public class StaticBACurves
extends java.lang.Object
Constructor and Description |
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StaticBACurves() |
Modifier and Type | Method and Description |
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static boolean |
AddTSYToMPC(MarketParams mpc)
Add custom treasuries to the org.drip.param.definition.MarketParams
|
static boolean |
BuildEDSFCurve(MarketParams mpc,
JulianDate dt,
java.lang.String strCurrency)
Build the EDSF curve from custom/user defined marks and adds it to the MarketParams for the given EOD
and currency
|
static boolean |
BuildTSYCurve(MarketParams mpc,
JulianDate dt,
java.lang.String strCurrency)
Build the treasury curve from custom/user defined marks and adds it to the MarketParams for the given
EOD and currency
|
static boolean |
setCC(MarketParams mpc,
JulianDate dt,
java.lang.String strCC,
java.lang.String strIR,
double dblFixedCoupon,
double dblFairPremium,
double dblRecovery)
Build the credit curve from a set of custom/user-defined quotes for a given EOD and loads them onto
the MPC
|
static boolean |
setDC(MarketParams mpc,
JulianDate dt,
java.lang.String strCurrency)
Build the full IR curve from custom/user defined marks and adds it to the MarketParams for the given
EOD and currency
|
public static final boolean AddTSYToMPC(MarketParams mpc)
mpc
- org.drip.param.definition.MarketParams to be added topublic static final boolean BuildTSYCurve(MarketParams mpc, JulianDate dt, java.lang.String strCurrency)
mpc
- org.drip.param.definition.MarketParams to which the treasury is to be added todt
- EOD JulianDatestrCurrency
- Currency stringpublic static final boolean BuildEDSFCurve(MarketParams mpc, JulianDate dt, java.lang.String strCurrency)
mpc
- org.drip.param.definition.MarketParams to which the treasury is to be added todt
- EOD JulianDatestrCurrency
- Currency stringpublic static boolean setDC(MarketParams mpc, JulianDate dt, java.lang.String strCurrency)
mpc
- org.drip.param.definition.MarketParams to which the treasury is to be added todt
- EOD JulianDatestrCurrency
- Currency stringpublic static boolean setCC(MarketParams mpc, JulianDate dt, java.lang.String strCC, java.lang.String strIR, double dblFixedCoupon, double dblFairPremium, double dblRecovery)
mpc
- org.drip.param.definition.MarketParams to be loaded intodt
- EOD DatestrCC
- String identifying the credit curvestrIR
- String representing the discount curvedblFixedCoupon
- fixed coupondblFairPremium
- fair premiumdblRecovery
- recovery