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