public class BasketMarketParamSet extends BasketMarketParams
NULL_SER_STRING, VERSION
Constructor and Description |
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BasketMarketParamSet()
Empty BasketMarketParamSet object
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BasketMarketParamSet(byte[] ab)
BasketMarketParamSet de-serialization from input byte array
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BasketMarketParamSet(CaseInsensitiveTreeMap<DiscountCurve> mapDC,
CaseInsensitiveTreeMap<ForwardCurve> mapFC,
CaseInsensitiveTreeMap<CreditCurve> mapCC,
CaseInsensitiveTreeMap<ComponentQuote> mapCQComp,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
Construct the BasketMarketParamSet object from the map of discount curve, the map of forward curve,
the map of credit curve, a double map of date/rate index and fixings, and a map of the component
quotes.
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Modifier and Type | Method and Description |
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boolean |
addComponentQuote(java.lang.String strName,
ComponentQuote cq)
Add a named Component Quote
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boolean |
addCreditCurve(java.lang.String strName,
CreditCurve cc)
Add a named credit curve
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boolean |
addDiscountCurve(java.lang.String strName,
DiscountCurve dc)
Add a named discount curve
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boolean |
addForwardCurve(java.lang.String strName,
ForwardCurve fc)
Add a named Forward curve
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Serializer |
deserialize(byte[] ab)
De-serialize from a byte array.
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java.lang.String |
getCollectionKeyValueDelimiter()
Returns the Collection Key Value Delimiter String
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java.lang.String |
getCollectionRecordDelimiter()
Returns the Collection Record Delimiter String
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ComponentMarketParams |
getComponentMarketParams(ComponentMarketParamRef compRef)
Retrieve the basket component's market parameters
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ComponentQuote |
getComponentQuote(java.lang.String strName)
Retrieve the Named Component Quote
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CreditCurve |
getCreditCurve(java.lang.String strName)
Retrieve a named credit curve
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DiscountCurve |
getDiscountCurve(java.lang.String strName)
Retrieve a named discount curve
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java.lang.String |
getFieldDelimiter()
Returns the Field Delimiter String
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ForwardCurve |
getForwardCurve(java.lang.String strName)
Retrieve the Named Forward Curve
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java.lang.String |
getObjectTrailer()
Returns the Object Trailer String
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static void |
main(java.lang.String[] astrArgs) |
byte[] |
serialize()
Serialize into a byte array.
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getCollectionMultiLevelKeyDelimiter
public BasketMarketParamSet(CaseInsensitiveTreeMap<DiscountCurve> mapDC, CaseInsensitiveTreeMap<ForwardCurve> mapFC, CaseInsensitiveTreeMap<CreditCurve> mapCC, CaseInsensitiveTreeMap<ComponentQuote> mapCQComp, java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
mapDC
- Map of discount curvemapFC
- Map of Forward curvemapCC
- Map of Credit curvemapCQComp
- Map of component quotesmmFixings
- Double map of date/rate index and fixingspublic BasketMarketParamSet(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if BasketMarketParamSet cannot be properly de-serializedpublic BasketMarketParamSet()
public boolean addDiscountCurve(java.lang.String strName, DiscountCurve dc)
BasketMarketParams
addDiscountCurve
in class BasketMarketParams
strName
- Namedc
- Discount Curvepublic boolean addForwardCurve(java.lang.String strName, ForwardCurve fc)
BasketMarketParams
addForwardCurve
in class BasketMarketParams
strName
- Namefc
- Forward Curvepublic boolean addCreditCurve(java.lang.String strName, CreditCurve cc)
BasketMarketParams
addCreditCurve
in class BasketMarketParams
strName
- Namecc
- Credit Curvepublic DiscountCurve getDiscountCurve(java.lang.String strName)
BasketMarketParams
getDiscountCurve
in class BasketMarketParams
strName
- Namepublic ForwardCurve getForwardCurve(java.lang.String strName)
BasketMarketParams
getForwardCurve
in class BasketMarketParams
strName
- Namepublic CreditCurve getCreditCurve(java.lang.String strName)
BasketMarketParams
getCreditCurve
in class BasketMarketParams
strName
- Namepublic boolean addComponentQuote(java.lang.String strName, ComponentQuote cq)
BasketMarketParams
addComponentQuote
in class BasketMarketParams
strName
- Component Namecq
- Component Quotepublic ComponentQuote getComponentQuote(java.lang.String strName)
BasketMarketParams
getComponentQuote
in class BasketMarketParams
strName
- Component Namepublic ComponentMarketParams getComponentMarketParams(ComponentMarketParamRef compRef)
BasketMarketParams
getComponentMarketParams
in class BasketMarketParams
compRef
- The component's ComponentMarketParamRefpublic java.lang.String getCollectionKeyValueDelimiter()
Serializer
getCollectionKeyValueDelimiter
in class Serializer
public java.lang.String getFieldDelimiter()
Serializer
getFieldDelimiter
in class Serializer
public java.lang.String getObjectTrailer()
Serializer
getObjectTrailer
in class Serializer
public java.lang.String getCollectionRecordDelimiter()
Serializer
getCollectionRecordDelimiter
in class Serializer
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