Package | Description |
---|---|
org.drip.analytics.daycount | |
org.drip.param.quoting | |
org.drip.param.valuation |
Modifier and Type | Method and Description |
---|---|
int |
DCNL_Act.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DCNL_365.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DCNL_360.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DCFCalculator.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar)
Calculates the number of days accrued between the two given days
|
int |
DCAct_Act_ISDA.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DCAct_Act.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DCAct_365L.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DCAct_365.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DCAct_364.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DCAct_360.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DC30_Act.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DC30_365.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DC30_360.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
int |
DC30E_360.daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DCNL_Act.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DCNL_365.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DCNL_360.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DCFCalculator.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar)
Calculates the accrual fraction in years between 2 given days
|
double |
DCAct_Act_ISDA.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DCAct_Act.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DCAct_365L.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DCAct_365.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DCAct_364.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DCAct_360.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DC30_Act.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DC30_365.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DC30_360.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
double |
DC30E_360.yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar) |
static double |
Convention.YearFraction(double dblStart,
double dblEnd,
java.lang.String strDayCount,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar)
Calculates the accrual fraction in years between 2 given days for the given day count convention and
the other parameters
|
Modifier and Type | Method and Description |
---|---|
ActActDCParams |
YieldInterpreter.getAAP() |
Constructor and Description |
---|
YieldInterpreter(java.lang.String strDC,
int iFreq,
boolean bApplyEOMAdj,
ActActDCParams aap,
java.lang.String strCalendar)
Construct YieldInterpreter from the Day Count and the Frequency parameters
|
Modifier and Type | Field and Description |
---|---|
ActActDCParams |
QuotingParams._aapYield
Yield Act Act DC Params
|
Constructor and Description |
---|
QuotingParams(java.lang.String strDC,
int iFrequency,
boolean bApplyEOMAdj,
ActActDCParams aap,
java.lang.String strCalendar,
boolean bSpreadQuoted)
Constructs QuotingParams from the Day Count and the Frequency parameters
|