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<CouponPeriod> 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<CouponPeriod> lsCouponPeriod,
double dblWorkoutDate,
double dblCashPayDate,
DiscountCurve dc,
QuotingParams quotingParams,
double dblZCBump)
ZeroCurve constructor from period, work-out, settle, and quoting parameters
|
Modifier and Type | Method and Description |
---|---|
static CouponPeriod |
CouponPeriod.MergeCouponPeriods(CouponPeriod periodLeft,
CouponPeriod periodRight)
Merge the left and right coupon periods onto a bigger coupon period
|
Modifier and Type | Method and Description |
---|---|
static java.util.List<CouponPeriod> |
CouponPeriod.GeneratePeriodsBackward(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 bFullStub,
boolean bMergeLeadingPeriods,
boolean bCouponDCFOffOfFreq,
java.lang.String strCalendar)
Generates the period list backward starting from the end.
|
static java.util.List<CouponPeriod> |
CouponPeriod.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)
Generates the period list forward starting from the start.
|
static java.util.List<CouponPeriod> |
CouponPeriod.GetSinglePeriod(double dblEffective,
double dblMaturity,
java.lang.String strCalendar)
Generates a single coupon period between the effective and the maturity dates
|
Modifier and Type | Method and Description |
---|---|
static CouponPeriod |
CouponPeriod.MergeCouponPeriods(CouponPeriod periodLeft,
CouponPeriod periodRight)
Merge the left and right coupon periods onto a bigger coupon period
|
Modifier and Type | Method and Description |
---|---|
static java.util.Set<CouponPeriod> |
AnalyticsHelper.AggregateComponentPeriods(Component[] aComp)
Aggregate the period lists for an array of components
|
static java.util.List<CouponPeriod> |
AnalyticsHelper.MergePeriodLists(java.util.List<CouponPeriod> lsPeriod1,
java.util.List<CouponPeriod> lsPeriod2)
Merge two lists of periods
|
Modifier and Type | Method and Description |
---|---|
static java.util.List<CouponPeriod> |
AnalyticsHelper.MergePeriodLists(java.util.List<CouponPeriod> lsPeriod1,
java.util.List<CouponPeriod> lsPeriod2)
Merge two lists of periods
|
static java.util.List<CouponPeriod> |
AnalyticsHelper.MergePeriodLists(java.util.List<CouponPeriod> lsPeriod1,
java.util.List<CouponPeriod> lsPeriod2)
Merge two lists of periods
|
Modifier and Type | Method and Description |
---|---|
java.util.List<CouponPeriod> |
CDSComponent.getCouponPeriod() |
java.util.List<CouponPeriod> |
BondComponent.getCouponPeriod() |
Modifier and Type | Method and Description |
---|---|
abstract java.util.List<CouponPeriod> |
Component.getCouponPeriod()
Gets the component's coupon periods
|
java.util.List<CouponPeriod> |
BasketProduct.getCouponPeriod()
Gets the basket product's coupon periods
|
Modifier and Type | Method and Description |
---|---|
CouponPeriod |
PeriodSet.getFirstPeriod()
Returns the first Coupon period
|
CouponPeriod |
PeriodSet.getLastPeriod()
Returns the final Coupon period
|
CouponPeriod |
PeriodSet.getPeriod(int iIndex)
Retrieves the period corresponding to the given index
|
Modifier and Type | Method and Description |
---|---|
java.util.List<CouponPeriod> |
PeriodSet.getPeriods()
Retrieves a list of the component's coupon periods
|
java.util.List<CouponPeriod> |
PeriodGenerator.getPeriods() |
Constructor and Description |
---|
PeriodSet(double dblEffective,
java.lang.String strDC,
int iFreq,
java.util.List<CouponPeriod> lsCouponPeriod)
Constructs PeriodSet from the effective date, day count, frequency, and the list
of coupon periods
|
Modifier and Type | Method and Description |
---|---|
java.util.List<CouponPeriod> |
IRSComponent.getCouponPeriod() |
java.util.List<CouponPeriod> |
FloatingStream.getCouponPeriod() |
java.util.List<CouponPeriod> |
FixedStream.getCouponPeriod() |
java.util.List<CouponPeriod> |
EDFComponent.getCouponPeriod() |
java.util.List<CouponPeriod> |
CashComponent.getCouponPeriod() |