Package | Description |
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org.drip.product.creator | |
org.drip.product.params |
Modifier and Type | Class and Description |
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class |
BondRefDataBuilder
This class contains the entire set of static parameters for the bond product.
|
Modifier and Type | Class and Description |
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class |
CouponSetting
Contains the coupon type, schedule, and the coupon amount for the component.
|
class |
CreditSetting
CreditSetting contains the credit related valuation parameters - use default pay lag, use
curve or the component recovery, component recovery, credit curve name, and whether there is accrual
on default
|
class |
CurrencySet
This class contains the component's trade, the coupon, and the redemption currencies.
|
class |
FloaterSetting
Contains the component's floating rate parameters.
|
class |
IdentifierSet
This class contains the component's identifier parameters - ISIN, CUSIP, ID, and ticker.
|
class |
NotionalSetting
This class contains the notional schedule and the amount.
|
class |
PeriodGenerator
Class the generates the component coupon periods from flexible inputs
|
class |
PeriodSet
This is the place-holder for the component’s period generation parameters.
|
class |
QuoteConvention
Contains the Component Market Convention Parameters - the quote convention, the calculation type, the
first settle date, and the redemption amount.
|
class |
RatesSetting
Component Rates Valuation Parameters contains the interest rates related valuation parameters - the
discount curves to be used for discounting the coupon, the redemption, the principal, and the settle
cash flows.
|
class |
TerminationSetting
This class contains the current "liveness" state of the component, and, if inactive, how it entered that
state.
|
class |
TreasuryBenchmark
Class contains component treasury benchmark parameters - the treasury benchmark set, and the names of the
treasury and the EDF IR curves.
|