Package | Description |
---|---|
org.drip.product.credit | |
org.drip.product.definition | |
org.drip.service.env |
Modifier and Type | Method and Description |
---|---|
BondRVMeasures |
BondComponent.standardMeasures(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice) |
Modifier and Type | Method and Description |
---|---|
abstract BondRVMeasures |
Bond.standardMeasures(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice)
Calculate the full set of Bond RV Measures from the Price Input
|
Modifier and Type | Method and Description |
---|---|
static CaseInsensitiveTreeMap<BondRVMeasures> |
BondManager.CalcBondAnalyticsFromPrice(java.lang.String strCUSIPIn,
MarketParams mpc,
JulianDate dt,
double dblBidPrice,
double dblAskPrice)
Calculate the full set of calculable bond measures given the CUSIP, the valuation parameters, and the
prices.
|
static CaseInsensitiveTreeMap<BondRVMeasures> |
BondManager.CalcBondMeasures(java.lang.String strBondDescription,
Bond bond,
ValuationParams valParams,
MarketParams mpc,
double dblBidPrice,
double dblAskPrice)
Calculate the full set of calculable bond measures given the bond, the valuation parameters, and the
prices.
|