public class RatesScenarioCurveBuilder
extends java.lang.Object
Constructor and Description |
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RatesScenarioCurveBuilder() |
Modifier and Type | Method and Description |
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static DiscountCurve |
CreateDiscountCurve(JulianDate dt,
java.lang.String strCurrency,
java.lang.String strBootstrapMode,
CalibratableComponent[] aCalibInst,
double[] adblQuotes,
java.lang.String[] astrCalibMeasure,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
Creates Discount Curve from the Rates Calibration Instruments
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static RatesScenarioCurve |
FromIRCSG(java.lang.String strCurrency,
java.lang.String strBootstrapMode,
CalibratableComponent[] aCalibInst)
Creates an RatesScenarioCurve Instance from the currency and the array of the calibration
instruments
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public static final RatesScenarioCurve FromIRCSG(java.lang.String strCurrency, java.lang.String strBootstrapMode, CalibratableComponent[] aCalibInst)
strCurrency
- CurrencystrBootstrapMode
- Bootstrap Mode - one of the choices in DiscountCurveBuilder.BOOTSTRAP_MODE_xxxaCalibInst
- Array of the calibration instrumentspublic static final DiscountCurve CreateDiscountCurve(JulianDate dt, java.lang.String strCurrency, java.lang.String strBootstrapMode, CalibratableComponent[] aCalibInst, double[] adblQuotes, java.lang.String[] astrCalibMeasure, java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
dt
- Valuation DatestrCurrency
- CurrencystrBootstrapMode
- Bootstrap Mode - one of the choices in DiscountCurveBuilder.BOOTSTRAP_MODE_xxxaCalibInst
- Input Rates Calibration InstrumentsadblQuotes
- Input Calibration QuotesastrCalibMeasure
- Input Calibration MeasuresmmFixings
- (Optional) Input Fixings