Package | Description |
---|---|
org.drip.param.creator | |
org.drip.param.definition | |
org.drip.param.market | |
org.drip.service.env |
Modifier and Type | Method and Description |
---|---|
static ScenarioDiscountCurve |
RatesScenarioCurveBuilder.FromIRCSG(java.lang.String strCurrency,
java.lang.String strBootstrapMode,
CalibratableComponent[] aCalibInst)
Create an RatesScenarioCurve Instance from the currency and the array of the calibration
instruments
|
Modifier and Type | Method and Description |
---|---|
abstract CaseInsensitiveTreeMap<ScenarioDiscountCurve> |
MarketParams.getIRSG()
Retrieve the map of RatesScenarioCurve
|
Modifier and Type | Method and Description |
---|---|
abstract boolean |
MarketParams.addScenDC(java.lang.String strName,
ScenarioDiscountCurve irsg)
Add the named scenario DC
|
Modifier and Type | Class and Description |
---|---|
class |
RatesCurveScenarioContainer
RatesCurveScenarioContainer implements the RatesScenarioCurve abstract class that exposes the interface
the constructs scenario discount curves.
|
Modifier and Type | Method and Description |
---|---|
CaseInsensitiveTreeMap<ScenarioDiscountCurve> |
MarketParamsContainer.getIRSG() |
Modifier and Type | Method and Description |
---|---|
boolean |
MarketParamsContainer.addScenDC(java.lang.String strName,
ScenarioDiscountCurve irsg) |
Modifier and Type | Method and Description |
---|---|
static ScenarioDiscountCurve |
EODCurves.BuildEODIRCurve(java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
java.sql.Statement stmt,
JulianDate dtEOD,
java.lang.String strCurrency,
java.lang.String strInstrSetType,
java.lang.String strCurveName)
Build the closing IRCurveScenarioContainer for the specific discount curve instrument set type
(treasury or rates instruments), given the EOD and the currency
|
static ScenarioDiscountCurve |
EODCurves.BuildEODIRCurveOfCode(java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings,
java.sql.Statement stmt,
JulianDate dtEOD,
java.lang.String strCurrency,
java.lang.String strInstrCode,
java.lang.String strInstrSetType,
java.lang.String strCurveName)
Build the closing IRCurveScenarioContainer for the specific discount curve instruments given the EOD
and the currency
|