Modifier and Type | Method and Description |
---|---|
static CashflowPeriod |
CashflowPeriod.MergeCashFlowPeriods(CashflowPeriod periodLeft,
CashflowPeriod periodRight)
Merge the left and right Cash Flow periods onto a bigger Cash Flow period
|
Modifier and Type | Method and Description |
---|---|
static java.util.List<CashflowPeriod> |
CashflowPeriod.GeneratePeriodsBackward(double dblEffective,
double dblMaturityIn,
DateAdjustParams dapEffective,
DateAdjustParams dapMaturity,
DateAdjustParams dapPeriodStart,
DateAdjustParams dapPeriodEnd,
DateAdjustParams dapAccrualStart,
DateAdjustParams dapAccrualEnd,
DateAdjustParams dapPay,
DateAdjustParams dapReset,
int iFreq,
java.lang.String strCouponDC,
boolean bApplyCpnEOMAdj,
java.lang.String strAccrualDC,
boolean bApplyAccEOMAdj,
boolean bFullStub,
boolean bMergeLeadingPeriods,
boolean bCouponDCFOffOfFreq,
java.lang.String strCalendar)
Generate the period list backward starting from the end.
|
static java.util.List<CashflowPeriod> |
CashflowPeriod.GeneratePeriodsForward(double dblEffective,
double dblMaturity,
DateAdjustParams dapEffective,
DateAdjustParams dapMaturity,
DateAdjustParams dapPeriodStart,
DateAdjustParams dapPeriodEnd,
DateAdjustParams dapAccrualStart,
DateAdjustParams dapAccrualEnd,
DateAdjustParams dapPay,
DateAdjustParams dapReset,
int iFreq,
java.lang.String strCouponDC,
boolean bApplyCpnEOMAdj,
java.lang.String strAccrualDC,
boolean bApplyAccEOMAdj,
boolean bCouponDCFOffOfFreq,
java.lang.String strCalendar)
Generate the period list forward starting from the start.
|
static java.util.List<CashflowPeriod> |
CashflowPeriod.GetSinglePeriod(double dblEffective,
double dblMaturity,
java.lang.String strCalendar)
Generate a single Cash Flow period between the effective and the maturity dates
|
Modifier and Type | Method and Description |
---|---|
static CashflowPeriod |
CashflowPeriod.MergeCashFlowPeriods(CashflowPeriod periodLeft,
CashflowPeriod periodRight)
Merge the left and right Cash Flow periods onto a bigger Cash Flow period
|
Modifier and Type | Method and Description |
---|---|
static java.util.Set<CashflowPeriod> |
AnalyticsHelper.AggregateComponentPeriods(Component[] aComp)
Aggregate the period lists for an array of components
|
static java.util.List<CashflowPeriod> |
AnalyticsHelper.MergePeriodLists(java.util.List<CashflowPeriod> lsPeriod1,
java.util.List<CashflowPeriod> lsPeriod2)
Merge two lists of periods
|
Modifier and Type | Method and Description |
---|---|
static java.util.List<CashflowPeriod> |
AnalyticsHelper.MergePeriodLists(java.util.List<CashflowPeriod> lsPeriod1,
java.util.List<CashflowPeriod> lsPeriod2)
Merge two lists of periods
|
static java.util.List<CashflowPeriod> |
AnalyticsHelper.MergePeriodLists(java.util.List<CashflowPeriod> lsPeriod1,
java.util.List<CashflowPeriod> lsPeriod2)
Merge two lists of periods
|
Modifier and Type | Method and Description |
---|---|
java.util.List<CashflowPeriod> |
CDSComponent.getCashFlowPeriod() |
java.util.List<CashflowPeriod> |
BondComponent.getCashFlowPeriod() |
Modifier and Type | Method and Description |
---|---|
abstract java.util.List<CashflowPeriod> |
Component.getCashFlowPeriod()
Get the Component's Cash Flow Periods
|
java.util.List<CashflowPeriod> |
BasketProduct.getCouponPeriod()
Get the basket product's coupon periods
|
Modifier and Type | Method and Description |
---|---|
CashflowPeriod |
PeriodSet.getFirstPeriod()
Return the first Coupon period
|
CashflowPeriod |
PeriodSet.getLastPeriod()
Returns the final Coupon period
|
CashflowPeriod |
PeriodSet.getPeriod(int iIndex)
Retrieve the period corresponding to the given index
|
Modifier and Type | Method and Description |
---|---|
java.util.List<CashflowPeriod> |
PeriodSet.getPeriods()
Retrieve a list of the component's coupon periods
|
java.util.List<CashflowPeriod> |
PeriodGenerator.getPeriods() |
Constructor and Description |
---|
PeriodSet(double dblEffective,
java.lang.String strDC,
int iFreq,
java.util.List<CashflowPeriod> lsCouponPeriod)
Construct PeriodSet from the effective date, day count, frequency, and the list of coupon periods
|
Modifier and Type | Method and Description |
---|---|
java.util.List<CashflowPeriod> |
IRSComponent.getCashFlowPeriod() |
java.util.List<CashflowPeriod> |
FloatingStream.getCashFlowPeriod() |
java.util.List<CashflowPeriod> |
FloatFloatComponent.getCashFlowPeriod() |
java.util.List<CashflowPeriod> |
FixedStream.getCashFlowPeriod() |
java.util.List<CashflowPeriod> |
EDFComponent.getCashFlowPeriod() |
java.util.List<CashflowPeriod> |
CashComponent.getCashFlowPeriod() |
Modifier and Type | Method and Description |
---|---|
static ZeroCurve |
ZeroCurveBuilder.CreateZeroCurve(int iFreqZC,
java.lang.String strDCZC,
java.lang.String strCalendarZC,
boolean bApplyEOMAdjZC,
java.util.List<CashflowPeriod> lsCouponPeriod,
double dblWorkoutDate,
double dblCashPayDate,
DiscountCurve dc,
QuotingParams quotingParams,
double dblZCBump)
ZeroCurve constructor from period, work-out, settle, and quoting parameters
|
Constructor and Description |
---|
DerivedZeroRate(int iFreqZC,
java.lang.String strDCZC,
java.lang.String strCalendarZC,
boolean bApplyEOMAdjZC,
java.util.List<CashflowPeriod> lsCouponPeriod,
double dblWorkoutDate,
double dblCashPayDate,
DiscountCurve dc,
QuotingParams quotingParams,
double dblZCBump)
DerivedZeroRate constructor from period, work-out, settle, and quoting parameters
|