public class ComponentMarketParamSet extends ComponentMarketParams
NULL_SER_STRING, VERSION
Constructor and Description |
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ComponentMarketParamSet(byte[] ab)
ComponentMarketParamSet de-serialization from input byte array
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ComponentMarketParamSet(DiscountCurve dc,
ForwardCurve fc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
CreditCurve cc,
ComponentQuote compQuote,
CaseInsensitiveTreeMap<ComponentQuote> mTSYQuotes,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
Create 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.
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Modifier and Type | Method and Description |
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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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ComponentQuote |
getComponentQuote()
Retrieve the Component Quote
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CreditCurve |
getCreditCurve()
Retrieve the Component Credit Curve
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DiscountCurve |
getDiscountCurve()
Retrieve the Component Discount Curve
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DiscountCurve |
getEDSFDiscountCurve()
Retrieve the Component EDSF Discount Curve
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java.lang.String |
getFieldDelimiter()
Returns the Field Delimiter String
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java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> |
getFixings()
Retrieve the Fixings
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ForwardCurve |
getForwardCurve()
Retrieve the Component Forward Curve
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java.lang.String |
getObjectTrailer()
Returns the Object Trailer String
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CaseInsensitiveTreeMap<ComponentQuote> |
getTSYBenchmarkQuotes()
Retrieve the TSY Benchmark Quotes
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DiscountCurve |
getTSYDiscountCurve()
Retrieve the Component TSY Discount Curve
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static void |
main(java.lang.String[] astrArgs) |
byte[] |
serialize()
Serialize into a byte array.
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boolean |
setComponentQuote(ComponentQuote compQuote)
(Re)-set the Component Quote
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boolean |
setCreditCurve(CreditCurve cc)
(Re)-set the Component Credit Curve
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boolean |
setDiscountCurve(DiscountCurve dc)
(Re)-set the Component Discount Curve
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boolean |
setEDSFDiscountCurve(DiscountCurve dcEDSF)
(Re)-set the Component EDSF Discount Curve
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boolean |
setFixings(java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
(Re)-set the Fixings
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boolean |
setForwardCurve(ForwardCurve fc)
(Re)-set the Component Forward Curve
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boolean |
setTSYDiscountCurve(DiscountCurve dcTSY)
(Re)-set the Component TSY Discount Curve
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getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter
public ComponentMarketParamSet(DiscountCurve dc, ForwardCurve fc, DiscountCurve dcTSY, DiscountCurve dcEDSF, CreditCurve cc, ComponentQuote compQuote, CaseInsensitiveTreeMap<ComponentQuote> mTSYQuotes, java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
dc
- Rates Discount Curvefc
- Forward CurvedcTSY
- Treasury Discount CurvedcEDSF
- EDSF Discount Curvecc
- Credit CurvecompQuote
- Component quotemTSYQuotes
- Map of Treasury Benchmark QuotesmmFixings
- Double map of date/rate index and fixingspublic ComponentMarketParamSet(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if CreditCurve cannot be properly de-serializedpublic 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 CreditCurve getCreditCurve()
ComponentMarketParams
getCreditCurve
in class ComponentMarketParams
public boolean setCreditCurve(CreditCurve cc)
ComponentMarketParams
setCreditCurve
in class ComponentMarketParams
cc
- Component Credit Curvepublic DiscountCurve getDiscountCurve()
ComponentMarketParams
getDiscountCurve
in class ComponentMarketParams
public boolean setDiscountCurve(DiscountCurve dc)
ComponentMarketParams
setDiscountCurve
in class ComponentMarketParams
dc
- Component Discount Curvepublic ForwardCurve getForwardCurve()
ComponentMarketParams
getForwardCurve
in class ComponentMarketParams
public boolean setForwardCurve(ForwardCurve fc)
ComponentMarketParams
setForwardCurve
in class ComponentMarketParams
fc
- Component Forward Curvepublic DiscountCurve getTSYDiscountCurve()
ComponentMarketParams
getTSYDiscountCurve
in class ComponentMarketParams
public boolean setTSYDiscountCurve(DiscountCurve dcTSY)
ComponentMarketParams
setTSYDiscountCurve
in class ComponentMarketParams
dcTSY
- Component TSY Discount Curvepublic DiscountCurve getEDSFDiscountCurve()
ComponentMarketParams
getEDSFDiscountCurve
in class ComponentMarketParams
public boolean setEDSFDiscountCurve(DiscountCurve dcEDSF)
ComponentMarketParams
setEDSFDiscountCurve
in class ComponentMarketParams
dcEDSF
- Component EDSF Discount Curvepublic ComponentQuote getComponentQuote()
ComponentMarketParams
getComponentQuote
in class ComponentMarketParams
public boolean setComponentQuote(ComponentQuote compQuote)
ComponentMarketParams
setComponentQuote
in class ComponentMarketParams
compQuote
- Component Quotepublic CaseInsensitiveTreeMap<ComponentQuote> getTSYBenchmarkQuotes()
ComponentMarketParams
getTSYBenchmarkQuotes
in class ComponentMarketParams
public java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> getFixings()
ComponentMarketParams
getFixings
in class ComponentMarketParams
public boolean setFixings(java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
ComponentMarketParams
setFixings
in class ComponentMarketParams
mmFixings
- Fixingspublic 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