- _bAccrOnDefault - Variable in class org.drip.product.params.CreditSetting
-
Whether accrual gets paid on default
- _bApplyCpnEOMAdj - Variable in class org.drip.product.params.PeriodSet
-
Apply Coupon end-of-month adjustment
- _bcmCreditRisklessClean - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Clean Credit Risk-less Bond Coupon Measures
- _bcmCreditRisklessDirty - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Dirty Credit Risk-less Bond Coupon Measures
- _bcmCreditRiskyClean - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Clean Credit Risky Bond Coupon Measures
- _bcmCreditRiskyDirty - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Dirty Credit Risky Bond Coupon Measures
- _bFullFirstStub - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Full First Stub
- _bHasBeenCalled - Variable in class org.drip.product.creator.BondProductBuilder
-
Has Been Exercised flag
- _bHasBeenCalled - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Has this been called
- _bHasBeenExercised - Variable in class org.drip.product.params.TerminationSetting
-
Has the component Been Exercised
- _bIsBearer - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Is this a Bearer Bond
- _bIsCallable - Variable in class org.drip.product.creator.BondProductBuilder
-
Callable flag
- _bIsCallable - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Callable flag
- _bIsDefaulted - Variable in class org.drip.product.creator.BondProductBuilder
-
Is Defaulted flag
- _bIsDefaulted - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Has this bond defaulted
- _bIsDefaulted - Variable in class org.drip.product.params.TerminationSetting
-
Has the component Defaulted
- _bIsFloater - Variable in class org.drip.product.creator.BondProductBuilder
-
Is Floater flag
- _bIsFloater - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Is this bond a floater
- _bIsPerpetual - Variable in class org.drip.product.creator.BondProductBuilder
-
Is Perpetual flag
- _bIsPerpetual - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Is this bond perpetual
- _bIsPerpetual - Variable in class org.drip.product.params.TerminationSetting
-
Is the component Perpetual
- _bIsPrivatePlacement - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Is this a private placement
- _bIsPutable - Variable in class org.drip.product.creator.BondProductBuilder
-
Putable flag
- _bIsPutable - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Putable flag
- _bIsRegistered - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Is this registered
- _bIsReversibleConvertible - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Flag indicating is reverse convertible
- _bIsSinkable - Variable in class org.drip.product.creator.BondProductBuilder
-
Sinkable flag
- _bIsSinkable - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Sinkable flag
- _bIsStructuredNote - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Flag indicating Structured Note
- _bIsTweakProportional - Variable in class org.drip.param.definition.ResponseValueTweakParams
-
Is the tweak parallel or proportional
- _bIsUnitTraded - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Flag indicating whether unit traded
- _bKnockOutOnDefault - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Knock-out On Default
- _bPayAccrued - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Pay Accrued
- _bPriceOffOriginalNotional - Variable in class org.drip.product.params.NotionalSetting
-
Is the price quoted off of component's issue notional factor
- _bQuoteAsCDS - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Quote As CDS
- _bSingleNodeCalib - Variable in class org.drip.param.definition.CreditManifestMeasureTweak
-
Flag indicating if the calibration occurs over a single node
- _bStatus - Variable in class org.drip.regression.core.RegressionRunOutput
-
Completion Status for the Regression Module
- _bSurvToPayDate - Variable in class org.drip.param.pricer.PricerParams
-
Survival to Pay Date (True) or Period End Date (false)
- _bTradeStatus - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Trade Status
- _bUseCurveRec - Variable in class org.drip.product.params.CreditSetting
-
Use curve or component recovery
- _calibParams - Variable in class org.drip.param.pricer.PricerParams
-
(Optional) Calibration Params
- _ccCalib - Variable in class org.drip.product.credit.CDSComponent.SpreadCalibOP
-
- _dblAccrued01 - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Accrued 01
- _dblAssetSwapSpread - Variable in class org.drip.analytics.output.BondRVMeasures
-
Asset swap spread
- _dblBondBasis - Variable in class org.drip.analytics.output.BondRVMeasures
-
Bond Basis
- _dblCalcTime - Variable in class org.drip.analytics.output.BasketMeasures
-
Basket output calculation time
- _dblCalcTime - Variable in class org.drip.analytics.output.ComponentMeasures
-
Calculation Time
- _dblCalibResult - Variable in class org.drip.product.credit.CDSComponent.SpreadCalibOP
-
- _dblConvexity - Variable in class org.drip.analytics.output.BondRVMeasures
-
Convexity
- _dblCoupon - Variable in class org.drip.product.creator.BondProductBuilder
-
Coupon
- _dblCoupon - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Coupon
- _dblCoupon - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Coupon (bp)
- _dblCoupon - Variable in class org.drip.product.params.CouponSetting
-
Coupon Amount
- _dblCoupon - Variable in class org.drip.product.params.StandardCDXParams
-
CDX Coupon
- _dblCouponCeiling - Variable in class org.drip.product.params.CouponSetting
-
Coupon Ceiling
- _dblCouponFloor - Variable in class org.drip.product.params.CouponSetting
-
Coupon Floor
- _dblCouponPV - Variable in class org.drip.analytics.output.BondCouponMeasures
-
Coupon PV
- _dblCreditBasis - Variable in class org.drip.analytics.output.BondRVMeasures
-
Credit Basis
- _dblCreditRisklessParPV - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Credit Risk-less Par PV
- _dblCreditRisklessPrincipalPV - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Credit Risk-less Principal PV
- _dblCreditRiskyParPV - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Credit Risky Par PV
- _dblCreditRiskyPrincipalPV - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Credit Risky Principal PV
- _dblCurrentCoupon - Variable in class org.drip.product.creator.BondProductBuilder
-
Current Coupon
- _dblCurrentCoupon - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Current Coupon
- _dblCurrentCoupon - Variable in class org.drip.product.params.FloaterSetting
-
Current Coupon
- _dblDefaultExposure - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Default Exposure - Same as PV on instantaneous default
- _dblDefaultExposureNoRec - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Default Exposure without recovery - Same as PV on instantaneous default without recovery
- _dblDiscountMargin - Variable in class org.drip.analytics.output.BondRVMeasures
-
Discount Margin
- _dblDV01 - Variable in class org.drip.analytics.output.BondCouponMeasures
-
Coupon DV01
- _dblEffective - Variable in class org.drip.product.params.PeriodSet
-
Effective Date
- _dblExpectedRecovery - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Expected Recovery
- _dblFinalMaturity - Variable in class org.drip.product.params.PeriodSet
-
Final Maturity Date
- _dblFirstCouponRate - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
First Coupon Rate
- _dblFirstIndexRate - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
First Index Rate
- _dblFirstSettle - Variable in class org.drip.product.params.QuoteConvention
-
First Settle Date
- _dblFloatSpread - Variable in class org.drip.product.creator.BondProductBuilder
-
Floater Spread
- _dblFloatSpread - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Spread over the floater index for this bond
- _dblFloatSpread - Variable in class org.drip.product.params.FloaterSetting
-
Floating Spread
- _dblGSpread - Variable in class org.drip.analytics.output.BondRVMeasures
-
G Spread
- _dblIndexCouponPV - Variable in class org.drip.analytics.output.BondCouponMeasures
-
Index Coupon PV
- _dblIndexFactor - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Factor
- _dblISpread - Variable in class org.drip.analytics.output.BondRVMeasures
-
I Spread
- _dblIssueAmount - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Issue Amount
- _dblIssuePrice - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Issue Price
- _dblLossOnInstantaneousDefault - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Loss On Instantaneous Default
- _dblMacaulayDuration - Variable in class org.drip.analytics.output.BondRVMeasures
-
Macaulay Duration
- _dblMaturity - Variable in class org.drip.product.params.PeriodSet
-
Maturity Date
- _dblMinimumIncrement - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Minimum Increment
- _dblMinimumPiece - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Minimum Piece
- _dblModifiedDuration - Variable in class org.drip.analytics.output.BondRVMeasures
-
Modified Duration
- _dblNotional - Variable in class org.drip.product.params.NotionalSetting
-
Notional Amount
- _dblOASpread - Variable in class org.drip.analytics.output.BondRVMeasures
-
Option Adjusted Spread
- _dblOutstandingAmount - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Outstanding Amount
- _dblParAmount - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Par Amount
- _dblPECS - Variable in class org.drip.analytics.output.BondRVMeasures
-
PECS
- _dblPrice - Variable in class org.drip.analytics.output.BondRVMeasures
-
Price
- _dblPV - Variable in class org.drip.analytics.output.BondCouponMeasures
-
PV
- _dblRecovery - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Recovery
- _dblRecovery - Variable in class org.drip.product.params.CreditSetting
-
Component recovery
- _dblRecoveryPV - Variable in class org.drip.analytics.output.BondWorkoutMeasures
-
Recovery PV
- _dblRedemptionValue - Variable in class org.drip.product.creator.BondProductBuilder
-
Redemption Value
- _dblRedemptionValue - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Redemption Value
- _dblRedemptionValue - Variable in class org.drip.product.params.QuoteConvention
-
Redemption Value
- _dblTSYSpread - Variable in class org.drip.analytics.output.BondRVMeasures
-
Treasury Spread
- _dblTweakAmount - Variable in class org.drip.param.definition.ResponseValueTweakParams
-
Node tweak amount
- _dblYield01 - Variable in class org.drip.analytics.output.BondRVMeasures
-
Yield 01
- _dblZSpread - Variable in class org.drip.analytics.output.BondRVMeasures
-
Z Spread
- _dtAnnounce - Variable in class org.drip.product.creator.BondProductBuilder
-
Announce Date
- _dtAnnounce - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Announce Date
- _dtCompletion - Variable in class org.drip.regression.core.RegressionRunOutput
-
Completion Time for the Regression Module
- _dtFinalMaturity - Variable in class org.drip.product.creator.BondProductBuilder
-
Final Maturity Date
- _dtFinalMaturity - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Final Maturity Date
- _dtFirstCoupon - Variable in class org.drip.product.creator.BondProductBuilder
-
First Coupon Date
- _dtFirstCoupon - Variable in class org.drip.product.creator.BondRefDataBuilder
-
First Coupon Date
- _dtFirstSettle - Variable in class org.drip.product.creator.BondProductBuilder
-
First Settle Date
- _dtFirstSettle - Variable in class org.drip.product.creator.BondRefDataBuilder
-
First Settle Date
- _dtInterestAccrualStart - Variable in class org.drip.product.creator.BondProductBuilder
-
Interest Accrual Start Date
- _dtInterestAccrualStart - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Interest Accrual Start Date
- _dtIssue - Variable in class org.drip.product.creator.BondProductBuilder
-
Issue Date
- _dtIssue - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Issue Date
- _dtIssue - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Issue Date
- _dtMaturity - Variable in class org.drip.product.creator.BondProductBuilder
-
Maturity
- _dtMaturity - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Maturity
- _dtMaturity - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Maturity Date
- _dtNextCouponDate - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Next Coupon Date
- _dtPenultimateCouponDate - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Penultimate Coupon Date
- _dtPrevCouponDate - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Previous Coupon Date
- _fri - Variable in class org.drip.product.params.FloaterSetting
-
Floating Rate Index
- _fsCoupon - Variable in class org.drip.product.params.CouponSetting
-
Coupon schedule
- _fsPrincipalOutstanding - Variable in class org.drip.product.params.NotionalSetting
-
Notional Schedule
- _iCouponFreq - Variable in class org.drip.product.creator.BondProductBuilder
-
Coupon Frequency
- _iDefaultedComponentCount - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Defaulted Component Count
- _iDefPayLag - Variable in class org.drip.product.params.CreditSetting
-
Default Pay Lag
- _iDiscretizationScheme - Variable in class org.drip.param.pricer.PricerParams
-
Discretization Scheme In Use
- _iFreq - Variable in class org.drip.product.params.PeriodSet
-
Coupon Frequency
- _iFrequency - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Frequency
- _iIndexLifeSpan - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Life Span
- _iIndexSeries - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Series
- _iIndexVersion - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Version
- _iNumComponents - Variable in class org.drip.product.params.StandardCDXParams
-
Number of CDX Components
- _iOriginalComponentCount - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Original Component Count
- _iPeriodAmortizationMode - Variable in class org.drip.product.params.NotionalSetting
-
Amortization Mode - Indicates which amortization node serves as the period's amortization proxy
- _iSeries - Variable in class org.drip.product.params.CDXIdentifier
-
- _iTweakNode - Variable in class org.drip.param.definition.ResponseValueTweakParams
-
Index of the Instrument whose Manifest Measure is to be Tweaked
- _iUnitSize - Variable in class org.drip.param.pricer.PricerParams
-
Discretization Unit Size
- _iVersion - Variable in class org.drip.product.params.CDXIdentifier
-
- _lExecTime - Variable in class org.drip.regression.core.RegressionRunOutput
-
Execution time for the Regression Module
- _mapCDXRefData - Static variable in class org.drip.product.creator.CDXRefDataHolder
-
- _mBase - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the base measures
- _mBase - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the base measures
- _mFlatCreditDelta - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the parallel credit delta measures
- _mFlatCreditDelta - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the parallel credit delta measures
- _mFlatCreditGamma - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the parallel credit gamma measures
- _mFlatCreditGamma - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the parallel credit gamma measures
- _mFlatIRDelta - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the parallel IR delta measures
- _mFlatIRDelta - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the parallel IR delta measures
- _mFlatIRGamma - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the parallel IR gamma measures
- _mFlatIRGamma - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the parallel IR gamma measures
- _mFlatRRDelta - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the parallel RR delta measures
- _mFlatRRGamma - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the parallel RR gamma measures
- _mmCDXRDBFirstCouponSeries - Static variable in class org.drip.product.creator.CDXRefDataHolder
-
- _mmCDXRDBSeriesFirstCoupon - Static variable in class org.drip.product.creator.CDXRefDataHolder
-
- _mmCreditDelta - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the component credit delta measure map
- _mmCreditGamma - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the component credit gamma measure map
- _mmCustom - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the custom scenario measure map
- _mmCustom - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the custom scenario measure map
- _mmIRDelta - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the component IR delta measure map
- _mmIRGamma - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the component IR gamma measure map
- _mmmCreditTenorDelta - Variable in class org.drip.analytics.output.BasketMeasures
-
Triple Map of the component, credit tenor, measure, and delta value
- _mmmCreditTenorGamma - Variable in class org.drip.analytics.output.BasketMeasures
-
Triple Map of the component, credit tenor, measure, and gamma value
- _mmmIRTenorDelta - Variable in class org.drip.analytics.output.BasketMeasures
-
Triple Map of the component, IR tenor, measure, and delta value
- _mmmIRTenorGamma - Variable in class org.drip.analytics.output.BasketMeasures
-
Triple Map of the component, IR tenor, measure, and gamma value
- _mmRRDelta - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the component RR delta measure map
- _mmRRGamma - Variable in class org.drip.analytics.output.BasketMeasures
-
Map of the component RR gamma measure map
- _mmTenorCreditDelta - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the tenor credit delta measure map
- _mmTenorCreditGamma - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the tenor credit gamma measure map
- _mmTenorIRDelta - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the tenor IR delta measure map
- _mmTenorIRGamma - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the tenor IR gamma measure map
- _mRRDelta - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the parallel RR delta measures
- _mRRGamma - Variable in class org.drip.analytics.output.ComponentMeasures
-
Map of the parallel RR gamma measures
- _quotingParams - Variable in class org.drip.product.params.QuoteConvention
-
Quoting Parameters
- _settleParams - Variable in class org.drip.product.params.QuoteConvention
-
Cash Settle parameters
- _strAccrualDC - Variable in class org.drip.product.params.PeriodSet
-
Accrual day count
- _strBBGID - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Bloomberg ID
- _strBBGParent - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Bloomberg Parent
- _strBBGTicker - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Bloomberg Ticker
- _strBBGUniqueID - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Unique Bloomberg ID
- _strCalculationType - Variable in class org.drip.product.creator.BondProductBuilder
-
Calculation Type
- _strCalculationType - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Calculation Type
- _strCalculationType - Variable in class org.drip.product.params.QuoteConvention
-
Calculation Type
- _strCC - Variable in class org.drip.product.params.CreditSetting
-
Credit Curve Name
- _strCDRCountryCode - Variable in class org.drip.product.creator.BondRefDataBuilder
-
CDR Country Code
- _strCDRSettleCode - Variable in class org.drip.product.creator.BondRefDataBuilder
-
CDR Settle Code
- _strCollateralType - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Collateral Type
- _strCountryOfDomicile - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Country of Domicile
- _strCountryOfGuarantor - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Country of Guarantor
- _strCountryOfIncorporation - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Country of Incorporation
- _strCouponCurrency - Variable in class org.drip.product.creator.BondProductBuilder
-
Coupon Currency
- _strCouponCurrency - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Coupon Currency
- _strCouponCurrency - Variable in class org.drip.product.params.CurrencySet
-
Coupon Currency
- _strCouponDC - Variable in class org.drip.product.params.PeriodSet
-
Coupon day count
- _strCouponDiscountCurve - Variable in class org.drip.product.params.RatesSetting
-
Coupon Cash flow Discount Curve Name
- _strCouponType - Variable in class org.drip.product.creator.BondProductBuilder
-
Coupon Type
- _strCouponType - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Coupon Type
- _strCouponType - Variable in class org.drip.product.params.CouponSetting
-
Coupon Type
- _strCurrency - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Currency
- _strCurrency - Variable in class org.drip.product.params.StandardCDXParams
-
Currency
- _strCurveID - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Curve ID
- _strCurveName - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Curve Name
- _strCurvyCurveID - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Curvy Curve ID
- _strCUSIP - Variable in class org.drip.product.creator.BondProductBuilder
-
CUSIP
- _strCUSIP - Variable in class org.drip.product.creator.BondRefDataBuilder
-
CUSIP
- _strCUSIP - Variable in class org.drip.product.params.IdentifierSet
-
CUSIP
- _strDayCount - Variable in class org.drip.product.params.CDXRefDataParams
-
Index DayCount
- _strDayCountCode - Variable in class org.drip.product.creator.BondProductBuilder
-
Day count Code
- _strDayCountCode - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Day Count Code
- _strDescription - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Description
- _strExchangeCode - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Exchange Code
- _strFitch - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Fitch Rating
- _strFloatCouponConvention - Variable in class org.drip.product.creator.BondProductBuilder
-
Floater Coupon Day Count Convention
- _strFloatCouponConvention - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Float Coupon Convention
- _strFloatDayCount - Variable in class org.drip.product.params.FloaterSetting
-
Floating Day Count
- _strID - Variable in class org.drip.product.params.IdentifierSet
-
component ID
- _strIndex - Variable in class org.drip.product.params.CDXIdentifier
-
- _strIndexClass - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Class
- _strIndexGroupName - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Group Name
- _strIndexLabel - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Label
- _strIndexName - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Name
- _strIndexShortGroupName - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Short Group Name
- _strIndexShortName - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Short Name
- _strIndustryGroup - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Industry Group
- _strIndustrySector - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Industry Sector
- _strIndustrySubgroup - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Industry Sub Group
- _strIREDSF - Variable in class org.drip.product.params.TreasuryBenchmark
-
EDSF IR Curve Name
- _strIRTSY - Variable in class org.drip.product.params.TreasuryBenchmark
-
Treasury IR Curve Name
- _strISIN - Variable in class org.drip.product.creator.BondProductBuilder
-
ISIN
- _strISIN - Variable in class org.drip.product.creator.BondRefDataBuilder
-
ISIN
- _strISIN - Variable in class org.drip.product.params.IdentifierSet
-
ISIN
- _strIssueCountry - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Issue Country
- _strIssueCountryCode - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Issue Country Code
- _strIssuer - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Issuer Name
- _strIssuerCategory - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Issuer Category
- _strIssuerIndustry - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Issuer Industry
- _strIssuerSPN - Variable in class org.drip.product.creator.BondProductBuilder
-
Issuer SPN
- _strIssuerSPN - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Issuer SPN
- _strLeadManager - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Lead Manager
- _strLocation - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Location
- _strLongCompanyName - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Long Company Name
- _strMarketIssueType - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Market Issue Type
- _strMaturityType - Variable in class org.drip.product.creator.BondProductBuilder
-
Maturity Type
- _strMaturityType - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Maturity Type
- _strMaturityType - Variable in class org.drip.product.params.PeriodSet
-
Maturity Type
- _strMoody - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Moody's Rating
- _strName - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Name
- _strPrincipalDiscountCurve - Variable in class org.drip.product.params.RatesSetting
-
Principal Cash flow Discount Curve Name
- _strRateIndex - Variable in class org.drip.product.creator.BondProductBuilder
-
Rate Index
- _strRateIndex - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Floating rate index
- _strRedemptionCurrency - Variable in class org.drip.product.creator.BondProductBuilder
-
Redemption Currency
- _strRedemptionCurrency - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Redemption Currency
- _strRedemptionCurrency - Variable in class org.drip.product.params.CurrencySet
-
Redemption Currency
- _strRedemptionDiscountCurve - Variable in class org.drip.product.params.RatesSetting
-
Redemption Cash flow Discount Curve Name
- _strRedID - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Red ID
- _strRegressionScenarioName - Variable in class org.drip.regression.core.RegressionRunOutput
-
Completion Status for the Regression Module
- _strSecurityType - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Security Type
- _strSeries - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Series
- _strShortName - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Short Name
- _strShortName - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Short Name
- _strSnP - Variable in class org.drip.product.creator.BondRefDataBuilder
-
S&P rating
- _strSnrSub - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Senior or Sub-ordinate
- _strSPN - Variable in class org.drip.product.params.CDXRefDataParams
-
Index Curve SPN
- _strTenor - Variable in class org.drip.product.params.CDXIdentifier
-
- _strTicker - Variable in class org.drip.product.creator.BondProductBuilder
-
Ticker
- _strTicker - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Ticker
- _strTicker - Variable in class org.drip.product.params.IdentifierSet
-
Ticker
- _strTradeCurrency - Variable in class org.drip.product.creator.BondProductBuilder
-
Trade Currency
- _strTradeCurrency - Variable in class org.drip.product.creator.BondRefDataBuilder
-
Trade Currency
- _strTradeCurrency - Variable in class org.drip.product.params.CurrencySet
-
Trade Currency
- _strTradeDiscountCurve - Variable in class org.drip.product.params.RatesSetting
-
Trade Currency Discount Curve Name
- _strTweakMeasureType - Variable in class org.drip.param.definition.CreditManifestMeasureTweak
-
Tweak Measure Type
- _strTweakParamType - Variable in class org.drip.param.definition.CreditManifestMeasureTweak
-
Tweak Parameter Type
- _tsyBmkSet - Variable in class org.drip.product.params.TreasuryBenchmark
-
Treasury Benchmark Set
- _wi - Variable in class org.drip.analytics.output.BondRVMeasures
-
Work-out info