public class BondComponent extends Bond implements BondProduct
Modifier and Type | Class and Description |
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class |
BondComponent.BondCalibrator
The BondCalibrator implements a calibrator that calibrates the yield, the credit basis, or the Z
Spread for the bond given the price input.
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NULL_SER_STRING, VERSION
Constructor and Description |
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BondComponent()
Constructor: Constructs an empty bond object
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BondComponent(byte[] ab)
Bond de-serialization from input byte array
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Modifier and Type | Method and Description |
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double |
calcAccrued(double dblDate,
ComponentMarketParams mktParams)
Calculate the bond's accrued for the period identified by the valuation date
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double |
calcASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate ASW from Bond Basis to Maturity
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double |
calcASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate ASW from Bond Basis to Work-out
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double |
calcASWFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate ASW from Bond Basis to Optimal Exercise
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double |
calcASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate ASW from Credit Basis to Maturity
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double |
calcASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate ASW from Credit Basis to Work-out
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double |
calcASWFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate ASW from Credit Basis to Optimal Exercise
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double |
calcASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate ASW from Discount Margin to Maturity
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double |
calcASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate ASW from Discount Margin to Work-out
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double |
calcASWFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate ASW from Discount Margin to Optimal Exercise
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double |
calcASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate ASW from G Spread to Maturity
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double |
calcASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate ASW from G Spread to Work-out
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double |
calcASWFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate ASW from G Spread to Optimal Exercise
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double |
calcASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate ASW from I Spread to Maturity
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double |
calcASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate ASW from I Spread to Work-out
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double |
calcASWFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate ASW from I Spread to Optimal Exercise
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double |
calcASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate ASW from OAS to Maturity
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double |
calcASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate ASW from OAS to Work-out
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double |
calcASWFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate ASW from OAS to Optimal Exercise
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double |
calcASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate ASW from PECS to Maturity
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double |
calcASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate ASW from PECS to Work-out
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double |
calcASWFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate ASW from PECS to Optimal Exercise
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double |
calcASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate ASW from Price to Maturity
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double |
calcASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate ASW from Price to Work-out
|
double |
calcASWFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate ASW from Price to Optimal Exercise
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double |
calcASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate ASW from TSY Spread to Maturity
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double |
calcASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate ASW from TSY Spread to Work-out
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double |
calcASWFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate ASW from TSY Spread to Optimal Exercise
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double |
calcASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate ASW from Yield to Maturity
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double |
calcASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate ASW from Yield to Work-out
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double |
calcASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate ASW from Yield Spread to Maturity
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double |
calcASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate ASW from Yield Spread to Work-out
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double |
calcASWFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate ASW from Yield Spread to Optimal Exercise
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double |
calcASWFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate ASW from Yield to Optimal Exercise
|
double |
calcASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate ASW from Z Spread to Maturity
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double |
calcASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate ASW from Z Spread to Work-out
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double |
calcASWFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate ASW from Z Spread to Optimal Exercise
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double |
calcBondBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Bond Basis from ASW to Maturity
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double |
calcBondBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Bond Basis from ASW to Work-out
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double |
calcBondBasisFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Bond Basis from ASW to Optimal Exercise
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double |
calcBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Bond Basis from Credit Basis to Maturity
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double |
calcBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Bond Basis from Credit Basis to Work-out
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double |
calcBondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Bond Basis from Credit Basis to Optimal Exercise
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double |
calcBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Bond Basis from Discount Margin to Maturity
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double |
calcBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Bond Basis from Discount Margin to Work-out
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double |
calcBondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Bond Basis from Discount Margin to Optimal Exercise
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double |
calcBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Bond Basis from G Spread to Maturity
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double |
calcBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Bond Basis from G Spread to Work-out
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double |
calcBondBasisFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Bond Basis from G Spread to Optimal Exercise
|
double |
calcBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Bond Basis from I Spread to Maturity
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double |
calcBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Bond Basis from I Spread to Work-out
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double |
calcBondBasisFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Bond Basis from I Spread to Optimal Exercise
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double |
calcBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Bond Basis from OAS to Maturity
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double |
calcBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Bond Basis from OAS to Work-out
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double |
calcBondBasisFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Bond Basis from OAS to Optimal Exercise
|
double |
calcBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Bond Basis from PECS to Maturity
|
double |
calcBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Bond Basis from PECS to Work-out
|
double |
calcBondBasisFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Bond Basis from PECS to Optimal Exercise
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double |
calcBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Bond Basis from Price to Maturity
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double |
calcBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Bond Basis from Price to Work-out
|
double |
calcBondBasisFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Bond Basis from Price to Optimal Exercise
|
double |
calcBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Bond Basis from TSY Spread to Maturity
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double |
calcBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Bond Basis from TSY Spread to Work-out
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double |
calcBondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Bond Basis from TSY Spread to Optimal Exercise
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double |
calcBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Bond Basis from Yield to Maturity
|
double |
calcBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Bond Basis from Yield to Work-out
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double |
calcBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Bond Basis from Yield Spread to Maturity
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double |
calcBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Bond Basis from Yield Spread to Work-out
|
double |
calcBondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Bond Basis from Yield Spread to Optimal Exercise
|
double |
calcBondBasisFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Bond Basis from Yield to Optimal Exercise
|
double |
calcBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Bond Basis from Z Spread to Maturity
|
double |
calcBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Bond Basis from Z Spread to Work-out
|
double |
calcBondBasisFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Bond Basis from Z Spread to Optimal Exercise
|
double |
calcConvexityFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Convexity from ASW to Maturity
|
double |
calcConvexityFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Convexity from ASW to Work-out
|
double |
calcConvexityFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Convexity from ASW to Optimal Exercise
|
double |
calcConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Convexity from Bond Basis to Maturity
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double |
calcConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Convexity from Bond Basis to Work-out
|
double |
calcConvexityFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Convexity from Bond Basis to Optimal Exercise
|
double |
calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Convexity from Credit Basis to Maturity
|
double |
calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Convexity from Credit Basis to Work-out
|
double |
calcConvexityFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Convexity from Credit Basis to Optimal Exercise
|
double |
calcConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Convexity from Discount Margin to Maturity
|
double |
calcConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Convexity from Discount Margin to Work-out
|
double |
calcConvexityFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Convexity from Discount Margin to Optimal Exercise
|
double |
calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Convexity from G Spread to Maturity
|
double |
calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Convexity from G Spread to Work-out
|
double |
calcConvexityFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Convexity from G Spread to Optimal Exercise
|
double |
calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Convexity from I Spread to Maturity
|
double |
calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Convexity from I Spread to Work-out
|
double |
calcConvexityFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Convexity from I Spread to Optimal Exercise
|
double |
calcConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Convexity from OAS to Maturity
|
double |
calcConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Convexity from OAS to Work-out
|
double |
calcConvexityFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Convexity from OAS to Optimal Exercise
|
double |
calcConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Convexity from PECS to Maturity
|
double |
calcConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Convexity from PECS to Work-out
|
double |
calcConvexityFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Convexity from PECS to Optimal Exercise
|
double |
calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Convexity from Price to Maturity
|
double |
calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Convexity from Price to Work-out
|
double |
calcConvexityFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Convexity from Price to Optimal Exercise
|
double |
calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Convexity from TSY Spread to Maturity
|
double |
calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Convexity from TSY Spread to Work-out
|
double |
calcConvexityFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Convexity from TSY Spread to Optimal Exercise
|
double |
calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Convexity from Yield to Maturity
|
double |
calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Convexity from Yield to Work-out
|
double |
calcConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Convexity from Yield Spread to Maturity
|
double |
calcConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Convexity from Yield Spread to Work-out
|
double |
calcConvexityFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Convexity from Yield Spread to Optimal Exercise
|
double |
calcConvexityFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Convexity from Yield to Optimal Exercise
|
double |
calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Convexity from Z Spread to Maturity
|
double |
calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Convexity from Z Spread to Work-out
|
double |
calcConvexityFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Convexity from Z Spread to Optimal Exercise
|
double |
calcCreditBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Credit Basis from ASW to Maturity
|
double |
calcCreditBasisFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Credit Basis from ASW to Work-out
|
double |
calcCreditBasisFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Credit Basis from ASW to Optimal Exercise
|
double |
calcCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Credit Basis from Bond Basis to Maturity
|
double |
calcCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Credit Basis from Bond Basis to Work-out
|
double |
calcCreditBasisFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Credit Basis from Bond Basis to Optimal Exercise
|
double |
calcCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Credit Basis from Discount Margin to Maturity
|
double |
calcCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Credit Basis from Discount Margin to Work-out
|
double |
calcCreditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Credit Basis from Discount Margin to Optimal Exercise
|
double |
calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Credit Basis from G Spread to Maturity
|
double |
calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Credit Basis from G Spread to Work-out
|
double |
calcCreditBasisFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Credit Basis from G Spread to Optimal Exercise
|
double |
calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Credit Basis from I Spread to Maturity
|
double |
calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Credit Basis from I Spread to Work-out
|
double |
calcCreditBasisFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Credit Basis from I Spread to Optimal Exercise
|
double |
calcCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Credit Basis from OAS to Maturity
|
double |
calcCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Credit Basis from OAS to Work-out
|
double |
calcCreditBasisFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Credit Basis from OAS to Optimal Exercise
|
double |
calcCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Credit Basis from PECS to Maturity
|
double |
calcCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Credit Basis from PECS to Work-out
|
double |
calcCreditBasisFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Credit Basis from PECS to Optimal Exercise
|
double |
calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Credit Basis from Price to Maturity
|
double |
calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Credit Basis from Price to Work-out
|
double |
calcCreditBasisFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Credit Basis from Price to Optimal Exercise
|
double |
calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Credit Basis from TSY Spread to Maturity
|
double |
calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Credit Basis from TSY Spread to Work-out
|
double |
calcCreditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Credit Basis from TSY Spread to Optimal Exercise
|
double |
calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Credit Basis from Yield to Maturity
|
double |
calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Credit Basis from Yield to Work-out
|
double |
calcCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Credit Basis from Yield Spread to Maturity
|
double |
calcCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Credit Basis from Yield Spread to Work-out
|
double |
calcCreditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Credit Basis from Yield Spread to Optimal Exercise
|
double |
calcCreditBasisFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Credit Basis from Yield to Optimal Exercise
|
double |
calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Credit Basis from Z Spread to Maturity
|
double |
calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Credit Basis from Z Spread to Work-out
|
double |
calcCreditBasisFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Credit Basis from Z Spread to Optimal Exercise
|
JulianDate |
calcCurrentCouponDate(JulianDate dt)
Returns the coupon date for the period containing the specified date
|
double |
calcCurrentCouponRate(JulianDate dt,
ComponentMarketParams mktParams)
Returns the coupon rate for the period corresponding to the specified date
|
double |
calcDiscountMarginFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Discount Margin from ASW to Maturity
|
double |
calcDiscountMarginFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Discount Margin from ASW to Work-out
|
double |
calcDiscountMarginFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Discount Margin from ASW to Optimal Exercise
|
double |
calcDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Discount Margin from Bond Basis to Maturity
|
double |
calcDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Discount Margin from Bond Basis to Work-out
|
double |
calcDiscountMarginFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Discount Margin from Bond Basis to Optimal Exercise
|
double |
calcDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Discount Margin from Credit Basis to Maturity
|
double |
calcDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Discount Margin from Credit Basis to Work-out
|
double |
calcDiscountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Discount Margin from Credit Basis to Optimal Exercise
|
double |
calcDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Discount Margin from G Spread to Maturity
|
double |
calcDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Discount Margin from G Spread to Work-out
|
double |
calcDiscountMarginFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Discount Margin from G Spread to Optimal Exercise
|
double |
calcDiscountMarginFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Discount Margin from I Spread to Maturity
|
double |
calcDiscountMarginFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Discount Margin from I Spread to Work-out
|
double |
calcDiscountMarginFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Discount Margin from I Spread to Optimal Exercise
|
double |
calcDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Discount Margin from OAS to Maturity
|
double |
calcDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Discount Margin from OAS to Work-out
|
double |
calcDiscountMarginFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Discount Margin from OAS to Optimal Exercise
|
double |
calcDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Discount Margin from PECS to Maturity
|
double |
calcDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Discount Margin from PECS to Work-out
|
double |
calcDiscountMarginFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Discount Margin from PECS to Optimal Exercise
|
double |
calcDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Discount Margin from Price to Maturity
|
double |
calcDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Discount Margin from Price to Work-out
|
double |
calcDiscountMarginFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Discount Margin from Price to Optimal Exercise
|
double |
calcDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Discount Margin from TSY Spread to Maturity
|
double |
calcDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Discount Margin from TSY Spread to Work-out
|
double |
calcDiscountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Discount Margin from TSY Spread to Optimal Exercise
|
double |
calcDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Discount Margin from Yield to Maturity
|
double |
calcDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Discount Margin from Yield to Work-out
|
double |
calcDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Discount Margin from Yield Spread to Maturity
|
double |
calcDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Discount Margin from Yield Spread to Work-out
|
double |
calcDiscountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Discount Margin from Yield Spread to Optimal Exercise
|
double |
calcDiscountMarginFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Discount Margin from Yield to Optimal Exercise
|
double |
calcDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Discount Margin from Z Spread to Maturity
|
double |
calcDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Discount Margin from Z Spread to Work-out
|
double |
calcDiscountMarginFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Discount Margin from Z Spread to Optimal Exercise
|
double |
calcDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Duration from ASW to Maturity
|
double |
calcDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Duration from ASW to Work-out
|
double |
calcDurationFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Duration from ASW to Optimal Exercise
|
double |
calcDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Duration from Bond Basis to Maturity
|
double |
calcDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Duration from Bond Basis to Work-out
|
double |
calcDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Duration from Bond Basis to Optimal Exercise
|
double |
calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Duration from Credit Basis to Maturity
|
double |
calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Duration from Credit Basis to Work-out
|
double |
calcDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Duration from Credit Basis to Optimal Exercise
|
double |
calcDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Duration from Discount Margin to Maturity
|
double |
calcDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Duration from Discount Margin to Work-out
|
double |
calcDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Duration from Discount Margin to Optimal Exercise
|
double |
calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Duration from G Spread to Maturity
|
double |
calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Duration from G Spread to Work-out
|
double |
calcDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Duration from G Spread to Optimal Exercise
|
double |
calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Duration from I Spread to Maturity
|
double |
calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Duration from I Spread to Work-out
|
double |
calcDurationFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Duration from I Spread to Optimal Exercise
|
double |
calcDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Duration from OAS to Maturity
|
double |
calcDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Duration from OAS to Work-out
|
double |
calcDurationFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Duration from OAS to Optimal Exercise
|
double |
calcDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Duration from PECS to Maturity
|
double |
calcDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Duration from PECS to Work-out
|
double |
calcDurationFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Duration from PECS to Optimal Exercise
|
double |
calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Duration from Price to Maturity
|
double |
calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Duration from Price to Work-out
|
double |
calcDurationFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Duration from Price to Optimal Exercise
|
double |
calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Duration from TSY Spread to Maturity
|
double |
calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Duration from TSY Spread to Work-out
|
double |
calcDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Duration from TSY Spread to Optimal Exercise
|
double |
calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Duration from Yield to Maturity
|
double |
calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Duration from Yield to Work-out
|
double |
calcDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Duration from Yield Spread to Maturity
|
double |
calcDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Duration from Yield Spread to Work-out
|
double |
calcDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Duration from Yield Spread to Optimal Exercise
|
double |
calcDurationFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Duration from Yield to Optimal Exercise
|
double |
calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Duration from Z Spread to Maturity
|
double |
calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Duration from Z Spread to Work-out
|
double |
calcDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Duration from Z Spread to Optimal Exercise
|
WorkoutInfo |
calcExerciseYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Retrieves the work-out information from price
|
double |
calcGSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate G Spread from ASW to Maturity
|
double |
calcGSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate G Spread from ASW to Work-out
|
double |
calcGSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate G Spread from ASW to Optimal Exercise
|
double |
calcGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate G Spread from Bond Basis to Maturity
|
double |
calcGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate G Spread from Bond Basis to Work-out
|
double |
calcGSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate G Spread from Bond Basis to Optimal Exercise
|
double |
calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate G Spread from Credit Basis to Maturity
|
double |
calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate G Spread from Credit Basis to Work-out
|
double |
calcGSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate G Spread from Credit Basis to Optimal Exercise
|
double |
calcGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate G Spread from Discount Margin to Maturity
|
double |
calcGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate G Spread from Discount Margin to Work-out
|
double |
calcGSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate G Spread from Discount Margin to Optimal Exercise
|
double |
calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate G Spread from I Spread to Maturity
|
double |
calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate G Spread from I Spread to Work-out
|
double |
calcGSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate G Spread from I Spread to Optimal Exercise
|
double |
calcGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate G Spread from OAS to Maturity
|
double |
calcGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate G Spread from OAS to Work-out
|
double |
calcGSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate G Spread from OAS to Optimal Exercise
|
double |
calcGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate G Spread from PECS to Maturity
|
double |
calcGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate G Spread from PECS to Work-out
|
double |
calcGSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate G Spread from PECS to Optimal Exercise
|
double |
calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate G Spread from Price to Maturity
|
double |
calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate G Spread from Price to Work-out
|
double |
calcGSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate G Spread from Price to Optimal Exercise
|
double |
calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate G Spread from TSY Spread to Maturity
|
double |
calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate G Spread from TSY Spread to Work-out
|
double |
calcGSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate G Spread from TSY Spread to Optimal Exercise
|
double |
calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate G Spread from Yield to Maturity
|
double |
calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate G Spread from Yield to Work-out
|
double |
calcGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate G Spread from Yield Spread to Maturity
|
double |
calcGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate G Spread from Yield Spread to Work-out
|
double |
calcGSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate G Spread from Yield Spread to Optimal Exercise
|
double |
calcGSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate G Spread from Yield to Optimal Exercise
|
double |
calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate G Spread from Z Spread to Maturity
|
double |
calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate G Spread from Z Spread to Work-out
|
double |
calcGSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate G Spread from Z Spread to Optimal Exercise
|
double |
calcISpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate I Spread from ASW to Maturity
|
double |
calcISpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate I Spread from ASW to Work-out
|
double |
calcISpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate I Spread from ASW to Optimal Exercise
|
double |
calcISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate I Spread from Bond Basis to Maturity
|
double |
calcISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate I Spread from Bond Basis to Work-out
|
double |
calcISpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate I Spread from Bond Basis to Optimal Exercise
|
double |
calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate I Spread from Credit Basis to Maturity
|
double |
calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate I Spread from Credit Basis to Work-out
|
double |
calcISpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate I Spread from Credit Basis to Optimal Exercise
|
double |
calcISpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate I Spread from Discount Margin to Maturity
|
double |
calcISpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate I Spread from Discount Margin to Work-out
|
double |
calcISpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate I Spread from Discount Margin to Optimal Exercise
|
double |
calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate I Spread from G Spread to Maturity
|
double |
calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate I Spread from G Spread to Work-out
|
double |
calcISpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate I Spread from G Spread to Optimal Exercise
|
double |
calcISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate I Spread from OAS to Maturity
|
double |
calcISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate I Spread from OAS to Work-out
|
double |
calcISpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate I Spread from OAS to Optimal Exercise
|
double |
calcISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate I Spread from PECS to Maturity
|
double |
calcISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate I Spread from PECS to Work-out
|
double |
calcISpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate I Spread from PECS to Optimal Exercise
|
double |
calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate I Spread from Price to Maturity
|
double |
calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate I Spread from Price to Work-out
|
double |
calcISpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate I Spread from Price to Optimal Exercise
|
double |
calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate I Spread from TSY Spread to Maturity
|
double |
calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate I Spread from TSY Spread to Work-out
|
double |
calcISpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate I Spread from TSY Spread to Optimal Exercise
|
double |
calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate I Spread from Yield to Maturity
|
double |
calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate I Spread from Yield to Work-out
|
double |
calcISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate I Spread from Yield Spread to Maturity
|
double |
calcISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate I Spread from Yield Spread to Work-out
|
double |
calcISpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate I Spread from Yield Spread to Optimal Exercise
|
double |
calcISpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate I Spread from Yield to Optimal Exercise
|
double |
calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate I Spread from Z Spread to Maturity
|
double |
calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate I Spread from Z Spread to Work-out
|
double |
calcISpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate I Spread from Z Spread to Optimal Exercise
|
double |
calcMacaulayDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Macaulay Duration from ASW to Maturity
|
double |
calcMacaulayDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Macaulay Duration from ASW to Work-out
|
double |
calcMacaulayDurationFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Macaulay Duration from ASW to Optimal Exercise
|
double |
calcMacaulayDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Macaulay Duration from Bond Basis to Maturity
|
double |
calcMacaulayDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Macaulay Duration from Bond Basis to Work-out
|
double |
calcMacaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Macaulay Duration from Bond Basis to Optimal Exercise
|
double |
calcMacaulayDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Macaulay Duration from Credit Basis to Maturity
|
double |
calcMacaulayDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Macaulay Duration from Credit Basis to Work-out
|
double |
calcMacaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Macaulay Duration from Credit Basis to Optimal Exercise
|
double |
calcMacaulayDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Macaulay Duration from Discount Margin to Maturity
|
double |
calcMacaulayDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Macaulay Duration from Discount Margin to Work-out
|
double |
calcMacaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Macaulay Duration from Discount Margin to Optimal Exercise
|
double |
calcMacaulayDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Macaulay Duration from G Spread to Maturity
|
double |
calcMacaulayDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Macaulay Duration from G Spread to Work-out
|
double |
calcMacaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Macaulay Duration from G Spread to Optimal Exercise
|
double |
calcMacaulayDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Macaulay Duration from I Spread to Maturity
|
double |
calcMacaulayDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Macaulay Duration from I Spread to Work-out
|
double |
calcMacaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Macaulay Duration from I Spread to Optimal Exercise
|
double |
calcMacaulayDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Macaulay Duration from OAS to Maturity
|
double |
calcMacaulayDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Macaulay Duration from OAS to Work-out
|
double |
calcMacaulayDurationFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Macaulay Duration from OAS to Optimal Exercise
|
double |
calcMacaulayDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Macaulay Duration from PECS to Maturity
|
double |
calcMacaulayDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Macaulay Duration from PECS to Work-out
|
double |
calcMacaulayDurationFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Macaulay Duration from PECS to Optimal Exercise
|
double |
calcMacaulayDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Macaulay Duration from Price to Maturity
|
double |
calcMacaulayDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Macaulay Duration from Price to Work-out
|
double |
calcMacaulayDurationFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Macaulay Duration from Price to Optimal Exercise
|
double |
calcMacaulayDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Macaulay Duration from TSY Spread to Maturity
|
double |
calcMacaulayDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Macaulay Duration from TSY Spread to Work-out
|
double |
calcMacaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Macaulay Duration from TSY Spread to Optimal Exercise
|
double |
calcMacaulayDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Macaulay Duration from Yield to Maturity
|
double |
calcMacaulayDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Macaulay Duration from Yield to Work-out
|
double |
calcMacaulayDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Macaulay Duration from Yield Spread to Maturity
|
double |
calcMacaulayDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Macaulay Duration from Yield Spread to Work-out
|
double |
calcMacaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Macaulay Duration from Yield Spread to Optimal Exercise
|
double |
calcMacaulayDurationFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Macaulay Duration from Yield to Optimal Exercise
|
double |
calcMacaulayDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Macaulay Duration from Z Spread to Maturity
|
double |
calcMacaulayDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Macaulay Duration from Z Spread to Work-out
|
double |
calcMacaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Macaulay Duration from Z Spread to Optimal Exercise
|
double |
calcModifiedDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Modified Duration from ASW to Maturity
|
double |
calcModifiedDurationFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Modified Duration from ASW to Work-out
|
double |
calcModifiedDurationFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Modified Duration from ASW to Optimal Exercise
|
double |
calcModifiedDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Modified Duration from Bond Basis to Maturity
|
double |
calcModifiedDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Modified Duration from Bond Basis to Work-out
|
double |
calcModifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Modified Duration from Bond Basis to Optimal Exercise
|
double |
calcModifiedDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Modified Duration from Credit Basis to Maturity
|
double |
calcModifiedDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Modified Duration from Credit Basis to Work-out
|
double |
calcModifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Modified Duration from Credit Basis to Optimal Exercise
|
double |
calcModifiedDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Modified Duration from Discount Margin to Maturity
|
double |
calcModifiedDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Modified Duration from Discount Margin to Work-out
|
double |
calcModifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Modified Duration from Discount Margin to Optimal Exercise
|
double |
calcModifiedDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Modified Duration from G Spread to Maturity
|
double |
calcModifiedDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Modified Duration from G Spread to Work-out
|
double |
calcModifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Modified Duration from G Spread to Optimal Exercise
|
double |
calcModifiedDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Modified Duration from I Spread to Maturity
|
double |
calcModifiedDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Modified Duration from I Spread to Work-out
|
double |
calcModifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Modified Duration from I Spread to Optimal Exercise
|
double |
calcModifiedDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Modified Duration from OAS to Maturity
|
double |
calcModifiedDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Modified Duration from OAS to Work-out
|
double |
calcModifiedDurationFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Modified Duration from OAS to Optimal Exercise
|
double |
calcModifiedDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Modified Duration from PECS to Maturity
|
double |
calcModifiedDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Modified Duration from PECS to Work-out
|
double |
calcModifiedDurationFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Modified Duration from PECS to Optimal Exercise
|
double |
calcModifiedDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Modified Duration from Price to Maturity
|
double |
calcModifiedDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Modified Duration from Price to Work-out
|
double |
calcModifiedDurationFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Modified Duration from Price to Optimal Exercise
|
double |
calcModifiedDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Modified Duration from TSY Spread to Maturity
|
double |
calcModifiedDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Modified Duration from TSY Spread to Work-out
|
double |
calcModifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Modified Duration from TSY Spread to Optimal Exercise
|
double |
calcModifiedDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Modified Duration from Yield to Maturity
|
double |
calcModifiedDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Modified Duration from Yield to Work-out
|
double |
calcModifiedDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Modified Duration from Yield Spread to Maturity
|
double |
calcModifiedDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Modified Duration from Yield Spread to Work-out
|
double |
calcModifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Modified Duration from Yield Spread to Optimal Exercise
|
double |
calcModifiedDurationFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Modified Duration from Yield to Optimal Exercise
|
double |
calcModifiedDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Modified Duration from Z Spread to Maturity
|
double |
calcModifiedDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Modified Duration from Z Spread to Work-out
|
double |
calcModifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Modified Duration from Z Spread to Optimal Exercise
|
JulianDate |
calcNextCouponDate(JulianDate dt)
Returns the coupon date for the period subsequent to the specified date
|
double |
calcNextCouponRate(JulianDate dt,
ComponentMarketParams mktParams)
Returns the coupon rate for the period subsequent to the specified date
|
ExerciseInfo |
calcNextValidExerciseDateOfType(JulianDate dt,
boolean bGetPut)
Returns the next exercise info of the given exercise type (call/put) subsequent to the specified date
|
ExerciseInfo |
calcNextValidExerciseInfo(JulianDate dt)
Returns the next exercise info subsequent to the specified date
|
double |
calcOASFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate OAS from ASW to Maturity
|
double |
calcOASFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate OAS from ASW to Work-out
|
double |
calcOASFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate OAS from ASW to Optimal Exercise
|
double |
calcOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate OAS from Bond Basis to Maturity
|
double |
calcOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate OAS from Bond Basis to Work-out
|
double |
calcOASFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate OAS from Bond Basis to Optimal Exercise
|
double |
calcOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate OAS from Credit Basis to Maturity
|
double |
calcOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate OAS from Credit Basis to Work-out
|
double |
calcOASFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate OAS from Credit Basis to Optimal Exercise
|
double |
calcOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate OAS from Discount Margin to Maturity
|
double |
calcOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate OAS from Discount Margin to Work-out
|
double |
calcOASFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate OAS from Discount Margin to Optimal Exercise
|
double |
calcOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate OAS from G Spread to Maturity
|
double |
calcOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate OAS from G Spread to Work-out
|
double |
calcOASFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate OAS from G Spread to Optimal Exercise
|
double |
calcOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate OAS from I Spread to Maturity
|
double |
calcOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate OAS from I Spread to Work-out
|
double |
calcOASFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate OAS from I Spread to Optimal Exercise
|
double |
calcOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate OAS from PECS to Maturity
|
double |
calcOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate OAS from PECS to Work-out
|
double |
calcOASFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate OAS from PECS to Optimal Exercise
|
double |
calcOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate OAS from Price to Maturity
|
double |
calcOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate OAS from Price to Work-out
|
double |
calcOASFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate OAS from Price to Optimal Exercise
|
double |
calcOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate OAS from TSY Spread to Maturity
|
double |
calcOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate OAS from TSY Spread to Work-out
|
double |
calcOASFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate OAS from TSY Spread to Optimal Exercise
|
double |
calcOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate OAS from Yield to Maturity
|
double |
calcOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate OAS from Yield to Work-out
|
double |
calcOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate OAS from Yield Spread to Maturity
|
double |
calcOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate OAS from Yield Spread to Work-out
|
double |
calcOASFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate OAS from Yield Spread to Optimal Exercise
|
double |
calcOASFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate OAS from Yield to Optimal Exercise
|
double |
calcOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate OAS from Z Spread to Maturity
|
double |
calcOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate OAS from Z Spread to Work-out
|
double |
calcOASFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate OAS from Z Spread to Optimal Exercise
|
double |
calcPECSFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate PECS from ASW to Maturity
|
double |
calcPECSFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate PECS from ASW to Work-out
|
double |
calcPECSFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate PECS from ASW to Optimal Exercise
|
double |
calcPECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate PECS from Bond Basis to Maturity
|
double |
calcPECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate PECS from Bond Basis to Work-out
|
double |
calcPECSFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate PECS from Bond Basis to Optimal Exercise
|
double |
calcPECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate PECS from Credit Basis to Maturity
|
double |
calcPECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate PECS from Credit Basis to Work-out
|
double |
calcPECSFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate PECS from Credit Basis to Optimal Exercise
|
double |
calcPECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate PECS from Discount Margin to Maturity
|
double |
calcPECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate PECS from Discount Margin to Work-out
|
double |
calcPECSFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate PECS from Discount Margin to Optimal Exercise
|
double |
calcPECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate PECS from G Spread to Maturity
|
double |
calcPECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate PECS from G Spread to Work-out
|
double |
calcPECSFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate PECS from G Spread to Optimal Exercise
|
double |
calcPECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate PECS from I Spread to Maturity
|
double |
calcPECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate PECS from I Spread to Work-out
|
double |
calcPECSFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate PECS from I Spread to Optimal Exercise
|
double |
calcPECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate PECS from OAS to Maturity
|
double |
calcPECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate PECS from OAS to Work-out
|
double |
calcPECSFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate PECS from OAS to Optimal Exercise
|
double |
calcPECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate PECS from Price to Maturity
|
double |
calcPECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate PECS from Price to Work-out
|
double |
calcPECSFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate PECS from Price to Optimal Exercise
|
double |
calcPECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate PECS from TSY Spread to Maturity
|
double |
calcPECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate PECS from TSY Spread to Work-out
|
double |
calcPECSFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate PECS from TSY Spread to Optimal Exercise
|
double |
calcPECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate PECS from Yield to Maturity
|
double |
calcPECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate PECS from Yield to Work-out
|
double |
calcPECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate PECS from Yield Spread to Maturity
|
double |
calcPECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate PECS from Yield Spread to Work-out
|
double |
calcPECSFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate PECS from Yield Spread to Optimal Exercise
|
double |
calcPECSFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate PECS from Yield to Optimal Exercise
|
double |
calcPECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate PECS from Z Spread to Maturity
|
double |
calcPECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate PECS from Z Spread to Work-out
|
double |
calcPECSFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate PECS from Z Spread to Optimal Exercise
|
JulianDate |
calcPreviousCouponDate(JulianDate dt)
Returns the coupon date for the period prior to the specified date
|
double |
calcPreviousCouponRate(JulianDate dt,
ComponentMarketParams mktParams)
Returns the coupon rate for the period prior to the specified date
|
double |
calcPriceFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Price from ASW to Maturity
|
double |
calcPriceFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Price from ASW to Work-out
|
double |
calcPriceFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Price from ASW to Optimal Exercise
|
double |
calcPriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Price from Bond Basis to Maturity
|
double |
calcPriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Price from Bond Basis to Work-out
|
double |
calcPriceFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Price from Bond Basis to Optimal Exercise
|
double |
calcPriceFromBumpedCC(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis,
boolean bFlat)
Calculate the bond's credit risky theoretical price from the bumped credit curve
|
double |
calcPriceFromBumpedDC(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDCBump)
Calculate the bond's non-credit risky theoretical price from the bumped discount curve
|
double |
calcPriceFromBumpedZC(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
int iZeroCurveBaseDC,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZCBump)
Calculate the bond's non-credit risky theoretical price from the bumped zero curve
|
double |
calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Price from Credit Basis to Maturity
|
double |
calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Price from Credit Basis to Work-out
|
double |
calcPriceFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Price from Credit Basis to Optimal Exercise
|
double |
calcPriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Price from Discount Margin to Maturity
|
double |
calcPriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Price from Discount Margin to Work-out
|
double |
calcPriceFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Price from Discount Margin to Optimal Exercise
|
double |
calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Price from G Spread to Maturity
|
double |
calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Price from G Spread to Work-out
|
double |
calcPriceFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Price from G Spread to Optimal Exercise
|
double |
calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Price from I Spread to Maturity
|
double |
calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Price from I Spread to Work-out
|
double |
calcPriceFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Price from I Spread to Optimal Exercise
|
double |
calcPriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Price from OAS to Maturity
|
double |
calcPriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Price from OAS to Work-out
|
double |
calcPriceFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Price from OAS to Optimal Exercise
|
double |
calcPriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Price from PECS to Maturity
|
double |
calcPriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Price from PECS to Work-out
|
double |
calcPriceFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Price from PECS to Optimal Exercise
|
double |
calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Price from TSY Spread to Maturity
|
double |
calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Price from TSY Spread to Work-out
|
double |
calcPriceFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate Price from TSY Spread to Optimal Exercise
|
double |
calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Price from Yield to Maturity
|
double |
calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Price from Yield to Work-out
|
double |
calcPriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Price from Yield Spread to Maturity
|
double |
calcPriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Price from Yield Spread to Work-out
|
double |
calcPriceFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Price from Yield Spread to Optimal Exercise
|
double |
calcPriceFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Price from Yield to Optimal Exercise
|
double |
calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Price from Z Spread to Maturity
|
double |
calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Price from Z Spread to Work-out
|
double |
calcPriceFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Price from Z Spread to Optimal Exercise
|
WengertJacobian |
calcPVDFMicroJack(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Compute the micro-Jacobian of the PV to the DF
|
WengertJacobian |
calcQuoteDFMicroJack(java.lang.String strQuote,
ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Compute the micro-Jacobian of the given measure to the DF
|
double |
calcTSYSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate TSY Spread from ASW to Maturity
|
double |
calcTSYSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate TSY Spread from ASW to Work-out
|
double |
calcTSYSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate TSY Spread from ASW to Optimal Exercise
|
double |
calcTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate TSY Spread from Bond Basis to Maturity
|
double |
calcTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate TSY Spread from Bond Basis to Work-out
|
double |
calcTSYSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate TSY Spread from Bond Basis to Optimal Exercise
|
double |
calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate TSY Spread from Credit Basis to Maturity
|
double |
calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate TSY Spread from Credit Basis to Work-out
|
double |
calcTSYSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate TSY Spread from Credit Basis to Optimal Exercise
|
double |
calcTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate TSY Spread from Discount Margin to Maturity
|
double |
calcTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate TSY Spread from Discount Margin to Work-out
|
double |
calcTSYSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate TSY Spread from Discount Margin to Optimal Exercise
|
double |
calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate TSY Spread from G Spread to Maturity
|
double |
calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate TSY Spread from G Spread to Work-out
|
double |
calcTSYSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate TSY Spread from G Spread to Optimal Exercise
|
double |
calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate TSY Spread from I Spread to Maturity
|
double |
calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate TSY Spread from I Spread to Work-out
|
double |
calcTSYSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate TSY Spread from I Spread to Optimal Exercise
|
double |
calcTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate TSY Spread from OAS to Maturity
|
double |
calcTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate TSY Spread from OAS to Work-out
|
double |
calcTSYSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate TSY Spread from OAS to Optimal Exercise
|
double |
calcTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate TSY Spread from PECS to Maturity
|
double |
calcTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate TSY Spread from PECS to Work-out
|
double |
calcTSYSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate TSY Spread from PECS to Optimal Exercise
|
double |
calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate TSY Spread from Price to Maturity
|
double |
calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate TSY Spread from Price to Work-out
|
double |
calcTSYSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate TSY Spread from Price to Optimal Exercise
|
double |
calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate TSY Spread from Yield to Maturity
|
double |
calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate TSY Spread from Yield to Work-out
|
double |
calcTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate TSY Spread from Yield Spread to Maturity
|
double |
calcTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate TSY Spread from Yield Spread to Work-out
|
double |
calcTSYSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate TSY Spread from Yield Spread to Optimal Exercise
|
double |
calcTSYSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate TSY Spread from Yield to Optimal Exercise
|
double |
calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate TSY Spread from Z Spread to Maturity
|
double |
calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate TSY Spread from Z Spread to Work-out
|
double |
calcTSYSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate TSY Spread from Z Spread to Optimal Exercise
|
double |
calcYield01FromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield01 from ASW to Maturity
|
double |
calcYield01FromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Yield01 from ASW to Work-out
|
double |
calcYield01FromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield01 from ASW to Optimal Exercise
|
double |
calcYield01FromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield01 from Bond Basis to Maturity
|
double |
calcYield01FromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Yield01 from Bond Basis to Work-out
|
double |
calcYield01FromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield01 from Bond Basis to Optimal Exercise
|
double |
calcYield01FromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield01 from Credit Basis to Maturity
|
double |
calcYield01FromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Yield01 from Credit Basis to Work-out
|
double |
calcYield01FromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield01 from Credit Basis to Optimal Exercise
|
double |
calcYield01FromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield01 from Discount Margin to Maturity
|
double |
calcYield01FromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Yield01 from Discount Margin to Work-out
|
double |
calcYield01FromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield01 from Discount Margin to Optimal Exercise
|
double |
calcYield01FromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield01 from G Spread to Maturity
|
double |
calcYield01FromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Yield01 from G Spread to Work-out
|
double |
calcYield01FromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield01 from G Spread to Optimal Exercise
|
double |
calcYield01FromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield01 from I Spread to Maturity
|
double |
calcYield01FromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Yield01 from I Spread to Work-out
|
double |
calcYield01FromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield01 from I Spread to Optimal Exercise
|
double |
calcYield01FromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield01 from OAS to Maturity
|
double |
calcYield01FromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Yield01 from OAS to Work-out
|
double |
calcYield01FromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield01 from OAS to Optimal Exercise
|
double |
calcYield01FromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield01 from PECS to Maturity
|
double |
calcYield01FromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Yield01 from PECS to Work-out
|
double |
calcYield01FromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield01 from PECS to Optimal Exercise
|
double |
calcYield01FromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield01 from Price to Maturity
|
double |
calcYield01FromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Yield01 from Price to Work-out
|
double |
calcYield01FromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield01 from Price to Optimal Exercise
|
double |
calcYield01FromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield01 from TSY Spread to Maturity
|
double |
calcYield01FromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Yield01 from TSY Spread to Work-out
|
double |
calcYield01FromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield01 from TSY Spread to Optimal Exercise
|
double |
calcYield01FromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Yield01 from Yield to Maturity
|
double |
calcYield01FromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Yield01 from Yield to Work-out
|
double |
calcYield01FromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Yield01 from Yield Spread to Maturity
|
double |
calcYield01FromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Yield01 from Yield Spread to Work-out
|
double |
calcYield01FromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Yield01 from Yield Spread to Optimal Exercise
|
double |
calcYield01FromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Yield01 from Yield to Optimal Exercise
|
double |
calcYield01FromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield01 from Z Spread to Maturity
|
double |
calcYield01FromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Yield01 from Z Spread to Work-out
|
double |
calcYield01FromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield01 from Z Spread to Optimal Exercise
|
double |
calcYieldFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield from ASW to Maturity
|
double |
calcYieldFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Yield from ASW to Work-out
|
double |
calcYieldFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield from ASW to Optimal Exercise
|
double |
calcYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield from Bond Basis to Maturity
|
double |
calcYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Yield from Bond Basis to Work-out
|
double |
calcYieldFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield from Bond Basis to Optimal Exercise
|
double |
calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield from Credit Basis to Maturity
|
double |
calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Yield from Credit Basis to Work-out
|
double |
calcYieldFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield from Credit Basis to Optimal Exercise
|
double |
calcYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield from Discount Margin to Maturity
|
double |
calcYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Yield from Discount Margin to Work-out
|
double |
calcYieldFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield from Discount Margin to Optimal Exercise
|
double |
calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield from G Spread to Maturity
|
double |
calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Yield from G Spread to Work-out
|
double |
calcYieldFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield from G Spread to Optimal Exercise
|
double |
calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield from I Spread to Maturity
|
double |
calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Yield from I Spread to Work-out
|
double |
calcYieldFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield from I Spread to Optimal Exercise
|
double |
calcYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield from OAS to Maturity
|
double |
calcYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Yield from OAS to Work-out
|
double |
calcYieldFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield from OAS to Optimal Exercise
|
double |
calcYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield from PECS to Maturity
|
double |
calcYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Yield from PECS to Work-out
|
double |
calcYieldFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield from PECS to Optimal Exercise
|
double |
calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield from Price to Maturity
|
double |
calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Yield from Price to Work-out
|
double |
calcYieldFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield from Price to Optimal Exercise
|
double |
calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield from TSY Spread to Maturity
|
double |
calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Yield from TSY Spread to Work-out
|
double |
calcYieldFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield from TSY Spread to Optimal Exercise
|
double |
calcYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Yield from Yield Spread to Maturity
|
double |
calcYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Yield from Yield Spread to Work-out
|
double |
calcYieldFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Yield from Yield Spread to Optimal Exercise
|
double |
calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield from Z Spread to Maturity
|
double |
calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Yield from Z Spread to Work-out
|
double |
calcYieldFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield from Z Spread to Optimal Exercise
|
double |
calcYieldSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield Spread from ASW to Maturity
|
double |
calcYieldSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Yield Spread from ASW to Work-out
|
double |
calcYieldSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Yield Spread from ASW to Optimal Exercise
|
double |
calcYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield Spread from Bond Basis to Maturity
|
double |
calcYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Yield Spread from Bond Basis to Work-out
|
double |
calcYieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Yield Spread from Bond Basis to Optimal Exercise
|
double |
calcYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield Spread from Credit Basis to Maturity
|
double |
calcYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Yield Spread from Credit Basis to Work-out
|
double |
calcYieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Yield Spread from Credit Basis to Optimal Exercise
|
double |
calcYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield Spread from Discount Margin to Maturity
|
double |
calcYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Yield Spread from Discount Margin to Work-out
|
double |
calcYieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Yield Spread from Discount Margin to Optimal Exercise
|
double |
calcYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield Spread from G Spread to Maturity
|
double |
calcYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Yield Spread from G Spread to Work-out
|
double |
calcYieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Yield Spread from G Spread to Optimal Exercise
|
double |
calcYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield Spread from I Spread to Maturity
|
double |
calcYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Yield Spread from I Spread to Work-out
|
double |
calcYieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Yield Spread from I Spread to Optimal Exercise
|
double |
calcYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield Spread from OAS to Maturity
|
double |
calcYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Yield Spread from OAS to Work-out
|
double |
calcYieldSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Yield Spread from OAS to Optimal Exercise
|
double |
calcYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield Spread from PECS to Maturity
|
double |
calcYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Yield Spread from PECS to Work-out
|
double |
calcYieldSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Yield Spread from PECS to Optimal Exercise
|
double |
calcYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield Spread from Price to Maturity
|
double |
calcYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Yield Spread from Price to Work-out
|
double |
calcYieldSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield Spread from Price to Optimal Exercise
|
double |
calcYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield Spread from TSY Spread to Maturity
|
double |
calcYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Yield Spread from TSY Spread to Work-out
|
double |
calcYieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Yield Spread from TSY Spread to Optimal Exercise
|
double |
calcYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Yield Spread from Yield to Maturity
|
double |
calcYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Yield Spread from Yield to Work-out
|
double |
calcYieldSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Yield Spread from Yield to Optimal Exercise
|
double |
calcYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield Spread from Z Spread to Maturity
|
double |
calcYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate Yield Spread from Z Spread to Work-out
|
double |
calcYieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate Yield Spread from Z Spread to Optimal Exercise
|
double |
calcZSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Z Spread from ASW to Maturity
|
double |
calcZSpreadFromASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblASW)
Calculate Z Spread from ASW to Work-out
|
double |
calcZSpreadFromASWToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblASW)
Calculate Z Spread from ASW to Optimal Exercise
|
double |
calcZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Z Spread from Bond Basis to Maturity
|
double |
calcZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate Z Spread from Bond Basis to Work-out
|
double |
calcZSpreadFromBondBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate Z Spread from Bond Basis to Optimal Exercise
|
double |
calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Z Spread from Credit Basis to Maturity
|
double |
calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate Z Spread from Credit Basis to Work-out
|
double |
calcZSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate Z Spread from Credit Basis to Optimal Exercise
|
double |
calcZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Z Spread from Discount Margin to Maturity
|
double |
calcZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate Z Spread from Discount Margin to Work-out
|
double |
calcZSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate Z Spread from Discount Margin to Optimal Exercise
|
double |
calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Z Spread from G Spread to Maturity
|
double |
calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate Z Spread from G Spread to Work-out
|
double |
calcZSpreadFromGSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate Z Spread from G Spread to Optimal Exercise
|
double |
calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Z Spread from I Spread to Maturity
|
double |
calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate Z Spread from I Spread to Work-out
|
double |
calcZSpreadFromISpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate Z Spread from I Spread to Optimal Exercise
|
double |
calcZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Z Spread from OAS to Maturity
|
double |
calcZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate Z Spread from OAS to Work-out
|
double |
calcZSpreadFromOASToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate Z Spread from OAS to Optimal Exercise
|
double |
calcZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Z Spread from PECS to Maturity
|
double |
calcZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate Z Spread from PECS to Work-out
|
double |
calcZSpreadFromPECSToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate Z Spread from PECS to Optimal Exercise
|
double |
calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Z Spread from Price to Maturity
|
double |
calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate Z Spread from Price to Work-out
|
double |
calcZSpreadFromPriceToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Z Spread from Price to Optimal Exercise
|
double |
calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Z Spread from TSY Spread to Maturity
|
double |
calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate Z Spread from TSY Spread to Work-out
|
double |
calcZSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate Z Spread from TSY Spread to Optimal Exercise
|
double |
calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate Z Spread from Yield to Maturity
|
double |
calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate Z Spread from Yield to Work-out
|
double |
calcZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Z Spread from Yield Spread to Maturity
|
double |
calcZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate Z Spread from Yield Spread to Work-out
|
double |
calcZSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Z Spread from Yield Spread to Optimal Exercise
|
double |
calcZSpreadFromYieldToOptimalExercise(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate Z Spread from Yield to Optimal Exercise
|
Serializer |
deserialize(byte[] ab)
De-serialize from a byte array.
|
java.lang.String |
getAccrualDC()
Return the bond's accrual day count
|
java.lang.String |
getCalculationType()
Return the bond's calculation type
|
CashSettleParams |
getCashSettleParams()
Gets the component cash settlement parameters
|
java.lang.String |
getComponentName()
Gets the component name
|
double |
getCoupon(double dblValue,
ComponentMarketParams mktParams)
Gets the component's coupon at the given date
|
java.lang.String |
getCouponCurrency()
Return the bond's coupon currency
|
java.lang.String |
getCouponDC()
Return the bond's coupon day count
|
java.util.List<CouponPeriodCurveFactors> |
getCouponFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams)
Gets the coupon flow for the credit component
|
int |
getCouponFreq()
Return the bond's coupon frequency
|
java.util.List<CouponPeriod> |
getCouponPeriod()
Gets the component's coupon periods
|
CouponSetting |
getCouponSetting()
Retrieves the bond coupon setting
|
java.lang.String |
getCouponType()
Return the bond's coupon type
|
java.lang.String |
getCreditCurveName()
Gets the credit curve name
|
CreditSetting |
getCreditSetting()
Retrieves the bond credit Setting
|
CreditSetting |
getCRValParams()
Get the credit component's Credit Valuation Parameters
|
CurrencySet |
getCurrencyParams()
Retrieves the bond currency set
|
double |
getCurrentCoupon()
Returns the current bond coupon
|
java.lang.String |
getCUSIP()
Gets the CUSIP
|
java.lang.String |
getEDSFCurveName()
Gets the EDSF curve name
|
JulianDate |
getEffectiveDate()
Get the Effective Date
|
double |
getEffectiveTsyBmkYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Retrieves the effective treasury benchmark yield from the valuation, the component market parameters,
and the market price
|
EmbeddedOptionSchedule |
getEmbeddedCallSchedule()
Return the bond's embedded call schedule
|
EmbeddedOptionSchedule |
getEmbeddedPutSchedule()
Return the bond's embedded put schedule
|
java.lang.String |
getFieldDelimiter()
Returns the Field Delimiter String
|
JulianDate |
getFinalMaturity()
Return the bond's final maturity
|
JulianDate |
getFirstCouponDate()
Get the First Coupon Date
|
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> |
getFixings()
Retrieves the bond fixings
|
java.lang.String |
getFloatCouponConvention()
Return the bond's floating coupon convention
|
FloaterSetting |
getFloaterSetting()
Retrieves the bond floater setting
|
double |
getFloatSpread()
Returns the floating spread of the bond
|
IdentifierSet |
getIdentifierSet()
Retrieves the bond identifier set
|
double |
getInitialNotional()
Gets the Initial Notional for the Component
|
java.lang.String |
getIRCurveName()
Gets the IR curve name
|
java.lang.String |
getISIN()
Gets the ISIN
|
java.util.List<LossPeriodCurveFactors> |
getLossFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams)
Generates the loss flow for the credit component based on the pricer parameters
|
java.util.List<LossPeriodCurveFactors> |
getLossFlowFromPrice(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Gets the bond's loss flow from price
|
QuoteConvention |
getMarketConvention()
Retrieves the Bond's Market Convention
|
JulianDate |
getMaturityDate()
Get the Maturity Date
|
java.lang.String |
getMaturityType()
Return the bond's maturity type
|
java.util.Set<java.lang.String> |
getMeasureNames()
Retrieves the ordered set of the measure names whose values will be calculated
|
double |
getNotional(double dblDate)
Gets the Notional for the Component at the given date
|
double |
getNotional(double dblDateStart,
double dblDateEnd)
Gets the time-weighted Notional for the Component between 2 dates
|
NotionalSetting |
getNotionalSetting()
Retrieves the bond notional Setting
|
java.lang.String |
getObjectTrailer()
Returns the Object Trailer String
|
JulianDate |
getPeriodResetDate(double dblValue)
Get the bond's reset date for the period identified by the valuation date
|
PeriodSet |
getPeriodSet()
Retrieves the bond period Set
|
java.lang.String |
getPrimaryCode()
Return the primary code
|
java.lang.String |
getRateIndex()
Returns the rate index of the bond
|
java.lang.String |
getRatesForwardCurveName()
Gets the component name
|
double |
getRecovery(double dblDate,
CreditCurve cc)
Get the recovery of the credit component for the given date
|
double |
getRecovery(double dblDateStart,
double dblDateEnd,
CreditCurve cc)
Get the time-weighted recovery of the credit component between the given dates
|
java.lang.String |
getRedemptionCurrency()
Return the bond's redemption currency
|
double |
getRedemptionValue()
Return the bond's redemption value
|
java.lang.String[] |
getSecondaryCode()
Gets the component's secondary codes
|
double[] |
getSecTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams)
Retrieves the array of double for the bond's secondary treasury spreads from the Valuation
Parameters and the component market parameters
|
TerminationSetting |
getTerminationSetting()
Retrieves the bond termination setting
|
java.lang.String |
getTicker()
Returns the bond ticker
|
java.lang.String |
getTradeCurrency()
Return the bond's trade currency
|
TreasuryBenchmark |
getTreasuryBenchmark()
Retrieves the bond treasury benchmark
|
java.lang.String |
getTreasuryCurveName()
Gets the treasury curve name
|
boolean |
hasBeenExercised()
Indicates if the bond has been exercised
|
boolean |
hasDefaulted()
Indicates if the bond has defaulted
|
boolean |
hasVariableCoupon()
Indicates if the bond has variable coupon
|
boolean |
inFirstCouponPeriod(double dblDate)
Indicates whether the given date is in the first coupon period
|
boolean |
inLastCouponPeriod(double dblDate)
Indicates whether the given date is in the final coupon period
|
boolean |
isCallable()
Indicates if the bond is callable
|
boolean |
isFloater()
Returns whether the bond is a floater
|
boolean |
isPerpetual()
Indicates if the bond is perpetual
|
boolean |
isPutable()
Indicates if the bond is putable
|
boolean |
isSinkable()
Indicates if the bond is sinkable
|
boolean |
isTradeable(ValuationParams valParams)
Calculates if the bond is tradeable on the given date
|
static void |
main(java.lang.String[] astrArgs) |
byte[] |
serialize()
Serialize into a byte array.
|
boolean |
setCouponSetting(CouponSetting cpnParams)
Sets the bond coupon setting
|
boolean |
setCreditSetting(CreditSetting crValParams)
Sets the bond Credit Setting
|
boolean |
setCurrencySet(CurrencySet ccyParams)
Sets the bond currency set
|
boolean |
setCurves(java.lang.String strIR,
java.lang.String strIRTSY,
java.lang.String strCC)
Sets the component's IR, treasury, and credit curve names
|
void |
setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)
Sets the bond's embedded call schedule
|
void |
setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)
Sets the bond's embedded put schedule
|
boolean |
setFixings(java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
Sets the bond fixings
|
boolean |
setFloaterSetting(FloaterSetting fltParams)
Sets the bond floater setting
|
boolean |
setIdentifierSet(IdentifierSet idParams)
Sets the bond identifier set
|
boolean |
setMarketConvention(QuoteConvention mktConv)
Sets the Bond's Market Convention
|
boolean |
setNotionalSetting(NotionalSetting notlParams)
Sets the bond notional Setting
|
boolean |
setPeriodSet(PeriodSet periodParams)
Sets the bond Period Set
|
void |
setPrimaryCode(java.lang.String strCode)
Sets the component's primary code
|
RatesSetting |
setRatesSetting()
Retrieves the Bond Rates Setting
|
boolean |
setRatesSetting(RatesSetting irValParams)
Sets the Bond Rates Setting
|
boolean |
setTerminationSetting(TerminationSetting cfteParams)
Sets the bond termination setting
|
boolean |
setTreasuryBenchmark(TreasuryBenchmark tsyParams)
Sets the bond treasury benchmark
|
void |
showPeriods()
Displays all the coupon periods onto stdout
|
BondRVMeasures |
standardMeasures(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice)
Calculate the full set of Bond RV Measures from the Price Input
|
CaseInsensitiveTreeMap<java.lang.Double> |
standardRVMeasureMap(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice,
java.lang.String strPrefix) |
CaseInsensitiveTreeMap<java.lang.Double> |
value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Generates a full list of the component measures for the full input set of market parameters
|
calcCustomScenarioMeasures, calcMeasures, calcMeasureValue
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter
public BondComponent()
public BondComponent(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if Bond cannot be properly de-serializedpublic WorkoutInfo calcExerciseYieldFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice)
Bond
calcExerciseYieldFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Bond Market ParametersquotingParams
- Quoting ParametersdblPrice
- Pricepublic CaseInsensitiveTreeMap<java.lang.Double> standardRVMeasureMap(ValuationParams valParams, PricerParams pricerParams, ComponentMarketParams mktParams, QuotingParams quotingParams, WorkoutInfo wi, double dblPrice, java.lang.String strPrefix)
public double[] getSecTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams)
Bond
getSecTSYSpread
in class Bond
valParams
- ValuationParamsmktParams
- ComponentMarketParamspublic double getEffectiveTsyBmkYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
getEffectiveTsyBmkYield
in class Bond
valParams
- ValuationParamsmktParams
- ComponentMarketParamsquotingParams
- Bond Quoting parametersdblPrice
- Market pricejava.lang.Exception
- Thrown if the effective benchmark cannot be calculatedpublic boolean setTreasuryBenchmark(TreasuryBenchmark tsyParams)
BondProduct
setTreasuryBenchmark
in interface BondProduct
tsyParams
- Bond treasury benchmarkpublic TreasuryBenchmark getTreasuryBenchmark()
BondProduct
getTreasuryBenchmark
in interface BondProduct
public boolean setIdentifierSet(IdentifierSet idParams)
BondProduct
setIdentifierSet
in interface BondProduct
idParams
- Bond identifier setpublic IdentifierSet getIdentifierSet()
BondProduct
getIdentifierSet
in interface BondProduct
public boolean setCouponSetting(CouponSetting cpnParams)
BondProduct
setCouponSetting
in interface BondProduct
cpnParams
- Bond coupon settingpublic CouponSetting getCouponSetting()
BondProduct
getCouponSetting
in interface BondProduct
public boolean setCurrencySet(CurrencySet ccyParams)
BondProduct
setCurrencySet
in interface BondProduct
ccyParams
- Bond currency setpublic CurrencySet getCurrencyParams()
BondProduct
getCurrencyParams
in interface BondProduct
public boolean setFloaterSetting(FloaterSetting fltParams)
BondProduct
setFloaterSetting
in interface BondProduct
fltParams
- Bond floater settingpublic FloaterSetting getFloaterSetting()
BondProduct
getFloaterSetting
in interface BondProduct
public boolean setFixings(java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
BondProduct
setFixings
in interface BondProduct
mmFixings
- Bond fixingspublic java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> getFixings()
BondProduct
getFixings
in interface BondProduct
public boolean setMarketConvention(QuoteConvention mktConv)
BondProduct
setMarketConvention
in interface BondProduct
mktConv
- Bond's Market Conventionpublic QuoteConvention getMarketConvention()
BondProduct
getMarketConvention
in interface BondProduct
public boolean setRatesSetting(RatesSetting irValParams)
BondProduct
setRatesSetting
in interface BondProduct
irValParams
- Bond Rates Settingpublic RatesSetting setRatesSetting()
BondProduct
setRatesSetting
in interface BondProduct
public boolean setCreditSetting(CreditSetting crValParams)
BondProduct
setCreditSetting
in interface BondProduct
crValParams
- Bond credit Settingpublic CreditSetting getCreditSetting()
BondProduct
getCreditSetting
in interface BondProduct
public boolean setTerminationSetting(TerminationSetting cfteParams)
BondProduct
setTerminationSetting
in interface BondProduct
cfteParams
- Bond termination settingpublic TerminationSetting getTerminationSetting()
BondProduct
getTerminationSetting
in interface BondProduct
public boolean setPeriodSet(PeriodSet periodParams)
BondProduct
setPeriodSet
in interface BondProduct
periodParams
- Bond Period Setpublic PeriodSet getPeriodSet()
BondProduct
getPeriodSet
in interface BondProduct
public boolean setNotionalSetting(NotionalSetting notlParams)
BondProduct
setNotionalSetting
in interface BondProduct
notlParams
- Bond Notional Settingpublic NotionalSetting getNotionalSetting()
BondProduct
getNotionalSetting
in interface BondProduct
public java.lang.String getPrimaryCode()
CalibratableComponent
getPrimaryCode
in class CalibratableComponent
public void setPrimaryCode(java.lang.String strCode)
CalibratableComponent
setPrimaryCode
in class CalibratableComponent
strCode
- Primary Codepublic java.lang.String[] getSecondaryCode()
CalibratableComponent
getSecondaryCode
in class CalibratableComponent
public java.lang.String getISIN()
Bond
public java.lang.String getCUSIP()
Bond
public java.lang.String getComponentName()
ComponentMarketParamRef
getComponentName
in interface ComponentMarketParamRef
public double getNotional(double dblDate) throws java.lang.Exception
Component
getNotional
in class Component
dblDate
- Double date inputjava.lang.Exception
- Thrown if Notional cannot be computedpublic double getNotional(double dblDateStart, double dblDateEnd) throws java.lang.Exception
Component
getNotional
in class Component
dblDateStart
- Double date firstdblDateEnd
- Double date secondjava.lang.Exception
- Thrown if Notional cannot be computedpublic double getInitialNotional() throws java.lang.Exception
Component
getInitialNotional
in class Component
java.lang.Exception
- Thrown if Initial Notional cannot be computedpublic double getRecovery(double dblDate, CreditCurve cc) throws java.lang.Exception
CreditComponent
getRecovery
in class CreditComponent
dblDate
- Double JulianDatecc
- Credit Curvejava.lang.Exception
- Thrown if recovery cannot be calculatedpublic double getRecovery(double dblDateStart, double dblDateEnd, CreditCurve cc) throws java.lang.Exception
CreditComponent
getRecovery
in class CreditComponent
dblDateStart
- Double JulianDatedblDateEnd
- Double JulianDatecc
- Credit Curvejava.lang.Exception
- Thrown if recovery cannot be calculatedpublic CreditSetting getCRValParams()
CreditComponent
getCRValParams
in class CreditComponent
public double getCoupon(double dblValue, ComponentMarketParams mktParams) throws java.lang.Exception
Component
public boolean setCurves(java.lang.String strIR, java.lang.String strIRTSY, java.lang.String strCC)
Component
public java.lang.String getIRCurveName()
ComponentMarketParamRef
getIRCurveName
in interface ComponentMarketParamRef
public java.lang.String getRatesForwardCurveName()
ComponentMarketParamRef
getRatesForwardCurveName
in interface ComponentMarketParamRef
public java.lang.String getCreditCurveName()
ComponentMarketParamRef
getCreditCurveName
in interface ComponentMarketParamRef
public java.lang.String getTreasuryCurveName()
ComponentMarketParamRef
getTreasuryCurveName
in interface ComponentMarketParamRef
public java.lang.String getEDSFCurveName()
ComponentMarketParamRef
getEDSFCurveName
in interface ComponentMarketParamRef
public JulianDate getEffectiveDate()
Component
getEffectiveDate
in class Component
public JulianDate getMaturityDate()
Component
getMaturityDate
in class Component
public JulianDate getFirstCouponDate()
Component
getFirstCouponDate
in class Component
public java.util.List<CouponPeriod> getCouponPeriod()
Component
getCouponPeriod
in class Component
public CashSettleParams getCashSettleParams()
Component
getCashSettleParams
in class Component
public java.util.List<CouponPeriodCurveFactors> getCouponFlow(ValuationParams valParams, PricerParams pricerParams, ComponentMarketParams mktParams)
CreditComponent
getCouponFlow
in class CreditComponent
valParams
- ValuationParamspricerParams
- PricerParamsmktParams
- Component Market Paramspublic java.util.List<LossPeriodCurveFactors> getLossFlow(ValuationParams valParams, PricerParams pricerParams, ComponentMarketParams mktParams)
CreditComponent
getLossFlow
in class CreditComponent
valParams
- ValuationParamspricerParams
- PricerParamsmktParams
- ComponentMarketParamspublic java.util.List<LossPeriodCurveFactors> getLossFlowFromPrice(ValuationParams valParams, PricerParams pricerParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice)
Bond
getLossFlowFromPrice
in class Bond
valParams
- ValuationParamspricerParams
- PricerParamsmktParams
- ComponentMarketParamsquotingParams
- Bond Quoting parametersdblPrice
- Input pricepublic boolean isFloater()
Bond
public java.lang.String getRateIndex()
Bond
getRateIndex
in class Bond
public double getCurrentCoupon()
Bond
getCurrentCoupon
in class Bond
public double getFloatSpread()
Bond
getFloatSpread
in class Bond
public java.lang.String getTicker()
Bond
public void setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)
BondProduct
setEmbeddedCallSchedule
in interface BondProduct
eos
- Bond's embedded call schedulepublic void setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)
BondProduct
setEmbeddedPutSchedule
in interface BondProduct
eos
- Bond's embedded put schedulepublic boolean isCallable()
Bond
isCallable
in class Bond
public boolean isPutable()
Bond
public boolean isSinkable()
Bond
isSinkable
in class Bond
public boolean hasVariableCoupon()
Bond
hasVariableCoupon
in class Bond
public boolean hasBeenExercised()
Bond
hasBeenExercised
in class Bond
public boolean hasDefaulted()
Bond
hasDefaulted
in class Bond
public boolean isPerpetual()
Bond
isPerpetual
in class Bond
public boolean isTradeable(ValuationParams valParams) throws java.lang.Exception
Bond
isTradeable
in class Bond
valParams
- Valuation Parametersjava.lang.Exception
- Thrown if inputs are invalidpublic EmbeddedOptionSchedule getEmbeddedCallSchedule()
Bond
getEmbeddedCallSchedule
in interface BondProduct
getEmbeddedCallSchedule
in class Bond
public EmbeddedOptionSchedule getEmbeddedPutSchedule()
Bond
getEmbeddedPutSchedule
in interface BondProduct
getEmbeddedPutSchedule
in class Bond
public java.lang.String getCouponType()
Bond
getCouponType
in class Bond
public java.lang.String getCouponDC()
Bond
getCouponDC
in class Bond
public java.lang.String getAccrualDC()
Bond
getAccrualDC
in class Bond
public java.lang.String getMaturityType()
Bond
getMaturityType
in class Bond
public int getCouponFreq()
Bond
getCouponFreq
in class Bond
public JulianDate getFinalMaturity()
Bond
getFinalMaturity
in class Bond
public java.lang.String getCalculationType()
Bond
getCalculationType
in class Bond
public double getRedemptionValue()
Bond
getRedemptionValue
in class Bond
public java.lang.String getCouponCurrency()
Bond
getCouponCurrency
in class Bond
public java.lang.String getRedemptionCurrency()
Bond
getRedemptionCurrency
in class Bond
public boolean inFirstCouponPeriod(double dblDate) throws java.lang.Exception
Bond
inFirstCouponPeriod
in class Bond
dblDate
- Valuation Datejava.lang.Exception
- Thrown if inputs are invalidpublic boolean inLastCouponPeriod(double dblDate) throws java.lang.Exception
Bond
inLastCouponPeriod
in class Bond
dblDate
- Valuation Datejava.lang.Exception
- Thrown if inputs are invalidpublic java.lang.String getTradeCurrency()
Bond
getTradeCurrency
in class Bond
public java.lang.String getFloatCouponConvention()
Bond
getFloatCouponConvention
in class Bond
public JulianDate getPeriodResetDate(double dblValue)
Bond
getPeriodResetDate
in class Bond
dblValue
- Valuation Datepublic JulianDate calcPreviousCouponDate(JulianDate dt)
Bond
calcPreviousCouponDate
in class Bond
dt
- Valuation Datepublic double calcPreviousCouponRate(JulianDate dt, ComponentMarketParams mktParams) throws java.lang.Exception
Bond
calcPreviousCouponRate
in class Bond
dt
- Valuation DatemktParams
- Component Market Paramsjava.lang.Exception
- Thrown if the previous coupon rate cannot be calculatedpublic JulianDate calcCurrentCouponDate(JulianDate dt)
Bond
calcCurrentCouponDate
in class Bond
dt
- Valuation Datepublic JulianDate calcNextCouponDate(JulianDate dt)
Bond
calcNextCouponDate
in class Bond
dt
- Valuation Datepublic ExerciseInfo calcNextValidExerciseDateOfType(JulianDate dt, boolean bGetPut)
Bond
calcNextValidExerciseDateOfType
in class Bond
dt
- Valuation DatebGetPut
- TRUE => Gets the next put datepublic ExerciseInfo calcNextValidExerciseInfo(JulianDate dt)
Bond
calcNextValidExerciseInfo
in class Bond
dt
- Valuation Datepublic double calcCurrentCouponRate(JulianDate dt, ComponentMarketParams mktParams) throws java.lang.Exception
Bond
calcCurrentCouponRate
in class Bond
dt
- Valuation DatemktParams
- Component Market Paramsjava.lang.Exception
- Thrown if the current period coupon rate cannot be calculatedpublic double calcNextCouponRate(JulianDate dt, ComponentMarketParams mktParams) throws java.lang.Exception
Bond
calcNextCouponRate
in class Bond
dt
- Valuation DatemktParams
- Component Market Paramsjava.lang.Exception
- Thrown if the subsequent coupon rate cannot be calculatedpublic double calcAccrued(double dblDate, ComponentMarketParams mktParams) throws java.lang.Exception
Bond
calcAccrued
in class Bond
dblDate
- Valuation DatemktParams
- Bond market parametersjava.lang.Exception
- Thrown if accrual cannot be calculatedpublic double calcPriceFromBumpedZC(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, int iZeroCurveBaseDC, double dblWorkoutDate, double dblWorkoutFactor, double dblZCBump) throws java.lang.Exception
Bond
calcPriceFromBumpedZC
in class Bond
valParams
- ValuationParamsmktParams
- ComponentMarketParamsquotingParams
- Quoting ParametersiZeroCurveBaseDC
- The Discount Curve to derive the zero curve off ofdblWorkoutDate
- Double Work-out datedblWorkoutFactor
- Double Work-out factordblZCBump
- Bump to be applied to the zero curvejava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcPriceFromBumpedDC(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDCBump) throws java.lang.Exception
Bond
calcPriceFromBumpedDC
in class Bond
valParams
- ValuationParamsmktParams
- ComponentMarketParamsdblWorkoutDate
- Double Work-out datedblWorkoutFactor
- Double Work-out factordblDCBump
- Bump to be applied to the DCjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcPriceFromBumpedCC(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis, boolean bFlat) throws java.lang.Exception
Bond
calcPriceFromBumpedCC
in class Bond
valParams
- ValuationParamsmktParams
- ComponentMarketParamsdblWorkoutDate
- Double Work-out datedblWorkoutFactor
- Double Work-out factordblCreditBasis
- Bump to be applied to the credit curvebFlat
- Is the CDS Curve flat (for PECS)java.lang.Exception
- Thrown if the bond's credit risky theoretical price cannot be calculatedpublic double calcASWFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcASWFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcASWFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcASWFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcASWFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the ASW cannot be calculatedpublic double calcASWFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcASWFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcASWFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcASWFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the ASW cannot be calculatedpublic double calcASWFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcASWFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcASWFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcASWFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the ASW cannot be calculatedpublic double calcASWFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcASWFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcASWFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcASWFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the ASW cannot be calculatedpublic double calcASWFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcASWFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcASWFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcASWFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the ASW cannot be calculatedpublic double calcASWFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcASWFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcASWFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcASWFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the ASW cannot be calculatedpublic double calcASWFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcASWFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcASWFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcASWFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcASWFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcASWFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcASWFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the ASW cannot be calculatedpublic double calcASWFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcASWFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcASWFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcASWFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the ASW cannot be calculatedpublic double calcASWFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcASWFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcASWFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcASWFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the ASW cannot be calculatedpublic double calcASWFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcASWFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcASWFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcASWFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the ASW cannot be calculatedpublic double calcASWFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcASWFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcASWFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcASWFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if ASW cannot be calculatedpublic double calcBondBasisFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcBondBasisFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcBondBasisFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcBondBasisFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcBondBasisFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcBondBasisFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcBondBasisFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcBondBasisFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcBondBasisFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcBondBasisFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcBondBasisFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcBondBasisFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcBondBasisFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcBondBasisFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcBondBasisFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcBondBasisFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcBondBasisFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcBondBasisFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcBondBasisFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcBondBasisFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcBondBasisFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcBondBasisFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcBondBasisFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcBondBasisFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcBondBasisFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcBondBasisFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcBondBasisFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcBondBasisFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcBondBasisFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcBondBasisFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcBondBasisFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcBondBasisFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcBondBasisFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcBondBasisFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcBondBasisFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcBondBasisFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcBondBasisFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcBondBasisFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Bond Basis cannot be calculatedpublic double calcConvexityFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcConvexityFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcConvexityFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcConvexityFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcConvexityFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcConvexityFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcConvexityFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcConvexityFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcConvexityFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcConvexityFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcConvexityFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcConvexityFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcConvexityFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcConvexityFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcConvexityFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcConvexityFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcConvexityFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcConvexityFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcConvexityFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcConvexityFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcConvexityFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcConvexityFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcConvexityFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcConvexityFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcConvexityFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcConvexityFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcConvexityFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcConvexityFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcConvexityFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcConvexityFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcConvexityFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcConvexityFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcConvexityFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcConvexityFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcConvexityFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcConvexityFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcConvexityFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcConvexityFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcConvexityFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcConvexityFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcConvexityFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Convexity cannot be calculatedpublic double calcCreditBasisFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcCreditBasisFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcCreditBasisFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcCreditBasisFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcCreditBasisFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcCreditBasisFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcCreditBasisFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcCreditBasisFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcCreditBasisFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcCreditBasisFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcCreditBasisFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcCreditBasisFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcCreditBasisFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcCreditBasisFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcCreditBasisFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcCreditBasisFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcCreditBasisFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcCreditBasisFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcCreditBasisFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcCreditBasisFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcCreditBasisFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcCreditBasisFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcCreditBasisFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcCreditBasisFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcCreditBasisFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcCreditBasisFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcCreditBasisFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcCreditBasisFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcCreditBasisFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcCreditBasisFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcCreditBasisFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcCreditBasisFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcCreditBasisFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcCreditBasisFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcCreditBasisFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcCreditBasisFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcCreditBasisFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcCreditBasisFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcCreditBasisFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Credit Basis cannot be calculatedpublic double calcDiscountMarginFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcDiscountMarginFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcDiscountMarginFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcDiscountMarginFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcDiscountMarginFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcDiscountMarginFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcDiscountMarginFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcDiscountMarginFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcDiscountMarginFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcDiscountMarginFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcDiscountMarginFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcDiscountMarginFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcDiscountMarginFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcDiscountMarginFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcDiscountMarginFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcDiscountMarginFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcDiscountMarginFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcDiscountMarginFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcDiscountMarginFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcDiscountMarginFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcDiscountMarginFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcDiscountMarginFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcDiscountMarginFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcDiscountMarginFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcDiscountMarginFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDiscountMarginFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcDiscountMarginFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Discount Margin cannot be calculatedpublic double calcDurationFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcDurationFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcDurationFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcDurationFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcDurationFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcDurationFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcDurationFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcDurationFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcDurationFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcDurationFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcDurationFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcDurationFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcDurationFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcDurationFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcDurationFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcDurationFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcDurationFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcDurationFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcDurationFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcDurationFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcDurationFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcDurationFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcDurationFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcDurationFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcDurationFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcDurationFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcDurationFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcDurationFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcDurationFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcDurationFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcDurationFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcDurationFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcDurationFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcDurationFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcDurationFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcDurationFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcDurationFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcDurationFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcDurationFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcDurationFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcDurationFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcDurationFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Duration cannot be calculatedpublic double calcGSpreadFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcGSpreadFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcGSpreadFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcGSpreadFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcGSpreadFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcGSpreadFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcGSpreadFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcGSpreadFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcGSpreadFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcGSpreadFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcGSpreadFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcGSpreadFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcGSpreadFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcGSpreadFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcGSpreadFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcGSpreadFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcGSpreadFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcGSpreadFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcGSpreadFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcGSpreadFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcGSpreadFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcGSpreadFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcGSpreadFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcGSpreadFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcGSpreadFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcGSpreadFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcGSpreadFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcGSpreadFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcGSpreadFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcGSpreadFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcGSpreadFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcGSpreadFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcGSpreadFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcGSpreadFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcGSpreadFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcGSpreadFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcGSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcGSpreadFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if G Spread cannot be calculatedpublic double calcISpreadFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcISpreadFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcISpreadFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcISpreadFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcISpreadFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcISpreadFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcISpreadFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcISpreadFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcISpreadFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcISpreadFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcISpreadFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcISpreadFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcISpreadFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcISpreadFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcISpreadFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcISpreadFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcISpreadFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcISpreadFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcISpreadFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcISpreadFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcISpreadFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcISpreadFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcISpreadFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcISpreadFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcISpreadFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcISpreadFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcISpreadFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcISpreadFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcISpreadFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcISpreadFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcISpreadFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcISpreadFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcISpreadFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcISpreadFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcISpreadFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcISpreadFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcISpreadFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcISpreadFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if I Spread cannot be calculatedpublic double calcMacaulayDurationFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcMacaulayDurationFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcMacaulayDurationFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcMacaulayDurationFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcMacaulayDurationFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcMacaulayDurationFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcMacaulayDurationFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcMacaulayDurationFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcMacaulayDurationFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcMacaulayDurationFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcMacaulayDurationFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcMacaulayDurationFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcMacaulayDurationFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcMacaulayDurationFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcMacaulayDurationFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcMacaulayDurationFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcMacaulayDurationFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcMacaulayDurationFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcMacaulayDurationFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcMacaulayDurationFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcMacaulayDurationFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcMacaulayDurationFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcMacaulayDurationFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcMacaulayDurationFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcMacaulayDurationFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcMacaulayDurationFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcMacaulayDurationFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Macaulay Duration cannot be calculatedpublic double calcModifiedDurationFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcModifiedDurationFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcModifiedDurationFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcModifiedDurationFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcModifiedDurationFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcModifiedDurationFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcModifiedDurationFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcModifiedDurationFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcModifiedDurationFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcModifiedDurationFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcModifiedDurationFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcModifiedDurationFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcModifiedDurationFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcModifiedDurationFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcModifiedDurationFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcModifiedDurationFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcModifiedDurationFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcModifiedDurationFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcModifiedDurationFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcModifiedDurationFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcModifiedDurationFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcModifiedDurationFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcModifiedDurationFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcModifiedDurationFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcModifiedDurationFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcModifiedDurationFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcModifiedDurationFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcModifiedDurationFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcModifiedDurationFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcModifiedDurationFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Modified Duration cannot be calculatedpublic double calcOASFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcOASFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcOASFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcOASFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcOASFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcOASFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcOASFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcOASFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcOASFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcOASFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcOASFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcOASFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcOASFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcOASFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcOASFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcOASFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcOASFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcOASFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcOASFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- ISpread to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcOASFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcOASFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcOASFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcOASFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcOASFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcOASFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcOASFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcOASFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcOASFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcOASFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcOASFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcOASFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcOASFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcOASFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcOASFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcOASFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the OAS cannot be calculatedpublic double calcOASFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcOASFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcOASFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcOASFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if OAS cannot be calculatedpublic double calcPECSFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcPECSFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcPECSFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcPECSFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcPECSFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcPECSFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcPECSFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcPECSFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcPECSFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcPECSFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcPECSFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcPECSFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcPECSFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcPECSFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcPECSFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcPECSFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcPECSFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcPECSFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcPECSFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- ISpread to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcPECSFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcPECSFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcPECSFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcPECSFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPECSFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcPECSFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcPECSFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcPECSFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcPECSFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcPECSFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcPECSFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcPECSFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcPECSFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcPECSFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcPECSFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcPECSFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcPECSFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcPECSFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPECSFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcPECSFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if PECS cannot be calculatedpublic double calcPriceFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcPriceFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcPriceFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcPriceFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcPriceFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcPriceFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcPriceFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcPriceFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcPriceFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcPriceFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcPriceFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcPriceFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcPriceFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcPriceFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcPriceFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcPriceFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcPriceFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcPriceFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcPriceFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- ISpread to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcPriceFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcPriceFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcPriceFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcPriceFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPriceFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcPriceFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcPriceFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcPriceFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcPriceFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
Bond
calcPriceFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblTSYSpread
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcPriceFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcPriceFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcPriceFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcPriceFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcPriceFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcPriceFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcPriceFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcPriceFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcPriceFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcPriceFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Price cannot be calculatedpublic double calcTSYSpreadFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcTSYSpreadFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcTSYSpreadFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcTSYSpreadFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcTSYSpreadFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcTSYSpreadFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcTSYSpreadFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcTSYSpreadFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcTSYSpreadFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcTSYSpreadFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcTSYSpreadFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcTSYSpreadFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcTSYSpreadFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcTSYSpreadFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcTSYSpreadFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcTSYSpreadFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcTSYSpreadFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcTSYSpreadFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcTSYSpreadFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcTSYSpreadFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcTSYSpreadFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcTSYSpreadFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcTSYSpreadFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcTSYSpreadFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcTSYSpreadFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcTSYSpreadFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcTSYSpreadFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcTSYSpreadFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcTSYSpreadFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcTSYSpreadFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcTSYSpreadFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcTSYSpreadFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcTSYSpreadFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcTSYSpreadFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcTSYSpreadFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the TSY Spread cannot be calculatedpublic double calcTSYSpreadFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcTSYSpreadFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcTSYSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcTSYSpreadFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if TSY Spread cannot be calculatedpublic double calcYieldFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcYieldFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcYieldFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcYieldFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcYieldFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcYieldFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcYieldFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcYieldFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcYieldFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcYieldFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcYieldFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcYieldFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcYieldFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcYieldFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcYieldFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcYieldFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcYieldFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcYieldFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcYieldFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- ISpread to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcYieldFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcYieldFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcYieldFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcYieldFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcYieldFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcYieldFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcYieldFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYieldFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYieldFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcYieldFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYieldFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYieldFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcYieldFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcYieldFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcYieldFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcYieldFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcYieldFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYieldFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcYieldFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield cannot be calculatedpublic double calcYield01FromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcYield01FromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcYield01FromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcYield01FromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcYield01FromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcYield01FromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcYield01FromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcYield01FromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcYield01FromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcYield01FromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcYield01FromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcYield01FromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcYield01FromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcYield01FromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcYield01FromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcYield01FromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcYield01FromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcYield01FromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcYield01FromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- ISpread to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcYield01FromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcYield01FromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcYield01FromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcYield01FromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcYield01FromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcYield01FromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcYield01FromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYield01FromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYield01FromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcYield01FromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYield01FromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYield01FromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcYield01FromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcYield01FromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcYield01FromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcYield01FromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcYield01FromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcYield01FromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcYield01FromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the Yield01 cannot be calculatedpublic double calcYield01FromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcYield01FromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYield01FromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcYield01FromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield01 cannot be calculatedpublic double calcYieldSpreadFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcYieldSpreadFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcYieldSpreadFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcYieldSpreadFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcYieldSpreadFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcYieldSpreadFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcYieldSpreadFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcYieldSpreadFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcYieldSpreadFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcYieldSpreadFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcYieldSpreadFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcYieldSpreadFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcYieldSpreadFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcYieldSpreadFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcYieldSpreadFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcYieldSpreadFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcYieldSpreadFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcYieldSpreadFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcYieldSpreadFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- ISpread to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcYieldSpreadFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcYieldSpreadFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcYieldSpreadFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcYieldSpreadFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcYieldSpreadFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcYieldSpreadFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcYieldSpreadFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYieldSpreadFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYieldSpreadFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcYieldSpreadFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYieldSpreadFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcYieldSpreadFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcYieldSpreadFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcYieldSpreadFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcYieldSpreadFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblZSpread) throws java.lang.Exception
Bond
calcYieldSpreadFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblZSpread
- Z Spread to Work-outjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromZSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcYieldSpreadFromZSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Maturityjava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcYieldSpreadFromZSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblZSpread) throws java.lang.Exception
Bond
calcYieldSpreadFromZSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblZSpread
- Z Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic double calcZSpreadFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblASW) throws java.lang.Exception
Bond
calcZSpreadFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblASW
- ASW to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcZSpreadFromASW
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromASWToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblASW) throws java.lang.Exception
Bond
calcZSpreadFromASWToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblASW
- ASW to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblBondBasis) throws java.lang.Exception
Bond
calcZSpreadFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblBondBasis
- Bond Basis to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromBondBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcZSpreadFromBondBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromBondBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblBondBasis) throws java.lang.Exception
Bond
calcZSpreadFromBondBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblBondBasis
- Bond Basis to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
Bond
calcZSpreadFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblCreditBasis
- Credit Basis to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcZSpreadFromCreditBasis
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromCreditBasisToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
Bond
calcZSpreadFromCreditBasisToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblCreditBasis
- Credit Basis to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
Bond
calcZSpreadFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblDiscountMargin
- Discount Margin to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcZSpreadFromDiscountMargin
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromDiscountMarginToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
Bond
calcZSpreadFromDiscountMarginToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblDiscountMargin
- Discount Margin to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
Bond
calcZSpreadFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblGSpread
- G Spread to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcZSpreadFromGSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromGSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
Bond
calcZSpreadFromGSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblGSpread
- G Spread to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
Bond
calcZSpreadFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblISpread
- I Spread to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcZSpreadFromISpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- I Spread to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromISpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
Bond
calcZSpreadFromISpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblISpread
- ISpread to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblOAS) throws java.lang.Exception
Bond
calcZSpreadFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblOAS
- OAS to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromOAS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcZSpreadFromOAS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromOASToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblOAS) throws java.lang.Exception
Bond
calcZSpreadFromOASToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblOAS
- OAS to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
Bond
calcZSpreadFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPECS
- PECS to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcZSpreadFromPECS
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromPECSToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
Bond
calcZSpreadFromPECSToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPECS
- PECS to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPrice) throws java.lang.Exception
Bond
calcZSpreadFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblPrice
- Price to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromPrice(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcZSpreadFromPrice
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromPriceToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcZSpreadFromPriceToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- Price to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
Bond
calcZSpreadFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblTSYSpread
- TSY Spread to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcZSpreadFromTSYSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- TSY Spread to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromTSYSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPrice) throws java.lang.Exception
Bond
calcZSpreadFromTSYSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblPrice
- TSY Spread to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYield) throws java.lang.Exception
Bond
calcZSpreadFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYield
- Yield to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromYield(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYield) throws java.lang.Exception
Bond
calcZSpreadFromYield
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYield
- Yield to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromYieldToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcZSpreadFromYieldToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield to Optimal Exercisejava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblYieldSpread) throws java.lang.Exception
Bond
calcZSpreadFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblWorkoutDate
- Work-out DatedblWorkoutFactor
- Work-out FactordblYieldSpread
- Yield Spread to Work-outjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromYieldSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcZSpreadFromYieldSpread
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Maturityjava.lang.Exception
- Thrown if Z Spread cannot be calculatedpublic double calcZSpreadFromYieldSpreadToOptimalExercise(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblYieldSpread) throws java.lang.Exception
Bond
calcZSpreadFromYieldSpreadToOptimalExercise
in class Bond
valParams
- Valuation ParametersmktParams
- Market ParametersquotingParams
- Quoting ParametersdblYieldSpread
- Yield Spread to Optimal Exercisejava.lang.Exception
- Thrown if Yield Spread cannot be calculatedpublic BondRVMeasures standardMeasures(ValuationParams valParams, PricerParams pricerParams, ComponentMarketParams mktParams, QuotingParams quotingParams, WorkoutInfo wi, double dblPrice)
Bond
standardMeasures
in class Bond
valParams
- ValuationParamspricerParams
- Pricing ParametersmktParams
- Bond market parametersquotingParams
- Bond Quoting parameterswi
- Work out InformationdblPrice
- Input Pricepublic CaseInsensitiveTreeMap<java.lang.Double> value(ValuationParams valParams, PricerParams pricerParams, ComponentMarketParams mktParams, QuotingParams quotingParams)
Component
public java.util.Set<java.lang.String> getMeasureNames()
Component
getMeasureNames
in class Component
public WengertJacobian calcPVDFMicroJack(ValuationParams valParams, PricerParams pricerParams, ComponentMarketParams mktParams, QuotingParams quotingParams)
CalibratableComponent
calcPVDFMicroJack
in class CalibratableComponent
valParams
- Valuation ParameterspricerParams
- Pricer ParametersmktParams
- Component Market ParametersquotingParams
- Component Quoting Parameterspublic WengertJacobian calcQuoteDFMicroJack(java.lang.String strQuote, ValuationParams valParams, PricerParams pricerParams, ComponentMarketParams mktParams, QuotingParams quotingParams)
CalibratableComponent
calcQuoteDFMicroJack
in class CalibratableComponent
strQuote
- Quote NamevalParams
- Valuation ParameterspricerParams
- Pricer ParametersmktParams
- Component Market ParametersquotingParams
- Component Quoting Parameterspublic void showPeriods() throws java.lang.Exception
Bond
showPeriods
in class Bond
java.lang.Exception
- Thrown if the coupon periods cannot be displayed onto stdoutpublic java.lang.String getFieldDelimiter()
Serializer
getFieldDelimiter
in class Serializer
public java.lang.String getObjectTrailer()
Serializer
getObjectTrailer
in class Serializer
public byte[] serialize()
Serializer
serialize
in class Serializer
public Serializer deserialize(byte[] ab)
Serializer
deserialize
in class Serializer
public static final void main(java.lang.String[] astrArgs) throws java.lang.Exception
java.lang.Exception