public abstract class MarketParams
extends java.lang.Object
Constructor and Description |
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MarketParams() |
Modifier and Type | Method and Description |
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abstract boolean |
addCompQuote(java.lang.String strCompID,
ComponentQuote cqComp)
Add the component quote
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abstract boolean |
addCompQuotes(CaseInsensitiveTreeMap<ComponentQuote> mCompQuotes)
Add the full map of component quotes
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abstract boolean |
addFixings(JulianDate dtFix,
java.lang.String strIndex,
double dblFixing)
Add the fixing for the given rate index and the given date
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abstract boolean |
addScenBMP(java.lang.String strScenarioName,
BasketMarketParams bmp)
Add the named scenario BMP
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abstract boolean |
addScenCC(java.lang.String strName,
ScenarioCreditCurve ccsg)
Add the named scenario CC
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abstract boolean |
addScenCMP(java.lang.String strScenarioName,
ComponentMarketParams cmp)
Add the named scenario CMP
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abstract boolean |
addScenDC(java.lang.String strName,
ScenarioDiscountCurve irsg)
Add the named scenario DC
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abstract boolean |
addScenFC(java.lang.String strName,
ScenarioForwardCurve sfc)
Add Named Scenario Forward Curve
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abstract boolean |
addTSYQuote(java.lang.String strBenchmark,
ComponentQuote cqTSY)
Add the named Treasury Quote
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abstract CaseInsensitiveTreeMap<ScenarioCreditCurve> |
getCCSG()
Retrieve the map of org.drip.param.definition.CreditScenarioCurve
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abstract ComponentQuote |
getCompQuote(java.lang.String strCompID)
Retrieve the quote for the given component
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abstract CaseInsensitiveTreeMap<ComponentQuote> |
getCompQuotes()
Retrieve the full map of component quotes
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abstract CaseInsensitiveTreeMap<BasketMarketParams> |
getCreditBumpBMP(BasketProduct bp,
boolean bBump)
Get the map of credit Tenor bumped curves for the given BasketProduct
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abstract CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<BasketMarketParams>> |
getCreditTenorBumpBMP(BasketProduct bp,
boolean bBump)
Get the double map of credit Tenor bumped curves for each credit curve for the given BasketProduct
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abstract CaseInsensitiveTreeMap<ComponentMarketParams> |
getCreditTenorCMP(Component comp,
boolean bBumpUp)
Get the map of tenor credit bumped ComponentMarketParams corresponding to the component
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abstract java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> |
getFixings()
Retrieve the fixings double map
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abstract CaseInsensitiveTreeMap<BasketMarketParams> |
getForwardBumpBMP(BasketProduct bp,
boolean bBump)
Get the Map of Forward Rate Tenor Bumped Curves for the given Basket Product
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abstract CaseInsensitiveTreeMap<ComponentMarketParams> |
getForwardTenorCMP(Component comp,
boolean bBumpUp)
Get the Map of Tenor Forward Rate bumped ComponentMarketParams corresponding to the component
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abstract CaseInsensitiveTreeMap<BasketMarketParams> |
getIRBumpBMP(BasketProduct bp,
boolean bBump)
Get the map of IR Tenor bumped curves for the given BasketProduct
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abstract CaseInsensitiveTreeMap<ScenarioDiscountCurve> |
getIRSG()
Retrieve the map of RatesScenarioCurve
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abstract CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<BasketMarketParams>> |
getIRTenorBumpBMP(BasketProduct bp,
boolean bBump)
Get the double map of IR Tenor bumped curves for each IR curve for the given BasketProduct
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abstract CaseInsensitiveTreeMap<ComponentMarketParams> |
getIRTenorCMP(Component comp,
boolean bBumpUp)
Get the map of tenor IR bumped ComponentMarketParams corresponding to the component
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abstract CaseInsensitiveTreeMap<BasketMarketParams> |
getRecoveryBumpBMP(BasketProduct bp,
boolean bBump)
Get the map of Recovery Tenor bumped curves for the given BasketProduct
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abstract BasketMarketParams |
getScenBMP(BasketProduct bp,
java.lang.String strScen)
Get the BasketMarketParams for the given basket product and the scenario
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abstract BasketMarketParams |
getScenBMP(java.lang.String strScenarioName)
Retrieve the Named Scenario BMP
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abstract ComponentMarketParams |
getScenCMP(Component comp,
java.lang.String strScen)
Get the ComponentMarketParams corresponding to the component and the scenario
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abstract ComponentMarketParams |
getScenCMP(java.lang.String strScenarioName)
Retrieve the Named Scenario CMP
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abstract ComponentQuote |
getTSYQuote(java.lang.String strBenchmark)
Get the named Treasury Quote Map corresponding to the desired benchmark
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abstract CaseInsensitiveTreeMap<ComponentQuote> |
getTSYQuotes()
Get the full set of named Treasury Quote Map
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abstract boolean |
removeCompQuote(java.lang.String strCompID)
Remove the component quote
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abstract boolean |
removeFixings(JulianDate dtFix,
java.lang.String strIndex)
Remove the fixing corresponding to the given date and index
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abstract boolean |
removeScenCC(java.lang.String strName)
Removes the named scenario CC
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abstract boolean |
removeScenDC(java.lang.String strName)
Remove the named scenario DC
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abstract boolean |
removeScenFC(java.lang.String strName)
Remove the Named Scenario Forward Curve
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abstract boolean |
removeTSYQuote(java.lang.String strBenchmark)
Remove the named Treasury Quote
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abstract boolean |
setTSYQuotes(CaseInsensitiveTreeMap<ComponentQuote> mapCQTSY)
Set the full set of named Treasury Quote Map
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public abstract boolean addScenDC(java.lang.String strName, ScenarioDiscountCurve irsg)
strName
- Nameirsg
- Corresponding IRCurveScenarioContainer instancepublic abstract boolean removeScenDC(java.lang.String strName)
strName
- Namepublic abstract boolean addScenFC(java.lang.String strName, ScenarioForwardCurve sfc)
strName
- Namesfc
- Scenario Forward Curve Instancepublic abstract boolean removeScenFC(java.lang.String strName)
strName
- Namepublic abstract boolean addScenCC(java.lang.String strName, ScenarioCreditCurve ccsg)
strName
- Nameccsg
- Corresponding org.drip.param.definition.CreditScenarioCurve instancepublic abstract boolean removeScenCC(java.lang.String strName)
strName
- Namepublic abstract boolean addTSYQuote(java.lang.String strBenchmark, ComponentQuote cqTSY)
strBenchmark
- NamecqTSY
- Treasury Quotepublic abstract boolean removeTSYQuote(java.lang.String strBenchmark)
strBenchmark
- Namepublic abstract boolean setTSYQuotes(CaseInsensitiveTreeMap<ComponentQuote> mapCQTSY)
mapCQTSY
- Named Treasury Quote Mappublic abstract ComponentQuote getTSYQuote(java.lang.String strBenchmark)
strBenchmark
- The treasury benchmarkpublic abstract CaseInsensitiveTreeMap<ComponentQuote> getTSYQuotes()
public abstract boolean addFixings(JulianDate dtFix, java.lang.String strIndex, double dblFixing)
dtFix
- The fixing datestrIndex
- The Rate IndexdblFixing
- The fixingpublic abstract boolean removeFixings(JulianDate dtFix, java.lang.String strIndex)
dtFix
- Fixing datestrIndex
- Rate Indexpublic abstract java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> getFixings()
public abstract boolean addCompQuote(java.lang.String strCompID, ComponentQuote cqComp)
strCompID
- Component IDcqComp
- Component Quotepublic abstract boolean removeCompQuote(java.lang.String strCompID)
strCompID
- Component IDpublic abstract boolean addCompQuotes(CaseInsensitiveTreeMap<ComponentQuote> mCompQuotes)
mCompQuotes
- Map of Component Quotespublic abstract ComponentQuote getCompQuote(java.lang.String strCompID)
strCompID
- Component IDpublic abstract CaseInsensitiveTreeMap<ComponentQuote> getCompQuotes()
public abstract boolean addScenBMP(java.lang.String strScenarioName, BasketMarketParams bmp)
strScenarioName
- Scenario Namebmp
- BasketMarketParamspublic abstract BasketMarketParams getScenBMP(java.lang.String strScenarioName)
strScenarioName
- Scenario Namepublic abstract boolean addScenCMP(java.lang.String strScenarioName, ComponentMarketParams cmp)
strScenarioName
- Scenario Namecmp
- BasketMarketParamspublic abstract ComponentMarketParams getScenCMP(java.lang.String strScenarioName)
strScenarioName
- Scenario Namepublic abstract ComponentMarketParams getScenCMP(Component comp, java.lang.String strScen)
comp
- ComponentstrScen
- Scenariopublic abstract CaseInsensitiveTreeMap<ComponentMarketParams> getIRTenorCMP(Component comp, boolean bBumpUp)
comp
- ComponentbBumpUp
- Bump up (True)public abstract CaseInsensitiveTreeMap<ComponentMarketParams> getForwardTenorCMP(Component comp, boolean bBumpUp)
comp
- ComponentbBumpUp
- Bump up (True)public abstract CaseInsensitiveTreeMap<ComponentMarketParams> getCreditTenorCMP(Component comp, boolean bBumpUp)
comp
- ComponentbBumpUp
- Bump up (True)public abstract BasketMarketParams getScenBMP(BasketProduct bp, java.lang.String strScen)
bp
- BasketProductstrScen
- Scenariopublic abstract CaseInsensitiveTreeMap<BasketMarketParams> getIRBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract CaseInsensitiveTreeMap<BasketMarketParams> getForwardBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract CaseInsensitiveTreeMap<BasketMarketParams> getCreditBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract CaseInsensitiveTreeMap<BasketMarketParams> getRecoveryBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<BasketMarketParams>> getIRTenorBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<BasketMarketParams>> getCreditTenorBumpBMP(BasketProduct bp, boolean bBump)
bp
- BasketProductbBump
- True (Bump Up), False (Bump Down)public abstract CaseInsensitiveTreeMap<ScenarioDiscountCurve> getIRSG()
public abstract CaseInsensitiveTreeMap<ScenarioCreditCurve> getCCSG()