public class BasketMarketParamsBuilder
extends java.lang.Object
Constructor and Description |
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BasketMarketParamsBuilder() |
Modifier and Type | Method and Description |
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static BasketMarketParams |
CreateBasketMarketParams()
Construct an empty instance of the BasketMarketParams object.
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static BasketMarketParams |
CreateBasketMarketParams(CaseInsensitiveTreeMap<DiscountCurve> mapDC,
CaseInsensitiveTreeMap<ForwardCurve> mapFC,
CaseInsensitiveTreeMap<CreditCurve> mapCC,
CaseInsensitiveTreeMap<ComponentQuote> mapCQComp,
java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
Construct a BasketMarketParams instance from the map of discount curve, the map of Forward curve, the
map of credit curve, and a double map of date/rate index and fixings.
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static BasketMarketParams |
FromByteArray(byte[] ab)
Create a Basket Market Parameter Instance from the byte array
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public static final BasketMarketParams CreateBasketMarketParams(CaseInsensitiveTreeMap<DiscountCurve> mapDC, CaseInsensitiveTreeMap<ForwardCurve> mapFC, CaseInsensitiveTreeMap<CreditCurve> mapCC, CaseInsensitiveTreeMap<ComponentQuote> mapCQComp, java.util.Map<JulianDate,CaseInsensitiveTreeMap<java.lang.Double>> mmFixings)
mapDC
- Map of discount curvemapFC
- Map of Forward CurvemapCC
- Map of Credit curvemapCQComp
- Map of component quotesmmFixings
- Double map of date/rate index and fixingspublic static final BasketMarketParams CreateBasketMarketParams()
public static final BasketMarketParams FromByteArray(byte[] ab)
ab
- Byte Array