public class SmoothingCCIS extends ShapePreservingCCIS
Constructor and Description |
---|
SmoothingCCIS(DiscountCurve dcShapePreserver,
SmoothingCurveStretchParams scsp,
LinearCurveCalibrator lccShapePreserving,
StretchRepresentationSpec[] aRBS,
ValuationParams valParam,
PricerParams pricerParam,
QuotingParams quotingParam,
ComponentMarketParams cmp)
SmoothingCCIS constructor
|
Modifier and Type | Method and Description |
---|---|
DiscountCurve |
getShapePreservingDC()
Retrieve the Shape Preserving Discount Curve
|
SmoothingCurveStretchParams |
scsp()
Retrieve the Smoothing Curve Stretch Parameters
|
lcc
getCMP, getComponent, getFixing, getMeasure, getPricerParameter, getQuote, getQuotingParameter, getSRS, getValuationParameter
public SmoothingCCIS(DiscountCurve dcShapePreserver, SmoothingCurveStretchParams scsp, LinearCurveCalibrator lccShapePreserving, StretchRepresentationSpec[] aRBS, ValuationParams valParam, PricerParams pricerParam, QuotingParams quotingParam, ComponentMarketParams cmp) throws java.lang.Exception
dcShapePreserver
- Shape Preserving Discount Curve Instancescsp
- Smoothing Curve Stretch ParameterslccShapePreserving
- Shape Preserving LinearCurveCalibrator instanceaRBS
- Array of Stretch RepresentationsvalParam
- Valuation ParameterspricerParam
- Pricer ParametersquotingParam
- Quoting Parameterscmp
- Component Market Parametersjava.lang.Exception
- Thrown if Inputs are invalidpublic DiscountCurve getShapePreservingDC()
public SmoothingCurveStretchParams scsp()