dblEpochResponse)
Build the Shape Preserving Forward Curve using the Custom Parameters
|
static ForwardCurve |
RatesScenarioCurveBuilder.ShapePreservingForwardCurve(java.lang.String strName,
FloatingRateIndex fri,
ValuationParams valParams,
PricerParams pricerParam,
ComponentMarketParams cmp,
QuotingParams quotingParam,
java.lang.String strBasisType,
FunctionSetBuilderParams fsbp,
CalibratableComponent[] aCalibComp,
double[] adblQuote,
double dblEpochResponse)
Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set
builder parameters.
|
static DiscountCurve |
RatesScenarioCurveBuilder.SmoothingGlobalControlBuild(DiscountCurve dcShapePreserver,
LinearCurveCalibrator lcc,
GlobalControlCurveParams gccp,
StretchRepresentationSpec[] aSRS,
ValuationParams valParam,
PricerParams pricerParam,
ComponentMarketParams cmp,
QuotingParams quotingParam)
Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters
|
static DiscountCurve |
RatesScenarioCurveBuilder.SmoothingLocalControlBuild(DiscountCurve dcShapePreserver,
LinearCurveCalibrator lcc,
LocalControlCurveParams lccp,
StretchRepresentationSpec[] aSRS,
ValuationParams valParam,
PricerParams pricerParam,
ComponentMarketParams cmp,
QuotingParams quotingParam)
Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters
|
Modifier and Type | Method and Description |
---|---|
abstract boolean |
ScenarioCreditCurve.cookCustomCC(java.lang.String strName,
java.lang.String strCustomName,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblRecovery,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat,
ResponseValueTweakParams ntpDC,
ResponseValueTweakParams ntpTSY,
ResponseValueTweakParams ntpEDSF,
ResponseValueTweakParams ntpCC)
Cook the credit curve according to the desired tweak parameters
|
abstract boolean |
ScenarioDiscountCurve.cookCustomDC(java.lang.String strCurveName,
java.lang.String strCustomName,
ValuationParams valParams,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
ResponseValueTweakParams ntpTSY,
ResponseValueTweakParams ntpEDSF,
ResponseValueTweakParams ntpDC)
Cook a custom discount curve according to the desired tweak parameters
|
abstract boolean |
ScenarioForwardCurve.cookCustomDC(java.lang.String strCurveName,
java.lang.String strCustomName,
ValuationParams valParams,
DiscountCurve dc,
double[] adblQuotes,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
ResponseValueTweakParams ntpDC,
ResponseValueTweakParams ntpFC)
Cook a custom Forward curve according to the desired tweak parameters
|
abstract boolean |
ScenarioCreditCurve.cookScenarioCC(java.lang.String strName,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblRecovery,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat,
int iCCScenario)
Cook and save the credit curves corresponding to the scenario specified
|
abstract boolean |
ScenarioDiscountCurve.cookScenarioDC(ValuationParams valParams,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblBump,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
int iDCMode)
Generate the set of discount curves from the scenario specified, and the instrument quotes
|
abstract boolean |
ScenarioForwardCurve.cookScenarioDC(ValuationParams valParams,
DiscountCurve dc,
double[] adblQuotes,
double dblBump,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
int iFCMode)
Generate the set of Forward curves from the scenario specified, and the instrument quotes.
|
Modifier and Type | Method and Description |
---|---|
boolean |
CreditCurveScenarioContainer.cookCustomCC(java.lang.String strName,
java.lang.String strCustomName,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblRecovery,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat,
ResponseValueTweakParams mmtpDC,
ResponseValueTweakParams mmtpTSY,
ResponseValueTweakParams mmtpEDSF,
ResponseValueTweakParams mmtpCC) |
boolean |
RatesCurveScenarioContainer.cookCustomDC(java.lang.String strCurveName,
java.lang.String strCustomName,
ValuationParams valParams,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
ResponseValueTweakParams mmtpTSY,
ResponseValueTweakParams mmtpEDSF,
ResponseValueTweakParams mmtpDC) |
boolean |
CreditCurveScenarioContainer.cookScenarioCC(java.lang.String strName,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblRecovery,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat,
int iCCScenario) |
boolean |
RatesCurveScenarioContainer.cookScenarioDC(ValuationParams valParams,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblBump,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
int iDCMode) |
Modifier and Type | Method and Description |
---|---|
double |
BondComponent.calcASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcASWFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcASWFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcASWFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcASWFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcASWFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcASWFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcASWFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcASWFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcASWFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcASWFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcASWFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcASWFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcBondBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcBondBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcBondBasisFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcBondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcBondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcBondBasisFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcBondBasisFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcBondBasisFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcBondBasisFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcBondBasisFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcBondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcBondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcBondBasisFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcBondBasisFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcConvexityFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcConvexityFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcConvexityFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcConvexityFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcConvexityFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcConvexityFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcConvexityFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcConvexityFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcConvexityFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcConvexityFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcConvexityFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcConvexityFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcConvexityFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcConvexityFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcConvexityFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcCreditBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcCreditBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcCreditBasisFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcCreditBasisFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcCreditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcCreditBasisFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcCreditBasisFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcCreditBasisFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcCreditBasisFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcCreditBasisFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcCreditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcCreditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcCreditBasisFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcCreditBasisFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcDiscountMarginFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcDiscountMarginFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcDiscountMarginFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcDiscountMarginFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcDiscountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcDiscountMarginFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcDiscountMarginFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcDiscountMarginFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcDiscountMarginFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcDiscountMarginFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcDiscountMarginFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcDiscountMarginFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcDiscountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcDiscountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcDiscountMarginFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcDiscountMarginFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcDurationFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcDurationFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcDurationFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcDurationFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcDurationFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcDurationFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
WorkoutInfo |
BondComponent.calcExerciseYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcGSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcGSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcGSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcGSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcGSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcGSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcGSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcGSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcGSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcGSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcGSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcGSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcGSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcGSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcISpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcISpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcISpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcISpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcISpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcISpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcISpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcISpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcISpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcISpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcISpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcISpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcISpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcISpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcISpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcISpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcMacaulayDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcMacaulayDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcMacaulayDurationFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcMacaulayDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcMacaulayDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcMacaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcMacaulayDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcMacaulayDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcMacaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcMacaulayDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcMacaulayDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcMacaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcMacaulayDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcMacaulayDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcMacaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcMacaulayDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcMacaulayDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcMacaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcMacaulayDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcMacaulayDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcMacaulayDurationFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcMacaulayDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcMacaulayDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcMacaulayDurationFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcMacaulayDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcMacaulayDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcMacaulayDurationFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcMacaulayDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcMacaulayDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcMacaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcMacaulayDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcMacaulayDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcMacaulayDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcMacaulayDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcMacaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcMacaulayDurationFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcMacaulayDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcMacaulayDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcMacaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcModifiedDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcModifiedDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcModifiedDurationFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcModifiedDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcModifiedDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcModifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcModifiedDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcModifiedDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcModifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcModifiedDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcModifiedDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcModifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcModifiedDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcModifiedDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcModifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcModifiedDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcModifiedDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcModifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcModifiedDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcModifiedDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcModifiedDurationFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcModifiedDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcModifiedDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcModifiedDurationFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcModifiedDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcModifiedDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcModifiedDurationFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcModifiedDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcModifiedDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcModifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcModifiedDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcModifiedDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcModifiedDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcModifiedDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcModifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcModifiedDurationFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcModifiedDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcModifiedDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcModifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcOASFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcOASFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcOASFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcOASFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcOASFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcOASFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcOASFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcOASFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcOASFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcOASFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcOASFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcOASFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcOASFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcOASFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcPECSFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcPECSFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcPECSFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcPECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcPECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcPECSFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcPECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcPECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcPECSFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcPECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcPECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcPECSFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcPECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcPECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcPECSFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcPECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcPECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcPECSFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcPECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcPECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcPECSFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcPECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcPECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcPECSFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcPECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcPECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcPECSFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcPECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcPECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcPECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcPECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcPECSFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcPECSFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcPECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcPECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcPECSFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcPriceFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcPriceFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcPriceFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcPriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcPriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcPriceFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcPriceFromBumpedZC(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
int iZeroCurveBaseDC,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZCBump) |
double |
BondComponent.calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcPriceFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcPriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcPriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcPriceFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcPriceFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcPriceFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcPriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcPriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcPriceFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcPriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcPriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcPriceFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcPriceFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcPriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcPriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcPriceFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcPriceFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcPriceFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
WengertJacobian |
CDSComponent.calcPVDFMicroJack(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |
WengertJacobian |
BondComponent.calcPVDFMicroJack(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |
WengertJacobian |
CDSComponent.calcQuoteDFMicroJack(java.lang.String strQuote,
ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |
WengertJacobian |
BondComponent.calcQuoteDFMicroJack(java.lang.String strQuote,
ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |
double |
BondComponent.calcTSYSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcTSYSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcTSYSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcTSYSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcTSYSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcTSYSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcTSYSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcTSYSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcTSYSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcTSYSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcTSYSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcTSYSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcTSYSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcTSYSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcYield01FromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcYield01FromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcYield01FromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcYield01FromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcYield01FromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcYield01FromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcYield01FromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcYield01FromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcYield01FromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcYield01FromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcYield01FromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcYield01FromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcYield01FromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcYield01FromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcYield01FromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcYield01FromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcYield01FromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcYield01FromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcYield01FromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcYield01FromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcYield01FromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcYield01FromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcYield01FromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcYield01FromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcYield01FromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYield01FromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcYield01FromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYield01FromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYield01FromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcYield01FromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYield01FromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcYield01FromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcYield01FromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcYield01FromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcYield01FromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcYield01FromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcYield01FromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcYield01FromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcYield01FromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcYieldFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcYieldFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcYieldFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcYieldFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcYieldFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcYieldFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcYieldFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcYieldFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcYieldFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcYieldFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcYieldFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcYieldFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcYieldFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcYieldFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcYieldSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcYieldSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcYieldSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcYieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcYieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcYieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcYieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcYieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcYieldSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcYieldSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcYieldSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcYieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcYieldSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcYieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcZSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcZSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW) |
double |
BondComponent.calcZSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW) |
double |
BondComponent.calcZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcZSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcZSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcZSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcZSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcZSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcZSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcZSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcZSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcZSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcZSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcZSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
CDSComponent.calibFlatSpread(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Calibrate the CDS's flat spread from the calculated up-front points
|
CDSComponent.SpreadCalibOP |
CDSComponent.SpreadCalibrator.calibrateHazardFromPrice(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPriceCalib)
Calibrate the hazard rate from calibration price
|
double |
BondComponent.BondCalibrator.calibZeroCurveSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPriceCalib)
Calibrate the bond Z Spread from the market price.
|
PredictorResponseWeightConstraint |
CDSComponent.generateCalibPRLC(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
LatentStateMetricMeasure lsmm) |
PredictorResponseWeightConstraint |
BondComponent.generateCalibPRLC(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
LatentStateMetricMeasure lsmm) |
double |
BondComponent.getEffectiveTsyBmkYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
java.util.List<LossPeriodCurveFactors> |
BondComponent.getLossFlowFromPrice(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
BondRVMeasures |
BondComponent.standardMeasures(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice) |
CaseInsensitiveTreeMap<java.lang.Double> |
BondComponent.standardRVMeasureMap(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice,
java.lang.String strPrefix) |
CaseInsensitiveTreeMap<java.lang.Double> |
CDSComponent.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |
CaseInsensitiveTreeMap<java.lang.Double> |
BondComponent.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |
CaseInsensitiveTreeMap<java.lang.Double> |
CDSComponent.valueFromQuotedSpread(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblFixCoupon,
double dblQuotedSpread) |
Modifier and Type | Method and Description |
---|---|
abstract double |
Bond.calcASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate ASW from Bond Basis to Maturity
|
abstract double |
Bond.calcASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate ASW from Bond Basis to Work-out
|
abstract double |
Bond.calcASWFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate ASW from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate ASW from Credit Basis to Maturity
|
abstract double |
Bond.calcASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate ASW from Credit Basis to Work-out
|
abstract double |
Bond.calcASWFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate ASW from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate ASW from Discount Margin to Maturity
|
abstract double |
Bond.calcASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate ASW from Discount Margin to Work-out
|
abstract double |
Bond.calcASWFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate ASW from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate ASW from G Spread to Maturity
|
abstract double |
Bond.calcASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate ASW from G Spread to Work-out
|
abstract double |
Bond.calcASWFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate ASW from G Spread to Optimal Exercise
|
abstract double |
Bond.calcASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate ASW from I Spread to Maturity
|
abstract double |
Bond.calcASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate ASW from I Spread to Work-out
|
abstract double |
Bond.calcASWFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate ASW from I Spread to Optimal Exercise
|
abstract double |
Bond.calcASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate ASW from OAS to Maturity
|
abstract double |
Bond.calcASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate ASW from OAS to Work-out
|
abstract double |
Bond.calcASWFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate ASW from OAS to Optimal Exercise
|
abstract double |
Bond.calcASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate ASW from PECS to Maturity
|
abstract double |
Bond.calcASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate ASW from PECS to Work-out
|
abstract double |
Bond.calcASWFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate ASW from PECS to Optimal Exercise
|
abstract double |
Bond.calcASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate ASW from Price to Maturity
|
abstract double |
Bond.calcASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate ASW from Price to Work-out
|
abstract double |
Bond.calcASWFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate ASW from Price to Optimal Exercise
|
abstract double |
Bond.calcASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate ASW from TSY Spread to Maturity
|
abstract double |
Bond.calcASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate ASW from TSY Spread to Work-out
|
abstract double |
Bond.calcASWFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate ASW from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate ASW from Yield to Maturity
|
abstract double |
Bond.calcASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate ASW from Yield to Work-out
|
abstract double |
Bond.calcASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate ASW from Yield Spread to Maturity
|
abstract double |
Bond.calcASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate ASW from Yield Spread to Work-out
|
abstract double |
Bond.calcASWFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate ASW from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcASWFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate ASW from Yield to Optimal Exercise
|
abstract double |
Bond.calcASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate ASW from Z Spread to Maturity
|
abstract double |
Bond.calcASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate ASW from Z Spread to Work-out
|
abstract double |
Bond.calcASWFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate ASW from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Bond Basis from ASW to Maturity
|
abstract double |
Bond.calcBondBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Bond Basis from ASW to Work-out
|
abstract double |
Bond.calcBondBasisFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Bond Basis from ASW to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Bond Basis from Credit Basis to Maturity
|
abstract double |
Bond.calcBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Bond Basis from Credit Basis to Work-out
|
abstract double |
Bond.calcBondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Bond Basis from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Bond Basis from Discount Margin to Maturity
|
abstract double |
Bond.calcBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Bond Basis from Discount Margin to Work-out
|
abstract double |
Bond.calcBondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Bond Basis from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Bond Basis from G Spread to Maturity
|
abstract double |
Bond.calcBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Bond Basis from G Spread to Work-out
|
abstract double |
Bond.calcBondBasisFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Bond Basis from G Spread to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Bond Basis from I Spread to Maturity
|
abstract double |
Bond.calcBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Bond Basis from I Spread to Work-out
|
abstract double |
Bond.calcBondBasisFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Bond Basis from I Spread to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Bond Basis from OAS to Maturity
|
abstract double |
Bond.calcBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Bond Basis from OAS to Work-out
|
abstract double |
Bond.calcBondBasisFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Bond Basis from OAS to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Bond Basis from PECS to Maturity
|
abstract double |
Bond.calcBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Bond Basis from PECS to Work-out
|
abstract double |
Bond.calcBondBasisFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Bond Basis from PECS to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Bond Basis from Price to Maturity
|
abstract double |
Bond.calcBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Bond Basis from Price to Work-out
|
abstract double |
Bond.calcBondBasisFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Bond Basis from Price to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Bond Basis from TSY Spread to Maturity
|
abstract double |
Bond.calcBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Bond Basis from TSY Spread to Work-out
|
abstract double |
Bond.calcBondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Bond Basis from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Bond Basis from Yield to Maturity
|
abstract double |
Bond.calcBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Bond Basis from Yield to Work-out
|
abstract double |
Bond.calcBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Bond Basis from Yield Spread to Maturity
|
abstract double |
Bond.calcBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Bond Basis from Yield Spread to Work-out
|
abstract double |
Bond.calcBondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Bond Basis from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Bond Basis from Yield to Optimal Exercise
|
abstract double |
Bond.calcBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Bond Basis from Z Spread to Maturity
|
abstract double |
Bond.calcBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Bond Basis from Z Spread to Work-out
|
abstract double |
Bond.calcBondBasisFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Bond Basis from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Convexity from ASW to Maturity
|
abstract double |
Bond.calcConvexityFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Convexity from ASW to Work-out
|
abstract double |
Bond.calcConvexityFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Convexity from ASW to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Convexity from Bond Basis to Maturity
|
abstract double |
Bond.calcConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Convexity from Bond Basis to Work-out
|
abstract double |
Bond.calcConvexityFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Convexity from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Convexity from Credit Basis to Maturity
|
abstract double |
Bond.calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Convexity from Credit Basis to Work-out
|
abstract double |
Bond.calcConvexityFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Convexity from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Convexity from Discount Margin to Maturity
|
abstract double |
Bond.calcConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Convexity from Discount Margin to Work-out
|
abstract double |
Bond.calcConvexityFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Convexity from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Convexity from G Spread to Maturity
|
abstract double |
Bond.calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Convexity from G Spread to Work-out
|
abstract double |
Bond.calcConvexityFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Convexity from G Spread to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Convexity from I Spread to Maturity
|
abstract double |
Bond.calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Convexity from I Spread to Work-out
|
abstract double |
Bond.calcConvexityFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Convexity from I Spread to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Convexity from OAS to Maturity
|
abstract double |
Bond.calcConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Convexity from OAS to Work-out
|
abstract double |
Bond.calcConvexityFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Convexity from OAS to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Convexity from PECS to Maturity
|
abstract double |
Bond.calcConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Convexity from PECS to Work-out
|
abstract double |
Bond.calcConvexityFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Convexity from PECS to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Convexity from Price to Maturity
|
abstract double |
Bond.calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Convexity from Price to Work-out
|
abstract double |
Bond.calcConvexityFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Convexity from Price to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Convexity from TSY Spread to Maturity
|
abstract double |
Bond.calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Convexity from TSY Spread to Work-out
|
abstract double |
Bond.calcConvexityFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Convexity from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Convexity from Yield to Maturity
|
abstract double |
Bond.calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Convexity from Yield to Work-out
|
abstract double |
Bond.calcConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Convexity from Yield Spread to Maturity
|
abstract double |
Bond.calcConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Convexity from Yield Spread to Work-out
|
abstract double |
Bond.calcConvexityFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Convexity from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Convexity from Yield to Optimal Exercise
|
abstract double |
Bond.calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Convexity from Z Spread to Maturity
|
abstract double |
Bond.calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Convexity from Z Spread to Work-out
|
abstract double |
Bond.calcConvexityFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Convexity from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Credit Basis from ASW to Maturity
|
abstract double |
Bond.calcCreditBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Credit Basis from ASW to Work-out
|
abstract double |
Bond.calcCreditBasisFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Credit Basis from ASW to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Credit Basis from Bond Basis to Maturity
|
abstract double |
Bond.calcCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Credit Basis from Bond Basis to Work-out
|
abstract double |
Bond.calcCreditBasisFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Credit Basis from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Credit Basis from Discount Margin to Maturity
|
abstract double |
Bond.calcCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Credit Basis from Discount Margin to Work-out
|
abstract double |
Bond.calcCreditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Credit Basis from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Credit Basis from G Spread to Maturity
|
abstract double |
Bond.calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Credit Basis from G Spread to Work-out
|
abstract double |
Bond.calcCreditBasisFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Credit Basis from G Spread to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Credit Basis from I Spread to Maturity
|
abstract double |
Bond.calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Credit Basis from I Spread to Work-out
|
abstract double |
Bond.calcCreditBasisFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Credit Basis from I Spread to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Credit Basis from OAS to Maturity
|
abstract double |
Bond.calcCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Credit Basis from OAS to Work-out
|
abstract double |
Bond.calcCreditBasisFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Credit Basis from OAS to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Credit Basis from PECS to Maturity
|
abstract double |
Bond.calcCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Credit Basis from PECS to Work-out
|
abstract double |
Bond.calcCreditBasisFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Credit Basis from PECS to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Credit Basis from Price to Maturity
|
abstract double |
Bond.calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Credit Basis from Price to Work-out
|
abstract double |
Bond.calcCreditBasisFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Credit Basis from Price to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Credit Basis from TSY Spread to Maturity
|
abstract double |
Bond.calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Credit Basis from TSY Spread to Work-out
|
abstract double |
Bond.calcCreditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Credit Basis from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Credit Basis from Yield to Maturity
|
abstract double |
Bond.calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Credit Basis from Yield to Work-out
|
abstract double |
Bond.calcCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Credit Basis from Yield Spread to Maturity
|
abstract double |
Bond.calcCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Credit Basis from Yield Spread to Work-out
|
abstract double |
Bond.calcCreditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Credit Basis from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Credit Basis from Yield to Optimal Exercise
|
abstract double |
Bond.calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Credit Basis from Z Spread to Maturity
|
abstract double |
Bond.calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Credit Basis from Z Spread to Work-out
|
abstract double |
Bond.calcCreditBasisFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Credit Basis from Z Spread to Optimal Exercise
|
CaseInsensitiveTreeMap<java.lang.Double> |
Component.calcCustomScenarioMeasures(ValuationParams valParams,
PricerParams pricerParams,
MarketParams mpc,
java.lang.String strCustomScenName,
QuotingParams quotingParams,
CaseInsensitiveTreeMap<java.lang.Double> mapBaseOP)
Generate a full list of custom measures for the set of scenario market parameters present in
the org.drip.param.definition.MarketParams
|
CaseInsensitiveTreeMap<java.lang.Double> |
BasketProduct.calcCustomScenarioMeasures(ValuationParams valParams,
PricerParams pricerParams,
MarketParams mpc,
java.lang.String strCustomScenName,
QuotingParams quotingParams,
CaseInsensitiveTreeMap<java.lang.Double> mapBase)
Compute Basket's Custom Scenario Measures
|
abstract double |
Bond.calcDiscountMarginFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Discount Margin from ASW to Maturity
|
abstract double |
Bond.calcDiscountMarginFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Discount Margin from ASW to Work-out
|
abstract double |
Bond.calcDiscountMarginFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Discount Margin from ASW to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Discount Margin from Bond Basis to Maturity
|
abstract double |
Bond.calcDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Discount Margin from Bond Basis to Work-out
|
abstract double |
Bond.calcDiscountMarginFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Discount Margin from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Discount Margin from Credit Basis to Maturity
|
abstract double |
Bond.calcDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Discount Margin from Credit Basis to Work-out
|
abstract double |
Bond.calcDiscountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Discount Margin from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Discount Margin from G Spread to Maturity
|
abstract double |
Bond.calcDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Discount Margin from G Spread to Work-out
|
abstract double |
Bond.calcDiscountMarginFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Discount Margin from G Spread to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Discount Margin from I Spread to Maturity
|
abstract double |
Bond.calcDiscountMarginFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Discount Margin from I Spread to Work-out
|
abstract double |
Bond.calcDiscountMarginFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Discount Margin from I Spread to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Discount Margin from OAS to Maturity
|
abstract double |
Bond.calcDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Discount Margin from OAS to Work-out
|
abstract double |
Bond.calcDiscountMarginFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Discount Margin from OAS to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Discount Margin from PECS to Maturity
|
abstract double |
Bond.calcDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Discount Margin from PECS to Work-out
|
abstract double |
Bond.calcDiscountMarginFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Discount Margin from PECS to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Discount Margin from Price to Maturity
|
abstract double |
Bond.calcDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Discount Margin from Price to Work-out
|
abstract double |
Bond.calcDiscountMarginFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Discount Margin from Price to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Discount Margin from TSY Spread to Maturity
|
abstract double |
Bond.calcDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Discount Margin from TSY Spread to Work-out
|
abstract double |
Bond.calcDiscountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Discount Margin from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Discount Margin from Yield to Maturity
|
abstract double |
Bond.calcDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Discount Margin from Yield to Work-out
|
abstract double |
Bond.calcDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Discount Margin from Yield Spread to Maturity
|
abstract double |
Bond.calcDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Discount Margin from Yield Spread to Work-out
|
abstract double |
Bond.calcDiscountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Discount Margin from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Discount Margin from Yield to Optimal Exercise
|
abstract double |
Bond.calcDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Discount Margin from Z Spread to Maturity
|
abstract double |
Bond.calcDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Discount Margin from Z Spread to Work-out
|
abstract double |
Bond.calcDiscountMarginFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Discount Margin from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Duration from ASW to Maturity
|
abstract double |
Bond.calcDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Duration from ASW to Work-out
|
abstract double |
Bond.calcDurationFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Duration from ASW to Optimal Exercise
|
abstract double |
Bond.calcDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Duration from Bond Basis to Maturity
|
abstract double |
Bond.calcDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Duration from Bond Basis to Work-out
|
abstract double |
Bond.calcDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Duration from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Duration from Credit Basis to Maturity
|
abstract double |
Bond.calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Duration from Credit Basis to Work-out
|
abstract double |
Bond.calcDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Duration from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Duration from Discount Margin to Maturity
|
abstract double |
Bond.calcDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Duration from Discount Margin to Work-out
|
abstract double |
Bond.calcDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Duration from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Duration from G Spread to Maturity
|
abstract double |
Bond.calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Duration from G Spread to Work-out
|
abstract double |
Bond.calcDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Duration from G Spread to Optimal Exercise
|
abstract double |
Bond.calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Duration from I Spread to Maturity
|
abstract double |
Bond.calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Duration from I Spread to Work-out
|
abstract double |
Bond.calcDurationFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Duration from I Spread to Optimal Exercise
|
abstract double |
Bond.calcDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Duration from OAS to Maturity
|
abstract double |
Bond.calcDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Duration from OAS to Work-out
|
abstract double |
Bond.calcDurationFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Duration from OAS to Optimal Exercise
|
abstract double |
Bond.calcDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Duration from PECS to Maturity
|
abstract double |
Bond.calcDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Duration from PECS to Work-out
|
abstract double |
Bond.calcDurationFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Duration from PECS to Optimal Exercise
|
abstract double |
Bond.calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Duration from Price to Maturity
|
abstract double |
Bond.calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Duration from Price to Work-out
|
abstract double |
Bond.calcDurationFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Duration from Price to Optimal Exercise
|
abstract double |
Bond.calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Duration from TSY Spread to Maturity
|
abstract double |
Bond.calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Duration from TSY Spread to Work-out
|
abstract double |
Bond.calcDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Duration from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Duration from Yield to Maturity
|
abstract double |
Bond.calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Duration from Yield to Work-out
|
abstract double |
Bond.calcDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Duration from Yield Spread to Maturity
|
abstract double |
Bond.calcDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Duration from Yield Spread to Work-out
|
abstract double |
Bond.calcDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Duration from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcDurationFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Duration from Yield to Optimal Exercise
|
abstract double |
Bond.calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Duration from Z Spread to Maturity
|
abstract double |
Bond.calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Duration from Z Spread to Work-out
|
abstract double |
Bond.calcDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Duration from Z Spread to Optimal Exercise
|
abstract WorkoutInfo |
Bond.calcExerciseYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Retrieve the work-out information from price
|
abstract double |
Bond.calcGSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate G Spread from ASW to Maturity
|
abstract double |
Bond.calcGSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate G Spread from ASW to Work-out
|
abstract double |
Bond.calcGSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate G Spread from ASW to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate G Spread from Bond Basis to Maturity
|
abstract double |
Bond.calcGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate G Spread from Bond Basis to Work-out
|
abstract double |
Bond.calcGSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate G Spread from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate G Spread from Credit Basis to Maturity
|
abstract double |
Bond.calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate G Spread from Credit Basis to Work-out
|
abstract double |
Bond.calcGSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate G Spread from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate G Spread from Discount Margin to Maturity
|
abstract double |
Bond.calcGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate G Spread from Discount Margin to Work-out
|
abstract double |
Bond.calcGSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate G Spread from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate G Spread from I Spread to Maturity
|
abstract double |
Bond.calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate G Spread from I Spread to Work-out
|
abstract double |
Bond.calcGSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate G Spread from I Spread to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate G Spread from OAS to Maturity
|
abstract double |
Bond.calcGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate G Spread from OAS to Work-out
|
abstract double |
Bond.calcGSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate G Spread from OAS to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate G Spread from PECS to Maturity
|
abstract double |
Bond.calcGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate G Spread from PECS to Work-out
|
abstract double |
Bond.calcGSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate G Spread from PECS to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate G Spread from Price to Maturity
|
abstract double |
Bond.calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate G Spread from Price to Work-out
|
abstract double |
Bond.calcGSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate G Spread from Price to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate G Spread from TSY Spread to Maturity
|
abstract double |
Bond.calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate G Spread from TSY Spread to Work-out
|
abstract double |
Bond.calcGSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate G Spread from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate G Spread from Yield to Maturity
|
abstract double |
Bond.calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate G Spread from Yield to Work-out
|
abstract double |
Bond.calcGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate G Spread from Yield Spread to Maturity
|
abstract double |
Bond.calcGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate G Spread from Yield Spread to Work-out
|
abstract double |
Bond.calcGSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate G Spread from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate G Spread from Yield to Optimal Exercise
|
abstract double |
Bond.calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate G Spread from Z Spread to Maturity
|
abstract double |
Bond.calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate G Spread from Z Spread to Work-out
|
abstract double |
Bond.calcGSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate G Spread from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate I Spread from ASW to Maturity
|
abstract double |
Bond.calcISpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate I Spread from ASW to Work-out
|
abstract double |
Bond.calcISpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate I Spread from ASW to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate I Spread from Bond Basis to Maturity
|
abstract double |
Bond.calcISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate I Spread from Bond Basis to Work-out
|
abstract double |
Bond.calcISpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate I Spread from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate I Spread from Credit Basis to Maturity
|
abstract double |
Bond.calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate I Spread from Credit Basis to Work-out
|
abstract double |
Bond.calcISpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate I Spread from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate I Spread from Discount Margin to Maturity
|
abstract double |
Bond.calcISpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate I Spread from Discount Margin to Work-out
|
abstract double |
Bond.calcISpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate I Spread from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate I Spread from G Spread to Maturity
|
abstract double |
Bond.calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate I Spread from G Spread to Work-out
|
abstract double |
Bond.calcISpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate I Spread from G Spread to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate I Spread from OAS to Maturity
|
abstract double |
Bond.calcISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate I Spread from OAS to Work-out
|
abstract double |
Bond.calcISpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate I Spread from OAS to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate I Spread from PECS to Maturity
|
abstract double |
Bond.calcISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate I Spread from PECS to Work-out
|
abstract double |
Bond.calcISpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate I Spread from PECS to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate I Spread from Price to Maturity
|
abstract double |
Bond.calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate I Spread from Price to Work-out
|
abstract double |
Bond.calcISpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate I Spread from Price to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate I Spread from TSY Spread to Maturity
|
abstract double |
Bond.calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate I Spread from TSY Spread to Work-out
|
abstract double |
Bond.calcISpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate I Spread from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate I Spread from Yield to Maturity
|
abstract double |
Bond.calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate I Spread from Yield to Work-out
|
abstract double |
Bond.calcISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate I Spread from Yield Spread to Maturity
|
abstract double |
Bond.calcISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate I Spread from Yield Spread to Work-out
|
abstract double |
Bond.calcISpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate I Spread from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate I Spread from Yield to Optimal Exercise
|
abstract double |
Bond.calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate I Spread from Z Spread to Maturity
|
abstract double |
Bond.calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate I Spread from Z Spread to Work-out
|
abstract double |
Bond.calcISpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate I Spread from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Macaulay Duration from ASW to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Macaulay Duration from ASW to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Macaulay Duration from ASW to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Macaulay Duration from Bond Basis to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Macaulay Duration from Bond Basis to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Macaulay Duration from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Macaulay Duration from Credit Basis to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Macaulay Duration from Credit Basis to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Macaulay Duration from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Macaulay Duration from Discount Margin to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Macaulay Duration from Discount Margin to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Macaulay Duration from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Macaulay Duration from G Spread to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Macaulay Duration from G Spread to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Macaulay Duration from G Spread to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Macaulay Duration from I Spread to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Macaulay Duration from I Spread to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Macaulay Duration from I Spread to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Macaulay Duration from OAS to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Macaulay Duration from OAS to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Macaulay Duration from OAS to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Macaulay Duration from PECS to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Macaulay Duration from PECS to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Macaulay Duration from PECS to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Macaulay Duration from Price to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Macaulay Duration from Price to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Macaulay Duration from Price to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Macaulay Duration from TSY Spread to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Macaulay Duration from TSY Spread to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Macaulay Duration from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Macaulay Duration from Yield to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Macaulay Duration from Yield to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Macaulay Duration from Yield Spread to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Macaulay Duration from Yield Spread to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Macaulay Duration from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Macaulay Duration from Yield to Optimal Exercise
|
abstract double |
Bond.calcMacaulayDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Macaulay Duration from Z Spread to Maturity
|
abstract double |
Bond.calcMacaulayDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Macaulay Duration from Z Spread to Work-out
|
abstract double |
Bond.calcMacaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Macaulay Duration from Z Spread to Optimal Exercise
|
ComponentMeasures |
Component.calcMeasures(ValuationParams valParams,
PricerParams pricerParams,
MarketParams mpc,
QuotingParams quotingParams)
Generate a full list of the component measures for the set of scenario market parameters present in
the org.drip.param.definition.MarketParams
|
BasketMeasures |
BasketProduct.calcMeasures(ValuationParams valParams,
PricerParams pricerParams,
MarketParams mpc,
QuotingParams quotingParams)
Generate a full list of the basket product measures for the set of scenario market parameters present
in the org.drip.param.definition.MarketParams
|
double |
BasketProduct.calcMeasureValue(ValuationParams valParams,
PricerParams pricerParams,
BasketMarketParams bmp,
QuotingParams quotingParams,
java.lang.String strMeasure)
Calculate the value of the given basket product measure
|
double |
Component.calcMeasureValue(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
java.lang.String strMeasure)
Calculate the value of the given component measure
|
abstract double |
Bond.calcModifiedDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Modified Duration from ASW to Maturity
|
abstract double |
Bond.calcModifiedDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Modified Duration from ASW to Work-out
|
abstract double |
Bond.calcModifiedDurationFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Modified Duration from ASW to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Modified Duration from Bond Basis to Maturity
|
abstract double |
Bond.calcModifiedDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Modified Duration from Bond Basis to Work-out
|
abstract double |
Bond.calcModifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Modified Duration from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Modified Duration from Credit Basis to Maturity
|
abstract double |
Bond.calcModifiedDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Modified Duration from Credit Basis to Work-out
|
abstract double |
Bond.calcModifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Modified Duration from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Modified Duration from Discount Margin to Maturity
|
abstract double |
Bond.calcModifiedDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Modified Duration from Discount Margin to Work-out
|
abstract double |
Bond.calcModifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Modified Duration from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Modified Duration from G Spread to Maturity
|
abstract double |
Bond.calcModifiedDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Modified Duration from G Spread to Work-out
|
abstract double |
Bond.calcModifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Modified Duration from G Spread to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Modified Duration from I Spread to Maturity
|
abstract double |
Bond.calcModifiedDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Modified Duration from I Spread to Work-out
|
abstract double |
Bond.calcModifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Modified Duration from I Spread to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Modified Duration from OAS to Maturity
|
abstract double |
Bond.calcModifiedDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Modified Duration from OAS to Work-out
|
abstract double |
Bond.calcModifiedDurationFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Modified Duration from OAS to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Modified Duration from PECS to Maturity
|
abstract double |
Bond.calcModifiedDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Modified Duration from PECS to Work-out
|
abstract double |
Bond.calcModifiedDurationFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Modified Duration from PECS to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Modified Duration from Price to Maturity
|
abstract double |
Bond.calcModifiedDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Modified Duration from Price to Work-out
|
abstract double |
Bond.calcModifiedDurationFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Modified Duration from Price to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Modified Duration from TSY Spread to Maturity
|
abstract double |
Bond.calcModifiedDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Modified Duration from TSY Spread to Work-out
|
abstract double |
Bond.calcModifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Modified Duration from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Modified Duration from Yield to Maturity
|
abstract double |
Bond.calcModifiedDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Modified Duration from Yield to Work-out
|
abstract double |
Bond.calcModifiedDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Modified Duration from Yield Spread to Maturity
|
abstract double |
Bond.calcModifiedDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Modified Duration from Yield Spread to Work-out
|
abstract double |
Bond.calcModifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Modified Duration from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Modified Duration from Yield to Optimal Exercise
|
abstract double |
Bond.calcModifiedDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Modified Duration from Z Spread to Maturity
|
abstract double |
Bond.calcModifiedDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Modified Duration from Z Spread to Work-out
|
abstract double |
Bond.calcModifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Modified Duration from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcOASFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate OAS from ASW to Maturity
|
abstract double |
Bond.calcOASFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate OAS from ASW to Work-out
|
abstract double |
Bond.calcOASFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate OAS from ASW to Optimal Exercise
|
abstract double |
Bond.calcOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate OAS from Bond Basis to Maturity
|
abstract double |
Bond.calcOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate OAS from Bond Basis to Work-out
|
abstract double |
Bond.calcOASFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate OAS from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate OAS from Credit Basis to Maturity
|
abstract double |
Bond.calcOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate OAS from Credit Basis to Work-out
|
abstract double |
Bond.calcOASFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate OAS from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate OAS from Discount Margin to Maturity
|
abstract double |
Bond.calcOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate OAS from Discount Margin to Work-out
|
abstract double |
Bond.calcOASFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate OAS from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate OAS from G Spread to Maturity
|
abstract double |
Bond.calcOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate OAS from G Spread to Work-out
|
abstract double |
Bond.calcOASFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate OAS from G Spread to Optimal Exercise
|
abstract double |
Bond.calcOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate OAS from I Spread to Maturity
|
abstract double |
Bond.calcOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate OAS from I Spread to Work-out
|
abstract double |
Bond.calcOASFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate OAS from I Spread to Optimal Exercise
|
abstract double |
Bond.calcOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate OAS from PECS to Maturity
|
abstract double |
Bond.calcOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate OAS from PECS to Work-out
|
abstract double |
Bond.calcOASFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate OAS from PECS to Optimal Exercise
|
abstract double |
Bond.calcOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate OAS from Price to Maturity
|
abstract double |
Bond.calcOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate OAS from Price to Work-out
|
abstract double |
Bond.calcOASFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate OAS from Price to Optimal Exercise
|
abstract double |
Bond.calcOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate OAS from TSY Spread to Maturity
|
abstract double |
Bond.calcOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate OAS from TSY Spread to Work-out
|
abstract double |
Bond.calcOASFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate OAS from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate OAS from Yield to Maturity
|
abstract double |
Bond.calcOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate OAS from Yield to Work-out
|
abstract double |
Bond.calcOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate OAS from Yield Spread to Maturity
|
abstract double |
Bond.calcOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate OAS from Yield Spread to Work-out
|
abstract double |
Bond.calcOASFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate OAS from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcOASFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate OAS from Yield to Optimal Exercise
|
abstract double |
Bond.calcOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate OAS from Z Spread to Maturity
|
abstract double |
Bond.calcOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate OAS from Z Spread to Work-out
|
abstract double |
Bond.calcOASFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate OAS from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcPECSFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate PECS from ASW to Maturity
|
abstract double |
Bond.calcPECSFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate PECS from ASW to Work-out
|
abstract double |
Bond.calcPECSFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate PECS from ASW to Optimal Exercise
|
abstract double |
Bond.calcPECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate PECS from Bond Basis to Maturity
|
abstract double |
Bond.calcPECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate PECS from Bond Basis to Work-out
|
abstract double |
Bond.calcPECSFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate PECS from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcPECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate PECS from Credit Basis to Maturity
|
abstract double |
Bond.calcPECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate PECS from Credit Basis to Work-out
|
abstract double |
Bond.calcPECSFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate PECS from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcPECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate PECS from Discount Margin to Maturity
|
abstract double |
Bond.calcPECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate PECS from Discount Margin to Work-out
|
abstract double |
Bond.calcPECSFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate PECS from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcPECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate PECS from G Spread to Maturity
|
abstract double |
Bond.calcPECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate PECS from G Spread to Work-out
|
abstract double |
Bond.calcPECSFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate PECS from G Spread to Optimal Exercise
|
abstract double |
Bond.calcPECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate PECS from I Spread to Maturity
|
abstract double |
Bond.calcPECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate PECS from I Spread to Work-out
|
abstract double |
Bond.calcPECSFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate PECS from I Spread to Optimal Exercise
|
abstract double |
Bond.calcPECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate PECS from OAS to Maturity
|
abstract double |
Bond.calcPECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate PECS from OAS to Work-out
|
abstract double |
Bond.calcPECSFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate PECS from OAS to Optimal Exercise
|
abstract double |
Bond.calcPECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate PECS from Price to Maturity
|
abstract double |
Bond.calcPECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate PECS from Price to Work-out
|
abstract double |
Bond.calcPECSFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate PECS from Price to Optimal Exercise
|
abstract double |
Bond.calcPECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate PECS from TSY Spread to Maturity
|
abstract double |
Bond.calcPECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate PECS from TSY Spread to Work-out
|
abstract double |
Bond.calcPECSFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate PECS from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcPECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate PECS from Yield to Maturity
|
abstract double |
Bond.calcPECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate PECS from Yield to Work-out
|
abstract double |
Bond.calcPECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate PECS from Yield Spread to Maturity
|
abstract double |
Bond.calcPECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate PECS from Yield Spread to Work-out
|
abstract double |
Bond.calcPECSFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate PECS from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcPECSFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate PECS from Yield to Optimal Exercise
|
abstract double |
Bond.calcPECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate PECS from Z Spread to Maturity
|
abstract double |
Bond.calcPECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate PECS from Z Spread to Work-out
|
abstract double |
Bond.calcPECSFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate PECS from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcPriceFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Price from ASW to Maturity
|
abstract double |
Bond.calcPriceFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Price from ASW to Work-out
|
abstract double |
Bond.calcPriceFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Price from ASW to Optimal Exercise
|
abstract double |
Bond.calcPriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Price from Bond Basis to Maturity
|
abstract double |
Bond.calcPriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Price from Bond Basis to Work-out
|
abstract double |
Bond.calcPriceFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Price from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcPriceFromBumpedZC(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
int iZeroCurveBaseDC,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZCBump)
Calculate the bond's non-credit risky theoretical price from the bumped zero curve
|
abstract double |
Bond.calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Price from Credit Basis to Maturity
|
abstract double |
Bond.calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Price from Credit Basis to Work-out
|
abstract double |
Bond.calcPriceFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Price from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcPriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Price from Discount Margin to Maturity
|
abstract double |
Bond.calcPriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Price from Discount Margin to Work-out
|
abstract double |
Bond.calcPriceFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Price from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Price from G Spread to Maturity
|
abstract double |
Bond.calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Price from G Spread to Work-out
|
abstract double |
Bond.calcPriceFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Price from G Spread to Optimal Exercise
|
abstract double |
Bond.calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Price from I Spread to Maturity
|
abstract double |
Bond.calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Price from I Spread to Work-out
|
abstract double |
Bond.calcPriceFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Price from I Spread to Optimal Exercise
|
abstract double |
Bond.calcPriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Price from OAS to Maturity
|
abstract double |
Bond.calcPriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Price from OAS to Work-out
|
abstract double |
Bond.calcPriceFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Price from OAS to Optimal Exercise
|
abstract double |
Bond.calcPriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Price from PECS to Maturity
|
abstract double |
Bond.calcPriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Price from PECS to Work-out
|
abstract double |
Bond.calcPriceFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Price from PECS to Optimal Exercise
|
abstract double |
Bond.calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Price from TSY Spread to Maturity
|
abstract double |
Bond.calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Price from TSY Spread to Work-out
|
abstract double |
Bond.calcPriceFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Price from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Price from Yield to Maturity
|
abstract double |
Bond.calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Price from Yield to Work-out
|
abstract double |
Bond.calcPriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Price from Yield Spread to Maturity
|
abstract double |
Bond.calcPriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Price from Yield Spread to Work-out
|
abstract double |
Bond.calcPriceFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Price from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcPriceFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Price from Yield to Optimal Exercise
|
abstract double |
Bond.calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Price from Z Spread to Maturity
|
abstract double |
Bond.calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Price from Z Spread to Work-out
|
abstract double |
Bond.calcPriceFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Price from Z Spread to Optimal Exercise
|
abstract WengertJacobian |
CalibratableComponent.calcPVDFMicroJack(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Compute the micro-Jacobian of the PV to the DF
|
abstract WengertJacobian |
CalibratableComponent.calcQuoteDFMicroJack(java.lang.String strQuote,
ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Compute the micro-Jacobian of the given measure to the DF
|
abstract double |
Bond.calcTSYSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate TSY Spread from ASW to Maturity
|
abstract double |
Bond.calcTSYSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate TSY Spread from ASW to Work-out
|
abstract double |
Bond.calcTSYSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate TSY Spread from ASW to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate TSY Spread from Bond Basis to Maturity
|
abstract double |
Bond.calcTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate TSY Spread from Bond Basis to Work-out
|
abstract double |
Bond.calcTSYSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate TSY Spread from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate TSY Spread from Credit Basis to Maturity
|
abstract double |
Bond.calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate TSY Spread from Credit Basis to Work-out
|
abstract double |
Bond.calcTSYSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate TSY Spread from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate TSY Spread from Discount Margin to Maturity
|
abstract double |
Bond.calcTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate TSY Spread from Discount Margin to Work-out
|
abstract double |
Bond.calcTSYSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate TSY Spread from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate TSY Spread from G Spread to Maturity
|
abstract double |
Bond.calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate TSY Spread from G Spread to Work-out
|
abstract double |
Bond.calcTSYSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate TSY Spread from G Spread to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate TSY Spread from I Spread to Maturity
|
abstract double |
Bond.calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate TSY Spread from I Spread to Work-out
|
abstract double |
Bond.calcTSYSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate TSY Spread from I Spread to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate TSY Spread from OAS to Maturity
|
abstract double |
Bond.calcTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate TSY Spread from OAS to Work-out
|
abstract double |
Bond.calcTSYSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate TSY Spread from OAS to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate TSY Spread from PECS to Maturity
|
abstract double |
Bond.calcTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate TSY Spread from PECS to Work-out
|
abstract double |
Bond.calcTSYSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate TSY Spread from PECS to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate TSY Spread from Price to Maturity
|
abstract double |
Bond.calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate TSY Spread from Price to Work-out
|
abstract double |
Bond.calcTSYSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate TSY Spread from Price to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate TSY Spread from Yield to Maturity
|
abstract double |
Bond.calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate TSY Spread from Yield to Work-out
|
abstract double |
Bond.calcTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate TSY Spread from Yield Spread to Maturity
|
abstract double |
Bond.calcTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate TSY Spread from Yield Spread to Work-out
|
abstract double |
Bond.calcTSYSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate TSY Spread from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate TSY Spread from Yield to Optimal Exercise
|
abstract double |
Bond.calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate TSY Spread from Z Spread to Maturity
|
abstract double |
Bond.calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate TSY Spread from Z Spread to Work-out
|
abstract double |
Bond.calcTSYSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate TSY Spread from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcYield01FromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield01 from ASW to Maturity
|
abstract double |
Bond.calcYield01FromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Yield01 from ASW to Work-out
|
abstract double |
Bond.calcYield01FromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield01 from ASW to Optimal Exercise
|
abstract double |
Bond.calcYield01FromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield01 from Bond Basis to Maturity
|
abstract double |
Bond.calcYield01FromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Yield01 from Bond Basis to Work-out
|
abstract double |
Bond.calcYield01FromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield01 from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcYield01FromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield01 from Credit Basis to Maturity
|
abstract double |
Bond.calcYield01FromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Yield01 from Credit Basis to Work-out
|
abstract double |
Bond.calcYield01FromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield01 from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcYield01FromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield01 from Discount Margin to Maturity
|
abstract double |
Bond.calcYield01FromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Yield01 from Discount Margin to Work-out
|
abstract double |
Bond.calcYield01FromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield01 from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcYield01FromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield01 from G Spread to Maturity
|
abstract double |
Bond.calcYield01FromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Yield01 from G Spread to Work-out
|
abstract double |
Bond.calcYield01FromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield01 from G Spread to Optimal Exercise
|
abstract double |
Bond.calcYield01FromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield01 from I Spread to Maturity
|
abstract double |
Bond.calcYield01FromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Yield01 from I Spread to Work-out
|
abstract double |
Bond.calcYield01FromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield01 from I Spread to Optimal Exercise
|
abstract double |
Bond.calcYield01FromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield01 from OAS to Maturity
|
abstract double |
Bond.calcYield01FromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Yield01 from OAS to Work-out
|
abstract double |
Bond.calcYield01FromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield01 from OAS to Optimal Exercise
|
abstract double |
Bond.calcYield01FromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield01 from PECS to Maturity
|
abstract double |
Bond.calcYield01FromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Yield01 from PECS to Work-out
|
abstract double |
Bond.calcYield01FromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield01 from PECS to Optimal Exercise
|
abstract double |
Bond.calcYield01FromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield01 from Price to Maturity
|
abstract double |
Bond.calcYield01FromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Yield01 from Price to Work-out
|
abstract double |
Bond.calcYield01FromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield01 from Price to Optimal Exercise
|
abstract double |
Bond.calcYield01FromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Yield01 from TSY Spread to Maturity
|
abstract double |
Bond.calcYield01FromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Yield01 from TSY Spread to Work-out
|
abstract double |
Bond.calcYield01FromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Yield01 from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcYield01FromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Yield01 from Yield to Maturity
|
abstract double |
Bond.calcYield01FromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Yield01 from Yield to Work-out
|
abstract double |
Bond.calcYield01FromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Yield01 from Yield Spread to Maturity
|
abstract double |
Bond.calcYield01FromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Yield01 from Yield Spread to Work-out
|
abstract double |
Bond.calcYield01FromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Yield01 from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcYield01FromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Yield01 from Yield to Optimal Exercise
|
abstract double |
Bond.calcYield01FromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield01 from Z Spread to Maturity
|
abstract double |
Bond.calcYield01FromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Yield01 from Z Spread to Work-out
|
abstract double |
Bond.calcYield01FromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield01 from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcYieldFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield from ASW to Maturity
|
abstract double |
Bond.calcYieldFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Yield from ASW to Work-out
|
abstract double |
Bond.calcYieldFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield from ASW to Optimal Exercise
|
abstract double |
Bond.calcYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield from Bond Basis to Maturity
|
abstract double |
Bond.calcYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Yield from Bond Basis to Work-out
|
abstract double |
Bond.calcYieldFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield from Credit Basis to Maturity
|
abstract double |
Bond.calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Yield from Credit Basis to Work-out
|
abstract double |
Bond.calcYieldFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield from Discount Margin to Maturity
|
abstract double |
Bond.calcYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Yield from Discount Margin to Work-out
|
abstract double |
Bond.calcYieldFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield from G Spread to Maturity
|
abstract double |
Bond.calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Yield from G Spread to Work-out
|
abstract double |
Bond.calcYieldFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield from G Spread to Optimal Exercise
|
abstract double |
Bond.calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield from I Spread to Maturity
|
abstract double |
Bond.calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Yield from I Spread to Work-out
|
abstract double |
Bond.calcYieldFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield from I Spread to Optimal Exercise
|
abstract double |
Bond.calcYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield from OAS to Maturity
|
abstract double |
Bond.calcYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Yield from OAS to Work-out
|
abstract double |
Bond.calcYieldFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield from OAS to Optimal Exercise
|
abstract double |
Bond.calcYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield from PECS to Maturity
|
abstract double |
Bond.calcYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Yield from PECS to Work-out
|
abstract double |
Bond.calcYieldFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield from PECS to Optimal Exercise
|
abstract double |
Bond.calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield from Price to Maturity
|
abstract double |
Bond.calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Yield from Price to Work-out
|
abstract double |
Bond.calcYieldFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield from Price to Optimal Exercise
|
abstract double |
Bond.calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Yield from TSY Spread to Maturity
|
abstract double |
Bond.calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Yield from TSY Spread to Work-out
|
abstract double |
Bond.calcYieldFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Yield from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Yield from Yield Spread to Maturity
|
abstract double |
Bond.calcYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Yield from Yield Spread to Work-out
|
abstract double |
Bond.calcYieldFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Yield from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield from Z Spread to Maturity
|
abstract double |
Bond.calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Yield from Z Spread to Work-out
|
abstract double |
Bond.calcYieldFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield Spread from ASW to Maturity
|
abstract double |
Bond.calcYieldSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Yield Spread from ASW to Work-out
|
abstract double |
Bond.calcYieldSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield Spread from ASW to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield Spread from Bond Basis to Maturity
|
abstract double |
Bond.calcYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Yield Spread from Bond Basis to Work-out
|
abstract double |
Bond.calcYieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield Spread from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield Spread from Credit Basis to Maturity
|
abstract double |
Bond.calcYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Yield Spread from Credit Basis to Work-out
|
abstract double |
Bond.calcYieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield Spread from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield Spread from Discount Margin to Maturity
|
abstract double |
Bond.calcYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Yield Spread from Discount Margin to Work-out
|
abstract double |
Bond.calcYieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield Spread from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield Spread from G Spread to Maturity
|
abstract double |
Bond.calcYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Yield Spread from G Spread to Work-out
|
abstract double |
Bond.calcYieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield Spread from G Spread to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield Spread from I Spread to Maturity
|
abstract double |
Bond.calcYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Yield Spread from I Spread to Work-out
|
abstract double |
Bond.calcYieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield Spread from I Spread to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield Spread from OAS to Maturity
|
abstract double |
Bond.calcYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Yield Spread from OAS to Work-out
|
abstract double |
Bond.calcYieldSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield Spread from OAS to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield Spread from PECS to Maturity
|
abstract double |
Bond.calcYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Yield Spread from PECS to Work-out
|
abstract double |
Bond.calcYieldSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield Spread from PECS to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield Spread from Price to Maturity
|
abstract double |
Bond.calcYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Yield Spread from Price to Work-out
|
abstract double |
Bond.calcYieldSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield Spread from Price to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Yield Spread from TSY Spread to Maturity
|
abstract double |
Bond.calcYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Yield Spread from TSY Spread to Work-out
|
abstract double |
Bond.calcYieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Yield Spread from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Yield Spread from Yield to Maturity
|
abstract double |
Bond.calcYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Yield Spread from Yield to Work-out
|
abstract double |
Bond.calcYieldSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Yield Spread from Yield to Optimal Exercise
|
abstract double |
Bond.calcYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield Spread from Z Spread to Maturity
|
abstract double |
Bond.calcYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Yield Spread from Z Spread to Work-out
|
abstract double |
Bond.calcYieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield Spread from Z Spread to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Z Spread from ASW to Maturity
|
abstract double |
Bond.calcZSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Z Spread from ASW to Work-out
|
abstract double |
Bond.calcZSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Z Spread from ASW to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Z Spread from Bond Basis to Maturity
|
abstract double |
Bond.calcZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Z Spread from Bond Basis to Work-out
|
abstract double |
Bond.calcZSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Z Spread from Bond Basis to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Z Spread from Credit Basis to Maturity
|
abstract double |
Bond.calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Z Spread from Credit Basis to Work-out
|
abstract double |
Bond.calcZSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Z Spread from Credit Basis to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Z Spread from Discount Margin to Maturity
|
abstract double |
Bond.calcZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Z Spread from Discount Margin to Work-out
|
abstract double |
Bond.calcZSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Z Spread from Discount Margin to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Z Spread from G Spread to Maturity
|
abstract double |
Bond.calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Z Spread from G Spread to Work-out
|
abstract double |
Bond.calcZSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Z Spread from G Spread to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Z Spread from I Spread to Maturity
|
abstract double |
Bond.calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Z Spread from I Spread to Work-out
|
abstract double |
Bond.calcZSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Z Spread from I Spread to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Z Spread from OAS to Maturity
|
abstract double |
Bond.calcZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Z Spread from OAS to Work-out
|
abstract double |
Bond.calcZSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Z Spread from OAS to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Z Spread from PECS to Maturity
|
abstract double |
Bond.calcZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Z Spread from PECS to Work-out
|
abstract double |
Bond.calcZSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Z Spread from PECS to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Z Spread from Price to Maturity
|
abstract double |
Bond.calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Z Spread from Price to Work-out
|
abstract double |
Bond.calcZSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Z Spread from Price to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Z Spread from TSY Spread to Maturity
|
abstract double |
Bond.calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Z Spread from TSY Spread to Work-out
|
abstract double |
Bond.calcZSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Z Spread from TSY Spread to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Z Spread from Yield to Maturity
|
abstract double |
Bond.calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Z Spread from Yield to Work-out
|
abstract double |
Bond.calcZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Z Spread from Yield Spread to Maturity
|
abstract double |
Bond.calcZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Z Spread from Yield Spread to Work-out
|
abstract double |
Bond.calcZSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Z Spread from Yield Spread to Optimal Exercise
|
abstract double |
Bond.calcZSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Z Spread from Yield to Optimal Exercise
|
abstract double |
CreditDefaultSwap.calibFlatSpread(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Calibrate the CDS's flat spread from the calculated up-front points
|
abstract PredictorResponseWeightConstraint |
CalibratableComponent.generateCalibPRLC(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
LatentStateMetricMeasure lsmm)
Generate the Calibratable Linearized Predictor/Response Constraints for the Component from the Market
Inputs.
|
abstract double |
Bond.getEffectiveTsyBmkYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Retrieve the effective treasury benchmark yield from the valuation, the component market parameters,
and the market price
|
abstract java.util.List<LossPeriodCurveFactors> |
Bond.getLossFlowFromPrice(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Get the bond's loss flow from price
|
abstract BondRVMeasures |
Bond.standardMeasures(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice)
Calculate the full set of Bond RV Measures from the Price Input
|
CaseInsensitiveTreeMap<java.lang.Double> |
BasketProduct.value(ValuationParams valParams,
PricerParams pricerParams,
BasketMarketParams bmp,
QuotingParams quotingParams)
Generate a full list of the basket product measures for the full input set of market parameters
|
abstract CaseInsensitiveTreeMap<java.lang.Double> |
Component.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Generate a full list of the component measures for the full input set of market parameters
|
abstract CaseInsensitiveTreeMap<java.lang.Double> |
CreditDefaultSwap.valueFromQuotedSpread(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblFixCoupon,
double dblQuotedSpread)
Value the CDS from the Quoted Spread
|
Modifier and Type | Field and Description |
---|---|
QuotingParams |
QuoteConvention._quotingParams
Quoting Parameters
|
Constructor and Description |
---|
QuoteConvention(QuotingParams quotingParams,
java.lang.String strCalculationType,
double dblFirstSettle,
double dblRedemptionValue,
int iSettleLag,
java.lang.String strSettleCalendar,
int iSettleAdjustMode)
Construct the QuoteConvention object from the quoting convention, the calculation type, the first
settle date, and the redemption value.
|
Modifier and Type | Method and Description |
---|---|
static double |
CreditAnalytics.BondCreditBasisFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond credit basis from price
|
static double |
CreditAnalytics.BondCreditBasisFromTSYSpread(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
CreditCurve cc,
double dblTSYSpread,
QuotingParams quotingParams)
Calculates the bond credit basis from spread to a treasury benchmark
|
static double |
CreditAnalytics.BondCreditBasisFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond Credit Basis from yield
|
static double |
CreditAnalytics.BondCreditBasisTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond credit basis to maturity from price
|
static double |
CreditAnalytics.BondCreditPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
QuotingParams quotingParams)
Computes the bond's theoretical price from discount curve and the credit curve
|
static double |
CreditAnalytics.BondDiscountMarginFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond Discount Margin from price
|
static double |
CreditAnalytics.BondDiscountMarginFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond Discount Margin from yield
|
static double |
CreditAnalytics.BondDiscountMarginTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond Discount Margin to Maturity from price
|
static double |
CreditAnalytics.BondGSpreadFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond G spread from price
|
static double |
CreditAnalytics.BondGSpreadFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblYield,
QuotingParams quotingParams)
Calculates the bond G spread from yield
|
static double |
CreditAnalytics.BondGTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond G spread to maturity from price
|
static double |
CreditAnalytics.BondISpreadFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond I Spread from price
|
static double |
CreditAnalytics.BondISpreadFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond I spread from yield
|
static double |
CreditAnalytics.BondITMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond I Spread to Maturity from price
|
static double |
CreditAnalytics.BondOASFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond OAS from price
|
static double |
CreditAnalytics.BondOASFromTSYSpread(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread,
QuotingParams quotingParams)
Calculates the bond OAS from spread to a treasury benchmark
|
static double |
CreditAnalytics.BondOASTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond OAS to maturity from price
|
static double |
CreditAnalytics.BondPECSFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblPrice,
QuotingParams quotingParams)
Calculates the Bond PECS from price
|
static double |
CreditAnalytics.BondPECSFromTSYSpread(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
CreditCurve cc,
double dblTSYSpread,
QuotingParams quotingParams)
Calculates the Bond PECS from spread to a treasury benchmark
|
static double |
CreditAnalytics.BondPECSFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblYield,
QuotingParams quotingParams)
Calculates the Bond PECS from yield
|
static double |
CreditAnalytics.BondPECSTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblPrice,
QuotingParams quotingParams)
Calculates the Bond PECS to maturity from price
|
static double |
CreditAnalytics.BondPriceFromTSYSpread(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread,
QuotingParams quotingParams)
Calculates the bond price from spread to a treasury benchmark
|
static double |
CreditAnalytics.BondPriceFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond price from yield
|
static double |
CreditAnalytics.BondTSYSpreadFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond spread to treasury from price
|
static double |
CreditAnalytics.BondTSYTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond spread over treasury to maturity from price
|
static WorkoutInfo |
CreditAnalytics.BondWorkoutInfoFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond work-out details from price
|
static double |
CreditAnalytics.BondYieldFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond yield from price
|
static double |
CreditAnalytics.BondYTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond YTM from price
|
static double |
CreditAnalytics.BondZSpreadFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond Z Spread from price
|
static double |
CreditAnalytics.BondZSpreadFromTSYSpread(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread,
QuotingParams quotingParams)
Calculates the bond Z spread from spread to a treasury benchmark
|
static double |
CreditAnalytics.BondZSpreadFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond Z spread from yield
|
static double |
CreditAnalytics.BondZTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond Z Spread to maturity from price
|
Modifier and Type | Method and Description |
---|---|
QuotingParams |
CreditAnalyticsRequest.getQuotingParams()
Retrieve the Quoting Parameters
|
Constructor and Description |
---|
CreditAnalyticsRequest(Component comp,
ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams cmp,
QuotingParams quotingParams)
CreditAnalyticsRequest constructor
|
Modifier and Type | Method and Description |
---|---|
static ZeroCurve |
ZeroCurveBuilder.CreateZeroCurve(int iFreqZC,
java.lang.String strDCZC,
java.lang.String strCalendarZC,
boolean bApplyEOMAdjZC,
java.util.List<CashflowPeriod> lsCouponPeriod,
double dblWorkoutDate,
double dblCashPayDate,
DiscountCurve dc,
QuotingParams quotingParams,
double dblZCBump)
ZeroCurve constructor from period, work-out, settle, and quoting parameters
|
Constructor and Description |
---|
DerivedZeroRate(int iFreqZC,
java.lang.String strDCZC,
java.lang.String strCalendarZC,
boolean bApplyEOMAdjZC,
java.util.List<CashflowPeriod> lsCouponPeriod,
double dblWorkoutDate,
double dblCashPayDate,
DiscountCurve dc,
QuotingParams quotingParams,
double dblZCBump)
DerivedZeroRate constructor from period, work-out, settle, and quoting parameters
|
Modifier and Type | Method and Description |
---|---|
boolean |
NonlinearCurveCalibrator.bootstrapHazardRate(ExplicitBootCreditCurve cc,
Component comp,
int iInstr,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
PricerParams pricerParamsIn,
java.lang.String strMeasure,
double dblCalibValue,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat)
Calibrate a single Hazard Rate Node from the corresponding Component
|
boolean |
NonlinearCurveCalibrator.bootstrapInterestRateSequence(ExplicitBootDiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
Component[] aCalibComp,
ValuationParams valParams,
java.lang.String[] astrCalibMeasure,
double[] adblCalibValue,
double dblBump,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat)
Boot-strap an interest rate curve from the set of calibration components
|
boolean |
NonlinearCurveCalibrator.bootstrapNonlinearInterestRateSequence(NonlinearDiscountFactorDiscountCurve nldfdc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
Component[] aCalibComp,
ValuationParams valParams,
java.lang.String[] astrCalibMeasure,
double[] adblCalibValue,
double dblBump,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat)
Boot-strap a non-linear interest rate curve from the set of calibration components
|
double |
NonlinearCurveCalibrator.calibrateIRNode(ExplicitBootDiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
Component comp,
int iInstr,
ValuationParams valParams,
java.lang.String strMeasure,
double dblCalibValue,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat,
double dblSearchStart)
Calibrate a single Interest Rate Node from the corresponding Component
|
OverlappingStretchSpan |
LinearCurveCalibrator.calibrateSpan(StretchRepresentationSpec[] aSRS,
double dblEpochResponse,
ValuationParams valParams,
PricerParams pricerParams,
QuotingParams quotingParams,
ComponentMarketParams cmp)
Calibrate the Span from the Instruments in the Stretches, and their Cash Flows.
|
CreditCurve |
CreditCurveScenarioGenerator.createCC(java.lang.String strName,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblRecovery,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat)
Calibrate a Credit Curve
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DiscountCurve |
RatesCurveScenarioGenerator.createIRCurve(ValuationParams valParams,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblBump,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams)
Calibrate a discount curve
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CreditCurve[] |
CreditCurveScenarioGenerator.createTenorCC(java.lang.String strName,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblBump,
double dblRecovery,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat)
Create an array of tenor bumped credit curves
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CaseInsensitiveTreeMap<CreditCurve> |
CreditCurveScenarioGenerator.createTenorCCMap(java.lang.String strName,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblBump,
double dblRecovery,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams,
boolean bFlat)
Create an tenor named map of tenor bumped credit curves
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CaseInsensitiveTreeMap<DiscountCurve> |
RatesCurveScenarioGenerator.createTenorIRCurveMap(ValuationParams valParams,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblBump,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams)
Calibrate a tenor map of tenor bumped discount curves
|
DiscountCurve[] |
RatesCurveScenarioGenerator.createTenorIRCurves(ValuationParams valParams,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
double[] adblQuotes,
double dblBump,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
QuotingParams quotingParams)
Calibrate an array of tenor bumped discount curves
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Constructor and Description |
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RatesSegmentSequenceBuilder(double dblEpochResponse,
StretchRepresentationSpec srs,
ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams cmp,
QuotingParams quotingParams,
MultiSegmentSequence mssPrev,
StretchBestFitResponse sbfr,
StretchBestFitResponse sbfrQuoteSensitivity,
BoundarySettings bs)
RatesSegmentSequenceBuilder constructor
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