public class CreditAnalytics
extends java.lang.Object
Constructor and Description |
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CreditAnalytics() |
Modifier and Type | Method and Description |
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static JulianDate |
Adjust(JulianDate dt,
java.lang.String strCalendar,
int iAdjustMode)
Adjusts the given date according to the calendar set and the adjustment mode
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static double |
BondCreditBasisFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
CreditCurve cc,
double dblPrice)
Calculates the bond credit basis from price (simplified version)
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static double |
BondCreditBasisFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond credit basis from price
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static double |
BondCreditBasisFromTSYSpread(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
CreditCurve cc,
double dblTSYSpread)
Calculates the bond credit basis from spread to a treasury benchmark (simplified version)
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static double |
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
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static double |
BondCreditBasisFromYield(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
CreditCurve cc,
double dblYield)
Calculates the bond Credit Basis from yield (simplified version)
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static double |
BondCreditBasisFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond Credit Basis from yield
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static double |
BondCreditBasisTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond credit basis to maturity from price
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static double |
BondCreditPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
CreditCurve cc)
Computes the bond's theoretical price from discount curve and the credit curve (simplified version)
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static double |
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
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static double |
BondDiscountMarginFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblPrice)
Calculates the bond Discount Margin from price (simplified version)
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static double |
BondDiscountMarginFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond Discount Margin from price
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static double |
BondDiscountMarginFromTSYSpread(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond Discount Margin from spread to a treasury benchmark (simplified version)
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static double |
BondDiscountMarginFromTSYSpread(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond Discount Margin from spread to a treasury benchmark
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static double |
BondDiscountMarginFromYield(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblYield)
Calculates the bond Discount Margin from yield (simplified version)
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static double |
BondDiscountMarginFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond Discount Margin from yield
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static double |
BondDiscountMarginTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond Discount Margin to Maturity from price
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static double |
BondEODConvexityFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond Convexity from price
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static double |
BondEODConvexityFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond Convexity from TSY Spread
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static double |
BondEODConvexityFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond Convexity from yield
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static double |
BondEODCreditBasisFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond Credit Basis from price
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static double |
BondEODCreditBasisFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond Credit Basis from TSY Spread
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static double |
BondEODCreditBasisFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond Credit Basis from yield
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static double |
BondEODDiscountMarginFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond Discount Margin from price
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static double |
BondEODDiscountMarginFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond Discount Margin from TSY Spread
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static double |
BondEODDiscountMarginFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond Discount Margin from Yield
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static double |
BondEODDurationFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond Duration from price
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static double |
BondEODDurationFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond Duration from TSY Spread
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static double |
BondEODDurationFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond Duration from Yield
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static double |
BondEODGSpreadFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live bond G Spread from price (simplified version)
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static double |
BondEODGSpreadFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond G Spread from price
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static double |
BondEODGSpreadFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond G Spread from TSY Spread
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static double |
BondEODGSpreadFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond G Spread from Yield
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static double |
BondEODISpreadFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond I Spread from price
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static double |
BondEODISpreadFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond I Spread from TSY Spread
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static double |
BondEODISpreadFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond I Spread from Yield
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static java.util.Map<java.lang.String,java.lang.Double> |
BondEODMeasuresFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Get the full set of the Bond's EOD Measures From Clean Price
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static java.util.Map<java.lang.String,java.lang.Double> |
BondEODMeasuresFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Get the full set of the Bond's EOD Measures From the TSY Spread
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static java.util.Map<java.lang.String,java.lang.Double> |
BondEODMeasuresFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Get the full set of the Bond's EOD Measures From the Yield
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static double |
BondEODOASFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond OAS from price
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static double |
BondEODOASFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond OAS from TSY Spread
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static double |
BondEODOASFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond OAS from Yield
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static double |
BondEODParASWFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond par ASW from price
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static double |
BondEODParASWFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond par ASW from TSY Spread
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static double |
BondEODParASWFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond par ASW from Yield
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static double |
BondEODPECSFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD Bond PECS from Price
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static double |
BondEODPECSFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD Bond PECS from TSY Spread
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static double |
BondEODPECSFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD Bond PECS from Yield
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static double |
BondEODPriceFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond Price from TSY Spread
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static double |
BondEODPriceFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond Price from Yield
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static double |
BondEODTSYSpreadFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond TSY Spread from price
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static double |
BondEODTSYSpreadFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond TSY Spread from Yield
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static double |
BondEODYieldFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond yield from price
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static double |
BondEODYieldFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond Yield from TSY Spread
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static double |
BondEODZSpreadFromPrice(java.lang.String strBondId,
JulianDate dtEOD,
double dblPrice)
Calculates the EOD bond Z Spread from price
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static double |
BondEODZSpreadFromTSYSpread(java.lang.String strBondId,
JulianDate dtEOD,
double dblTSYSpread)
Calculates the EOD bond Z Spread from TSY Spread
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static double |
BondEODZSpreadFromYield(java.lang.String strBondId,
JulianDate dtEOD,
double dblYield)
Calculates the EOD bond Z Spread from Yield
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static double |
BondGSpreadFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblPrice)
Calculates the bond G Spread from price (simplified version)
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static double |
BondGSpreadFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond G spread from price
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static double |
BondGSpreadFromTSYSpread(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond G spread from spread to a treasury benchmark (simplified version)
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static double |
BondGSpreadFromTSYSpread(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond G spread from spread to a treasury benchmark
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static double |
BondGSpreadFromYield(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblYield)
Calculates the bond G spread from yield (simplified version)
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static double |
BondGSpreadFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblYield,
QuotingParams quotingParams)
Calculates the bond G spread from yield
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static double |
BondGTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond G spread to maturity from price
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static double |
BondISpreadFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblPrice)
Calculates the bond I Spread from price (simplified version)
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static double |
BondISpreadFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond I Spread from price
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static double |
BondISpreadFromTSYSpread(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond I spread from spread to a treasury benchmark (simplified version)
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static double |
BondISpreadFromTSYSpread(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond I spread from spread to a treasury benchmark
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static double |
BondISpreadFromYield(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblYield)
Calculates the bond I spread from yield (simplified version)
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static double |
BondISpreadFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond I spread from yield
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static double |
BondITMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond I Spread to Maturity from price
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static double |
BondLiveConvexityFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live bond Convexity from price
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static double |
BondLiveConvexityFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live bond Convexity from TSY Spread
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static double |
BondLiveConvexityFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live bond Convexity from yield
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static double |
BondLiveCreditBasisFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live bond Credit Basis from price
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static double |
BondLiveCreditBasisFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live bond Credit Basis from TSY Spread
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static double |
BondLiveCreditBasisFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live bond Credit Basis from yield
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static double |
BondLiveDurationFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live bond Duration from price
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static double |
BondLiveDurationFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live bond Duration from TSY Spread
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static double |
BondLiveDurationFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live bond Duration from Yield
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static double |
BondLiveGSpreadFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live bond G Spread from TSY Spread
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static double |
BondLiveGSpreadFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live bond G Spread from Yield
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static double |
BondLiveISpreadFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live bond I Spread from price
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static double |
BondLiveISpreadFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live bond I Spread from TSY Spread
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static double |
BondLiveISpreadFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live bond I Spread from Yield
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static java.util.Map<java.lang.String,java.lang.Double> |
BondLiveMeasuresFromPrice(java.lang.String strBondId,
double dblPrice)
Get the full set of the Bond's Live Measures From Clean Price
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static java.util.Map<java.lang.String,java.lang.Double> |
BondLiveMeasuresFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Get the full set of the Bond's Live Measures From TSY Spread
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static java.util.Map<java.lang.String,java.lang.Double> |
BondLiveMeasuresFromYield(java.lang.String strBondId,
double dblYield)
Get the full set of the Bond's Live Measures From Yield
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static double |
BondLiveOASFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live bond OAS from price
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static double |
BondLiveOASFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live bond OAS from TSY Spread
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static double |
BondLiveOASFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live bond OAS from Yield
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static double |
BondLiveParASWFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live bond par ASW from price
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static double |
BondLiveParASWFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live bond par ASW from TSY Spread
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static double |
BondLiveParASWFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live bond par ASW from Yield
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static double |
BondLivePECSFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live Bond PECS from price
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static double |
BondLivePECSFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live Bond PECS from TSY Spread
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static double |
BondLivePECSFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live Bond PECS from Yield
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static double |
BondLivePriceFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live bond Price from TSY Spread
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static double |
BondLivePriceFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live bond Price from Yield
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static double |
BondLiveTSYSpreadFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live bond TSY Spread from price
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static double |
BondLiveTSYSpreadFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live bond TSY Spread from Yield
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static double |
BondLiveYieldFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live bond yield from price
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static double |
BondLiveYieldFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live bond Yield from TSY Spread
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static double |
BondLiveZSpreadFromPrice(java.lang.String strBondId,
double dblPrice)
Calculates the Live bond Z Spread from price
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static double |
BondLiveZSpreadFromTSYSpread(java.lang.String strBondId,
double dblTSYSpread)
Calculates the Live bond Z Spread from TSY Spread
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static double |
BondLiveZSpreadFromYield(java.lang.String strBondId,
double dblYield)
Calculates the Live bond Z Spread from Yield
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static double |
BondOASFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblPrice)
Calculates the bond OAS from price (simplified version)
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static double |
BondOASFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond OAS from price
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static double |
BondOASFromTSYSpread(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond OAS from spread to a treasury benchmark (simplified version)
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static double |
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
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static double |
BondOASTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond OAS to maturity from price
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static double |
BondParASWFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblPrice)
Calculates the bond Par ASW Spread from price (simplified version)
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static double |
BondParASWFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond par asset swap Spread from price
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static double |
BondParASWFromTSYSpread(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond par asset swap spread from spread to a treasury benchmark (simplified version)
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static double |
BondParASWFromTSYSpread(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread,
QuotingParams quotingParams)
Calculates the bond par asset swap spread from spread to a treasury benchmark
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static double |
BondParASWFromYield(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblYield)
Calculates the bond Par ASW from yield (simplified version)
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static double |
BondParASWFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond par ASW from yield
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static double |
BondParASWTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond par asset swap Spread to maturity from price
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static double |
BondPECSFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
CreditCurve cc,
double dblPrice)
Calculates the Bond PECS from price (simplified version)
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static double |
BondPECSFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblPrice,
QuotingParams quotingParams)
Calculates the Bond PECS from price
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static double |
BondPECSFromTSYSpread(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
CreditCurve cc,
double dblTSYSpread)
Calculates the Bond PECS from spread to a treasury benchmark (simplified version)
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static double |
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
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static double |
BondPECSFromYield(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
CreditCurve cc,
double dblYield)
Calculates the Bond PECS from yield (simplified version)
|
static double |
BondPECSFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
CreditCurve cc,
double dblYield,
QuotingParams quotingParams)
Calculates the Bond PECS from yield
|
static double |
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 |
BondPriceFromTSYSpread(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond price from spread to a treasury benchmark (simplified version)
|
static double |
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 |
BondPriceFromYield(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblYield)
Calculates the bond price from yield (simplified version)
|
static double |
BondPriceFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond price from yield
|
static double |
BondTSYSpreadFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblPrice)
Calculates the bond spread to treasury from price (simplified version)
|
static double |
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 |
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 |
BondWorkoutInfoFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblPrice)
Calculates the bond work-out details from price (Simplified version)
|
static WorkoutInfo |
BondWorkoutInfoFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond work-out details from price
|
static double |
BondYieldFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblPrice)
Calculates the bond yield from price (simplified version)
|
static double |
BondYieldFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond yield from price
|
static double |
BondYieldFromTSYSpread(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond yield from spread to a treasury benchmark (simplified version)
|
static double |
BondYieldFromTSYSpread(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond yield from spread to a treasury benchmark
|
static double |
BondYTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond YTM from price
|
static double |
BondZSpreadFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblPrice)
Calculates the bond Z Spread from price (simplified version)
|
static double |
BondZSpreadFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond Z Spread from price
|
static double |
BondZSpreadFromTSYSpread(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
DiscountCurve dcTSY,
double dblTSYSpread)
Calculates the bond Z spread from spread to a treasury benchmark (simplified version)
|
static double |
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 |
BondZSpreadFromYield(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblYield)
Calculates the bond Z spread from yield (simplified version)
|
static double |
BondZSpreadFromYield(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblYield,
QuotingParams quotingParams)
Calculates the bond Z spread from yield
|
static double |
BondZTMFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond Z Spread to maturity from price
|
static java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> |
CreateFixingsObject(BondComponent bond,
JulianDate dtValue,
double dblFix)
Creates the fixings object for the given bond and fix coupon, based off of the period represented by
the specified date
|
static JulianDate |
CurrentCouponDate(java.lang.String strBondId,
JulianDate dt)
Returns the coupon date for the coupon period current to the specified date for the specified bond
|
static JulianDate |
EffectiveDate(java.lang.String strBondId)
Returns the effective date for the specified bond
|
static java.lang.String |
GetAvailableDC()
Retrieves all the available day counts
|
static java.util.Set<java.lang.String> |
GetAvailableTickers()
Retrieves all the available issuer tickers
|
static Bond |
GetBond(java.lang.String strBondId)
Gets the bond from its ID
|
static Bond |
GetBond(java.lang.String strBondId,
JulianDate dt)
Constructs/retrieves the bond object from a given bond ID and date
|
static boolean |
GetBondBooleanField(java.lang.String strBondId,
java.lang.String strField)
Retrieves the named boolean field for the given bond
|
static EmbeddedOptionSchedule |
GetBondCallEOS(java.lang.String strBondId)
Retrieves the bond's call option schedule
|
static EmbeddedOptionSchedule |
GetBondCallEOS(java.lang.String strBondId,
JulianDate dt)
Retrieves the bond's call option schedule from the given date
|
static JulianDate |
GetBondDateField(java.lang.String strBondId,
java.lang.String strField)
Retrieves the named date field for the given bond
|
static double |
GetBondDoubleField(java.lang.String strBondId,
java.lang.String strField)
Retrieves the named double field for the given bond
|
static int |
GetBondIntegerField(java.lang.String strBondId,
java.lang.String strField)
Retrieves the named integer field for the given bond
|
static EmbeddedOptionSchedule |
GetBondPutEOS(java.lang.String strBondId)
Retrieves the bond's put option schedule
|
static EmbeddedOptionSchedule |
GetBondPutEOS(java.lang.String strBondId,
JulianDate dt)
Retrieves the bond's put option schedule from the given date
|
static BondRefDataBuilder |
GetBondRefData(java.lang.String strBondId)
Retrieves the bond's reference data
|
static java.lang.String |
GetBondStringField(java.lang.String strBondId,
java.lang.String strField)
Retrieves the named string field for the given bond
|
static java.util.Set<java.lang.String> |
GetEODCDSCurveNames(JulianDate dtEOD)
Gets the set of CDS curves available for a given date
|
static java.util.Map<java.lang.String,java.lang.Double> |
GetEODCDSMeasures(CreditDefaultSwap cds,
JulianDate dtEOD)
Calculates the EOD Measures for the CDS using the closing discount and the credit curves
|
static java.util.Set<java.lang.String> |
GetEODIRCurveNames(JulianDate dtEOD)
Retrieves the names of all the IR curves corresponding to the given date
|
static java.util.Map<java.lang.String,java.lang.Double> |
GetEODOnTheRunTSYSetYield(JulianDate dtEOD)
Gets the set of on-the-run treasury yields for a given EOD
|
static java.util.Set<java.lang.String> |
GetEODTSYCurveNames(JulianDate dtEOD)
Gets the set of treasury curves available for a given date
|
static java.util.Set<java.lang.String> |
GetHolLocations()
Retrieves the set of holiday locations
|
static JulianDate[] |
GetHolsInYear(java.lang.String strLocationSet,
int iYear)
Gets all the holidays for the calendar set in a given year
|
static java.util.List<java.lang.String> |
GetISINsForTicker(java.lang.String strTicker)
Retrieves the ISINs for the specified issuer ticker
|
static java.util.Map<JulianDate,java.lang.Double> |
GetIssuerAggregateOutstandingNotional(JulianDate dtToday,
java.lang.String strTicker,
JulianDate[] adtAscending)
Gets the outstanding issuer cumulative notional aggregated by the specified ascending maturity buckets
|
static java.util.Map<java.lang.String,java.lang.Double> |
GetLiveCDSMeasures(CreditDefaultSwap cds)
Calculate the CDS measures from live discount and credit curves
|
static java.util.Map<java.lang.String,java.lang.String> |
GetOnTheRunTSYSet(JulianDate dt)
Gets the on-the-run treasury set string for the given date
|
static java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> |
GetOnTheRunTSYSetYield(JulianDate dtStart,
JulianDate dtEnd)
Gets the set of on-the-run treasury yields for a set of dates
|
static JulianDate[] |
GetWeekDayHolsInYear(java.lang.String strLocationSet,
int iYear)
Gets the week day holidays for the calendar set in a given year
|
static int[] |
GetWeekendDays(java.lang.String strLocationSet)
Gets the week end days corresponding to the holiday set
|
static JulianDate[] |
GetWeekendHolsInYear(java.lang.String strLocationSet,
int iYear)
Gets the week end holidays for the calendar set in a given year
|
static boolean |
InFirstPeriod(java.lang.String strBondId,
double dblDate)
Indicates whether the specified date exists in the first coupon period
|
static boolean |
Init(java.lang.String strConfig)
Initializes the CreditAnalytics DRIP library.
|
static boolean |
InLastPeriod(java.lang.String strBondId,
double dblDate)
Indicates whether the specified date exists in the last coupon period
|
static boolean |
IsBondFloater(java.lang.String strBondId)
Is this floating rate bond
|
static boolean |
IsHoliday(java.lang.String strLocationSet,
JulianDate dt)
Indicates whether the given date is a holiday in the calendar set.
|
static CreditCurve |
LoadEODBondCreditCurve(java.lang.String strName,
JulianDate dtEOD)
Loads the closing bond credit curve
|
static java.util.Map<JulianDate,CreditCurve> |
LoadEODBondCreditCurve(java.lang.String strName,
JulianDate dtStart,
JulianDate dtEnd)
Loads the set of bond credit curves between two dates
|
static CreditCurve |
LoadEODCDSCreditCurve(java.lang.String strName,
java.lang.String strCurrency,
JulianDate dtEOD)
Loads the closing CDS curve
|
static java.util.Map<JulianDate,CreditCurve> |
LoadEODCDSCreditCurves(java.lang.String strName,
java.lang.String strCurrency,
JulianDate dtStart,
JulianDate dtEnd)
Loads the set of CDS credit curves between two dates
|
static DiscountCurve |
LoadEODEDFCurve(java.lang.String strName,
JulianDate dtEOD)
Loads the closing IR EDF curve
|
static java.util.Map<JulianDate,DiscountCurve> |
LoadEODEDFCurves(java.lang.String strName,
JulianDate dtStart,
JulianDate dtEnd)
Loads the set of EDF discount curves between two dates
|
static CreditCurve |
LoadEODFullCreditCurve(java.lang.String strName,
JulianDate dtEOD)
Loads the closing credit curve
|
static java.util.Map<JulianDate,CreditCurve> |
LoadEODFullCreditCurve(java.lang.String strName,
JulianDate dtStart,
JulianDate dtEnd)
Loads the set of credit curves between two dates
|
static DiscountCurve |
LoadEODFullIRCurve(java.lang.String strName,
JulianDate dtEOD)
Loads the closing IR curve
|
static java.util.Map<JulianDate,DiscountCurve> |
LoadEODFullIRCurves(java.lang.String strName,
JulianDate dtStart,
JulianDate dtEnd)
Loads the set of discount curves between two dates
|
static DiscountCurve |
LoadEODIRCashCurve(java.lang.String strName,
JulianDate dtEOD)
Loads the closing IR cash curve
|
static java.util.Map<JulianDate,DiscountCurve> |
LoadEODIRCashCurves(java.lang.String strName,
JulianDate dtStart,
JulianDate dtEnd)
Loads the set of cash discount curves between two dates
|
static DiscountCurve |
LoadEODIRSwapCurve(java.lang.String strName,
JulianDate dtEOD)
Loads the closing IR swap curve
|
static java.util.Map<JulianDate,DiscountCurve> |
LoadEODIRSwapCurves(java.lang.String strName,
JulianDate dtStart,
JulianDate dtEnd)
Loads the set of swap discount curves between two dates
|
static DiscountCurve |
LoadEODTSYCurve(java.lang.String strName,
JulianDate dtEOD)
Loads the closing TSY curve
|
static java.util.Map<JulianDate,DiscountCurve> |
LoadEODTSYCurves(java.lang.String strName,
JulianDate dtStart,
JulianDate dtEnd)
Loads the set of TSY discount curves between two dates
|
static CreditCurve |
LoadLiveBondCreditCurve(java.lang.String strName)
Loads the live bond credit curve
|
static CreditCurve |
LoadLiveCDSCreditCurve(java.lang.String strName)
Loads the live CDS credit curve
|
static DiscountCurve |
LoadLiveEDFCurve(java.lang.String strName)
Loads the live IR EDF curve
|
static CreditCurve |
LoadLiveFullCreditCurve(java.lang.String strName)
Loads the live credit curve
|
static DiscountCurve |
LoadLiveFullIRCurve(java.lang.String strName)
Loads the live IR curve
|
static DiscountCurve |
LoadLiveIRCashCurve(java.lang.String strName)
Loads the live IR cash curve
|
static DiscountCurve |
LoadLiveIRSwapCurve(java.lang.String strName)
Loads the live IR swap curve
|
static DiscountCurve |
LoadLiveTSYCurve(java.lang.String strName)
Loads the live TSY curve
|
static BasketProduct |
MakeBondBasket(java.lang.String strName,
java.lang.String[] astrBondId,
double[] adblWeights,
JulianDate dtEffective,
double dblNotional) |
static BasketProduct |
MakeCDX(java.lang.String strIndex,
int iSeries,
java.lang.String strTenor)
Makes an on-the-run CDX product for the given index, the series, and the tenor
|
static BasketProduct |
MakeCDX(java.lang.String strIndex,
JulianDate dt,
java.lang.String strTenor)
Makes an on-the-run CDX product for the given index, the date, and the tenor
|
static Component |
MakeInstrumentFromCode(JulianDate dt,
java.lang.String strCode)
Constructs the calibration component from the specified component code for the specified date
|
static Component[] |
MakeStdInstrumentSet(JulianDate dt,
int iNumInstr,
java.lang.String strType)
Constructs an array of calibration components for the specified component type and number for the
specified date
|
static JulianDate |
MaturityDate(java.lang.String strBondId)
Returns the maturity date for the specified bond
|
static JulianDate |
NextCouponDate(java.lang.String strBondId,
JulianDate dt)
Returns the coupon date for the period subsequent to the specified date for the specified bond
|
static ExerciseInfo |
NextExerciseInfo(java.lang.String strBondId,
JulianDate dt)
Returns the next valid exercise info (post notice period adjustments) subsequent to the specified date
|
static JulianDate |
PreviousCouponDate(java.lang.String strBondId,
JulianDate dt)
Returns the coupon date for the period prior to the specified date for the specified bond
|
static boolean |
PutBond(java.lang.String strBondId,
Bond bond)
Maps the bond to an ID and adds it to the cache
|
static boolean |
RemoveBond(java.lang.String strBondId)
Removes the bond ID from the cache
|
static JulianDate |
RollDate(JulianDate dt,
java.lang.String strCalendarSet,
int iRollMode)
Rolls the given date according to the calendar set and the roll mode
|
static double |
YearFraction(JulianDate dtStart,
JulianDate dtEnd,
java.lang.String strDayCount,
boolean bApplyEOMAdj,
java.lang.String strCalendar)
Computes the year fraction between two JulianDates according the given day count
|
static double |
YearFraction(JulianDate dtStart,
JulianDate dtEnd,
java.lang.String strDayCount,
java.lang.String strCalendar)
Computes the year fraction between two JulianDates according the given day count
|
public static final boolean Init(java.lang.String strConfig)
strConfig
- Input configuration filepublic static final java.util.Set<java.lang.String> GetHolLocations()
public static final java.lang.String GetAvailableDC()
public static final JulianDate[] GetWeekDayHolsInYear(java.lang.String strLocationSet, int iYear)
strLocationSet
- Comma delimited string of the holiday setiYear
- Integer yearpublic static final JulianDate[] GetWeekendHolsInYear(java.lang.String strLocationSet, int iYear)
strLocationSet
- Comma delimited string of the holiday setiYear
- Integer yearpublic static final JulianDate[] GetHolsInYear(java.lang.String strLocationSet, int iYear)
strLocationSet
- Comma delimited string of the holiday setiYear
- Integer yearpublic static final int[] GetWeekendDays(java.lang.String strLocationSet)
strLocationSet
- Comma delimited string of the holiday setpublic static final boolean IsHoliday(java.lang.String strLocationSet, JulianDate dt) throws java.lang.Exception
strLocationSet
- Comma delimited string of the holiday setdt
- JulainDate to be checkedjava.lang.Exception
- Thrownif error/exception is encounteredpublic static final double YearFraction(JulianDate dtStart, JulianDate dtEnd, java.lang.String strDayCount, boolean bApplyEOMAdj, java.lang.String strCalendar) throws java.lang.Exception
dtStart
- JulianDate startdtEnd
- JulianDate endstrDayCount
- String representing the day countbApplyEOMAdj
- Whether the end of month adjustment is to be appliedjava.lang.Exception
- Thrown if any exception is encounteredpublic static final double YearFraction(JulianDate dtStart, JulianDate dtEnd, java.lang.String strDayCount, java.lang.String strCalendar) throws java.lang.Exception
dtStart
- JulianDate startdtEnd
- JulianDate endstrDayCount
- String representing the day countjava.lang.Exception
- Thrown if any exception is encounteredpublic static final JulianDate Adjust(JulianDate dt, java.lang.String strCalendar, int iAdjustMode)
dt
- JulianDate inputstrCalendar
- Comma delimited calendar setiAdjustMode
- Adjustment mode specified in org.drip.analytics.daycount.DayCountBasis.Adjustpublic static final JulianDate RollDate(JulianDate dt, java.lang.String strCalendarSet, int iRollMode)
dt
- JulianDate inputstrCalendarSet
- Comma delimited calendar setiRollMode
- Roll type specified in org.drip.analytics.daycount.DayCountBasis.RollDatepublic static final java.util.Map<java.lang.String,java.lang.String> GetOnTheRunTSYSet(JulianDate dt)
dt
- Valuation datepublic static final java.util.Map<java.lang.String,java.lang.Double> GetEODOnTheRunTSYSetYield(JulianDate dtEOD)
dtEOD
- JulainDate EODpublic static final java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> GetOnTheRunTSYSetYield(JulianDate dtStart, JulianDate dtEnd)
dtStart
- Start JulianDatedtEnd
- End JulianDatepublic static final Component MakeInstrumentFromCode(JulianDate dt, java.lang.String strCode)
dt
- JulianDate inputstrCode
- String representing the component codepublic static final Component[] MakeStdInstrumentSet(JulianDate dt, int iNumInstr, java.lang.String strType)
dt
- JulianDate inputiNumInstr
- Number of components to be constructedstrType
- String representing the component typepublic static final java.util.Set<java.lang.String> GetEODIRCurveNames(JulianDate dtEOD)
dtEOD
- JulianDate EODpublic static final DiscountCurve LoadLiveFullIRCurve(java.lang.String strName)
strName
- Name of the curve to be loadedpublic static final DiscountCurve LoadEODFullIRCurve(java.lang.String strName, JulianDate dtEOD)
strName
- Name of the curve to be loadeddtEOD
- JulianDate EODpublic static final java.util.Map<JulianDate,DiscountCurve> LoadEODFullIRCurves(java.lang.String strName, JulianDate dtStart, JulianDate dtEnd)
strName
- Name of the curve to be loadeddtStart
- JulianDate startdtEnd
- JulianDate endpublic static final DiscountCurve LoadLiveIRCashCurve(java.lang.String strName)
strName
- Name of the cash curve to be loadedpublic static final DiscountCurve LoadEODIRCashCurve(java.lang.String strName, JulianDate dtEOD)
strName
- Name of the cash curve to be loadeddtEOD
- JulianDate EODpublic static final java.util.Map<JulianDate,DiscountCurve> LoadEODIRCashCurves(java.lang.String strName, JulianDate dtStart, JulianDate dtEnd)
strName
- Name of the cash curve to be loadeddtStart
- JulianDate startdtEnd
- JulianDate endpublic static final DiscountCurve LoadLiveEDFCurve(java.lang.String strName)
strName
- Name of the EDF curve to be loadedpublic static final DiscountCurve LoadEODEDFCurve(java.lang.String strName, JulianDate dtEOD)
strName
- Name of the EDF curve to be loadeddtEOD
- JulianDate EODpublic static final java.util.Map<JulianDate,DiscountCurve> LoadEODEDFCurves(java.lang.String strName, JulianDate dtStart, JulianDate dtEnd)
strName
- Name of the EDF curve to be loadeddtStart
- JulianDate startdtEnd
- JulianDate endpublic static final DiscountCurve LoadLiveIRSwapCurve(java.lang.String strName)
strName
- Name of the swap curve to be loadedpublic static final DiscountCurve LoadEODIRSwapCurve(java.lang.String strName, JulianDate dtEOD)
strName
- Name of the swap curve to be loadeddtEOD
- JulianDate EODpublic static final java.util.Map<JulianDate,DiscountCurve> LoadEODIRSwapCurves(java.lang.String strName, JulianDate dtStart, JulianDate dtEnd)
strName
- Name of the swap curve to be loadeddtStart
- JulianDate startdtEnd
- JulianDate endpublic static final java.util.Set<java.lang.String> GetEODTSYCurveNames(JulianDate dtEOD)
dtEOD
- JulianDate EODpublic static final DiscountCurve LoadLiveTSYCurve(java.lang.String strName)
strName
- Name of the TSY curve to be loadedpublic static final DiscountCurve LoadEODTSYCurve(java.lang.String strName, JulianDate dtEOD)
strName
- Name of the TSY curve to be loadeddtEOD
- JulianDate EODpublic static final java.util.Map<JulianDate,DiscountCurve> LoadEODTSYCurves(java.lang.String strName, JulianDate dtStart, JulianDate dtEnd)
strName
- Name of the swap curve to be loadeddtStart
- JulianDate startdtEnd
- JulianDate endpublic static final java.util.Set<java.lang.String> GetEODCDSCurveNames(JulianDate dtEOD)
dtEOD
- JulianDate EODpublic static final CreditCurve LoadLiveCDSCreditCurve(java.lang.String strName)
strName
- Name of the CDS curve to be loadedpublic static final CreditCurve LoadEODCDSCreditCurve(java.lang.String strName, java.lang.String strCurrency, JulianDate dtEOD)
strName
- Name of the CDS curve to be loadedstrCurrency
- Currency stringdtEOD
- JulianDate EODpublic static final java.util.Map<JulianDate,CreditCurve> LoadEODCDSCreditCurves(java.lang.String strName, java.lang.String strCurrency, JulianDate dtStart, JulianDate dtEnd)
strName
- Name of the CDS curve to be loadedstrCurrency
- Currency stringdtStart
- JulianDate startdtEnd
- JulianDate endpublic static final CreditCurve LoadLiveBondCreditCurve(java.lang.String strName)
strName
- Name of the bond curve to be loadedpublic static final CreditCurve LoadEODBondCreditCurve(java.lang.String strName, JulianDate dtEOD)
strName
- Name of the bond curve to be loadeddtEOD
- JulianDate EODpublic static final java.util.Map<JulianDate,CreditCurve> LoadEODBondCreditCurve(java.lang.String strName, JulianDate dtStart, JulianDate dtEnd)
strName
- Name of the bond curve to be loadeddtStart
- JulianDate startdtEnd
- JulianDate endpublic static final CreditCurve LoadLiveFullCreditCurve(java.lang.String strName)
strName
- Name of the credit curve to be loadedpublic static final CreditCurve LoadEODFullCreditCurve(java.lang.String strName, JulianDate dtEOD)
strName
- Name of the credit curve to be loadeddtEOD
- JulianDate EODpublic static final java.util.Map<JulianDate,CreditCurve> LoadEODFullCreditCurve(java.lang.String strName, JulianDate dtStart, JulianDate dtEnd)
strName
- Name of the credit curve to be loadeddtStart
- JulianDate startdtEnd
- JulianDate endpublic static final java.util.Map<java.lang.String,java.lang.Double> GetEODCDSMeasures(CreditDefaultSwap cds, JulianDate dtEOD)
cds
- Input Credit Default SwapdtEOD
- EODpublic static final java.util.Map<java.lang.String,java.lang.Double> GetLiveCDSMeasures(CreditDefaultSwap cds)
cds
- public static final Bond GetBond(java.lang.String strBondId, JulianDate dt)
strBondId
- Bond ID stringdt
- JulianDatepublic static final Bond GetBond(java.lang.String strBondId)
strBondId
- Bond IDpublic static final boolean PutBond(java.lang.String strBondId, Bond bond)
strBondId
- Bond IDbond
- Bond object to be mapped/addedpublic static final boolean RemoveBond(java.lang.String strBondId)
strBondId
- Bond ID to be removedpublic static final BondRefDataBuilder GetBondRefData(java.lang.String strBondId)
strBondId
- Bond ID whose reference data is to be retrievedpublic static final EmbeddedOptionSchedule GetBondCallEOS(java.lang.String strBondId, JulianDate dt)
strBondId
- Bond IDdt
- JulianDate from which the schedule startspublic static final EmbeddedOptionSchedule GetBondCallEOS(java.lang.String strBondId)
strBondId
- Bond IDpublic static final EmbeddedOptionSchedule GetBondPutEOS(java.lang.String strBondId, JulianDate dt)
strBondId
- Bond IDdt
- JulianDate from which the schedule startspublic static final EmbeddedOptionSchedule GetBondPutEOS(java.lang.String strBondId)
strBondId
- Bond IDpublic static final java.util.Set<java.lang.String> GetAvailableTickers()
public static final java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> CreateFixingsObject(BondComponent bond, JulianDate dtValue, double dblFix)
bond
- Bond objectdtValue
- Valuation date (Date representing the period whose fixing is set)dblFix
- Fix couponpublic static final java.util.List<java.lang.String> GetISINsForTicker(java.lang.String strTicker)
strTicker
- The issuer tickerpublic static final boolean IsBondFloater(java.lang.String strBondId) throws java.lang.Exception
strBondId
- Bond IDjava.lang.Exception
- Thrown if input is invalidpublic static final WorkoutInfo BondWorkoutInfoFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams)
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblPrice
- PricequotingParams
- Quoting Parameterspublic static final WorkoutInfo BondWorkoutInfoFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblPrice)
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblPrice
- Pricepublic static final double BondYieldFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Paramsdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondYTMFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Paramsdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondYieldFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondZSpreadFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Paramsdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondZTMFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Paramsdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondZSpreadFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondOASFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Paramsdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondOASTMFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Paramsdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondOASFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondISpreadFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondITMFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondISpreadFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondDiscountMarginFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondDiscountMarginTMFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondDiscountMarginFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondTSYSpreadFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondTSYTMFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondTSYSpreadFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- Treasury Discount CurvedblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondGSpreadFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondGTMFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondGSpreadFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondParASWFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondParASWTMFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondParASWFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondCreditBasisFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, CreditCurve cc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount Curvecc
- Credit CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondCreditBasisTMFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, CreditCurve cc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount Curvecc
- Credit CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondCreditBasisFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, CreditCurve cc, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount Curvecc
- Credit CurvedblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondPECSFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, CreditCurve cc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount Curvecc
- Credit CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondPECSTMFromPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, CreditCurve cc, double dblPrice, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount Curvecc
- Credit CurvedblPrice
- PricequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondPECSFromPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, CreditCurve cc, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount Curvecc
- Credit CurvedblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondPriceFromTSYSpread(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondPriceFromTSYSpread(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondYieldFromTSYSpread(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondYieldFromTSYSpread(java.lang.String strBondId, JulianDate dt, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation DatedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondZSpreadFromTSYSpread(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondZSpreadFromTSYSpread(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondOASFromTSYSpread(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondOASFromTSYSpread(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondISpreadFromTSYSpread(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondISpreadFromTSYSpread(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondDiscountMarginFromTSYSpread(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondDiscountMarginFromTSYSpread(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondGSpreadFromTSYSpread(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondGSpreadFromTSYSpread(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondParASWFromTSYSpread(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondParASWFromTSYSpread(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- Treasury discount curvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondCreditBasisFromTSYSpread(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, CreditCurve cc, double dblTSYSpread, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury discount curvecc
- Credit CurvedblTSYSpread
- Spread to treasuryquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondCreditBasisFromTSYSpread(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, CreditCurve cc, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- Treasury discount curvecc
- Credit CurvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondPECSFromTSYSpread(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, CreditCurve cc, double dblTSYSpread, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- Treasury discount curvecc
- Credit CurvedblTSYSpread
- Spread to treasuryquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondPECSFromTSYSpread(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, CreditCurve cc, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- Treasury discount curvecc
- Credit CurvedblTSYSpread
- Spread to treasuryjava.lang.Exception
- Thrown if input is invalidpublic static final double BondPriceFromYield(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblYield, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblYield
- YTMquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondPriceFromYield(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblYield
- YTMjava.lang.Exception
- Thrown if input is invalidpublic static final double BondZSpreadFromYield(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblYield, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblYield
- YTMquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondZSpreadFromYield(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblYield
- YTMjava.lang.Exception
- Thrown if input is invalidpublic static final double BondISpreadFromYield(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblYield, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblYield
- YTMquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondISpreadFromYield(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblYield
- YTMjava.lang.Exception
- Thrown if input is invalidpublic static final double BondDiscountMarginFromYield(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblYield, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblYield
- YTMquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondDiscountMarginFromYield(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblYield
- YTMjava.lang.Exception
- Thrown if input is invalidpublic static final double BondGSpreadFromYield(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, DiscountCurve dcTSY, double dblYield, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedcTSY
- TSY Discount CurvedblYield
- YTMquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondGSpreadFromYield(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, DiscountCurve dcTSY, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedcTSY
- TSY Discount CurvedblYield
- YTMjava.lang.Exception
- Thrown if input is invalidpublic static final double BondParASWFromYield(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, double dblYield, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount CurvedblYield
- YTMquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondParASWFromYield(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount CurvedblYield
- YTMjava.lang.Exception
- Thrown if input is invalidpublic static final double BondCreditBasisFromYield(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, CreditCurve cc, double dblYield, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount Curvecc
- Credit CurvedblYield
- YTMquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondCreditBasisFromYield(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, CreditCurve cc, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount Curvecc
- Credit CurvedblYield
- YTMjava.lang.Exception
- Thrown if input is invalidpublic static final double BondPECSFromYield(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, CreditCurve cc, double dblYield, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount Curvecc
- Credit CurvedblYield
- YTMquotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if input is invalidpublic static final double BondPECSFromYield(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, CreditCurve cc, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount Curvecc
- Credit CurvedblYield
- YTMjava.lang.Exception
- Thrown if input is invalidpublic static final double BondCreditPrice(java.lang.String strBondId, ValuationParams valParams, DiscountCurve dc, CreditCurve cc, QuotingParams quotingParams) throws java.lang.Exception
strBondId
- Bond IDvalParams
- Valuation Parametersdc
- Discount Curvecc
- Credit CurvequotingParams
- Bond Quoting parametersjava.lang.Exception
- Thrown if exception encountered during calculationpublic static final double BondCreditPrice(java.lang.String strBondId, JulianDate dt, DiscountCurve dc, CreditCurve cc) throws java.lang.Exception
strBondId
- Bond IDdt
- Valuation Datedc
- Discount Curvecc
- Credit Curvejava.lang.Exception
- Thrown if exception encountered during calculationpublic static final JulianDate EffectiveDate(java.lang.String strBondId)
strBondId
- Bond IDpublic static final JulianDate MaturityDate(java.lang.String strBondId)
strBondId
- Bond IDpublic static final JulianDate PreviousCouponDate(java.lang.String strBondId, JulianDate dt)
strBondId
- Bond IDdt
- Valuation Datepublic static final JulianDate CurrentCouponDate(java.lang.String strBondId, JulianDate dt)
strBondId
- Bond IDdt
- Valuation Datepublic static final JulianDate NextCouponDate(java.lang.String strBondId, JulianDate dt)
strBondId
- Bond IDdt
- Valuation Datepublic static final ExerciseInfo NextExerciseInfo(java.lang.String strBondId, JulianDate dt)
strBondId
- Bond IDdt
- Valuation Datepublic static final boolean InFirstPeriod(java.lang.String strBondId, double dblDate) throws java.lang.Exception
strBondId
- Bond IDdblDate
- Valuation Datejava.lang.Exception
- Thrown if the inputs are invalidpublic static final boolean InLastPeriod(java.lang.String strBondId, double dblDate) throws java.lang.Exception
strBondId
- Bond IDdblDate
- Valuation Datejava.lang.Exception
- Thrown if the inputs are invalidpublic static final double BondEODConvexityFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODCreditBasisFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODPECSFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODDurationFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODGSpreadFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODISpreadFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODDiscountMarginFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODOASFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODParASWFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODTSYSpreadFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODYieldFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODZSpreadFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveConvexityFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveCreditBasisFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondLivePECSFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveDurationFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODGSpreadFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveISpreadFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveOASFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveParASWFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveTSYSpreadFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveYieldFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveZSpreadFromPrice(java.lang.String strBondId, double dblPrice) throws java.lang.Exception
strBondId
- Bond IDdblPrice
- Pricejava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODConvexityFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODCreditBasisFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODPECSFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODDurationFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODGSpreadFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODISpreadFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODDiscountMarginFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODOASFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODParASWFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODPriceFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODTSYSpreadFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODZSpreadFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveConvexityFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveCreditBasisFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLivePECSFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveDurationFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveGSpreadFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveISpreadFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveOASFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveParASWFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLivePriceFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveTSYSpreadFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveZSpreadFromYield(java.lang.String strBondId, double dblYield) throws java.lang.Exception
strBondId
- Bond IDdblYield
- Yieldjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODConvexityFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODCreditBasisFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODPECSFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODDurationFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODGSpreadFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODISpreadFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODDiscountMarginFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODOASFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODParASWFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODPriceFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODYieldFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondEODZSpreadFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveConvexityFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveCreditBasisFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLivePECSFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveDurationFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveGSpreadFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveISpreadFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveOASFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveParASWFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLivePriceFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveYieldFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final double BondLiveZSpreadFromTSYSpread(java.lang.String strBondId, double dblTSYSpread) throws java.lang.Exception
strBondId
- Bond IDdblTSYSpread
- TSY Spreadjava.lang.Exception
- Thrown if input is invalidpublic static final java.util.Map<java.lang.String,java.lang.Double> BondEODMeasuresFromPrice(java.lang.String strBondId, JulianDate dtEOD, double dblPrice)
strBondId
- Bond IDdtEOD
- EODdblPrice
- Pricepublic static final java.util.Map<java.lang.String,java.lang.Double> BondLiveMeasuresFromPrice(java.lang.String strBondId, double dblPrice)
strBondId
- Bond IDdblPrice
- Pricepublic static final java.util.Map<java.lang.String,java.lang.Double> BondEODMeasuresFromTSYSpread(java.lang.String strBondId, JulianDate dtEOD, double dblTSYSpread)
strBondId
- Bond IDdtEOD
- EODdblTSYSpread
- TSY Spreadpublic static final java.util.Map<java.lang.String,java.lang.Double> BondLiveMeasuresFromTSYSpread(java.lang.String strBondId, double dblTSYSpread)
strBondId
- Bond IDdblTSYSpread
- TSY Spreadpublic static final java.util.Map<java.lang.String,java.lang.Double> BondEODMeasuresFromYield(java.lang.String strBondId, JulianDate dtEOD, double dblYield)
strBondId
- Bond IDdtEOD
- EODdblYield
- Yieldpublic static final java.util.Map<java.lang.String,java.lang.Double> BondLiveMeasuresFromYield(java.lang.String strBondId, double dblYield)
strBondId
- Bond IDdblYield
- Yieldpublic static final boolean GetBondBooleanField(java.lang.String strBondId, java.lang.String strField) throws java.lang.Exception
strBondId
- Bond IDstrField
- Field Namejava.lang.Exception
- Thrown if exception encountered during calculationpublic static final int GetBondIntegerField(java.lang.String strBondId, java.lang.String strField) throws java.lang.Exception
strBondId
- Bond IDstrField
- Field Namejava.lang.Exception
- Thrown if exception encountered during calculationpublic static final double GetBondDoubleField(java.lang.String strBondId, java.lang.String strField) throws java.lang.Exception
strBondId
- Bond IDstrField
- Field Namejava.lang.Exception
- Thrown if exception encountered during calculationpublic static final java.lang.String GetBondStringField(java.lang.String strBondId, java.lang.String strField)
strBondId
- Bond IDstrField
- Field Namepublic static final JulianDate GetBondDateField(java.lang.String strBondId, java.lang.String strField)
strBondId
- Bond IDstrField
- Field Namepublic static final java.util.Map<JulianDate,java.lang.Double> GetIssuerAggregateOutstandingNotional(JulianDate dtToday, java.lang.String strTicker, JulianDate[] adtAscending)
dtToday
- JulianDate representing the valuation datestrTicker
- Issuer tickeradtAscending
- Array of ascending datespublic static final BasketProduct MakeBondBasket(java.lang.String strName, java.lang.String[] astrBondId, double[] adblWeights, JulianDate dtEffective, double dblNotional)
strName
- Name of the bond basketastrBondId
- Array of bondIdentifiers (CUSIP/ISIN/etc) for the basket componentsadblWeights
- Basket component weightsdtEffective
- Basket Effective DatedblNotional
- Basket Notionalpublic static final BasketProduct MakeCDX(java.lang.String strIndex, JulianDate dt, java.lang.String strTenor)
strIndex
- Indexdt
- Current DatestrTenor
- Tenorpublic static final BasketProduct MakeCDX(java.lang.String strIndex, int iSeries, java.lang.String strTenor)
strIndex
- IndexiSeries
- SeriesstrTenor
- Tenor