Package | Description |
---|---|
org.drip.analytics.output | |
org.drip.param.definition | |
org.drip.product.credit | |
org.drip.product.definition | |
org.drip.service.api |
Modifier and Type | Field and Description |
---|---|
WorkoutInfo |
BondRVMeasures._wi
Work-out info
|
Constructor and Description |
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BondRVMeasures(double dblPrice,
double dblBondBasis,
double dblZSpread,
double dblGSpread,
double dblISpread,
double dblOASpread,
double dblTSYSpread,
double dblDiscountMargin,
double dblAssetSwapSpread,
double dblCreditBasis,
double dblPECS,
double dblDuration,
double dblConvexity,
WorkoutInfo wi)
BondRVMeasures constructor
|
Modifier and Type | Field and Description |
---|---|
WorkoutInfo |
CalibrationParams._wi
(Optional) Calibration Workout Info
|
Constructor and Description |
---|
CalibrationParams(java.lang.String strMeasure,
int iType,
WorkoutInfo wi)
CalibrationParams constructor
|
Modifier and Type | Method and Description |
---|---|
WorkoutInfo |
BondComponent.calcExerciseYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice) |
Modifier and Type | Method and Description |
---|---|
BondRVMeasures |
BondComponent.standardMeasures(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice) |
java.util.Map<java.lang.String,java.lang.Double> |
BondComponent.standardRVMeasureMap(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
WorkoutInfo wi,
double dblPrice,
java.lang.String strPrefix) |
Modifier and Type | Method and Description |
---|---|
abstract WorkoutInfo |
Bond.calcExerciseYieldFromPrice(ValuationParams valParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPrice)
Calculate the bond yield to exercise from price
|
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 WorkoutInfo |
CreditAnalytics.BondWorkoutInfoFromPrice(java.lang.String strBondId,
JulianDate dt,
DiscountCurve dc,
double dblPrice)
Calculates the bond work-out details from price (Simplified version)
|
static WorkoutInfo |
CreditAnalytics.BondWorkoutInfoFromPrice(java.lang.String strBondId,
ValuationParams valParams,
DiscountCurve dc,
double dblPrice,
QuotingParams quotingParams)
Calculates the bond work-out details from price
|