public class ShapePreservingCCIS extends CurveSpanConstructionInput
Constructor and Description |
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ShapePreservingCCIS(LinearCurveCalibrator lccShapePreserving,
StretchRepresentationSpec[] aSRS,
ValuationParams valParam,
PricerParams pricerParam,
QuotingParams quotingParam,
ComponentMarketParams cmp)
ShapePreservingCCIS constructor
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Modifier and Type | Method and Description |
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LinearCurveCalibrator |
lcc()
Retrieve the Linear Curve Calibrator
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getCMP, getComponent, getFixing, getMeasure, getPricerParameter, getQuote, getQuotingParameter, getSRS, getValuationParameter
public ShapePreservingCCIS(LinearCurveCalibrator lccShapePreserving, StretchRepresentationSpec[] aSRS, ValuationParams valParam, PricerParams pricerParam, QuotingParams quotingParam, ComponentMarketParams cmp) throws java.lang.Exception
lccShapePreserving
- Shape Preserving LinearCurveCalibrator instanceaSRS
- Array of Stretch RepresentationsvalParam
- Valuation ParameterspricerParam
- Pricer ParametersquotingParam
- Quoting Parameterscmp
- Component Market Parametersjava.lang.Exception
- Thrown if Inputs are invalidpublic LinearCurveCalibrator lcc()
CurveSpanConstructionInput
lcc
in class CurveSpanConstructionInput