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| Packages that use ComponentMarketParams | |
|---|---|
| org.drip.param.market | |
| org.drip.product.common | |
| org.drip.product.credit | |
| org.drip.product.rates | |
| org.drip.util.common |
| Uses of ComponentMarketParams in org.drip.param.market |
|---|
| Methods in org.drip.param.market that return ComponentMarketParams | |
|---|---|
ComponentMarketParams |
BasketMarketParams.getComponentMarketParams(ComponentMarketParamRef compRef)
Retrieves the basket component's market parameters |
ComponentMarketParams |
MarketParamsContainer.getScenCMP(Component comp,
java.lang.String strScen)
Gets the ComponentMarketParams corresponding to the component and the scenario |
static ComponentMarketParams |
ComponentMarketParams.MakeCreditCMP(DiscountCurve dc,
CreditCurve cc)
Creates a CMP with the discount curve and the credit curve |
static ComponentMarketParams |
ComponentMarketParams.MakeDiscountCMP(DiscountCurve dc)
Creates a CMP with the rates discount curve alone |
static ComponentMarketParams |
ComponentMarketParams.MakeDiscountCMP(DiscountCurve dc,
DiscountCurve dcTSY)
Creates a CMP with the rates discount curve and the treasury discount curve alone |
static ComponentMarketParams |
ComponentMarketParams.MakeDiscountCMP(DiscountCurve dc,
DiscountCurve dcTSY,
DiscountCurve dcEDSF)
Creates a CMP with the rates discount curve, the treasury discount curve, and the EDSF discount curve |
| Methods in org.drip.param.market that return types with arguments of type ComponentMarketParams | |
|---|---|
java.util.Map<java.lang.String,ComponentMarketParams> |
MarketParamsContainer.getCreditTenorCMP(Component comp,
boolean bBumpUp)
Gets the map of tenor credit bumped ComponentMarketParams corresponding to the component |
java.util.Map<java.lang.String,ComponentMarketParams> |
MarketParamsContainer.getIRTenorCMP(Component comp,
boolean bBumpUp)
Gets the map of tenor IR bumped ComponentMarketParams corresponding to the component |
| Uses of ComponentMarketParams in org.drip.product.common |
|---|
| Methods in org.drip.product.common with parameters of type ComponentMarketParams | |
|---|---|
double |
Component.calcMeasureValue(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
java.lang.String strMeasure)
Calculates the value of the given component measure |
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 |
| Uses of ComponentMarketParams in org.drip.product.credit |
|---|
| Methods in org.drip.product.credit with parameters of type ComponentMarketParams | |
|---|---|
double |
Bond.calcAccrued(ValuationParams valParams,
ComponentMarketParams mktParams)
Calculate the bond's accrued for the period identified by the valuation date |
double |
Bond.calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond convexity from credit basis to Maturity |
double |
Bond.calcConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond convexity from credit basis to Workout |
double |
Bond.calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond convexity from G Spread to Maturity |
double |
Bond.calcConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond convexity from G Spread to Workout |
double |
Bond.calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond convexity from I Spread to Maturity |
double |
Bond.calcConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond convexity from I Spread to Workout |
double |
Bond.calcConvexityFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond convexity from Par ASW to Maturity |
double |
Bond.calcConvexityFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond convexity from Par ASW to Workout |
double |
Bond.calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond convexity to maturity from price |
double |
Bond.calcConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond convexity to Workout from price |
double |
Bond.calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond convexity from spread treasury benchmark to Maturity |
double |
Bond.calcConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond convexity from spread treasury benchmark to Workout |
double |
Bond.calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond convexity from Yield to maturity |
double |
Bond.calcConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond convexity from Workout Yield |
double |
Bond.calcConvexityFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond convexity from Yield to maturity |
double |
Bond.calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond convexity from Z Spread to maturity |
double |
Bond.calcConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond convexity from Z Spread to Workout |
double |
Bond.calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Credit Basis from G Spread to Maturity |
double |
Bond.calcCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Credit Basis from G Spread to Workout |
double |
Bond.calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Credit Basis from I Spread to Maturity |
double |
Bond.calcCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Credit Basis from I Spread to Workout |
double |
Bond.calcCreditBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Credit Basis from Par ASW to Maturity |
double |
Bond.calcCreditBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond Credit Basis from Par ASW to Workout |
double |
Bond.calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond credit basis to maturity from price |
double |
Bond.calcCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond credit basis to Workout from price |
double |
Bond.calcCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond Credit Basis from spread treasury benchmark to Maturity |
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 Workout |
double |
Bond.calcCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond credit basis from Yield to maturity |
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 |
double |
Bond.calcCreditBasisFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond credit basis from Yield to maturity |
double |
Bond.calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond credit basis from Z Spread to maturity |
double |
Bond.calcCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond credit basis from Z Spread to Workout |
double |
Bond.calcCurrentCouponRate(ValuationParams valParams,
ComponentMarketParams mktParams)
Returns the coupon rate for the period corresponding to the specified date |
double |
Bond.calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond Duration from credit basis to Maturity |
double |
Bond.calcDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond Duration from credit basis to Workout |
double |
Bond.calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Duration from G Spread to Maturity |
double |
Bond.calcDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Duration from G Spread to Workout |
double |
Bond.calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Duration from I Spread to Maturity |
double |
Bond.calcDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Duration from I Spread to Workout |
double |
Bond.calcDurationFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Duration from Par ASW to Maturity |
double |
Bond.calcDurationFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond Duration from Par ASW to Workout |
double |
Bond.calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond duration to maturity from price |
double |
Bond.calcDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond duration to Workout from price |
double |
Bond.calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond duration from spread treasury benchmark to Maturity |
double |
Bond.calcDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond duration from spread treasury benchmark to Workout |
double |
Bond.calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond duration from Yield to maturity |
double |
Bond.calcDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond duration from Workout Yield |
double |
Bond.calcDurationFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond duration from Yield to maturity |
double |
Bond.calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond duration from Z Spread to maturity |
double |
Bond.calcDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond duration from Z Spread to Workout |
double |
Bond.calcExerciseConvexityFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond convexity from credit basis to Exercise |
double |
Bond.calcExerciseConvexityFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond convexity from G Spread to Exercise |
double |
Bond.calcExerciseConvexityFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond convexity from I Spread to Exercise |
double |
Bond.calcExerciseConvexityFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond convexity from Par ASW to Exercise |
double |
Bond.calcExerciseConvexityFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond convexity to exercise from price |
double |
Bond.calcExerciseConvexityFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond convexity from spread treasury benchmark to Exercise |
double |
Bond.calcExerciseConvexityFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond convexity from Yield to exercise |
double |
Bond.calcExerciseConvexityFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond convexity from Z Spread to exercise |
double |
Bond.calcExerciseCreditBasisFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Credit Basis from G Spread to Exercise |
double |
Bond.calcExerciseCreditBasisFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Credit Basis from I Spread to Exercise |
double |
Bond.calcExerciseCreditBasisFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Credit Basis from Par ASW to Exercise |
double |
Bond.calcExerciseCreditBasisFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond credit basis to exercise from price |
double |
Bond.calcExerciseCreditBasisFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond Credit Basis from spread treasury benchmark to Exercise |
double |
Bond.calcExerciseCreditBasisFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond credit basis from Yield to exercise |
double |
Bond.calcExerciseCreditBasisFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond credit basis from Z Spread to exercise |
double |
Bond.calcExerciseDurationFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond Duration from credit basis to Exercise |
double |
Bond.calcExerciseDurationFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Duration from G Spread to Exercise |
double |
Bond.calcExerciseDurationFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Duration from I Spread to Exercise |
double |
Bond.calcExerciseDurationFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Duration from Par ASW to Exercise |
double |
Bond.calcExerciseDurationFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond duration to exercise from price |
double |
Bond.calcExerciseDurationFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond duration from spread treasury benchmark to Exercise |
double |
Bond.calcExerciseDurationFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond duration from Yield to exercise |
double |
Bond.calcExerciseDurationFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond duration from Z Spread to exercise |
double |
Bond.calcExerciseGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond G Spread from credit basis to Exercise |
double |
Bond.calcExerciseGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond G Spread from I Spread to Exercise |
double |
Bond.calcExerciseGSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond G Spread from Par ASW to Exercise |
double |
Bond.calcExerciseGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond G spread to exercise from price |
double |
Bond.calcExerciseGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond G Spread from spread treasury benchmark to Exercise |
double |
Bond.calcExerciseGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond G spread from Yield to exercise |
double |
Bond.calcExerciseGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond G Spread from Z Spread to Exercise |
double |
Bond.calcExerciseISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond I Spread from credit basis to Exercise |
double |
Bond.calcExerciseISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond I Spread from G Spread to Exercise |
double |
Bond.calcExerciseISpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond I Spread from Par ASW to Exercise |
double |
Bond.calcExerciseISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond I spread to exercise from price |
double |
Bond.calcExerciseISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond I Spread from spread treasury benchmark to Exercise |
double |
Bond.calcExerciseISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond I spread from Yield to exercise |
double |
Bond.calcExerciseISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond I Spread from Z Spread to exercise |
double |
Bond.calcExerciseParASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond par ASW from credit basis to Exercise |
double |
Bond.calcExerciseParASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Par ASW from G Spread to Exercise |
double |
Bond.calcExerciseParASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Par ASW from I Spread to Exercise |
double |
Bond.calcExerciseParASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond par ASW to exercise from price |
double |
Bond.calcExerciseParASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond par ASW from spread treasury benchmark to Exercise |
double |
Bond.calcExerciseParASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond par ASW from Yield to exercise |
double |
Bond.calcExerciseParASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond par ASW from Z Spread to exercise |
double |
Bond.calcExercisePriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond price from credit basis to Exercise |
double |
Bond.calcExercisePriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond price from G Spread to Exercise |
double |
Bond.calcExercisePriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond price from I Spread to Exercise |
double |
Bond.calcExercisePriceFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond price from Par ASW to Exercise |
double |
Bond.calcExercisePriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond price from spread treasury benchmark to Exercise |
double |
Bond.calcExercisePriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond price from exercise yield |
double |
Bond.calcExercisePriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond price from Z Spread to Exercise |
double |
Bond.calcExerciseTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Spread to Treasury from credit basis to Exercise |
double |
Bond.calcExerciseTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond Spread to Treasury from G Spread to Exercise |
double |
Bond.calcExerciseTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond Spread to Treasury from I Spread to Exercise |
double |
Bond.calcExerciseTSYSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Spread to Treasury Benchmark from Par ASW to Exercise |
double |
Bond.calcExerciseTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond spread to treasury to exercise from price |
double |
Bond.calcExerciseTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond spread to treasury from exercise Yield |
double |
Bond.calcExerciseTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond spread to treasury from Z Spread to exercise |
double |
Bond.calcExerciseYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond yield from credit basis to Exercise |
double |
Bond.calcExerciseYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond yield from G Spread to Exercise |
double |
Bond.calcExerciseYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond yield from I Spread to Exercise |
double |
Bond.calcExerciseYieldFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond yield from Par ASW to Exercise |
WorkoutInfo |
Bond.calcExerciseYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond yield to exercise from price |
double |
Bond.calcExerciseYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond yield from spread treasury benchmark to Exercise |
double |
Bond.calcExerciseYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond yield from Z Spread to Exercise |
double |
Bond.calcExerciseZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Z Spread from credit basis to Exercise |
double |
Bond.calcExerciseZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Z Spread from G Spread to Exercise |
double |
Bond.calcExerciseZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Z Spread from I Spread to Exercise |
double |
Bond.calcExerciseZSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Z Spread from Par ASW to Exercise |
double |
Bond.calcExerciseZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond z spread to exercise from price |
double |
Bond.calcExerciseZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond Z Spread from spread treasury benchmark to Exercise |
double |
Bond.calcExerciseZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Z Spread from yield to exercise |
double |
Bond.calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond G Spread from credit basis to Maturity |
double |
Bond.calcGSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond G Spread from credit basis to Workout |
double |
Bond.calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond G Spread from I Spread to Maturity |
double |
Bond.calcGSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond G Spread from I Spread to Workout |
double |
Bond.calcGSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond G Spread from Par ASW to Maturity |
double |
Bond.calcGSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond G Spread from Par ASW to Workout |
double |
Bond.calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond G spread to maturity from price |
double |
Bond.calcGSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond G spread to Workout from price |
double |
Bond.calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond G Spread from spread treasury benchmark to Maturity |
double |
Bond.calcGSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond G Spread from spread treasury benchmark to Workout |
double |
Bond.calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond G spread from Yield to maturity |
double |
Bond.calcGSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond G spread from Workout Yield |
double |
Bond.calcGSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond G spread from Yield to maturity |
double |
Bond.calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond G Spread from Z Spread to Maturity |
double |
Bond.calcGSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond G Spread from Z Spread to Workout |
double |
Bond.calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond I Spread from credit basis to Maturity |
double |
Bond.calcISpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond I Spread from credit basis to Workout |
double |
Bond.calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond I Spread from G Spread to Maturity |
double |
Bond.calcISpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond I Spread from G Spread to Workout |
double |
Bond.calcISpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond I Spread from Par ASW to Maturity |
double |
Bond.calcISpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond I Spread from Par ASW to Workout |
double |
Bond.calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond I spread to maturity from price |
double |
Bond.calcISpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond I spread to Workout from price |
double |
Bond.calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond I Spread from spread treasury benchmark to Maturity |
double |
Bond.calcISpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond I Spread from spread treasury benchmark to Workout |
double |
Bond.calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond I spread from Yield to maturity |
double |
Bond.calcISpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond I spread from Workout Yield |
double |
Bond.calcISpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblYield)
Calculate the bond I spread from Yield to maturity |
double |
Bond.calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond I Spread from Z Spread to maturity |
double |
Bond.calcISpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond I Spread from Z Spread to Workout |
double |
Bond.calcNextCouponRate(ValuationParams valParams,
ComponentMarketParams mktParams)
Returns the coupon rate for the period subsequent to the specified date |
double |
Bond.calcParASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblCreditBasis)
Calculate the bond par ASW from credit basis to Maturity |
double |
Bond.calcParASWFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond par ASW from credit basis to Workout |
double |
Bond.calcParASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Par ASW from G Spread to Maturity |
double |
Bond.calcParASWFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Par ASW from G Spread to Workout |
double |
Bond.calcParASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Par ASW from I Spread to Maturity |
double |
Bond.calcParASWFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Par ASW from I Spread to Workout |
double |
Bond.calcParASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond par ASW to maturity from price |
double |
Bond.calcParASWFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond par ASW to Workout from price |
double |
Bond.calcParASWFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond par ASW from spread treasury benchmark to Maturity |
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 Workout |
double |
Bond.calcParASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond par ASW from Yield to maturity |
double |
Bond.calcParASWFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond par ASW from Workout Yield |
double |
Bond.calcParASWFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond par ASW from Yield to maturity |
double |
Bond.calcParASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond par ASW from Z Spread to maturity |
double |
Bond.calcParASWFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond par ASW from Z Spread to Workout |
double |
Bond.calcPreviousCouponRate(ValuationParams valParams,
ComponentMarketParams mktParams)
Returns the coupon rate for the period prior to the specified date |
double |
Bond.calcPriceFromBumpedCC(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond's credit risky theoretical price from the bumped credit curve |
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 |
double |
Bond.calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond price from credit basis to Maturity |
double |
Bond.calcPriceFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond price from credit basis to Workout |
double |
Bond.calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond price from G Spread to Maturity |
double |
Bond.calcPriceFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond price from G Spread to Workout |
double |
Bond.calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond price from I Spread to Maturity |
double |
Bond.calcPriceFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond price from I Spread to Workout |
double |
Bond.calcPriceFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond price from Par ASW to Maturity |
double |
Bond.calcPriceFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond price from Par ASW to Workout |
double |
Bond.calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond price from spread treasury benchmark to Maturity |
double |
Bond.calcPriceFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond price from spread treasury benchmark to Workout |
double |
Bond.calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond price from yield to maturity |
double |
Bond.calcPriceFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond price from yield to work-out |
double |
Bond.calcPriceFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond price from yield to maturity |
double |
Bond.calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond price from Z Spread to Maturity |
double |
Bond.calcPriceFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond price from Z Spread to Workout |
double |
Bond.calcTSYSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Spread to Treasury from credit basis to Maturity |
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 Workout |
double |
Bond.calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond Spread to Treasury from G Spread to Maturity |
double |
Bond.calcTSYSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Spread to Treasury from G Spread to Workout |
double |
Bond.calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond Spread to Treasury from I Spread to Maturity |
double |
Bond.calcTSYSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Spread to Treasury from I Spread to Workout |
double |
Bond.calcTSYSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Spread to Treasury Benchmark from Par ASW to Maturity |
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 Workout |
double |
Bond.calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond spread to treasury to maturity from price |
double |
Bond.calcTSYSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond spread to treasury to Workout from price |
double |
Bond.calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond spread to treasury from Yield to maturity |
double |
Bond.calcTSYSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblYield)
Calculate the bond spread to treasury from Workout Yield |
double |
Bond.calcTSYSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond spread to treasury from Yield to maturity |
double |
Bond.calcTSYSpreadFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond spread to treasury from Z Spread to maturity |
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 Workout |
double |
Bond.calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond yield from credit basis to Maturity |
double |
Bond.calcYieldFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond yield from credit basis to Workout |
double |
Bond.calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblGSpread)
Calculate the bond yield from G Spread to Maturity |
double |
Bond.calcYieldFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond yield from G Spread to Workout |
double |
Bond.calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblISpread)
Calculate the bond yield from I Spread to Maturity |
double |
Bond.calcYieldFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond yield from I Spread to Workout |
double |
Bond.calcYieldFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblParASW)
Calculate the bond yield from Par ASW to Maturity |
double |
Bond.calcYieldFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond yield from Par ASW to Workout |
double |
Bond.calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond yield to maturity from price |
double |
Bond.calcYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond yield to Workout from price |
double |
Bond.calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblTSYSpread)
Calculate the bond yield from spread treasury benchmark to Maturity |
double |
Bond.calcYieldFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblTSYSpread)
Calculate the bond yield from spread treasury benchmark to Workout |
double |
Bond.calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblZSpread)
Calculate the bond yield from Z Spread to Maturity |
double |
Bond.calcYieldFromZSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblZSpread)
Calculate the bond yield from Z Spread to Workout |
double |
Bond.calcYTMFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond yield to maturity from price |
double |
Bond.calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblCreditBasis)
Calculate the bond Z Spread from credit basis to Maturity |
double |
Bond.calcZSpreadFromCreditBasis(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblCreditBasis)
Calculate the bond Z Spread from credit basis to Workout |
double |
Bond.calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblGSpread)
Calculate the bond Z Spread from G Spread to Maturity |
double |
Bond.calcZSpreadFromGSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblGSpread)
Calculate the bond Z Spread from G Spread to Workout |
double |
Bond.calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblISpread)
Calculate the bond Z Spread from I Spread to Maturity |
double |
Bond.calcZSpreadFromISpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblISpread)
Calculate the bond Z Spread from I Spread to Workout |
double |
Bond.calcZSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblParASW)
Calculate the bond Z Spread from Par ASW to Maturity |
double |
Bond.calcZSpreadFromParASW(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblParASW)
Calculate the bond Z Spread from Par ASW to Workout |
double |
Bond.calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond z spread to maturity from price |
double |
Bond.calcZSpreadFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPrice)
Calculate the bond z spread to Workout from price |
double |
Bond.calcZSpreadFromTSYSpread(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblTSYSpread)
Calculate the bond Z Spread from spread treasury benchmark to Maturity |
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 Workout |
double |
Bond.calcZSpreadFromYield(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Z Spread from yield to maturity |
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 |
double |
Bond.calcZSpreadFromYTM(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblYield)
Calculate the bond Z Spread from yield to maturity |
double |
CreditDefaultSwap.calibFlatSpread(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
Calibrates the CDS's flat spread from the calculated upfront points |
double |
Bond.BondCalibrator.calibrateCreditBasisFromPriceNR(ValuationParams valParams,
ComponentMarketParams mktParams,
double dblWorkoutDate,
double dblWorkoutFactor,
double dblPriceCalib)
Calibrates the bond Credit Basis from the market price using the Newton-Raphson technique. |
double |
CreditDefaultSwap.FlatSpreadCalibrator.calibrateFlatHazardFromPriceNR(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPriceCalib)
Calibrate the flat hazard rate from calibration price |
double |
Bond.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 |
Bond.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 |
Bond.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 |
Bond.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 |
Bond.BondCalibrator.calibrateZSpreadFromPriceNR(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 |
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 |
java.util.List<ProductLossPeriodCurveMeasures> |
CreditDefaultSwap.getLossFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams)
|
abstract java.util.List<ProductLossPeriodCurveMeasures> |
CreditComponent.getLossFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams)
Generates the loss flow for the credit component based on the pricer parameters |
java.util.List<ProductLossPeriodCurveMeasures> |
Bond.getLossFlow(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams)
|
java.util.List<ProductLossPeriodCurveMeasures> |
Bond.getLossFlowFromPrice(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Gets the bond's loss flow from price |
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 |
java.util.Map<java.lang.String,java.lang.Double> |
CreditDefaultSwap.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
|
java.util.Map<java.lang.String,java.lang.Double> |
Bond.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
|
| Uses of ComponentMarketParams in org.drip.product.rates |
|---|
| Methods in org.drip.product.rates with parameters of type ComponentMarketParams | |
|---|---|
java.util.Map<java.lang.String,java.lang.Double> |
InterestRateSwap.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
|
java.util.Map<java.lang.String,java.lang.Double> |
EDFuture.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
|
java.util.Map<java.lang.String,java.lang.Double> |
Cash.value(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams)
|
| Uses of ComponentMarketParams in org.drip.util.common |
|---|
| Methods in org.drip.util.common with parameters of type ComponentMarketParams | |
|---|---|
static java.util.List<ProductLossPeriodCurveMeasures> |
FIGen.GenerateLossPeriods(CreditComponent comp,
ValuationParams valParams,
PricerParams pricerParams,
Period period,
double dblWorkoutDate,
ComponentMarketParams mktParams)
Creates a set of loss period measures |
|
||||||||||
| PREV NEXT | FRAMES NO FRAMES |


--- layout: page title: About header-img: "img/about-bg.png" ---
Hi! My name is Aimee McGrenera, I'm a marketing professional by day and a student enrolled in the Learn-Verified Full Stack Web Development program by night. I have always loved solving problems and puzzles. While I may be extremely indecisive on what to eat for dinner, big life decisions have always shown a clear path to me. When I was introduced to coding, I fell in love with how hard yet rewarding it is and knew I wanted to start a career in web development. I’m eager and thrilled to start this new chapter of my life.


Gitlab Setting
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Return one int array with numbers from both arrays shuffled one by one from each input array. Please type the elements of each array at the below fields. For example type: 1,2,3,4
Output - {{vm.splittedArrays}}


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Love at first sight ?
Functional programming
Interactive language shell
Pattern matching
Erlang syntaxic sugar
...
A niche language, for now...
Aligned with our EA vision


This page lists features present in NUnit 2.6, which are either removed in NUnit 3.0 or have had their behavior modified in a way that will break existing code.
| Name |
Notes |
| ExpectedExceptionAttribute |
No longer supported. Use Assert.Throws or Assert.That. |
| IgnoreAttribute |
The reason is now mandatory |
| RequiredAddinAttribute |
No longer supported. |
| RequiresMTAAttribute |
Deprecated. Use ApartmentAttribute. |
| RequiresSTAAttribute |
Deprecated. Use ApartmentAttribute. |
| System.MTAThreadAttribute |
No longer treated as RequiresMTAAttribute |
| System.STAThreadAttribute |
No longer treated as RequiresSTAAttribute |
| SuiteAttribute |
No longer supported. |
| TearDown and OneTimeTearDown |
There is a change to the logic by which teardown methods are called. See [[SetUp and TearDown]] for details. |
| TestCaseAttribute |
Named parameter Result= is no longer supported. Use ExpectedResult=.Named parameter Ignore= now takes a string, giving the reason for ignoring the test. |
| TestFixtureAttribute |
Named parameter Ignore= now takes a string, giving the reason for ignoring the test. |
| TestFixtureSetUpAttribute |
Deprecated. Use OneTimeSetUpAttribute. |
| TestFixtureTearDownAttribute |
Deprecated. Use OneTimeTearDownAttribute. |
| Feature |
Notes |
| Assert.IsNullOrEmpty |
No longer supported. Use Assert.That(..., Is.Null.Or.Empty) |
| Assert.IsNotNullOrEmpty |
No longer supported. Use Assert.That(..., Is.Not.Null.Or.Empty) |
| Is.InstanceOfType |
No longer supported. Use Is.InstanceOf |
| Is.StringStarting |
Deprecated. Use Does.StartWith |
| Is.StringContaining |
Deprecated. Use Does.Contain |
| Is.StringEnding |
Deprecated. Use Does.EndWith |
| Is.StringMatching |
Deprecated. Use Does.Match |
| NullOrEmptyStringConstraint |
No longer supported. See Assert.IsNullOrEmpty above |
| SubDirectoryContainsConstraint |
No longer supported. Various alternatives are available. |
| Text.All |
No longer supported. Use Does.All |
| Text.Contains |
No longer supported. Use Does.Contain or Contains.Substring |
| Text.DoesNotContain |
No longer supported. Use Does.Not.Contain |
| Text.StartsWith |
No longer supported. Use Does.StartWith |
| Text.DoesNotStartWith |
No longer supported. Use Does.Not.StartWith |
| Text.EndsWith |
No longer supported. Use Does.EndWith |
| Text.DoesNotEndWith |
No longer supported. Use Does.Not.EndWith |
| Text.Matches |
No longer supported. Use Does.Match |
| Text.DoesNotMatch |
No longer supported. Use Does.Not.Match |
| Option |
Function |
Notes |
| --fixture=STR |
Test fixture or namespace to be loaded |
No longer supported. Use --test instead. |
| --run=STR |
List of tests to run |
No longer supported. Replaced by --test. |
| --runlist=PATH |
File containing list of tests to run. |
No longer supported. Replaced by --testlist. |
| --process=PROCESS |
ProcessModel for test assemblies |
Default value is now Separate for a single assembly, Multiple for more than one. |
| --domain=DOMAIN |
DomainUsage for test assemblies |
Default value is now Separate for a single assembly, Multiple for more than one. |
| --apartment=APT |
Apartment in which to run tests |
No longer supported. Use ApartmentAttribute |
| --xmlConsole |
Display XML to the console |
No longer supported. |
| --basepath |
Set ApplicationBase for execution |
No longer supported. |
| --privatebinpath |
Specify probing path for execution |
No longer supported. |
| --cleanup |
Remove left-over cache files |
No longer supported. |
| --noshadow |
Disable shadow copy |
No longer supported. The console runner now disables shadow copy by default. use --shadowcopy on the command-line to turn it on. |
| --nothread |
Disable use of a separate thread for tests. |
No longer supported. |
| --nodots |
Do not display dots as a progress indicator |
No longer supported. |


{{site.about.description}}
10+ years of supporting Windows Desktop (Win95 to Win10) and server products (NT to 2k19). 9 years experience with administration in Linux environments such as RHEL, Centos, Ubuntu, and ESXi. 4 year experience support Mac & IOS software.
Extensive experience with AWS and GCP. Great experience templating and deploying new environments. Lots of hands on experience with VPC and infrastructure management. Indepth knowledge of the Kubernetes and Conatiner services each cloud provider has.
Experience working on opensource projects on Github, GitLab, and BitBucket. 3 years of Professional experience maintaining and deploying containerized systems with Docker and orchestration with kubernetes. Studio Code is my prefered code editor. Experienced with Photoshop CC & Adobe's Creative Suite.
Serveral years of experience dealing with frontend technologies like HTML, CSS, Javascript with frameworks and pre-processors like jQuery, CoffeeScript, SASS. Experienced in PHP and managing and deploying WordPress websites.
Experience with LAMP stack web servers with RDBMS and NoSQL. Knowledgable maintaining Apache and Nginx webservers and proxies. Some Experience at newer web server stacks such as Ruby on Rails and MEAN Stack (node). Have developed my own APIs and interfacing with Web APIs using JWT or proxy server authentication.
Started out with Java, C, C++ over ten years ago. Have good experience with Ruby and Python. Scripting languages like Perl. I have really delved deep into Golang and it is currently my favorite language for all my new projects.


---
layout: post
title: The last generation of personal computer users and Orwellian future
tags:
- Open Source Software
- Personal Opinion
status: publish
type: post
published: true
meta:
jabber_published: '1340406945'
_edit_last: '451289'
email_notification: '1340406946'
_wpas_skip_linkedin: '1'
---
The trend to towards the post personal computer age gathers pace and I can't help but feel a little apprehensive. For those who have been missing the current bruha here is the short version
- For the last few decades owners have been able to control what they put on their computers and how they use them. They could even get code written for their specific need
- In the new world devices are locked down by the vendor. You can only install their operating system, approved applications from their distribution channels and only consume their partners media. Most people will be happy as it will be a simpler stress free experience. So a large market for open personal computers disappears
- Governments will increase their control on the information disseminated through the internet, the advent of national fibre networks with a single choke point wil make this a lot easier
- Corporations will deploy their line of business applications via the cloud to desktop and mobile. The'll be happy with the cost savings and improved security and this removes the second major market for open personal computers
So what price engineering expertise and personal liberty?


Preparation time
less than 30 mins
Cooking time
30 mins to 1 hour
Serves
Serves 4
Give game a go. In this recipe grouse crowns are roasted very quickly, served with braised red cabbage and homemade pâté.
For this recipe you will need a food processor.
For the red cabbage and apples, heat the butter in a pan, add the onions and cook until soft. Add the red cabbage and apples and cook for a couple of minutes. Stir in the sugar and vinegar and cook for 40-50 minutes.
For the pâté, heat a large frying pan or sauté pan and add the butter. Once melted, add the livers and cook for 1-2 minutes and then add the garlic and cook for a further minute or until the livers are just cooked through.  Add the Madeira and deglaze the pan.
Place the liver mixture into a food processor and blend. Add the cold butter a little at a time as you blend, until you have a smooth rich pâté.
Heat a frying pan and add the oil, once hot add the bread and cook on both sides.
To cook the grouse, preheat the oven to 200C/180C Fan/Gas 6.
Heat a large frying pan and add the butter. Once melted, add the grouse crowns and cook on each side until golden-brown. Don’t wash the pan, as you’ll need it to make the Madeira reduction.
Put the fried bread in a deep roasting tray and sit the crowns on top. Roast for 10-15 minutes. Remove the crowns from the bread and allow to rest. Spread the pâté onto the bread and set aside.
For the Madeira reduction, heat the grouse frying pan and add the Madeira. Cook until reduced in volume by half then add the stock, or jus, and cook until reduced by half again.
To serve, place the roasted crowns on serving plates with the pâté, cabbage and Madeira reduction.


Simple Interest Calculator
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{% extends "layout_bsa.html" %} {% block page_title %} Prepay for NHS prescriptions {% endblock %} {% block content %} {% include "includes/phase_banner_beta.html" %} NHS prescription prepayment certificate Should we send your prepayment details to this email address? The email address we hold for you is:{{email}} If it is not your email address, you can change your details. Cancel {% endblock %}
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Whincup takes step towards Newcastle 500 redemption with dominant Shootout pole
Jamie Whincup has taken one step towards Newcastle redemption as he claimed pole position for the final race of the 2019 season.
The seven-time champion was at his imperious best in the Top 10 Shootout to put over two tenths over next-best Cameron Waters, who qualified fastest earlier in the day.
Whincup was the ninth man out in the dash for pole, and dropped in a stunning 1:10.5551s flyer to put distance between himself and his challengers.
It was the third pole of the season for Whincup, and the 83rd of his decorated career.
Stream the 2019 Coates Hire Newcastle 500. Live & Ad-Break Free During Racing on KAYO SPORTS. Get your 14 day free trial >
READ MORE
Red Bull looked good for a one-two. Then Whincup lost concentration
Drought-breaker! Coulthard stoked to reach Newcastle podium
Race 31: SVG cruises as Whincup throws it away
Drama: McLaughlin in ‘difficult position’ but urged to focus on results
Launching from P1 will give Whincup confidence of sorts following his late-race meltdown on Saturday, which cost the Red Bull Holden Racing Team crucial points in the battle for the teams’ championship.
Whincup ran second behind teammate and eventual winner Shane van Gisbergen before his critical error with 20 laps remaining, with the 36-year-old plummeting to eighth by race’s end.
On Sunday, it was van Gisbergen’s time to strike drama as he missed the Shootout, before copping a grid penalty for impeding Will Davison. The 2016 champion will start 21st for the season finale, a stark contrast to his brilliant pole a day earlier.
Shell V-Power Racing holds the cards in the teams’ title fight, enjoying a 143-point lead over the factory Holden squad heading into Sunday’s action. Fabian Coulthard – who reached the Saturday podium and broke a four-month drought – managed to defeat champion-elect Scott McLaughlin in the Shootout to third, albeit by a scant margin.
Scott Pye (#2 Walkinshaw Andretti United ZB Commodore) continued his resurgence to drop his car into fifth – a sterling effort as he continues to battle a bout of gastro.
Penrite Racing teammates Anton De Pasquale and David Reynolds ended up sixth and seventh, ahead of Tim Slade (#14 Freightliner Racing), Lee Holdsworth (#5 The Bottle-O Racing Mustang) and James Courtney (#22 Walkinshaw Andretti United ZB Commodore).
LISTEN TO THE LATEST PODCAST: Mark Skaife l Post-Bathurst Controversy Mkii l Bairdo’s bungle l Triple Eight Turnaround
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After having Saturday night to reflect on his Race 31 error, Whincup was elated to claim another pole.
“That one meant a lot,” he said.
“Went all out, track was obviously a bit slower than yesterday or even qualifying, but got the most out of the car.
“It’s a bloody good feeling to get pole around here.
“We just gave it all we had, obviously the time we're very, very happy with, but you've got to keep a wrap on it because 95 laps is a long way this afternoon.
“We'll have a little celebration of this right now and then focus on the race.”
Full results here.
The season-ending 25-lap Race 32 will commence at 4:10pm AEDT.


This tree is not a tree! Placeholder text for a vacant site.
| Planting Year: | |
| Replacement Species: | |
| Street Segment: |
| Family: | |
| Height: | |
| Diameter: | |
| Shade Production: | |
| Irrigation Requirements: | |
| Type: | |
| IUCN Status: | |
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The transition function \(\tau\) and all the elementary processes \( \tau_1,\tau_2 \ldots \) have correspondent functions in the code.
void GlobalTransitionFunction();
void SwitchToHeat();
void empiricalFlows();
void getInitialVelocities(const int& x, const int& y, double* v);
double outflowsProp(int x, int y, double *f, double *v, double *p, bool T_or_F);
The transition function consist of ordered calls to the
\(\tau_1,\tau_2 \ldots \) procedures. One of them,
empiricalFlows()
, is more interesting than the others because it
involves the determination of the temporal step, the calculation of the
superficial flow and their distribution among the cells in the
neighborhood of a central cell. As stated in section
[sect:modeltimeEvaluation] the temporal computational step is the
minimum between all the temporary computational time step calculated by
each cell and the distribution is outlined in the algorithm
[alg:distribution] (for the sake of brevity taking in account only one
substate, the lava thickness, but the same strategy is applied also to
the others):
\(nSh(c) \leftarrow nSh(c)-flow(c,n)\) \(nSh(n) \leftarrow nSh(n)+flow(c,n)\)
where flow(c,n)
is the computed superficial flow of
lava from the cell
\(c\) to the cell
\(n\) and nSh(c)
is the update matrix of the substate
thickness. The lava flow from the central cell
\(c\) to a cell
\(n\) of the neighborhood is subtracted (reason of the minus sign), and
added to cell
\(n\) itself.
Two important information arise from the analysis of this function:
At each step a minimum value has to be found among all the cell of the cellular space; in a parallel context this should be carried out by means of some reduction algorithm.
This distribution approach is not suitable for a direct porting due to the obvious race condition problems.
We will take in account these and other problems in section [sect:raceCondAvoiding].


Here are some of the changes and updates after the server maintenance.
To mitigate the appearance of bots in our community which affects gameplay, trades, and competition, we are reinforcing heightened security to ensure protection in the lands of Valhalla.
Cloaked in darkness, a mysterious figure has appeared to terrorize the holidays.


Gateway
BOT
09-Jul-18 12:17 AM
[dscrdeql] <jellysmash> get a few zzzzzzz
[dscrdeql] <sisana10> Get some much needed rest!
[dscrdeql] <jellysmash> I'm gonna have another coffee and see if I can get some food to stay down....dry bread or crackers
[dscrdeql] <jellysmash> perhaps
[dscrdeql] <NWhiskeyTango> Get better
[dscrdeql] <donaldmathers> Hi
[dscrdeql] <donaldmathers> Driving back home now
[dscrdeql] <jellysmash> hi @donaldmathers good today
[dscrdeql] <donaldmathers> 2 more hours
[dscrdeql] <CowboyCrypto- Founder> Stomach sickness?
[dscrdeql] <CowboyCrypto- Founder> Ramen is the best thing
[dscrdeql] <jellysmash> really Ramen noodles?
[dscrdeql] <jellysmash> thats japanese isn't it?
[dscrdeql] <CowboyCrypto- Founder> Yeah Asian idk where it originated from
[dscrdeql] <CowboyCrypto- Founder> High sodium broth
[dscrdeql] <CowboyCrypto- Founder> Pasta soaks up anything in your stomach
[dscrdeql] <CowboyCrypto- Founder> The broth restores sodium
[dscrdeql] <donaldmathers> Hi
[dscrdeql] <DaylightHours> Dmn it
[dscrdeql] <DaylightHours> Missed
[dscrdeql] <donaldmathers> I hate long drives
[dscrdeql] <MySoulisNotForSale> not me
[dscrdeql] <MySoulisNotForSale> love driving
[dscrdeql] <DaylightHours> Why am I missed rain
[dscrdeql] <jellysmash> Long drives suck
[dscrdeql] <jellysmash> I'd rather someone else drive now
[dscrdeql] <CowboyCrypto- Founder> I love driving
[dscrdeql] <DaylightHours> Me to
[dscrdeql] <jellysmash> if someone else drives you can spread out and relax
[dscrdeql] <jellysmash> play with mobile


--- layout: post title: Newborn date: '2016-10-17T06:18:18+02:00' categories: - Storyboards picture_url: https://film-Storyboards.tumblr.com/post/151928115386 ---


I'm a full-stack apprentice software developer with strong communication and problem-solving skills. I find joy in bashing my head against code until the problem is solved and learning more efficient ways to accomplish tasks.
My software development story began in late 2016 as I was exploring different careers paths. As a guy who has always had an interest in tech, naturally I came across software development. One thing led to another and I began to teach myself code by taking classes online. I immediately fell in love with the logic of JavaScript. A friend of mine recommended that I go to a software development bootcamp and hone my skills. I then began my path as a programmer by attending the Nashville Software School.
A web application that utilizes the Steam API, so PC gamers can access their accounts, display their owned games, and find the recent updates for their favorite games. It was built not only with AngularJS, but Firebase, Sass, Grunt and Node.js proxy server.
Down2GameA web application with the purpose of matching online gamers together based on personality traits, gaming habits, etc. It features a player matching system, live chat, a customizable profile, and access to the International Games Database. It was built using Node.js, PostGreSQL, Sequelize, Jquery, Socket.io, AWS S3, Grunt, and Pug.


Mo Farah to run 10,000m at 2020 Olympics
by FSA EditorDespite initially retiring from the track in 2017, Mo Farah will defend his 10,000 metres title at the 2020 Olympics in Tokyo.
Mo Farah has performed a U-turn and elected to defend his 10,000m title at the Tokyo Olympics next year.
Two years ago, Farah walked away from track events to concentrate on marathons and he finished eighth across 26.2 miles in Chicago last month having won the event in 2018.
However, the 36-year-old has decided to return to shorter distances and will aim to add to his Olympic medal collection at the next Games.
Farah, who will still need to qualify for the event in Tokyo, won gold over 5,000m and 10,000m at the 2012 and 2016 Olympics.
“It’s been really exciting to compete at the marathon for the last couple of years,” Farah said in a message posted on his YouTube Channel.
“To win the Chicago Marathon, as a major marathon, that was nice. To finish third in the London Marathon, was okay, it was good.
“It’s been a good learning curve for me – doing the marathon, to run 2:05 – British record, European record. The training for it was totally different to the track.
“Next year I’ve decided, Tokyo 2020, I’m going to be back on the track. I’m really excited to be competing back on the track and giving it a go in the 10,000 metres.
“Hopefully I haven’t lost my speed. I’ll train hard for it and see what I can do.”


Vivamus porttitor auctor turpis quis cursus. Nam gravida ultricies rhoncus. Pellentesque ante augue, congue at efficitur vitae, viverra eget risus. Maecenas eu gravida sem, sed placerat sapien.
This is a paragraph. In section-a.
Aliquam sit amet efficitur nulla, eu hendrerit metus.
Aliquam sit amet efficitur nulla, eu hendrerit metus.
Aliquam sit amet efficitur nulla, eu hendrerit metus.
Aliquam sit amet efficitur nulla, eu hendrerit metus.
This is a paragraph.This is a paragraph.This is a paragraph.This is a paragraph. This is a paragraph.This is a paragraph.This is a paragraph.This is a paragraph. This is a paragraph.This is a paragraph.This is a paragraph.This is a paragraph.
This is a paragraph.This is a paragraph.This is a paragraph.This is a paragraph. This is a paragraph.This is a paragraph.This is a paragraph.This is a paragraph. This is a paragraph.This is a paragraph.This is a paragraph.This is a paragraph.
This is a paragraph.This is a paragraph.This is a paragraph.This is a paragraph. This is a paragraph.This is a paragraph.This is a paragraph.This is a paragraph. This is a paragraph.This is a paragraph.This is a paragraph.This is a paragraph.


Iterator type of a RedBlackTree .
Model of BidirectionalIterator .
| T | |
| R | |
| P |
| public nothrow | RedBlackTreeNodeIterator() |
| public nothrow | RedBlackTreeNodeIterator(RedBlackTreeNode<T>* node_) |
| public inline nothrow RedBlackTreeNode<T>* | Node() const |
| public inline nothrow R | operator*() |
| public inline nothrow RedBlackTreeNodeIterator& | operator++() |
| public inline nothrow RedBlackTreeNodeIterator& | operator--() |
| public inline nothrow P | operator->() |
| public typedef PointerType | P |
| public typedef ReferenceType | R |
| private typedef Self | RedBlackTreeNodeIterator |
| public typedef ValueType | T |
| private RedBlackTreeNode<T>* | node |


Hi Jason, David, Sam and Javan
My name is James, and here is why you should hire me.
I’ve been working with Javascript, HTML and CSS since all the way back in 2000, when I was 12. Back then I decided to get into programming because I wanted to build cool things that people would want to use (... and after a friend sold a website for £500 - £847.16 inflation adjusted - I figured I was going to be rich). I started hacking Javascript games, tweaking and experimenting and I haven’t stopped programming like it since.
I first encountered Ruby when I interviewed for a research position at the University of Sheffield, here in the UK. Hit with a surprise coding exercise, it was my sink or swim moment with Ruby, thankfully I swam.
I started my own company when I was 20 years old and saw it fail by the time I turned 23. Although the company may have failed, this was when I earned my ‘human Swiss Army knife’ chops. I worked on any project clients were willing to pay me for. It didn’t matter what the tech stack was, I was going to learn by doing.
I would like my role in Basecamp’s future to first involve the following objectives:
I believe Basecamp’s role in my future will involve allowing me to produce great work, creating and developing tools and frameworks that simplify the lives of programmers everywhere. It would make a refreshing change to be surrounded by a team that forgoes complexity. In my opinion, your attitude to work and its place in the lives of your colleagues is the reason you have consistently produced over the years.
A major draw is Basecamp’s stability. As somebody who has felt the pain of fiscally irresponsible founders - figuratively - making it rain, I would give my right arm to work at a company that knows when to spend and when to not. Ever since I read ReWork, I’ve been a huge fan of Basecamp’s work. I even re-listen to the audiobook every couple of months to ‘reset’ when a job has taken its toll. But I’m going to stop there before I go full fanboy, and move on.
My favourite project to come out of the Research & Fidelity team has got to be Stimulus. The ease with which you can read HTML and know exactly what Javascript should be doing in the browser, is incredible, and such a departure from the spaghetti code typical of the likes of jQuery. I commend you both Javan and Sam!
Turbolinks and Trix may not be everybody’s cups of tea, but what they were designed to do, they do wonderfully. I respect how as a company, you don’t try to make everything for everyone.
I read everyday, books that provide me with a broad spectrum of knowledge from business to biology, probability to physics. I believe that the only way to make intelligent decisions is to develop a variety of mental models of the world. An idea I have borrowed from Berkshire Hathaway vice chairman, Charlie Munger.
Thank you for taking the time to read this application and I look forward to hearing your feedback.
James Whiteley


Instructions for this App:
| Graph Endpoint | Instructions |
|---|---|
| Press this button to select a file from your computer to upload it onto OneDrive | |
| Press this button to select a file from your computer search for a document | |
| Press this button to first find the file you want to download. |


Fitness Tracker
Create a new workout by submitting its title and content below
Click on a workout to edit its title or content
Excercise Name
Excercise Type
Excercise duration
Excercise Calories
Excercise Type
Excercise Name
Duration
Calories Burned
New Workout
Add to Existing Workout


In this chapter, we’ll describe some of the miscellaneous features of Astropy.
Astropy uses the Python warnings module to issue warning messages. The user can suppress the warnings using the python command line argument -W"ignore" when starting an interactive python session. For example:
python -W"ignore"
The user may also use the command line argument when running a python script as follows:
python -W"ignore" myscript.py
It is also possible to suppress warnings from within a python script. For instance, the warnings issued from a single call to the writeto convenience function may be suppressed from within a python script as follows:
import warnings
from astropy.io import fits
# ...
warnings.resetwarnings()
warnings.filterwarnings('ignore', category=UserWarning, append=True)
fits.writeto(file, im, clobber=True)
warnings.resetwarnings()
warnings.filterwarnings('always', category=UserWarning, append=True)
# ...
Astropy also issues warnings when deprecated API features are used. In Python 2.7 and up deprecation warnings are ignored by default. To run Python with deprecation warnings enabled, either start Python with the -Wall argument, or you can enable deprecation warnings specifically with -Wd.
In Python versions below 2.7, if you wish to squelch deprecation warnings, you can start Python with -Wi::Deprecation. This sets all deprecation warnings to ignored. See http://docs.python.org/using/cmdline.html#cmdoption-unittest-discover-W for more information on the -W argument.
The astropy.io.fits.diff module contains several facilities for generating and reporting the differences between two FITS files, or two components of a FITS file.
The FITSDiff class can be used to generate and represent the differences between either two FITS files on disk, or two existing HDUList objects (or some combination thereof).
Likewise, the HeaderDiff class can be used to find the differences just between two Header objects. Other available differs include HDUDiff, ImageDataDiff, TableDataDiff, and RawDataDiff.
Each of these classes are instantiated with two instances of the objects that they diff. The returned diff instance has a number of attributes starting with .diff_ that describe differences between the two objects. See the API documentation for details on the different differ classes.


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pm2
Process manager for Node.js.
Used for log management, monitoring and configuring processes.
More information: home page
- Start a process with a name that can be used for later operations:
pm2 start app.js --name application_name
- List processes:
pm2 list
- Monitor all processes:
pm2 monit
- Stop a process:
pm2 stop application_name
- Restart a process:
pm2 restart application_name
- Dump all processes for resurrecting them later:
pm2 save
- Resurrect previously dumped processes:
pm2 resurrect


2nd generation developer currently living in Nashville, TN, originally from Buffalo, NY. I'm into software, business development, fitness, (maybe even a little dwarf fortress here and there).


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| 173 | (A) | when pilate prouoste was made þat swilke a prynce Iugede |
| (C) | ---- no text ---- | |
| 169 | (D) | whan Pilate provost was made þat sucħ prins slowe |
| 167 | (E) | whan pylat prouoost he made . þat swich a lord slow . |
| (Ex) | ---- no text ---- | |
| 172 | (L) | whan pilat prouost was made suche a prince to Iugge |
| 166 | (P) | when pilat prouest was þat siche a prince Iuged |
| 167 | (U) | When pilat prouost was made / that suche a prince sloughe |
| (V) | ---- no text ---- |


Last month, while the 2019 edition of the Game Developers Conference was taking place, I watched the lecture from the previous year. Here is a personal selection of free videos from the GDC Vault:
-
The Art of ‘Wonder Boy: The Dragon’s Trap’
Ben Fiquet
The art director, and only artist, behind the visually stunning platformer remake delivers a comprehensive making of. -
#1ReasonToBe
Rami Ismail, Samer Abbas, Matthieu Rabehaja, Carlos Rocha, Lara Noujaim, Javi Almirante, Irina Moraru
Uncommon panel of six speakers from usually unsolicited part of the world. -
Inside the Indie Mind: Zach Barth (Zachtronics)
The crazy guy behind the crazy puzzle games discusses many topics during this interview. -
The 2018 Indie Soapbox
I love this batch of microtalks, my favorites:- What makes people continue to want to play? from Davey Wreden: interesting aimless thoughts about video game concepts.
- Life = Pain + Video Games from Danny Baranowsky: super interesting talk about pain.
- On life goals from Adriel Wallick
- The curse of min-maxing from Justin Ma (Subset games): about game neuroses.
- The Tóth Sausage Conjecture from Frank Lantz: it's not about video games but who cares.
-
Don’t Break the Chain: Maintaining Productivity on Your 19th Game
Jason Rohrer
Feedback, with plenty of data, on how to work alone, from the man behind One Hour One Life. -
‘Horizon Zero Dawn’: A Game Design Postmortem
Eric Boltjes
Great postmortem of the development phases and the lessons learned by the game design team while building their first open-world game. With a rare look at early prototypes. -
Dealing with Scope Change in ‘Heat Signature’ and ‘Gunpoint’
Tom Francis
Feedback on his experience of scope creep. -
Weaving 13 Prototypes into 1 Game: Lessons from 'Edith Finch'
Ian Dallas
Interesting to see how much this beloved game changed. -
Making the World Give a Damn About Your Game in 2018
No More Robots’ Mike Rose
Up to date (for 2018) presentation on how to smartly market a game. -
Queens of the Phone Age: The Narrative Design of ‘Reigns: Her Majesty’
Leigh Alexander
Powerful feminist lecture on her role writing a female centric game. -
Failing to Fail: The Spiderweb Software Way
Jeff Vogel
Loved this human and funny experience from the oldest indie developer.
Bonus
Through the suggestions of YouTube, I ended up watching this great talks from other editions:
-
Trailer Made: What Makes a Successful and Memorable Game Trailer
Derek Lieu, 2019
I love trailers, and especially game trailers, so I liked to hear advice, even not groundbreaking, from a professional making them. -
Owlboy: The Motivational Power of Inspiration
Simon Stafsnes Andersen, 2017
The artist of Owlboy shares his deep experience making the game during nine years. -
How to Survive in Gamedev for Eleven Years Without a Hit [How to Survive in Gamedev for Eleven Years Without a Hit]
Jake Birkett, 2016
Funny and honest 10+ years indie game dev career experience. -
How To Make Your Game Just Completely Hilarious: The Stanley Parable
William Pugh, 2015
He's making humour using the format of talk as he used, with Davey Wreden, the video game format for The Stanley Parable, so I had a fair amount of laughs.
and more
All 442 videos from 2017 are now free on GDC Vault: https://gdcvault.com/browse/gdc-17/?&media=v
There is an alternative web app easier to browse, with the videos since 2016: GDC Vault Explorer
Fin


{% extends 'base.html' %} {% block header %}
This section allows the user to control fine details concerning training the tabular CGAN. If left blank, defaults will be used. Defaults will be noted throughout.
Specify the learning rates for the generator, discriminator, and evaluator networks. The default for the generator is {{ default_params.netG_lr }} the default for the discriminator is {{ default_params.netD_lr }}, and the default for the evaluator is {{ default_params.netE_lr }}.
Specify beta1 and beta2 for the generator discriminator, and evaluator networks. The default for all networks is beta1 = {{ default_params.netG_beta1 }} and beta2 = {{ default_params.netG_beta2 }}.
Specify the amount of weight decay to apply to each network. The default amount of weight decay for all networks is {{ default_params.netG_wd }}.
With probability label_noise, the labels for the discriminator's training (real or fake) are randomly flipped. For example, when training the discriminator, we traditionally feed it an entire batch of real data (labeled real), followed by an entire batch of fake data (labeled fake), and then update it based on how well it performed. In this case, when we feed it an entire batch of real data, we flip a percent of the labels to fake, so that we are feeding the discriminator some incorrect information (we do this for the fake data as well, labeling them as real). This results in inhibiting the discriminator's training process and tries to prevent the discriminator from learning simple tricks to detect whether an image is real or fake. The default for this value is {{ default_params.label_noise }}.
Linearly annealing label noise will decrease the label noise to 0 linearly as the network trains. The default for this value is {{ default_params.label_noise_linear_anneal }}.
This value is the standard deviation of normally distributed noise (with mean zero) added to the discriminator's input data each time it evaluates real or fake data. This is a general trick employed in deep learning to improve robustness of models to noise, but also further prevents the discriminator from getting too good at discriminating real data from fake data based on trivial inconsistencies. The default for this value is {{ default_params.discrim_noise }}.
Linearly annealing discriminator noise will decrease the discriminator noise to 0 linearly as the network trains. The default for this value is {{ default_params.discrim_noise_linear_anneal }}.
The noise vector is a vector of specified length of random values generated from the standard normal distribution that is fed to the generator in order to produce outputs. While the length is an important value, as long as the correct general range is used, the results shouldn't be overly sensitive to the specific value chosen. The default for this value is {{ default_params.nz }}.
A recurring problem with training GANs is that the discriminator dominates the generator and thus the generator is unable to receive a useful training signal. This value represents the number of batches to train the generator with for each set of batches the discriminator is trained with. Note that a value of 1 means that the discriminator is trained on twice as much data, since the discriminator receives a full batch each of real and fake data (for each set of data generated by the generator). The default for this value is {{ default_params.sched_netG }}.
Specify the maximum number of feature maps to use per layer in each network (essentially the width of the network). The number of feature maps per layer will scale similarly to high-performing architectures like ResNet. The default for the generator is {{ default_params.netG_nf }} feature maps and the default for the discriminator is {{ default_params.netD_nf }} feature maps.
Specify the size of the generated data set to use for training the evaluator. The default for this value is {{ default_params.fake_data_set_size }}.
Specify how often the evaluator should be trained. The units of this value is epochs. For example, specifying 40 would result in the evaluator being trained every 40 epochs. Additionally, an evaluator will always be trained after the final epoch. The default for this value is {{ default_eval_freq }} epochs.
Specify various training parameters for the evaluator here. The default value for these are: Number of evaluator epochs - {{ default_params.eval_num_epochs }}, Early stopping patience - {{ default_params.early_stopping_patience }}.


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