Modifier and Type | Method and Description |
---|---|
static java.util.List<LossPeriodCurveFactors> |
AnalyticsHelper.GenerateLossPeriods(CreditComponent comp,
ValuationParams valParams,
PricerParams pricerParams,
Period period,
double dblWorkoutDate,
ComponentMarketParams mktParams)
Creates a set of loss period measures
|
Modifier and Type | Method and Description |
---|---|
static ComponentMarketParams |
ComponentMarketParamsBuilder.CreateComponentMarketParams(DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF,
CreditCurve cc,
ComponentQuote compQuote,
java.util.Map<java.lang.String,ComponentQuote> mTSYQuotes,
java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> mmFixings)
Creates a CMP with the rates discount curve, the treasury discount curve, the EDSF discount curve, the
credit curve, the component quote, the map of treasury benchmark quotes, and the double map of
date/rate index and fixings
|
static ComponentMarketParams |
ComponentMarketParamsBuilder.FromByteArray(byte[] ab)
Create a Component Market Parameter Instance from the byte array
|
static ComponentMarketParams |
ComponentMarketParamsBuilder.MakeCreditCMP(DiscountCurve dc,
CreditCurve cc)
Creates a CMP with the discount curve and the credit curve
|
static ComponentMarketParams |
ComponentMarketParamsBuilder.MakeDiscountCMP(DiscountCurve dc)
Creates a CMP with the rates discount curve alone
|
static ComponentMarketParams |
ComponentMarketParamsBuilder.MakeDiscountCMP(DiscountCurve dc,
DiscountCurve dcTSY)
Creates a CMP with the rates discount curve and the treasury discount curve alone
|
static ComponentMarketParams |
ComponentMarketParamsBuilder.MakeDiscountCMP(DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF)
Creates a CMP with the rates discount curve, the treasury discount curve, and the EDSF discount curve
|
Modifier and Type | Method and Description |
---|---|
abstract ComponentMarketParams |
BasketMarketParams.getComponentMarketParams(ComponentMarketParamRef compRef)
Retrieves the basket component's market parameters
|
abstract ComponentMarketParams |
MarketParams.getScenCMP(Component comp,
java.lang.String strScen)
Gets the ComponentMarketParams corresponding to the component and the scenario
|
abstract ComponentMarketParams |
MarketParams.getScenCMP(java.lang.String strScenarioName)
Retrieves the Named Scenario CMP
|
Modifier and Type | Method and Description |
---|---|
abstract java.util.Map<java.lang.String,ComponentMarketParams> |
MarketParams.getCreditTenorCMP(Component comp,
boolean bBumpUp)
Gets the map of tenor credit bumped ComponentMarketParams corresponding to the component
|
abstract java.util.Map<java.lang.String,ComponentMarketParams> |
MarketParams.getIRTenorCMP(Component comp,
boolean bBumpUp)
Gets the map of tenor IR bumped ComponentMarketParams corresponding to the component
|
Modifier and Type | Method and Description |
---|---|
abstract boolean |
MarketParams.addScenCMP(java.lang.String strScenarioName,
ComponentMarketParams cmp)
Adds the named scenario CMP
|
Modifier and Type | Class and Description |
---|---|
class |
ComponentMarketParamSet
This class provides implementation of the ComponentMarketParamsRef interface.
|
Modifier and Type | Method and Description |
---|---|
ComponentMarketParams |
BasketMarketParamSet.getComponentMarketParams(ComponentMarketParamRef compRef) |
ComponentMarketParams |
MarketParamsContainer.getScenCMP(Component comp,
java.lang.String strScen) |
ComponentMarketParams |
MarketParamsContainer.getScenCMP(java.lang.String strScenarioName) |
Modifier and Type | Method and Description |
---|---|
java.util.Map<java.lang.String,ComponentMarketParams> |
MarketParamsContainer.getCreditTenorCMP(Component comp,
boolean bBumpUp) |
java.util.Map<java.lang.String,ComponentMarketParams> |
MarketParamsContainer.getIRTenorCMP(Component comp,
boolean bBumpUp) |
Modifier and Type | Method and Description |
---|---|
boolean |
MarketParamsContainer.addScenCMP(java.lang.String strScenarioName,
ComponentMarketParams cmp) |
Modifier and Type | Method and Description |
---|---|
double |
BondComponent.calcAccrued(double dblDate,
ComponentMarketParams mktParams) |
double |
BondComponent.calcBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcBondBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcBondBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcBondBasisFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis) |
double |
BondComponent.calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcConvexityFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcConvexityFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS) |
double |
BondComponent.calcConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcConvexityFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcCreditBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcCreditBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS) |
double |
BondComponent.calcCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcCreditBasisFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcCurrentCouponRate(JulianDate dt,
ComponentMarketParams mktParams) |
double |
BondComponent.calcDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread) |
double |
BondComponent.calcDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcDiscountMarginFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW) |
double |
BondComponent.calcDiscountMarginFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread) |
double |
BondComponent.calcDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield) |
double |
BondComponent.calcDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcDiscountMarginFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield) |
double |
BondComponent.calcDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis) |
double |
BondComponent.calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcDurationFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcDurationFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS) |
double |
BondComponent.calcDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcDurationFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcExerciseBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcExerciseBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcExerciseBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseBondBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcExerciseBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcExerciseBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExerciseBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcExerciseConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcExerciseConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseConvexityFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcExerciseConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS) |
double |
BondComponent.calcExerciseConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExerciseConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcExerciseCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcExerciseCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseCreditBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcExerciseCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS) |
double |
BondComponent.calcExerciseCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExerciseCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread) |
double |
BondComponent.calcExerciseDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseDiscountMarginFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW) |
double |
BondComponent.calcExerciseDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcExerciseDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield) |
double |
BondComponent.calcExerciseDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcExerciseDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcExerciseDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseDurationFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcExerciseDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS) |
double |
BondComponent.calcExerciseDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExerciseDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread) |
double |
BondComponent.calcExerciseGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseGSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW) |
double |
BondComponent.calcExerciseGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcExerciseGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield) |
double |
BondComponent.calcExerciseGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread) |
double |
BondComponent.calcExerciseISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseISpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW) |
double |
BondComponent.calcExerciseISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcExerciseISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield) |
double |
BondComponent.calcExerciseISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcExerciseOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcExerciseOASFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcExerciseOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcExerciseOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExerciseOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseParASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseParASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseParASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseParASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcExerciseParASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcExerciseParASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseParASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS) |
double |
BondComponent.calcExerciseParASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseParASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseParASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExerciseParASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseParASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExercisePECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExercisePECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis) |
double |
BondComponent.calcExercisePECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcExercisePECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcExercisePECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcExercisePECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExercisePECSFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcExercisePECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExercisePECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcExercisePECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExercisePECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExercisePECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExercisePriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExercisePriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcExercisePriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcExercisePriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcExercisePriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcExercisePriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExercisePriceFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcExercisePriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcExercisePriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcExercisePriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExercisePriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExercisePriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread) |
double |
BondComponent.calcExerciseTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread) |
double |
BondComponent.calcExerciseTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseTSYSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcExerciseTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcExerciseTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExerciseTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread) |
double |
BondComponent.calcExerciseYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread) |
double |
BondComponent.calcExerciseYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseYieldFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW) |
double |
BondComponent.calcExerciseYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
WorkoutInfo |
BondComponent.calcExerciseYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcExerciseYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcExerciseYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcExerciseYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseYieldSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcExerciseYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcExerciseYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExerciseYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcExerciseZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcExerciseZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcExerciseZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcExerciseZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcExerciseZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcExerciseZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcExerciseZSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcExerciseZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcExerciseZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcExerciseZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcExerciseZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcExerciseZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin) |
double |
BondComponent.calcGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread) |
double |
BondComponent.calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcGSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW) |
double |
BondComponent.calcGSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread) |
double |
BondComponent.calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield) |
double |
BondComponent.calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcGSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield) |
double |
BondComponent.calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread) |
double |
BondComponent.calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcISpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW) |
double |
BondComponent.calcISpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread) |
double |
BondComponent.calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield) |
double |
BondComponent.calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcISpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield) |
double |
BondComponent.calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcNextCouponRate(JulianDate dt,
ComponentMarketParams mktParams) |
double |
BondComponent.calcOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcOASFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcOASFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcOASFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcParASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcParASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcParASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis) |
double |
BondComponent.calcParASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcParASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcParASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcParASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcParASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcParASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcParASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcParASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcParASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcParASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS) |
double |
BondComponent.calcParASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcParASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcParASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcParASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcParASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcParASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcParASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcParASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcParASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcParASWFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcParASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcParASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcPECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcPECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcPECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis) |
double |
BondComponent.calcPECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcPECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcPECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcPECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcPECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcPECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcPECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcPECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcPECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcPECSFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcPECSFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcPECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcPECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcPECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcPECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcPECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcPECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcPECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcPECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcPECSFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcPECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcPECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcPreviousCouponRate(JulianDate dt,
ComponentMarketParams mktParams) |
double |
BondComponent.calcPriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcPriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcPriceFromBumpedCC(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis,
boolean bFlat) |
double |
BondComponent.calcPriceFromBumpedDC(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDCBump) |
double |
BondComponent.calcPriceFromBumpedZC(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZCBump) |
double |
BondComponent.calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcPriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcPriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcPriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcPriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcPriceFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcPriceFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcPriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcPriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcPriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcPriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcPriceFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin) |
double |
BondComponent.calcTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread) |
double |
BondComponent.calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread) |
double |
BondComponent.calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcTSYSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcTSYSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcTSYSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin) |
double |
BondComponent.calcYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread) |
double |
BondComponent.calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread) |
double |
BondComponent.calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcYieldFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW) |
double |
BondComponent.calcYieldFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread) |
double |
BondComponent.calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcYieldSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcYieldSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcYieldSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread) |
double |
BondComponent.calcYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread) |
double |
BondComponent.calcYTMFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis) |
double |
BondComponent.calcZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis) |
double |
BondComponent.calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis) |
double |
BondComponent.calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis) |
double |
BondComponent.calcZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin) |
double |
BondComponent.calcZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin) |
double |
BondComponent.calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread) |
double |
BondComponent.calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread) |
double |
BondComponent.calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread) |
double |
BondComponent.calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread) |
double |
BondComponent.calcZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS) |
double |
BondComponent.calcZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS) |
double |
BondComponent.calcZSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW) |
double |
BondComponent.calcZSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW) |
double |
BondComponent.calcZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS) |
double |
BondComponent.calcZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS) |
double |
BondComponent.calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double |
BondComponent.calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice) |
double |
BondComponent.calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread) |
double |
BondComponent.calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread) |
double |
BondComponent.calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield) |
double |
BondComponent.calcZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread) |
double |
BondComponent.calcZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread) |
double |
BondComponent.calcZSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield) |
double |
BondComponent.BondCalibrator.calibDiscCurveSpreadFromPriceNR(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPriceCalib)
Calibrates the bond Z Spread from the market price using the Newton-Raphson technique.
|
double |
CDSComponent.calibFlatSpread(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Calibrates the CDS's flat spread from the calculated up-front points
|
double |
BondComponent.BondCalibrator.calibrateCreditBasisFromPriceNR(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPriceCalib,
boolean bFlatCalib)
Calibrates the bond Credit Basis from the market price using the Newton-Raphson technique.
|
CDSComponent.SpreadCalibOP |
CDSComponent.SpreadCalibrator.calibrateHazardFromPriceNR(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPriceCalib)
Calibrate the hazard rate from calibration price
|
double |
BondComponent.BondCalibrator.calibrateYieldFromParASWNR(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASWCalib)
Calibrates the bond Yield from the market Par ASW using the Newton-Raphson technique.
|
double |
BondComponent.BondCalibrator.calibrateYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calibrates the bond yield from the market price using the root bracketing technique.
|
double |
BondComponent.BondCalibrator.calibrateYieldFromPriceNR(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPriceCalib)
Calibrates the bond yield from the market price using the Newton-Raphson technique.
|
double |
BondComponent.BondCalibrator.calibrateZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calibrates the bond Z Spread from the market price using the root bracketing technique.
|
double |
BondComponent.BondCalibrator.calibrateZSpreadFromPrice2(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calibrates the bond Z Spread from the market price using the root bracketing technique.
|
double |
BondComponent.BondCalibrator.calibZeroCurveSpreadFromPriceNR(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPriceCalib)
Calibrates the bond Z Spread from the market price using the Newton-Raphson technique.
|
double |
CDSComponent.getCoupon(double dblValue,
ComponentMarketParams mktParams) |
double |
BondComponent.getCoupon(double dblValue,
ComponentMarketParams mktParams) |
java.util.List<CouponPeriodCurveFactors> |
CDSComponent.getCouponFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams) |
java.util.List<CouponPeriodCurveFactors> |
BondComponent.getCouponFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams) |
double |
BondComponent.getEffectiveTsyBmkYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
java.util.List<LossPeriodCurveFactors> |
CDSComponent.getLossFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams) |
java.util.List<LossPeriodCurveFactors> |
BondComponent.getLossFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams) |
java.util.List<LossPeriodCurveFactors> |
BondComponent.getLossFlowFromPrice(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
double[] |
BondComponent.getSecTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams) |
BondRVMeasures |
BondComponent.standardMeasures(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice) |
java.util.Map<java.lang.String,java.lang.Double> |
BondComponent.standardRVMeasureMap(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice,
java.lang.String strPrefix) |
java.util.Map<java.lang.String,java.lang.Double> |
CDSComponent.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |
java.util.Map<java.lang.String,java.lang.Double> |
BondComponent.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |
Modifier and Type | Method and Description |
---|---|
abstract double |
Bond.calcAccrued(double dblDate,
ComponentMarketParams mktParams)
Calculate the bond's accrued for the period identified by the valuation date
|
abstract double |
Bond.calcBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the Bond Basis from credit basis to Maturity
|
abstract double |
Bond.calcBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the Bond Basis from credit basis to Work-out
|
abstract double |
Bond.calcBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the Bond Basis from Discount Margin to Maturity
|
abstract double |
Bond.calcBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the Bond Basis from Discount Margin to Work-out
|
abstract double |
Bond.calcBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the Bond Basis from G Spread to Maturity
|
abstract double |
Bond.calcBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the Bond Basis from G Spread to Work-out
|
abstract double |
Bond.calcBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the Bond Basis from I Spread to Maturity
|
abstract double |
Bond.calcBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the Bond Basis from I Spread to Work-out
|
abstract double |
Bond.calcBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the Bond Basis from Option Adjusted Spread to Maturity
|
abstract double |
Bond.calcBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the Bond Basis from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcBondBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the Bond Basis from Par ASW to Maturity
|
abstract double |
Bond.calcBondBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the Bond Basis from Par ASW to Work-out
|
abstract double |
Bond.calcBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Basis from PECS to Maturity
|
abstract double |
Bond.calcBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Basis from PECS to Work-out
|
abstract double |
Bond.calcBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the Bond Basis to maturity from price
|
abstract double |
Bond.calcBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the Bond Basis to Work-out from price
|
abstract double |
Bond.calcBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the Bond Basis from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the Bond Basis from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Basis from yield to maturity
|
abstract double |
Bond.calcBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the Bond Basis from Yield to work-out
|
abstract double |
Bond.calcBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the Bond Basis from Yield Spread to Maturity
|
abstract double |
Bond.calcBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the Bond Basis from Yield Spread to Work-out
|
abstract double |
Bond.calcBondBasisFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Basis from yield to maturity
|
abstract double |
Bond.calcBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the Bond Basis from Z Spread to Maturity
|
abstract double |
Bond.calcBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the Bond Basis from Z Spread to Work-out
|
abstract double |
Bond.calcConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the Bond Convexity from Bond Basis to maturity
|
abstract double |
Bond.calcConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the Bond Convexity from Bond Basis to Work-out
|
abstract double |
Bond.calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond convexity from credit basis to Maturity
|
abstract double |
Bond.calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond convexity from credit basis to Work-out
|
abstract double |
Bond.calcConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond convexity from Discount Margin to Maturity
|
abstract double |
Bond.calcConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the bond convexity from Discount Margin to Work-out
|
abstract double |
Bond.calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond convexity from G Spread to Maturity
|
abstract double |
Bond.calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond convexity from G Spread to Work-out
|
abstract double |
Bond.calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond convexity from I Spread to Maturity
|
abstract double |
Bond.calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond convexity from I Spread to Work-out
|
abstract double |
Bond.calcConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond convexity from Option Adjusted Spread to maturity
|
abstract double |
Bond.calcConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond convexity from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcConvexityFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond convexity from Par ASW to Maturity
|
abstract double |
Bond.calcConvexityFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond convexity from Par ASW to Work-out
|
abstract double |
Bond.calcConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS)
Calculate the Bond Convexity from credit basis to Maturity
|
abstract double |
Bond.calcConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Convexity from PECS to Work-out
|
abstract double |
Bond.calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond convexity to maturity from price
|
abstract double |
Bond.calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond convexity to Work-out from price
|
abstract double |
Bond.calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond convexity from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond convexity from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond convexity from Yield to maturity
|
abstract double |
Bond.calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond convexity from Work-out Yield
|
abstract double |
Bond.calcConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the Bond Convexity from Yield Spread to maturity
|
abstract double |
Bond.calcConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the Bond Convexity from Yield Spread to Work-out
|
abstract double |
Bond.calcConvexityFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond convexity from Yield to maturity
|
abstract double |
Bond.calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond convexity from Z Spread to maturity
|
abstract double |
Bond.calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond convexity from Z Spread to Work-out
|
abstract double |
Bond.calcCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond credit basis from Bond Basis to maturity
|
abstract double |
Bond.calcCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond credit basis from Bond Basis to Work-out
|
abstract double |
Bond.calcCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond Credit Basis from Discount Margin to Maturity
|
abstract double |
Bond.calcCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the bond Credit Basis from Discount Margin to Work-out
|
abstract double |
Bond.calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Credit Basis from G Spread to Maturity
|
abstract double |
Bond.calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Credit Basis from G Spread to Work-out
|
abstract double |
Bond.calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Credit Basis from I Spread to Maturity
|
abstract double |
Bond.calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Credit Basis from I Spread to Work-out
|
abstract double |
Bond.calcCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond credit basis from Option Adjusted Spread to maturity
|
abstract double |
Bond.calcCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond credit basis from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcCreditBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Credit Basis from Par ASW to Maturity
|
abstract double |
Bond.calcCreditBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond Credit Basis from Par ASW to Work-out
|
abstract double |
Bond.calcCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS)
Calculate the Bond Credit Basis from PECS to Maturity
|
abstract double |
Bond.calcCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Credit Basis from PECS to Work-out
|
abstract double |
Bond.calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond credit basis to maturity from price
|
abstract double |
Bond.calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond credit basis to Work-out from price
|
abstract double |
Bond.calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond Credit Basis from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond Credit Basis from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond credit basis from Yield to maturity
|
abstract double |
Bond.calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond credit basis from Yield to work-out
|
abstract double |
Bond.calcCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond credit basis from Yield Spread to maturity
|
abstract double |
Bond.calcCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the bond credit basis from Yield Spread to Work-out
|
abstract double |
Bond.calcCreditBasisFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond credit basis from Yield to maturity
|
abstract double |
Bond.calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond credit basis from Z Spread to maturity
|
abstract double |
Bond.calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond credit basis from Z Spread to Work-out
|
abstract double |
Bond.calcCurrentCouponRate(JulianDate dt,
ComponentMarketParams mktParams)
Returns the coupon rate for the period corresponding to the specified date
|
abstract double |
Bond.calcDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond Discount Margin from Bond Basis to maturity
|
abstract double |
Bond.calcDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond Discount Margin from Bond Basis to Work-out
|
abstract double |
Bond.calcDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Discount Margin from credit basis to Maturity
|
abstract double |
Bond.calcDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond Discount Margin from credit basis to Work-out
|
abstract double |
Bond.calcDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond Discount Margin from G Spread to Maturity
|
abstract double |
Bond.calcDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Discount Margin from G Spread to Work-out
|
abstract double |
Bond.calcDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond Discount Margin from Option Adjusted Spread to maturity
|
abstract double |
Bond.calcDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond Discount Margin from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcDiscountMarginFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond Discount Margin from Par ASW to Maturity
|
abstract double |
Bond.calcDiscountMarginFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond Discount Margin from Par ASW to Work-out
|
abstract double |
Bond.calcDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Discount Margin from PECS to Maturity
|
abstract double |
Bond.calcDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Discount Margin from PECS to Work-out
|
abstract double |
Bond.calcDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond Discount Margin to maturity from price
|
abstract double |
Bond.calcDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond Discount Margin to Work-out from price
|
abstract double |
Bond.calcDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond Discount Margin from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond Discount Margin from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond Discount Margin from Yield to maturity
|
abstract double |
Bond.calcDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond Discount Margin from Work-out Yield
|
abstract double |
Bond.calcDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond Discount Margin from Yield Spread to maturity
|
abstract double |
Bond.calcDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the bond Discount Margin from Yield Spread to Work-out
|
abstract double |
Bond.calcDiscountMarginFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond Discount Margin from Yield to maturity
|
abstract double |
Bond.calcDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond Discount Margin from Z Spread to maturity
|
abstract double |
Bond.calcDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond Discount Margin from Z Spread to Work-out
|
abstract double |
Bond.calcDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond duration from Bond Basis to maturity
|
abstract double |
Bond.calcDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond duration from Bond Basis to Work-out
|
abstract double |
Bond.calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond Duration from credit basis to Maturity
|
abstract double |
Bond.calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond Duration from credit basis to Work-out
|
abstract double |
Bond.calcDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond Duration from Discount Margin to Maturity
|
abstract double |
Bond.calcDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the bond Duration from Discount Margin to Work-out
|
abstract double |
Bond.calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Duration from G Spread to Maturity
|
abstract double |
Bond.calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Duration from G Spread to Work-out
|
abstract double |
Bond.calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Duration from I Spread to Maturity
|
abstract double |
Bond.calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Duration from I Spread to Work-out
|
abstract double |
Bond.calcDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond duration from Option Adjusted Spread to maturity
|
abstract double |
Bond.calcDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond duration from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcDurationFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Duration from Par ASW to Maturity
|
abstract double |
Bond.calcDurationFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond Duration from Par ASW to Work-out
|
abstract double |
Bond.calcDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS)
Calculate the Bond Duration from PECS to Maturity
|
abstract double |
Bond.calcDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Duration from PECS to Work-out
|
abstract double |
Bond.calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond duration to maturity from price
|
abstract double |
Bond.calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond duration to Work-out from price
|
abstract double |
Bond.calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond duration from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond duration from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond duration from Yield to maturity
|
abstract double |
Bond.calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond duration from Work-out Yield
|
abstract double |
Bond.calcDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the Bond Duration from Yield Spread to maturity
|
abstract double |
Bond.calcDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the bond duration from Yield Spread to Work-out
|
abstract double |
Bond.calcDurationFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond duration from Yield to maturity
|
abstract double |
Bond.calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond duration from Z Spread to maturity
|
abstract double |
Bond.calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond duration from Z Spread to Work-out
|
abstract double |
Bond.calcExerciseBondBasisFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the Bond Basis from credit basis to Exercise
|
abstract double |
Bond.calcExerciseBondBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the Bond Basis from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseBondBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the Bond Basis from G Spread to Exercise
|
abstract double |
Bond.calcExerciseBondBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the Bond Basis from I Spread to Exercise
|
abstract double |
Bond.calcExerciseBondBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the Bond Basis from Option Adjusted Spread to Exercise
|
abstract double |
Bond.calcExerciseBondBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the Bond Basis from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseBondBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Basis from PECS to Exercise
|
abstract double |
Bond.calcExerciseBondBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the Bond Basis to exercise from price
|
abstract double |
Bond.calcExerciseBondBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the Bond Basis from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseBondBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Basis from yield to exercise
|
abstract double |
Bond.calcExerciseBondBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the Bond Basis from Yield Spread to Exercise
|
abstract double |
Bond.calcExerciseBondBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the Bond Basis from Z Spread to Exercise
|
abstract double |
Bond.calcExerciseConvexityFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond convexity from Bond Basis to exercise
|
abstract double |
Bond.calcExerciseConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond convexity from credit basis to Exercise
|
abstract double |
Bond.calcExerciseConvexityFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond convexity from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond convexity from G Spread to Exercise
|
abstract double |
Bond.calcExerciseConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond convexity from I Spread to Exercise
|
abstract double |
Bond.calcExerciseConvexityFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond convexity from Option Adjusted Spread to exercise
|
abstract double |
Bond.calcExerciseConvexityFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond convexity from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseConvexityFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS)
Calculate the Bond Convexity from credit basis to Exercise
|
abstract double |
Bond.calcExerciseConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond convexity to exercise from price
|
abstract double |
Bond.calcExerciseConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond convexity from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond convexity from Yield to exercise
|
abstract double |
Bond.calcExerciseConvexityFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond convexity from Yield Spread to exercise
|
abstract double |
Bond.calcExerciseConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond convexity from Z Spread to exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond credit basis from Bond Basis to exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond Credit Basis from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Credit Basis from G Spread to Exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Credit Basis from I Spread to Exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond credit basis from Option Adjusted Spread to exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Credit Basis from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS)
Calculate the Bond Credit Basis from PECS to Exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond credit basis to exercise from price
|
abstract double |
Bond.calcExerciseCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond Credit Basis from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond credit basis from Yield to exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond credit basis from Yield Spread to exercise
|
abstract double |
Bond.calcExerciseCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond credit basis from Z Spread to exercise
|
abstract double |
Bond.calcExerciseDiscountMarginFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond Discount Margin from Bond Basis to exercise
|
abstract double |
Bond.calcExerciseDiscountMarginFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Discount Margin from credit basis to Exercise
|
abstract double |
Bond.calcExerciseDiscountMarginFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond Discount Margin from G Spread to Exercise
|
abstract double |
Bond.calcExerciseDiscountMarginFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond Discount Margin from Option Adjusted Spread to exercise
|
abstract double |
Bond.calcExerciseDiscountMarginFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond Discount Margin from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseDiscountMarginFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Discount Margin from PECS to Exercise
|
abstract double |
Bond.calcExerciseDiscountMarginFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond Discount Margin to exercise from price
|
abstract double |
Bond.calcExerciseDiscountMarginFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond Discount Margin from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseDiscountMarginFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond Discount Margin from Yield to exercise
|
abstract double |
Bond.calcExerciseDiscountMarginFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond Discount Margin from Yield Spread to exercise
|
abstract double |
Bond.calcExerciseDiscountMarginFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond Discount Margin from Z Spread to exercise
|
abstract double |
Bond.calcExerciseDurationFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond duration from Bond Basis to exercise
|
abstract double |
Bond.calcExerciseDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond Duration from credit basis to Exercise
|
abstract double |
Bond.calcExerciseDurationFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond Duration from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Duration from G Spread to Exercise
|
abstract double |
Bond.calcExerciseDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Duration from I Spread to Exercise
|
abstract double |
Bond.calcExerciseDurationFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond duration from Option Adjusted Spread to exercise
|
abstract double |
Bond.calcExerciseDurationFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Duration from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseDurationFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS)
Calculate the Bond Duration from PECS to Exercise
|
abstract double |
Bond.calcExerciseDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond duration to exercise from price
|
abstract double |
Bond.calcExerciseDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond duration from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond duration from Yield to exercise
|
abstract double |
Bond.calcExerciseDurationFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the Duration from Yield Spread to exercise
|
abstract double |
Bond.calcExerciseDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond duration from Z Spread to exercise
|
abstract double |
Bond.calcExerciseGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond G Spread from Bond Basis to Exercise
|
abstract double |
Bond.calcExerciseGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond G Spread from credit basis to Exercise
|
abstract double |
Bond.calcExerciseGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin)
Calculate the bond G Spread from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond G Spread from I Spread to Exercise
|
abstract double |
Bond.calcExerciseGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond G Spread from Option Adjusted Spread to Exercise
|
abstract double |
Bond.calcExerciseGSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond G Spread from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond G Spread from PECS to Exercise
|
abstract double |
Bond.calcExerciseGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond G spread to exercise from price
|
abstract double |
Bond.calcExerciseGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond G Spread from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond G spread from Yield to exercise
|
abstract double |
Bond.calcExerciseGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond G Spread from Yield Spread to Exercise
|
abstract double |
Bond.calcExerciseGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond G Spread from Z Spread to Exercise
|
abstract double |
Bond.calcExerciseISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond I Spread from Bond Basis to exercise
|
abstract double |
Bond.calcExerciseISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond I Spread from credit basis to Exercise
|
abstract double |
Bond.calcExerciseISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond I Spread from G Spread to Exercise
|
abstract double |
Bond.calcExerciseISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond I Spread from Option Adjusted Spread to exercise
|
abstract double |
Bond.calcExerciseISpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond I Spread from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond I Spread from PECS to Exercise
|
abstract double |
Bond.calcExerciseISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond I spread to exercise from price
|
abstract double |
Bond.calcExerciseISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond I Spread from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond I spread from Yield to exercise
|
abstract double |
Bond.calcExerciseISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond I Spread from Yield Spread to exercise
|
abstract double |
Bond.calcExerciseISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond I Spread from Z Spread to exercise
|
abstract double |
Bond.calcExerciseOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond Option Adjusted Spread from Bond Basis to exercise
|
abstract double |
Bond.calcExerciseOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Option Adjusted Spread from credit basis to Exercise
|
abstract double |
Bond.calcExerciseOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond Option Adjusted Spread from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Option Adjusted Spread from G Spread to Exercise
|
abstract double |
Bond.calcExerciseOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Option Adjusted Spread from I Spread to Exercise
|
abstract double |
Bond.calcExerciseOASFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Option Adjusted Spread from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the bond Option Adjusted Spread from PECS to Exercise
|
abstract double |
Bond.calcExerciseOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond Option Adjusted spread to exercise from price
|
abstract double |
Bond.calcExerciseOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond Option Adjusted Spread from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Option Adjusted Spread from yield to exercise
|
abstract double |
Bond.calcExerciseOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond Option Adjusted Spread from Yield Spread to exercise
|
abstract double |
Bond.calcExerciseOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond OAS from Z Spread to Exercise
|
abstract double |
Bond.calcExerciseParASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the Bond Par ASW from Bond Basis to exercise
|
abstract double |
Bond.calcExerciseParASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond par ASW from credit basis to Exercise
|
abstract double |
Bond.calcExerciseParASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond Par ASW from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseParASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Par ASW from G Spread to Exercise
|
abstract double |
Bond.calcExerciseParASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Par ASW from I Spread to Exercise
|
abstract double |
Bond.calcExerciseParASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond par ASW from Option Adjusted Spread to exercise
|
abstract double |
Bond.calcExerciseParASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS)
Calculate the Bond Par ASW from PECS to Exercise
|
abstract double |
Bond.calcExerciseParASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond par ASW to exercise from price
|
abstract double |
Bond.calcExerciseParASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond par ASW from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseParASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond par ASW from Yield to exercise
|
abstract double |
Bond.calcExerciseParASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the Bond Par ASW from Yield Spread to exercise
|
abstract double |
Bond.calcExerciseParASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond par ASW from Z Spread to exercise
|
abstract double |
Bond.calcExercisePECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the Bond PECS from Bond Basis to exercise
|
abstract double |
Bond.calcExercisePECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the Bond PECS from credit basis to Exercise
|
abstract double |
Bond.calcExercisePECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the Bond PECS from Discount Margin to Exercise
|
abstract double |
Bond.calcExercisePECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the Bond PECS from G Spread to Exercise
|
abstract double |
Bond.calcExercisePECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the Bond PECS from I Spread to Exercise
|
abstract double |
Bond.calcExercisePECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the Bond PECS from Option Adjusted Spread to exercise
|
abstract double |
Bond.calcExercisePECSFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the Bond PECS from Par ASW to Exercise
|
abstract double |
Bond.calcExercisePECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the Bond PECS to exercise from price
|
abstract double |
Bond.calcExercisePECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the Bond PECS from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExercisePECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the Bond PECS from Yield to exercise
|
abstract double |
Bond.calcExercisePECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the Bond PECS from Yield Spread to exercise
|
abstract double |
Bond.calcExercisePECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the Bond PECS from Z Spread to exercise
|
abstract double |
Bond.calcExercisePriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond price from Bond Basis to Exercise
|
abstract double |
Bond.calcExercisePriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond price from credit basis to Exercise
|
abstract double |
Bond.calcExercisePriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond price from Discount Margin to Exercise
|
abstract double |
Bond.calcExercisePriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond price from G Spread to Exercise
|
abstract double |
Bond.calcExercisePriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond price from I Spread to Exercise
|
abstract double |
Bond.calcExercisePriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond price from Option Adjusted Spread to Exercise
|
abstract double |
Bond.calcExercisePriceFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond price from Par ASW to Exercise
|
abstract double |
Bond.calcExercisePriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Price from PECS to Exercise
|
abstract double |
Bond.calcExercisePriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond price from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExercisePriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond price from exercise yield
|
abstract double |
Bond.calcExercisePriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond price from Yield Spread to Exercise
|
abstract double |
Bond.calcExercisePriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond price from Z Spread to Exercise
|
abstract double |
Bond.calcExerciseTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond spread to treasury from Bond Basis to exercise
|
abstract double |
Bond.calcExerciseTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Spread to Treasury from credit basis to Exercise
|
abstract double |
Bond.calcExerciseTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin)
Calculate the bond Spread to Treasury from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond Spread to Treasury from G Spread to Exercise
|
abstract double |
Bond.calcExerciseTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond Spread to Treasury from I Spread to Exercise
|
abstract double |
Bond.calcExerciseTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond spread to treasury from Option Adjusted Spread to exercise
|
abstract double |
Bond.calcExerciseTSYSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Spread to Treasury Benchmark from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Spread to Treasury from PECS to Exercise
|
abstract double |
Bond.calcExerciseTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond spread to treasury to exercise from price
|
abstract double |
Bond.calcExerciseTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond spread to treasury from exercise Yield
|
abstract double |
Bond.calcExerciseTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond spread to treasury from Yield Spread to exercise
|
abstract double |
Bond.calcExerciseTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond spread to treasury from Z Spread to exercise
|
abstract double |
Bond.calcExerciseYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond yield from Bond Basis to Exercise
|
abstract double |
Bond.calcExerciseYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond yield from credit basis to Exercise
|
abstract double |
Bond.calcExerciseYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin)
Calculate the bond yield from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond yield from G Spread to Exercise
|
abstract double |
Bond.calcExerciseYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond yield from I Spread to Exercise
|
abstract double |
Bond.calcExerciseYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond yield from Option Adjusted Spread to Exercise
|
abstract double |
Bond.calcExerciseYieldFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond yield from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Yield from PECS to Exercise
|
abstract WorkoutInfo |
Bond.calcExerciseYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond yield to exercise from price
|
abstract double |
Bond.calcExerciseYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond yield from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond yield from Yield Spread to Exercise
|
abstract double |
Bond.calcExerciseYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond yield from Z Spread to Exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond Yield Spread from Bond Basis to Exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the Yield Spread from credit basis to Exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the Yield Spread from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the Yield Spread from G Spread to Exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the Yield Spread from I Spread to Exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the Yield Spread from Option Adjusted Spread to Exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the Yield Spread from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Yield Spread from PECS to Exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the Yield Spread to exercise from price
|
abstract double |
Bond.calcExerciseYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the Yield Spread from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the Yield Spread from yield to exercise
|
abstract double |
Bond.calcExerciseYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the Yield Spread from Z Spread to Exercise
|
abstract double |
Bond.calcExerciseZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond Z Spread from Bond Basis to exercise
|
abstract double |
Bond.calcExerciseZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Z Spread from credit basis to Exercise
|
abstract double |
Bond.calcExerciseZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond Z Spread from Discount Margin to Exercise
|
abstract double |
Bond.calcExerciseZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Z Spread from G Spread to Exercise
|
abstract double |
Bond.calcExerciseZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Z Spread from I Spread to Exercise
|
abstract double |
Bond.calcExerciseZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond z spread to exercise from OAS
|
abstract double |
Bond.calcExerciseZSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Z Spread from Par ASW to Exercise
|
abstract double |
Bond.calcExerciseZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Z Spread from PECS to Exercise
|
abstract double |
Bond.calcExerciseZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond z spread to exercise from price
|
abstract double |
Bond.calcExerciseZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond Z Spread from spread treasury benchmark to Exercise
|
abstract double |
Bond.calcExerciseZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Z Spread from yield to exercise
|
abstract double |
Bond.calcExerciseZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond Z Spread from Yield Spread to exercise
|
abstract double |
Bond.calcGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond G Spread from Bond Basis to Maturity
|
abstract double |
Bond.calcGSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond G Spread from Bond Basis to Work-out
|
abstract double |
Bond.calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond G Spread from credit basis to Maturity
|
abstract double |
Bond.calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond G Spread from credit basis to Work-out
|
abstract double |
Bond.calcGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin)
Calculate the bond G Spread from Discount Margin to Maturity
|
abstract double |
Bond.calcGSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the bond G Spread from Discount Margin to Work-out
|
abstract double |
Bond.calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond G Spread from I Spread to Maturity
|
abstract double |
Bond.calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond G Spread from I Spread to Work-out
|
abstract double |
Bond.calcGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond G Spread from Option Adjusted Spread to Maturity
|
abstract double |
Bond.calcGSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond G Spread from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcGSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond G Spread from Par ASW to Maturity
|
abstract double |
Bond.calcGSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond G Spread from Par ASW to Work-out
|
abstract double |
Bond.calcGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond G Spread from PECS to Maturity
|
abstract double |
Bond.calcGSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond G Spread from PECS to Work-out
|
abstract double |
Bond.calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond G spread to maturity from price
|
abstract double |
Bond.calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond G spread to Work-out from price
|
abstract double |
Bond.calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond G Spread from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond G Spread from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond G spread from Yield to maturity
|
abstract double |
Bond.calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond G spread from Work-out Yield
|
abstract double |
Bond.calcGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond G Spread from Yield Spread to Maturity
|
abstract double |
Bond.calcGSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the bond G Spread from Yield Spread to Work-out
|
abstract double |
Bond.calcGSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond G spread from Yield to maturity
|
abstract double |
Bond.calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond G Spread from Z Spread to Maturity
|
abstract double |
Bond.calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond G Spread from Z Spread to Work-out
|
abstract double |
Bond.calcISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond I Spread from Bond Basis to maturity
|
abstract double |
Bond.calcISpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond I Spread from Bond Basis to Work-out
|
abstract double |
Bond.calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond I Spread from credit basis to Maturity
|
abstract double |
Bond.calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond I Spread from credit basis to Work-out
|
abstract double |
Bond.calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond I Spread from G Spread to Maturity
|
abstract double |
Bond.calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond I Spread from G Spread to Work-out
|
abstract double |
Bond.calcISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond I Spread from Option Adjusted Spread to maturity
|
abstract double |
Bond.calcISpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond I Spread from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcISpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond I Spread from Par ASW to Maturity
|
abstract double |
Bond.calcISpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond I Spread from Par ASW to Work-out
|
abstract double |
Bond.calcISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond I Spread from PECS to Maturity
|
abstract double |
Bond.calcISpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond I Spread from PECS to Work-out
|
abstract double |
Bond.calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond I spread to maturity from price
|
abstract double |
Bond.calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond I spread to Work-out from price
|
abstract double |
Bond.calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond I Spread from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond I Spread from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond I spread from Yield to maturity
|
abstract double |
Bond.calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond I spread from Work-out Yield
|
abstract double |
Bond.calcISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond I Spread from Yield Spread to maturity
|
abstract double |
Bond.calcISpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the bond I Spread from Yield Spread to Work-out
|
abstract double |
Bond.calcISpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond I spread from Yield to maturity
|
abstract double |
Bond.calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond I Spread from Z Spread to maturity
|
abstract double |
Bond.calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond I Spread from Z Spread to Work-out
|
double |
Component.calcMeasureValue(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
java.lang.String strMeasure)
Calculates the value of the given component measure
|
abstract double |
Bond.calcNextCouponRate(JulianDate dt,
ComponentMarketParams mktParams)
Returns the coupon rate for the period subsequent to the specified date
|
abstract double |
Bond.calcOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond Option Adjusted Spread from Bond Basis to maturity
|
abstract double |
Bond.calcOASFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond Option Adjusted Spread from Bond Basis to work-out
|
abstract double |
Bond.calcOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Option Adjusted Spread from credit basis to Maturity
|
abstract double |
Bond.calcOASFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond Option Adjusted Spread from credit basis to Work-out
|
abstract double |
Bond.calcOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond Option Adjusted Spread from Discount Margin to Maturity
|
abstract double |
Bond.calcOASFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the bond Option Adjusted Spread from Discount Margin to Work-out
|
abstract double |
Bond.calcOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Option Adjusted Spread from G Spread to Maturity
|
abstract double |
Bond.calcOASFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Option Adjusted Spread from G Spread to Work-out
|
abstract double |
Bond.calcOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Option Adjusted Spread from I Spread to Maturity
|
abstract double |
Bond.calcOASFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Option Adjusted Spread from I Spread to Work-out
|
abstract double |
Bond.calcOASFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Option Adjusted Spread from Par ASW to Maturity
|
abstract double |
Bond.calcOASFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond Option Adjusted Spread from Par ASW to Work-out
|
abstract double |
Bond.calcOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the bond Option Adjusted Spread from PECS to Maturity
|
abstract double |
Bond.calcOASFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Option Adjusted Spread from PECS to Work-out
|
abstract double |
Bond.calcOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond Option Adjusted spread to maturity from price
|
abstract double |
Bond.calcOASFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond Option Adjusted spread to Work-out from price
|
abstract double |
Bond.calcOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond Option Adjusted Spread from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcOASFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond Option Adjusted Spread from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Option Adjusted Spread from yield to maturity
|
abstract double |
Bond.calcOASFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond Option Adjusted Spread from Yield to work-out
|
abstract double |
Bond.calcOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond Option Adjusted Spread from Yield Spread to maturity
|
abstract double |
Bond.calcOASFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the bond Option Adjusted Spread from Yield Spread to work-out
|
abstract double |
Bond.calcOASFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Option Adjusted Spread from yield to maturity
|
abstract double |
Bond.calcOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond OAS from Z Spread to Maturity
|
abstract double |
Bond.calcOASFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the Bond Option Adjusted Spread from Z Spread to Work-out
|
abstract double |
Bond.calcParASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the Bond Par ASW from Bond Basis to maturity
|
abstract double |
Bond.calcParASWFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the Bond Par ASW from Bond Basis to Work-out
|
abstract double |
Bond.calcParASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond par ASW from credit basis to Maturity
|
abstract double |
Bond.calcParASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond par ASW from credit basis to Work-out
|
abstract double |
Bond.calcParASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond Par ASW from Discount Margin to Maturity
|
abstract double |
Bond.calcParASWFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the bond Par ASW from Discount Margin to Work-out
|
abstract double |
Bond.calcParASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Par ASW from G Spread to Maturity
|
abstract double |
Bond.calcParASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Par ASW from G Spread to Work-out
|
abstract double |
Bond.calcParASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Par ASW from I Spread to Maturity
|
abstract double |
Bond.calcParASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Par ASW from I Spread to Work-out
|
abstract double |
Bond.calcParASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond par ASW from Option Adjusted Spread to maturity
|
abstract double |
Bond.calcParASWFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond par ASW from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcParASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblPECS)
Calculate the Bond Par ASW from credit basis to Maturity
|
abstract double |
Bond.calcParASWFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Par ASW from PECS to Work-out
|
abstract double |
Bond.calcParASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond par ASW to maturity from price
|
abstract double |
Bond.calcParASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond par ASW to Work-out from price
|
abstract double |
Bond.calcParASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond par ASW from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcParASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond par ASW from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcParASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond par ASW from Yield to maturity
|
abstract double |
Bond.calcParASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond par ASW from Work-out Yield
|
abstract double |
Bond.calcParASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the Bond Par ASW from Yield Spread to maturity
|
abstract double |
Bond.calcParASWFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the Bond Par ASW from Yield Spread to Work-out
|
abstract double |
Bond.calcParASWFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond par ASW from Yield to maturity
|
abstract double |
Bond.calcParASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond par ASW from Z Spread to maturity
|
abstract double |
Bond.calcParASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond par ASW from Z Spread to Work-out
|
abstract double |
Bond.calcPECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the Bond PECS from Bond Basis to maturity
|
abstract double |
Bond.calcPECSFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the Bond PECS from Bond Basis to Work-out
|
abstract double |
Bond.calcPECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the Bond PECS from credit basis to Maturity
|
abstract double |
Bond.calcPECSFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the Bond PECS from credit basis to Work-out
|
abstract double |
Bond.calcPECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the Bond PECS from Discount Margin to Maturity
|
abstract double |
Bond.calcPECSFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the Bond PECS from Discount Margin to Work-out
|
abstract double |
Bond.calcPECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the Bond PECS from G Spread to Maturity
|
abstract double |
Bond.calcPECSFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the Bond PECS from G Spread to Work-out
|
abstract double |
Bond.calcPECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the Bond PECS from I Spread to Maturity
|
abstract double |
Bond.calcPECSFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the Bond PECS from I Spread to Work-out
|
abstract double |
Bond.calcPECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the Bond PECS from Option Adjusted Spread to maturity
|
abstract double |
Bond.calcPECSFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the Bond PECS from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcPECSFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the Bond PECS from Par ASW to Maturity
|
abstract double |
Bond.calcPECSFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the Bond PECS from Par ASW to Work-out
|
abstract double |
Bond.calcPECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the Bond PECS to maturity from price
|
abstract double |
Bond.calcPECSFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the Bond PECS to Work-out from price
|
abstract double |
Bond.calcPECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the Bond PECS from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcPECSFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the Bond PECS from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcPECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the Bond PECS from Yield to maturity
|
abstract double |
Bond.calcPECSFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the Bond PECS from Yield to work-out
|
abstract double |
Bond.calcPECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the Bond PECS from Yield Spread to maturity
|
abstract double |
Bond.calcPECSFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the Bond PECS from Yield Spread to Work-out
|
abstract double |
Bond.calcPECSFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the Bond PECS from Yield to maturity
|
abstract double |
Bond.calcPECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the Bond PECS from Z Spread to maturity
|
abstract double |
Bond.calcPECSFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the Bond PECS from Z Spread to Work-out
|
abstract double |
Bond.calcPreviousCouponRate(JulianDate dt,
ComponentMarketParams mktParams)
Returns the coupon rate for the period prior to the specified date
|
abstract double |
Bond.calcPriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond price from Bond Basis to Maturity
|
abstract double |
Bond.calcPriceFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond price from Bond Basis to Work-out
|
abstract double |
Bond.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
|
abstract double |
Bond.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
|
abstract double |
Bond.calcPriceFromBumpedZC(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZCBump)
Calculate the bond's non-credit risky theoretical price from the bumped zero curve
|
abstract double |
Bond.calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond price from credit basis to Maturity
|
abstract double |
Bond.calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond price from credit basis to Work-out
|
abstract double |
Bond.calcPriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond price from Discount Margin to Maturity
|
abstract double |
Bond.calcPriceFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the bond price from Discount Margin to Work-out
|
abstract double |
Bond.calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond price from G Spread to Maturity
|
abstract double |
Bond.calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond price from G Spread to Work-out
|
abstract double |
Bond.calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond price from I Spread to Maturity
|
abstract double |
Bond.calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond price from I Spread to Work-out
|
abstract double |
Bond.calcPriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond price from Option Adjusted Spread to Maturity
|
abstract double |
Bond.calcPriceFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond price from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcPriceFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond price from Par ASW to Maturity
|
abstract double |
Bond.calcPriceFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond price from Par ASW to Work-out
|
abstract double |
Bond.calcPriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Price from PECS to Maturity
|
abstract double |
Bond.calcPriceFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Price from PECS to Work-out
|
abstract double |
Bond.calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond price from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond price from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond price from yield to maturity
|
abstract double |
Bond.calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond price from yield to work-out
|
abstract double |
Bond.calcPriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond price from Yield Spread to Maturity
|
abstract double |
Bond.calcPriceFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the bond price from Yield Spread to Work-out
|
abstract double |
Bond.calcPriceFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond price from yield to maturity
|
abstract double |
Bond.calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond price from Z Spread to Maturity
|
abstract double |
Bond.calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond price from Z Spread to Work-out
|
abstract double |
Bond.calcTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond spread to treasury from Bond Basis to maturity
|
abstract double |
Bond.calcTSYSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond spread to treasury from Bond Basis to Work-out
|
abstract double |
Bond.calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Spread to Treasury from credit basis to Maturity
|
abstract double |
Bond.calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond Spread to Treasury from credit basis to Work-out
|
abstract double |
Bond.calcTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin)
Calculate the bond Spread to Treasury from Discount Margin to Maturity
|
abstract double |
Bond.calcTSYSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the bond Spread to Treasury from Discount Margin to Work-out
|
abstract double |
Bond.calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond Spread to Treasury from G Spread to Maturity
|
abstract double |
Bond.calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Spread to Treasury from G Spread to Work-out
|
abstract double |
Bond.calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond Spread to Treasury from I Spread to Maturity
|
abstract double |
Bond.calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Spread to Treasury from I Spread to Work-out
|
abstract double |
Bond.calcTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond spread to treasury from Option Adjusted Spread to maturity
|
abstract double |
Bond.calcTSYSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond spread to treasury from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcTSYSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Spread to Treasury Benchmark from Par ASW to Maturity
|
abstract double |
Bond.calcTSYSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond Spread to Treasury Benchmark from Par ASW to Work-out
|
abstract double |
Bond.calcTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Spread to Treasury from PECS to Maturity
|
abstract double |
Bond.calcTSYSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Spread to Treasury from PECS to Work-out
|
abstract double |
Bond.calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond spread to treasury to maturity from price
|
abstract double |
Bond.calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond spread to treasury to Work-out from price
|
abstract double |
Bond.calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond spread to treasury from Yield to maturity
|
abstract double |
Bond.calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond spread to treasury from Work-out Yield
|
abstract double |
Bond.calcTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond spread to treasury from Yield Spread to maturity
|
abstract double |
Bond.calcTSYSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the bond spread to treasury from Yield Spread to Work-out
|
abstract double |
Bond.calcTSYSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond spread to treasury from Yield to maturity
|
abstract double |
Bond.calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond spread to treasury from Z Spread to maturity
|
abstract double |
Bond.calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond spread to treasury from Z Spread to Work-out
|
abstract double |
Bond.calcYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond yield from Bond Basis to Maturity
|
abstract double |
Bond.calcYieldFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond yield from Bond Basis to Work-out
|
abstract double |
Bond.calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond yield from credit basis to Maturity
|
abstract double |
Bond.calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond yield from credit basis to Work-out
|
abstract double |
Bond.calcYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblDiscountMargin)
Calculate the bond yield from Discount Margin to Maturity
|
abstract double |
Bond.calcYieldFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the bond yield from Discount Margin to Work-out
|
abstract double |
Bond.calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond yield from G Spread to Maturity
|
abstract double |
Bond.calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond yield from G Spread to Work-out
|
abstract double |
Bond.calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond yield from I Spread to Maturity
|
abstract double |
Bond.calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond yield from I Spread to Work-out
|
abstract double |
Bond.calcYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond yield from Option Adjusted Spread to Maturity
|
abstract double |
Bond.calcYieldFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond yield from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcYieldFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond yield from Par ASW to Maturity
|
abstract double |
Bond.calcYieldFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond yield from Par ASW to Work-out
|
abstract double |
Bond.calcYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Yield from PECS to Maturity
|
abstract double |
Bond.calcYieldFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Yield from PECS to Work-out
|
abstract double |
Bond.calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond yield to maturity from price
|
abstract double |
Bond.calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond yield to Work-out from price
|
abstract double |
Bond.calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond yield from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond yield from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond yield from Yield Spread to Maturity
|
abstract double |
Bond.calcYieldFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the bond yield from Yield Spread to Work-out
|
abstract double |
Bond.calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond yield from Z Spread to Maturity
|
abstract double |
Bond.calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond yield from Z Spread to Work-out
|
abstract double |
Bond.calcYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond Yield Spread from Bond Basis to Maturity
|
abstract double |
Bond.calcYieldSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond Yield Spread from Bond Basis to Work-out
|
abstract double |
Bond.calcYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the Yield Spread from credit basis to Maturity
|
abstract double |
Bond.calcYieldSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the Yield Spread from credit basis to Work-out
|
abstract double |
Bond.calcYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the Yield Spread from Discount Margin to Maturity
|
abstract double |
Bond.calcYieldSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the Yield Spread from Discount Margin to Work-out
|
abstract double |
Bond.calcYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the Yield Spread from G Spread to Maturity
|
abstract double |
Bond.calcYieldSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the Yield Spread from G Spread to Work-out
|
abstract double |
Bond.calcYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the Yield Spread from I Spread to Maturity
|
abstract double |
Bond.calcYieldSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the Yield Spread from I Spread to Work-out
|
abstract double |
Bond.calcYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the Yield Spread from Option Adjusted Spread to Maturity
|
abstract double |
Bond.calcYieldSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the Yield Spread from Option Adjusted Spread to Work-out
|
abstract double |
Bond.calcYieldSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the Yield Spread from Par ASW to Maturity
|
abstract double |
Bond.calcYieldSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the Yield Spread from Par ASW to Work-out
|
abstract double |
Bond.calcYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Yield Spread from PECS to Maturity
|
abstract double |
Bond.calcYieldSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Yield Spread from PECS to Work-out
|
abstract double |
Bond.calcYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the Yield Spread to maturity from price
|
abstract double |
Bond.calcYieldSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the Yield Spread to Work-out from price
|
abstract double |
Bond.calcYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the Yield Spread from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcYieldSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the Yield Spread from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the Yield Spread from yield to maturity
|
abstract double |
Bond.calcYieldSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the Yield Spread from Yield to work-out
|
abstract double |
Bond.calcYieldSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the Yield Spread from yield to maturity
|
abstract double |
Bond.calcYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the Yield Spread from Z Spread to Maturity
|
abstract double |
Bond.calcYieldSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the Yield Spread from Z Spread to Work-out
|
abstract double |
Bond.calcYTMFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond yield to maturity from price
|
abstract double |
Bond.calcZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblBondBasis)
Calculate the bond Z Spread from Bond Basis to maturity
|
abstract double |
Bond.calcZSpreadFromBondBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblBondBasis)
Calculate the bond Z Spread from Bond Basis to work-out
|
abstract double |
Bond.calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Z Spread from credit basis to Maturity
|
abstract double |
Bond.calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond Z Spread from credit basis to Work-out
|
abstract double |
Bond.calcZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblDiscountMargin)
Calculate the bond Z Spread from Discount Margin to Maturity
|
abstract double |
Bond.calcZSpreadFromDiscountMargin(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblDiscountMargin)
Calculate the bond Z Spread from Discount Margin to Work-out
|
abstract double |
Bond.calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Z Spread from G Spread to Maturity
|
abstract double |
Bond.calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Z Spread from G Spread to Work-out
|
abstract double |
Bond.calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Z Spread from I Spread to Maturity
|
abstract double |
Bond.calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Z Spread from I Spread to Work-out
|
abstract double |
Bond.calcZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblOAS)
Calculate the bond z spread to maturity from OAS
|
abstract double |
Bond.calcZSpreadFromOAS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblOAS)
Calculate the bond z spread to Work-out from OAS
|
abstract double |
Bond.calcZSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Z Spread from Par ASW to Maturity
|
abstract double |
Bond.calcZSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond Z Spread from Par ASW to Work-out
|
abstract double |
Bond.calcZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPECS)
Calculate the Bond Z Spread from PECS to Maturity
|
abstract double |
Bond.calcZSpreadFromPECS(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPECS)
Calculate the Bond Z Spread from PECS to Work-out
|
abstract double |
Bond.calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond z spread to maturity from price
|
abstract double |
Bond.calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond z spread to Work-out from price
|
abstract double |
Bond.calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond Z Spread from spread treasury benchmark to Maturity
|
abstract double |
Bond.calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond Z Spread from spread treasury benchmark to Work-out
|
abstract double |
Bond.calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Z Spread from yield to maturity
|
abstract double |
Bond.calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond Z Spread from Yield to work-out
|
abstract double |
Bond.calcZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYieldSpread)
Calculate the bond Z Spread from Yield Spread to maturity
|
abstract double |
Bond.calcZSpreadFromYieldSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYieldSpread)
Calculate the bond Z Spread from Yield Spread to work-out
|
abstract double |
Bond.calcZSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Z Spread from yield to maturity
|
abstract double |
CreditDefaultSwap.calibFlatSpread(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Calibrates the CDS's flat spread from the calculated up-front points
|
abstract double |
Component.getCoupon(double dblValue,
ComponentMarketParams mktParams)
Gets the component's coupon at the given date
|
abstract java.util.List<CouponPeriodCurveFactors> |
CreditComponent.getCouponFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams)
Gets the coupon flow for the credit component
|
abstract double |
Bond.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
|
abstract java.util.List<LossPeriodCurveFactors> |
CreditComponent.getLossFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams)
Generates the loss flow for the credit component based on the pricer parameters
|
abstract java.util.List<LossPeriodCurveFactors> |
Bond.getLossFlowFromPrice(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Gets the bond's loss flow from price
|
abstract double[] |
Bond.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
|
abstract BondRVMeasures |
Bond.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
|
abstract java.util.Map<java.lang.String,java.lang.Double> |
Component.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
|
Modifier and Type | Method and Description |
---|---|
double |
IRSComponent.getCoupon(double dblValue,
ComponentMarketParams mktParams) |
double |
EDFComponent.getCoupon(double dblValue,
ComponentMarketParams mktParams) |
double |
CashComponent.getCoupon(double dblValue,
ComponentMarketParams mktParams) |
java.util.Map<java.lang.String,java.lang.Double> |
IRSComponent.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |
java.util.Map<java.lang.String,java.lang.Double> |
EDFComponent.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |
java.util.Map<java.lang.String,java.lang.Double> |
CashComponent.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams) |