public static QuotedSpread getQuotedSpread(
CDSQuoteConvention quote,
PointsUpFront puf,
BuySellProtection buySellProtection,
ISDACompliantYieldCurve yieldCurve,
CDSAnalytic analytic) {
double quotedSpread;
if (quote instanceof QuotedSpread) {
return (QuotedSpread) quote;
} else {
quotedSpread =
POINTS_UP_FRONT_CONVERTER.pufToQuotedSpread(
analytic, puf.getCoupon(), yieldCurve, puf.getPointsUpFront());
}
// SELL protection reverses directions of legs
quotedSpread = (buySellProtection == BuySellProtection.SELL) ? -quotedSpread : quotedSpread;
return new QuotedSpread(quote.getCoupon(), quotedSpread);
}
