public class PricerParams extends Serializer
Modifier and Type | Field and Description |
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boolean |
_bSurvToPayDate
Survival to Pay Date (True) or Period End Date (false)
|
CalibrationParams |
_calibParams
(Optional) Calibration Params
|
int |
_iDiscretizationScheme
Discretization Scheme In Use
|
int |
_iUnitSize
Discretization Unit Size
|
static int |
PERIOD_DAY_STEPS_MINIMUM
Minimum number of days per unit
|
static int |
PERIOD_DISCRETIZATION_DAY_STEP
Discretization as a sequence of day steps
|
static int |
PERIOD_DISCRETIZATION_FULL_COUPON
No discretization at all - just the full coupon period
|
static int |
PERIOD_DISCRETIZATION_PERIOD_STEP
Discretization as a sequence of time space divided periods
|
NULL_SER_STRING, VERSION
Constructor and Description |
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PricerParams(byte[] ab)
PricerParams de-serialization from input byte array
|
PricerParams(int iUnitSize,
CalibrationParams calibParams,
boolean bSurvToPayDate,
int iDiscretizationScheme)
Creates the pricer parameters from the discrete unit size, calibration mode on/off, survival to
pay/end date, and the discretization scheme
|
Modifier and Type | Method and Description |
---|---|
Serializer |
deserialize(byte[] ab)
De-serialize from a byte array.
|
java.lang.String |
getFieldDelimiter()
Returns the Field Delimiter String
|
java.lang.String |
getObjectTrailer()
Returns the Object Trailer String
|
static PricerParams |
MakeStdPricerParams()
Creates the standard pricer parameters object instance
|
byte[] |
serialize()
Serialize into a byte array.
|
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter
public static final int PERIOD_DAY_STEPS_MINIMUM
public static final int PERIOD_DISCRETIZATION_DAY_STEP
public static final int PERIOD_DISCRETIZATION_PERIOD_STEP
public static final int PERIOD_DISCRETIZATION_FULL_COUPON
public int _iUnitSize
public CalibrationParams _calibParams
public boolean _bSurvToPayDate
public int _iDiscretizationScheme
public PricerParams(int iUnitSize, CalibrationParams calibParams, boolean bSurvToPayDate, int iDiscretizationScheme)
iUnitSize
- Discretization Unit SizecalibParams
- Optional Calibration ParamsbSurvToPayDate
- Survival to Pay Date (True) or Period End Date (false)iDiscretizationScheme
- Discretization Scheme In Usepublic PricerParams(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if PricerParams cannot be properly de-serializedpublic static final PricerParams MakeStdPricerParams()
public java.lang.String getFieldDelimiter()
Serializer
getFieldDelimiter
in class Serializer
public java.lang.String getObjectTrailer()
Serializer
getObjectTrailer
in class Serializer
public byte[] serialize()
Serializer
serialize
in class Serializer
public Serializer deserialize(byte[] ab)
Serializer
deserialize
in class Serializer