public class EDFutureBuilder
extends java.lang.Object
Constructor and Description |
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EDFutureBuilder() |
Modifier and Type | Method and Description |
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static RatesComponent |
CreateEDF(JulianDate dtEffective,
JulianDate dtMaturity,
java.lang.String strIR)
Create an EDF product from the effective and maturity dates, and the IR curve
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static RatesComponent |
CreateEDF(JulianDate dtEffective,
java.lang.String strTenor,
java.lang.String strIR)
Create an EDF product from the effective date, the tenor, and the IR curve
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static RatesComponent |
CreateEDF(java.lang.String strFullEDCode,
JulianDate dt,
java.lang.String strIR)
Create an EDF product from the effective date, the product code, and the IR curve
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static RatesComponent |
FromByteArray(byte[] ab)
Create a EDFuture Instance from the byte array
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static RatesComponent[] |
GenerateEDPack(JulianDate dt,
int iNumEDF,
java.lang.String strCurrency)
Generate a EDF pack with the specified number of contracts
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static java.lang.String |
MakeBaseEDFCode(double dblEffective)
Creates the EDF Code given a effective date
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public static java.lang.String MakeBaseEDFCode(double dblEffective)
dblEffective
- Double representing the Effective JulianDatepublic static RatesComponent[] GenerateEDPack(JulianDate dt, int iNumEDF, java.lang.String strCurrency)
dt
- Spot date specifying the contract issueiNumEDF
- Number of contractsstrCurrency
- Contract currency stringpublic static final RatesComponent CreateEDF(JulianDate dtEffective, JulianDate dtMaturity, java.lang.String strIR)
dtEffective
- JulianDate effectivedtMaturity
- JulianDate MaturitystrIR
- IR curve namepublic static final RatesComponent CreateEDF(JulianDate dtEffective, java.lang.String strTenor, java.lang.String strIR)
dtEffective
- JulianDate effectivestrTenor
- Tenor stringstrIR
- IR curve namepublic static final RatesComponent CreateEDF(java.lang.String strFullEDCode, JulianDate dt, java.lang.String strIR)
strFullEDCode
- EDF product codedt
- JulianDate effectivestrIR
- IR curve namepublic static final RatesComponent FromByteArray(byte[] ab)
ab
- Byte Array