public class BondProductBuilder extends Serializer
Modifier and Type | Field and Description |
---|---|
boolean |
_bHasBeenCalled
Has Been Exercised flag
|
boolean |
_bIsCallable
Callable flag
|
boolean |
_bIsDefaulted
Is Defaulted flag
|
boolean |
_bIsFloater
Is Floater flag
|
boolean |
_bIsPerpetual
Is Perpetual flag
|
boolean |
_bIsPutable
Putable flag
|
boolean |
_bIsSinkable
Sinkable flag
|
double |
_dblCoupon
Coupon
|
double |
_dblCurrentCoupon
Current Coupon
|
double |
_dblFloatSpread
Floater Spread
|
double |
_dblRedemptionValue
Redemption Value
|
JulianDate |
_dtAnnounce
Announce Date
|
JulianDate |
_dtFinalMaturity
Final Maturity Date
|
JulianDate |
_dtFirstCoupon
First Coupon Date
|
JulianDate |
_dtFirstSettle
First Settle Date
|
JulianDate |
_dtInterestAccrualStart
Interest Accrual Start Date
|
JulianDate |
_dtIssue
Issue Date
|
JulianDate |
_dtMaturity
Maturity
|
int |
_iCouponFreq
Coupon Frequency
|
java.lang.String |
_strCalculationType
Calculation Type
|
java.lang.String |
_strCouponCurrency
Coupon Currency
|
java.lang.String |
_strCouponType
Coupon Type
|
java.lang.String |
_strCUSIP
CUSIP
|
java.lang.String |
_strDayCountCode
Day count Code
|
java.lang.String |
_strFloatCouponConvention
Floater Coupon Day Count Convention
|
java.lang.String |
_strISIN
ISIN
|
java.lang.String |
_strIssuerSPN
Issuer SPN
|
java.lang.String |
_strMaturityType
Maturity Type
|
java.lang.String |
_strRateIndex
Rate Index
|
java.lang.String |
_strRedemptionCurrency
Redemption Currency
|
java.lang.String |
_strTicker
Ticker
|
java.lang.String |
_strTradeCurrency
Trade Currency
|
NULL_SER_STRING, VERSION
Constructor and Description |
---|
BondProductBuilder()
Empty BondProductBuilder ctr - uninitialized members
|
BondProductBuilder(byte[] ab)
BondProductBuilder de-serialization from input byte array
|
Modifier and Type | Method and Description |
---|---|
static BondProductBuilder |
CreateFromResultSet(java.sql.ResultSet rs,
MarketParams mpc)
Creates BondProductBuilder from the SQL ResultSet and the input MPC
|
Serializer |
deserialize(byte[] ab)
De-serialize from a byte array.
|
TerminationSetting |
getCFTEParams()
Get the Bond's CF termination event Parameters
|
CouponSetting |
getCouponParams()
Get the Bond's Coupon Parameters
|
CreditSetting |
getCRValuationParams()
Get the Bond's Credit Component Parameters
|
CurrencySet |
getCurrencyParams()
Get the Bond's Currency Parameters
|
FloaterSetting |
getFloaterParams()
Get the Bond's Floater Parameters
|
IdentifierSet |
getIdentifierParams()
Get the Bond's identifier Parameters
|
QuoteConvention |
getMarketConvention()
Get the Bond's Market Convention
|
NotionalSetting |
getNotionalParams()
Get the Bond's Notional Parameters
|
PeriodGenerator |
getPeriodGenParams()
Get the Bond's Period Generation Parameters
|
RatesSetting |
getRatesValuationParams()
Get the Bond's Rates Valuation Parameters
|
TreasuryBenchmark |
getTSYParams()
Get the Bond's treasury Parameters
|
static void |
main(java.lang.String[] astrArgs) |
java.lang.String |
makeSQLDelete()
Create an SQL Delete statement from the object's state
|
java.lang.String |
makeSQLInsert()
Create an SQL Insert statement from the object's state
|
byte[] |
serialize()
Serialize into a byte array.
|
boolean |
setAnnounce(java.lang.String strAnnounce)
Sets the Bond Announce
|
boolean |
setCalculationType(java.lang.String strCalculationType)
Sets the Bond Calculation Type
|
boolean |
setCoupon(java.lang.String strCoupon)
Sets the Bond Coupon
|
boolean |
setCouponCurrency(java.lang.String strCouponCurrency)
Sets The Coupon Currency
|
boolean |
setCouponFreq(java.lang.String strCouponFreq)
Sets the Bond Coupon Frequency
|
boolean |
setCouponType(java.lang.String strCouponType)
Sets the Bond Coupon Type
|
boolean |
setCurrentCoupon(java.lang.String strCurrentCoupon)
Sets the bond's Current Coupon
|
boolean |
setCUSIP(java.lang.String strCUSIP)
Sets the Bond CUSIP
|
boolean |
setDayCountCode(java.lang.String strDayCountCode)
Sets the Bond Day Count Code
|
boolean |
setFinalMaturity(java.lang.String strFinalMaturity)
Sets the final maturity of the bond
|
boolean |
setFirstCoupon(java.lang.String strFirstCoupon)
Sets the Bond First Coupon Date
|
boolean |
setFirstSettle(java.lang.String strFirstSettle)
Sets the Bond First Settle
|
boolean |
setFloatCouponConvention(java.lang.String strFloatCouponConvention)
Sets the bond's Float Coupon Convention
|
boolean |
setFloatSpread(MarketParams mpc)
Sets the bond's floating rate spread from the MPC
|
boolean |
setFloatSpread(java.lang.String strFloatSpread)
Sets the bond's floating rate spread
|
boolean |
setHasBeenCalled(java.lang.String strHasBeenCalled)
Sets whether the bond Has Been Called
|
boolean |
setInterestAccrualStart(java.lang.String strInterestAccrualStart)
Sets the Bond Interest Accrual Start Date
|
boolean |
setIsCallable(java.lang.String strCallable)
Sets whether the Bond Is Callable
|
boolean |
setIsDefaulted(java.lang.String strIsDefaulted)
Sets whether the bond is defaulted or not
|
boolean |
setIsFloater(java.lang.String strIsFloater)
Sets whether the bond is a floater or not
|
boolean |
setISIN(java.lang.String strISIN)
Sets the Bond ISIN
|
boolean |
setIsPerpetual(java.lang.String strIsPerpetual)
Sets whether the bond is perpetual or not
|
boolean |
setIsPutable(java.lang.String strPutable)
Sets whether the Bond Is Putable
|
boolean |
setIsSinkable(java.lang.String strSinkable)
Sets whether the Bond Is Sinkable
|
boolean |
setIssue(java.lang.String strIssue)
Sets the Bond Issue Date
|
boolean |
setIssuerSPN(java.lang.String strIssuerSPN)
Sets the bond's Issuer SPN
|
boolean |
setMaturity(java.lang.String strMaturity)
Sets the Bond Maturity
|
boolean |
setMaturityType(java.lang.String strMaturityType)
Sets the Bond Maturity Type
|
boolean |
setRateIndex(java.lang.String strRateIndex)
Sets the bond's Rate Index
|
boolean |
setRedemptionCurrency(java.lang.String strRedemptionCurrency)
Sets The redemption Currency
|
boolean |
setRedemptionValue(java.lang.String strRedemptionValue)
Sets the Bond Redemption Value
|
boolean |
setTicker(java.lang.String strTicker)
Sets the Bond Ticker
|
boolean |
setTradeCurrency(java.lang.String strTradeCurrency)
Sets The Trade Currency
|
boolean |
validate(MarketParams mpc)
Validate the state
|
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter, getFieldDelimiter, getObjectTrailer
public java.lang.String _strISIN
public java.lang.String _strCUSIP
public java.lang.String _strTicker
public double _dblCoupon
public JulianDate _dtMaturity
public int _iCouponFreq
public java.lang.String _strCouponType
public java.lang.String _strMaturityType
public java.lang.String _strCalculationType
public java.lang.String _strDayCountCode
public double _dblRedemptionValue
public JulianDate _dtAnnounce
public JulianDate _dtFirstSettle
public JulianDate _dtFirstCoupon
public JulianDate _dtInterestAccrualStart
public JulianDate _dtIssue
public boolean _bIsCallable
public boolean _bIsPutable
public boolean _bIsSinkable
public java.lang.String _strRedemptionCurrency
public java.lang.String _strCouponCurrency
public java.lang.String _strTradeCurrency
public boolean _bHasBeenCalled
public java.lang.String _strFloatCouponConvention
public double _dblCurrentCoupon
public boolean _bIsFloater
public JulianDate _dtFinalMaturity
public boolean _bIsPerpetual
public boolean _bIsDefaulted
public double _dblFloatSpread
public java.lang.String _strRateIndex
public java.lang.String _strIssuerSPN
public BondProductBuilder()
public BondProductBuilder(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if BondProductBuilder cannot be properly de-serializedpublic static final BondProductBuilder CreateFromResultSet(java.sql.ResultSet rs, MarketParams mpc)
rs
- SQL ResultSetmpc
- org.drip.param.definition.MarketParams to help fill some of the fields inpublic boolean setISIN(java.lang.String strISIN)
strISIN
- ISIN inputpublic boolean setCUSIP(java.lang.String strCUSIP)
strCUSIP
- CUSIP inputpublic boolean setTicker(java.lang.String strTicker)
strTicker
- Ticker inputpublic boolean setCoupon(java.lang.String strCoupon)
strCoupon
- Coupon inputpublic boolean setMaturity(java.lang.String strMaturity)
strMaturity
- Maturity inputpublic boolean setCouponFreq(java.lang.String strCouponFreq)
strCouponFreq
- Coupon Frequency inputpublic boolean setCouponType(java.lang.String strCouponType)
strCouponType
- Coupon Type inputpublic boolean setMaturityType(java.lang.String strMaturityType)
strMaturityType
- Maturity Type inputpublic boolean setCalculationType(java.lang.String strCalculationType)
strCalculationType
- Calculation Type inputpublic boolean setDayCountCode(java.lang.String strDayCountCode)
strDayCountCode
- Day Count Code inputpublic boolean setRedemptionValue(java.lang.String strRedemptionValue)
strRedemptionValue
- Redemption Value inputpublic boolean setAnnounce(java.lang.String strAnnounce)
strAnnounce
- Announce Date Stringpublic boolean setFirstSettle(java.lang.String strFirstSettle)
strFirstSettle
- First Settle Date Stringpublic boolean setFirstCoupon(java.lang.String strFirstCoupon)
strFirstCoupon
- First Coupon Date Stringpublic boolean setInterestAccrualStart(java.lang.String strInterestAccrualStart)
strInterestAccrualStart
- Interest Accrual Start Date Stringpublic boolean setIssue(java.lang.String strIssue)
strIssue
- Issue Date Stringpublic boolean setIsCallable(java.lang.String strCallable)
strCallable
- Callable Stringpublic boolean setIsPutable(java.lang.String strPutable)
strPutable
- Putable Stringpublic boolean setIsSinkable(java.lang.String strSinkable)
strSinkable
- Sinkable Stringpublic boolean setRedemptionCurrency(java.lang.String strRedemptionCurrency)
strRedemptionCurrency
- Redemption Currency Stringpublic boolean setCouponCurrency(java.lang.String strCouponCurrency)
strCouponCurrency
- Coupon Currency Stringpublic boolean setTradeCurrency(java.lang.String strTradeCurrency)
strTradeCurrency
- Trade Currency Stringpublic boolean setHasBeenCalled(java.lang.String strHasBeenCalled)
strHasBeenCalled
- Has Been Called Stringpublic boolean setFloatCouponConvention(java.lang.String strFloatCouponConvention)
strFloatCouponConvention
- Float Coupon Convention Stringpublic boolean setCurrentCoupon(java.lang.String strCurrentCoupon)
strCurrentCoupon
- Current Coupon Stringpublic boolean setIsFloater(java.lang.String strIsFloater)
strIsFloater
- String indicating whether the bond is a floaterpublic boolean setFinalMaturity(java.lang.String strFinalMaturity)
strFinalMaturity
- String representing the bond's final maturitypublic boolean setIsPerpetual(java.lang.String strIsPerpetual)
strIsPerpetual
- String representing whether the bond is perpetual or notpublic boolean setIsDefaulted(java.lang.String strIsDefaulted)
strIsDefaulted
- String representing whether the bond is defaulted or notpublic boolean setFloatSpread(java.lang.String strFloatSpread)
strFloatSpread
- String representing the bond's floating spreadpublic boolean setFloatSpread(MarketParams mpc)
mpc
- org.drip.param.definition.MarketParamspublic boolean setRateIndex(java.lang.String strRateIndex)
strRateIndex
- Rate Indexpublic boolean setIssuerSPN(java.lang.String strIssuerSPN)
strIssuerSPN
- Issuer SPN Stringpublic boolean validate(MarketParams mpc)
mpc
- org.drip.param.definition.MarketParamspublic java.lang.String makeSQLInsert()
public TreasuryBenchmark getTSYParams()
public IdentifierSet getIdentifierParams()
public CouponSetting getCouponParams()
public CurrencySet getCurrencyParams()
public FloaterSetting getFloaterParams()
public QuoteConvention getMarketConvention()
public RatesSetting getRatesValuationParams()
public CreditSetting getCRValuationParams()
public TerminationSetting getCFTEParams()
public NotionalSetting getNotionalParams()
public PeriodGenerator getPeriodGenParams()
public java.lang.String makeSQLDelete()
public byte[] serialize()
Serializer
serialize
in class Serializer
public Serializer deserialize(byte[] ab)
Serializer
deserialize
in class Serializer
public static void main(java.lang.String[] astrArgs) throws java.lang.Exception
java.lang.Exception