- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcOASFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcExerciseOASFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcBondBasisFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblCreditBasis
- credit basis to Work-out inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcExerciseBondBasisFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcYieldSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblCreditBasis
- credit basis to Work-out inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcExerciseYieldSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcTSYSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblCreditBasis
- credit basis to Work-out inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcTSYSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcExerciseTSYSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcGSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblCreditBasis
- credit basis to Work-out inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcExerciseGSpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcISpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblCreditBasis
- credit basis to Work-out inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcExerciseISpreadFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcDiscountMarginFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblCreditBasis
- credit basis to Work-out inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcExerciseDiscountMarginFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcPECSFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblCreditBasis
- credit basis to Work-out inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcExercisePECSFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcDurationFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblCreditBasis
- credit basis to Work-out inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcDurationFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcExerciseDurationFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcParASWFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblCreditBasis
- credit basis to Work-out inputjava.lang.Exception
- Thrown if the par ASW cannot be calculatedpublic double calcParASWFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the par ASW cannot be calculatedpublic double calcExerciseParASWFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the par ASW cannot be calculatedpublic double calcConvexityFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblCreditBasis
- credit basis to Work-out inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcConvexityFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblCreditBasis
- credit basis to Maturity inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcExerciseConvexityFromCreditBasis(ValuationParams valParams, ComponentMarketParams mktParams, double dblCreditBasis) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblCreditBasis
- credit basis to Exercise inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcPriceFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcPriceFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcExercisePriceFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Price cannot be calculatedpublic double calcYieldFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcYieldFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcExerciseYieldFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Yield cannot be calculatedpublic double calcZSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcExerciseZSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcOASFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcOASFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcExerciseOASFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcBondBasisFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcExerciseBondBasisFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcYieldSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcExerciseYieldSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcTSYSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcTSYSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcExerciseTSYSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcGSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcExerciseGSpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcISpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcExerciseISpreadFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcDiscountMarginFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcExerciseDiscountMarginFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcCreditBasisFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcExerciseCreditBasisFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcDurationFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcDurationFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcExerciseDurationFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcParASWFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the par ASW cannot be calculatedpublic double calcParASWFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcExerciseParASWFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcConvexityFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblPECS
- PECS to Work-out inputjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcConvexityFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblPECS
- PECS to Maturity inputjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcExerciseConvexityFromPECS(ValuationParams valParams, ComponentMarketParams mktParams, double dblPECS) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblPECS
- PECS to Exercise inputjava.lang.Exception
- Thrown if the Convexity cannot be calculatedpublic double calcPriceFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcPriceFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcExercisePriceFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcYieldFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcYieldFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcExerciseYieldFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcZSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcExerciseZSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcOASFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcOASFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcExerciseOASFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcBondBasisFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcExerciseBondBasisFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcYieldSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcExerciseYieldSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcCreditBasisFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcExerciseCreditBasisFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcPECSFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcExercisePECSFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcGSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcExerciseGSpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcISpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcExerciseISpreadFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcDiscountMarginFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcExerciseDiscountMarginFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDurationFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the duration cannot be calculatedpublic double calcDurationFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the duration cannot be calculatedpublic double calcExerciseDurationFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the duration cannot be calculatedpublic double calcParASWFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the par ASW cannot be calculatedpublic double calcParASWFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the par ASW cannot be calculatedpublic double calcExerciseParASWFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the par ASW cannot be calculatedpublic double calcConvexityFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblTSYSpread
- The spread treasury benchmark to Work-out inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcConvexityFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Maturity inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcExerciseConvexityFromTSYSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblTSYSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblTSYSpread
- The spread treasury benchmark to Exercise inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcPriceFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The G Spread to Work-out inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcPriceFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Maturity inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcExercisePriceFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Exercise inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcYieldFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The G Spread to Work-out inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcYieldFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblGSpread
- The G Spread to Maturity inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcExerciseYieldFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblGSpread
- The G Spread to Exercise inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcZSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The G Spread to Work-out inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Maturity inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcExerciseZSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Exercise inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcOASFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The G Spread to Work-out inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcOASFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Maturity inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcExerciseOASFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Exercise inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcBondBasisFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The G Spread to Work-out inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Maturity inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcExerciseBondBasisFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Exercise inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcYieldSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The G Spread to Work-out inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Maturity inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcExerciseYieldSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Exercise inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcCreditBasisFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The Credit Basis to Work-out inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcCreditBasisFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The Credit Basis to Maturity inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcExerciseCreditBasisFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The Credit Basis to Exercise inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcPECSFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The PECS to Work-out inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcPECSFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Maturity inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcExercisePECSFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The G Spread to Exercise inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcTSYSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The Credit Basis to Work-out inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcTSYSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblGSpread
- The Credit Basis to Maturity inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcExerciseTSYSpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblGSpread
- The Credit Basis to Exercise inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcISpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The Credit Basis to Work-out inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblGSpread
- The Credit Basis to Maturity inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcExerciseISpreadFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblGSpread
- The Credit Basis to Exercise inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcDiscountMarginFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The Credit Basis to Work-out inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblGSpread
- The Credit Basis to Maturity inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcExerciseDiscountMarginFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblGSpread
- The Credit Basis to Exercise inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDurationFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The Credit Basis to Work-out inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcDurationFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The Credit Basis to Maturity inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcExerciseDurationFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The Credit Basis to Exercise inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcParASWFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The Credit Basis to Work-out inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcParASWFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The Credit Basis to Maturity inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcExerciseParASWFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The Credit Basis to Exercise inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcConvexityFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblGSpread
- The Credit Basis to Work-out inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcConvexityFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The Credit Basis to Maturity inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcExerciseConvexityFromGSpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblGSpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblGSpread
- The Credit Basis to Exercise inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcPriceFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcPriceFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcExercisePriceFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcYieldFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcYieldFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcExerciseYieldFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcZSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcExerciseZSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcOASFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcOASFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcExerciseOASFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcBondBasisFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcExerciseBondBasisFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcYieldSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcExerciseYieldSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcCreditBasisFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcExerciseCreditBasisFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcPECSFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcExercisePECSFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcTSYSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcTSYSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcExerciseTSYSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcGSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcExerciseGSpreadFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcDurationFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcDurationFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcExerciseDurationFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcParASWFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcParASWFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcExerciseParASWFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcConvexityFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblISpread
- The I Spread to Work-out inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcConvexityFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Maturity inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcExerciseConvexityFromISpread(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblISpread) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblISpread
- The I Spread to Exercise inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcPriceFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcPriceFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcExercisePriceFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcYieldFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcYieldFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcExerciseYieldFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcZSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcExerciseZSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcOASFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcOASFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcExerciseOASFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcBondBasisFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcExerciseBondBasisFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcYieldSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcExerciseYieldSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcCreditBasisFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcExerciseCreditBasisFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcPECSFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcExercisePECSFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcTSYSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcTSYSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcExerciseTSYSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the Spread to Treasury cannot be calculatedpublic double calcGSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcExerciseGSpreadFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcDurationFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcDurationFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcExerciseDurationFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcParASWFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcParASWFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcExerciseParASWFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the Par ASW cannot be calculatedpublic double calcConvexityFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblDiscountMargin
- The Discount Margin to Work-out inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcConvexityFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Maturity inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcExerciseConvexityFromDiscountMargin(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblDiscountMargin) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblDiscountMargin
- The Discount Margin to Exercise inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcPriceFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcPriceFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcExercisePriceFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the price cannot be calculatedpublic double calcYieldFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcYieldFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcExerciseYieldFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the yield cannot be calculatedpublic double calcZSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcZSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcExerciseZSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the Z Spread cannot be calculatedpublic double calcOASFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcOASFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcExerciseOASFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the Option Adjusted Spread cannot be calculatedpublic double calcBondBasisFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcBondBasisFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcExerciseBondBasisFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the Bond Basis cannot be calculatedpublic double calcYieldSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcYieldSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcExerciseYieldSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the Yield Spread cannot be calculatedpublic double calcCreditBasisFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcCreditBasisFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcExerciseCreditBasisFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the Credit Basis cannot be calculatedpublic double calcPECSFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcPECSFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcExercisePECSFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the PECS cannot be calculatedpublic double calcTSYSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the Spread to Treasury Benchmark cannot be calculatedpublic double calcTSYSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the Spread to Treasury Benchmark cannot be calculatedpublic double calcExerciseTSYSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the Spread to Treasury Benchmark cannot be calculatedpublic double calcGSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcGSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcExerciseGSpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the G Spread cannot be calculatedpublic double calcISpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcISpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcExerciseISpreadFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the I Spread cannot be calculatedpublic double calcDiscountMarginFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDiscountMarginFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcExerciseDiscountMarginFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the Discount Margin cannot be calculatedpublic double calcDurationFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcDurationFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcExerciseDurationFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the Duration cannot be calculatedpublic double calcConvexityFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblWorkoutDate, double dblWorkoutFactor, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblWorkoutDate
- JulianDate Work-outdblWorkoutFactor
- Work-out factordblParASW
- The Par ASW to Work-out inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcConvexityFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Maturity inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic double calcExerciseConvexityFromParASW(ValuationParams valParams, ComponentMarketParams mktParams, QuotingParams quotingParams, double dblParASW) throws java.lang.Exception
valParams
- ValuationParamsmktParams
- Bond market parametersquotingParams
- Bond Quoting parametersdblParASW
- The Par ASW to Exercise inputjava.lang.Exception
- Thrown if the convexity cannot be calculatedpublic java.util.Map<java.lang.String,java.lang.Double> value(ValuationParams valParams, PricerParams pricerParams, ComponentMarketParams mktParams, QuotingParams quotingParams)
Component
public void showPeriods() throws java.lang.Exception
java.lang.Exception
- Thrown if the coupon periods cannot be displayed onto stdoutpublic java.lang.String getFieldDelimiter()
Serializer
getFieldDelimiter
in class Serializer
public java.lang.String getObjectTrailer()
Serializer
getObjectTrailer
in class Serializer
public byte[] serialize()
Serializer
serialize
in class Serializer
public static final void main(java.lang.String[] astrArgs) throws java.lang.Exception
java.lang.Exception