Package | Description |
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org.drip.analytics.output | |
org.drip.product.credit | |
org.drip.product.definition | |
org.drip.service.api | |
org.drip.service.env |
Class and Description |
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BondCouponMeasures
This class encapsulates the parsimonius but complete set of the cash-flow oriented coupon measures
generated out of a full bond analytics run to a given work-out.
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Class and Description |
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BondRVMeasures
BondRVMeasures encapsulates the comprehensive set of RV measures calculated for the bond to the
appropriate exercise:
- Workout Information
- Price, Yield, and Yield01
- Spread Measures: Asset Swap/Credit/G/I/OAS/PECS/TSY/Z
- Basis Measures: Bond Basis, Credit Basis, Yield Basis
- Duration Measures: Macaulay/Modified Duration, Convexity
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ExerciseInfo
ExerciseInfo is a place-holder for the full set of exercise information.
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Class and Description |
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BasketMeasures
BasketMeasures is the place holder for the analytical basket measures, optionally across scenarios.
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BondRVMeasures
BondRVMeasures encapsulates the comprehensive set of RV measures calculated for the bond to the
appropriate exercise:
- Workout Information
- Price, Yield, and Yield01
- Spread Measures: Asset Swap/Credit/G/I/OAS/PECS/TSY/Z
- Basis Measures: Bond Basis, Credit Basis, Yield Basis
- Duration Measures: Macaulay/Modified Duration, Convexity
|
ComponentMeasures
ComponentMeasures is the place holder for analytical single component output measures, optionally across
scenarios.
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ExerciseInfo
ExerciseInfo is a place-holder for the full set of exercise information.
|
Class and Description |
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ExerciseInfo
ExerciseInfo is a place-holder for the full set of exercise information.
|
Class and Description |
---|
BondRVMeasures
BondRVMeasures encapsulates the comprehensive set of RV measures calculated for the bond to the
appropriate exercise:
- Workout Information
- Price, Yield, and Yield01
- Spread Measures: Asset Swap/Credit/G/I/OAS/PECS/TSY/Z
- Basis Measures: Bond Basis, Credit Basis, Yield Basis
- Duration Measures: Macaulay/Modified Duration, Convexity
|