public class ComponentMarketParamsBuilder
extends java.lang.Object
Constructor and Description |
---|
ComponentMarketParamsBuilder() |
Modifier and Type | Method and Description |
---|---|
static ComponentMarketParams |
CreateComponentMarketParams(DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
CreditCurve cc,
ComponentQuote compQuote,
CaseInsensitiveTreeMap<ComponentQuote> mTSYQuotes,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
Creates a CMP with the rates discount curve, the treasury discount curve, the EDSF discount curve, the
credit curve, the component quote, the map of treasury benchmark quotes, and the double map of
date/rate index and fixings
|
static ComponentMarketParams |
CreateComponentMarketParams(DiscountCurve dc,
DiscountCurve dcForward,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
CreditCurve cc,
ComponentQuote compQuote,
CaseInsensitiveTreeMap<ComponentQuote> mTSYQuotes,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
Creates a CMP with the rates discount curve, the forward discount curve, the treasury discount curve,
the EDSF discount curve, the credit curve, the component quote, the map of treasury benchmark quotes,
and the double map of date/rate index and fixings
|
static ComponentMarketParams |
FromByteArray(byte[] ab)
Create a Component Market Parameter Instance from the byte array
|
static ComponentMarketParams |
MakeCreditCMP(DiscountCurve dc,
CreditCurve cc)
Creates a CMP with the discount curve and the credit curve
|
static ComponentMarketParams |
MakeDiscountCMP(DiscountCurve dc)
Creates a CMP with the rates discount curve alone
|
static ComponentMarketParams |
MakeDiscountCMP(DiscountCurve dc,
DiscountCurve dcTSY)
Creates a CMP with the rates discount curve and the treasury discount curve alone
|
static ComponentMarketParams |
MakeDiscountCMP(DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF)
Creates a CMP with the rates discount curve, the treasury discount curve, and the EDSF discount curve
|
static ComponentMarketParams |
MakeFloaterDiscountCMP(DiscountCurve dc,
DiscountCurve dcForward)
Creates a CMP with the rates discount curve and the forward
|
public static final ComponentMarketParams MakeDiscountCMP(DiscountCurve dc)
dc
- Rates Discount Curvepublic static final ComponentMarketParams MakeFloaterDiscountCMP(DiscountCurve dc, DiscountCurve dcForward)
dc
- Rates Discount CurvedcForward
- Forward Discount Curvepublic static final ComponentMarketParams MakeDiscountCMP(DiscountCurve dc, DiscountCurve dcTSY)
dc
- Rates Discount CurvedcTSY
- Treasury Discount Curvepublic static final ComponentMarketParams MakeDiscountCMP(DiscountCurve dc, DiscountCurve dcTSY, DiscountCurve dcEDSF)
dc
- Rates Discount CurvedcTSY
- Treasury Discount CurvedcEDSF
- EDSF Discount Curvepublic static final ComponentMarketParams MakeCreditCMP(DiscountCurve dc, CreditCurve cc)
dc
- Discount Curvecc
- Credit Curvepublic static final ComponentMarketParams CreateComponentMarketParams(DiscountCurve dc, DiscountCurve dcTSY, DiscountCurve dcEDSF, CreditCurve cc, ComponentQuote compQuote, CaseInsensitiveTreeMap<ComponentQuote> mTSYQuotes, java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
dc
- Rates Discount CurvedcTSY
- Treasury Discount CurvedcEDSF
- EDSF Discount Curvecc
- Credit CurvecompQuote
- Component quotemTSYQuotes
- Map of Treasury Benchmark QuotesmmFixings
- Double map of date/rate index and fixingspublic static final ComponentMarketParams CreateComponentMarketParams(DiscountCurve dc, DiscountCurve dcForward, DiscountCurve dcTSY, DiscountCurve dcEDSF, CreditCurve cc, ComponentQuote compQuote, CaseInsensitiveTreeMap<ComponentQuote> mTSYQuotes, java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
dc
- Rates Discount CurvedcForward
- Forward Discount CurvedcTSY
- Treasury Discount CurvedcEDSF
- EDSF Discount Curvecc
- Credit CurvecompQuote
- Component quotemTSYQuotes
- Map of Treasury Benchmark QuotesmmFixings
- Double map of date/rate index and fixingspublic static final ComponentMarketParams FromByteArray(byte[] ab)
ab
- Byte Array