public abstract class CurveSpanConstructionInput extends java.lang.Object implements CurveConstructionInputSet
Constructor and Description |
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CurveSpanConstructionInput(StretchRepresentationSpec[] aSRS,
ValuationParams valParam,
PricerParams pricerParam,
QuotingParams quotingParam,
ComponentMarketParams cmp)
CurveSpanConstructionInput constructor
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Modifier and Type | Method and Description |
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ComponentMarketParams |
getCMP()
Retrieve the Component Market Parameters
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CalibratableComponent[] |
getComponent()
Retrieve the Array of the Calibration Components
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java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> |
getFixing()
Retrieve the Calibration Fixing
|
CaseInsensitiveTreeMap<java.lang.String> |
getMeasure()
Retrieve the Calibration Measure Map
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PricerParams |
getPricerParameter()
Retrieve the Pricer Parameters
|
CaseInsensitiveTreeMap<java.lang.Double> |
getQuote()
Retrieve the Calibration Quote Map
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QuotingParams |
getQuotingParameter()
Retrieve the Quoting Parameter
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StretchRepresentationSpec[] |
getSRS()
Retrieve the Array of SRS
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ValuationParams |
getValuationParameter()
Retrieve the Valuation Parameter
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abstract LinearCurveCalibrator |
lcc()
Retrieve the Linear Curve Calibrator
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public CurveSpanConstructionInput(StretchRepresentationSpec[] aSRS, ValuationParams valParam, PricerParams pricerParam, QuotingParams quotingParam, ComponentMarketParams cmp) throws java.lang.Exception
aSRS
- Array of Stretch Representation SetvalParam
- Valuation ParameterspricerParam
- Pricer ParametersquotingParam
- Quoting Parameterscmp
- Component Market Parametersjava.lang.Exception
- Thrown if Inputs are invalidpublic ValuationParams getValuationParameter()
CurveConstructionInputSet
getValuationParameter
in interface CurveConstructionInputSet
public QuotingParams getQuotingParameter()
CurveConstructionInputSet
getQuotingParameter
in interface CurveConstructionInputSet
public CalibratableComponent[] getComponent()
CurveConstructionInputSet
getComponent
in interface CurveConstructionInputSet
public CaseInsensitiveTreeMap<java.lang.Double> getQuote()
CurveConstructionInputSet
getQuote
in interface CurveConstructionInputSet
public CaseInsensitiveTreeMap<java.lang.String> getMeasure()
CurveConstructionInputSet
getMeasure
in interface CurveConstructionInputSet
public java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> getFixing()
CurveConstructionInputSet
getFixing
in interface CurveConstructionInputSet
public PricerParams getPricerParameter()
public ComponentMarketParams getCMP()
public StretchRepresentationSpec[] getSRS()
public abstract LinearCurveCalibrator lcc()