@Override
public java.util.List<org.drip.analytics.cashflow.CompositePeriod> couponPeriods() {
java.util.List<org.drip.analytics.cashflow.CompositePeriod> lsCP =
new java.util.ArrayList<org.drip.analytics.cashflow.CompositePeriod>();
if (null != _aCompFixedStream && 0 != _aCompFixedStream.length) {
for (org.drip.product.rates.Stream fixedStream : _aCompFixedStream)
lsCP.addAll(fixedStream.cashFlowPeriod());
}
if (null != _aCompFloatStream && 0 != _aCompFloatStream.length) {
for (org.drip.product.rates.Stream floatStream : _aCompFloatStream)
lsCP.addAll(floatStream.cashFlowPeriod());
}
return lsCP;
}
@Override
public org.drip.state.identifier.CreditLabel creditLabel() {
if (null != _aCompFixedStream && 0 != _aCompFixedStream.length) {
for (org.drip.product.rates.Stream fixedStream : _aCompFixedStream) {
org.drip.state.identifier.CreditLabel creditLabel = fixedStream.creditLabel();
if (null != creditLabel) return creditLabel;
}
}
if (null != _aCompFloatStream && 0 != _aCompFloatStream.length) {
for (org.drip.product.rates.Stream floatStream : _aCompFloatStream) {
org.drip.state.identifier.CreditLabel creditLabel = floatStream.creditLabel();
if (null != creditLabel) return creditLabel;
}
}
return null;
}
@Override
public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> value(
final org.drip.param.valuation.ValuationParams valParams,
final org.drip.param.pricer.CreditPricerParams pricerParams,
final org.drip.param.market.CurveSurfaceQuoteSet csqs,
final org.drip.param.valuation.ValuationCustomizationParams quotingParams) {
long lStart = System.nanoTime();
org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapResult =
new org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>();
if (null != _aCompFixedStream && 0 != _aCompFixedStream.length) {
for (org.drip.product.rates.Stream fixedStream : _aCompFixedStream) {
org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapFixedStreamResult =
fixedStream.value(valParams, pricerParams, csqs, quotingParams);
if (!org.drip.analytics.support.AnalyticsHelper.AccumulateMeasures(
mapResult, fixedStream.name(), mapFixedStreamResult)) return null;
}
}
if (null != _aCompFloatStream && 0 != _aCompFloatStream.length) {
for (org.drip.product.rates.Stream floatStream : _aCompFloatStream) {
org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapFixedStreamResult =
floatStream.value(valParams, pricerParams, csqs, quotingParams);
if (!org.drip.analytics.support.AnalyticsHelper.AccumulateMeasures(
mapResult, floatStream.name(), mapFixedStreamResult)) return null;
}
}
mapResult.put("CalcTime", (System.nanoTime() - lStart) * 1.e-09);
return mapResult;
}
