Package | Description |
---|---|
org.drip.param.creator | |
org.drip.param.definition | |
org.drip.param.market | |
org.drip.service.env |
Modifier and Type | Method and Description |
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static RatesScenarioCurve |
RatesScenarioCurveBuilder.FromIRCSG(java.lang.String strCurrency,
CalibratableComponent[] aCalibInst)
Creates an RatesScenarioCurve Instance from the currency and the array of the calibration
instruments
|
Modifier and Type | Method and Description |
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abstract java.util.Map<java.lang.String,RatesScenarioCurve> |
MarketParams.getIRSG()
Retrieves the map of IRCurveScenarioContainer
|
Modifier and Type | Method and Description |
---|---|
abstract boolean |
MarketParams.addScenDC(java.lang.String strName,
RatesScenarioCurve irsg)
Adds the named scenario DC
|
Modifier and Type | Class and Description |
---|---|
class |
RatesCurveScenarioContainer
This class serves as the place holder for the different IR scenario curves.
|
Modifier and Type | Method and Description |
---|---|
java.util.Map<java.lang.String,RatesScenarioCurve> |
MarketParamsContainer.getIRSG() |
Modifier and Type | Method and Description |
---|---|
boolean |
MarketParamsContainer.addScenDC(java.lang.String strName,
RatesScenarioCurve irsg) |
Modifier and Type | Method and Description |
---|---|
static RatesScenarioCurve |
EODCurves.BuildEODIRCurve(java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> mmFixings,
java.sql.Statement stmt,
JulianDate dtEOD,
java.lang.String strCurrency,
java.lang.String strInstrSetType,
java.lang.String strCurveName)
Builds the closing IRCurveScenarioContainer for the specific discount curve instrument set type
(treasury or rates instruments), given the EOD and the currency
|
static RatesScenarioCurve |
EODCurves.BuildEODIRCurveOfCode(java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> mmFixings,
java.sql.Statement stmt,
JulianDate dtEOD,
java.lang.String strCurrency,
java.lang.String strInstrCode,
java.lang.String strInstrSetType,
java.lang.String strCurveName)
Builds the closing IRCurveScenarioContainer for the specific discount curve instruments given the EOD
and the currency
|