Package | Description |
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org.drip.product.creator | |
org.drip.product.credit | |
org.drip.service.api | |
org.drip.service.env |
Modifier and Type | Method and Description |
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static BondComponent |
BondBuilder.CreateBondFromCF(java.lang.String strName,
JulianDate dtEffective,
java.lang.String strCurrency,
java.lang.String strDC,
int iFreq,
JulianDate[] adt,
double[] adblCouponAmount,
double[] adblPrincipal,
boolean bIsPrincipalPayDown)
Creates a bond from custom/user-defined cash flows and coupon conventions
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static BondComponent |
BondBuilder.CreateBondFromParams(TreasuryBenchmark tsyParams,
IdentifierSet idParams,
CouponSetting cpnParams,
CurrencySet ccyParams,
FloaterSetting fltParams,
QuoteConvention mktConv,
RatesSetting irValParams,
CreditSetting crValParams,
TerminationSetting cfteParams,
PeriodSet periodParams,
NotionalSetting notlParams)
Creates the full generic bond object from the complete set of parameters
|
static BondComponent |
BondBuilder.CreateSimpleFixed(java.lang.String strName,
java.lang.String strCurrency,
double dblCoupon,
int iFreq,
java.lang.String strDayCount,
JulianDate dtEffective,
JulianDate dtMaturity,
FactorSchedule fsPrincipalOutstanding,
FactorSchedule fsCoupon)
Creates a simple fixed bond from parameters
|
static BondComponent |
BondBuilder.CreateSimpleFloater(java.lang.String strName,
java.lang.String strCurrency,
java.lang.String strRateIndex,
double dblSpread,
java.lang.String strDayCount,
JulianDate dtEffective,
JulianDate dtMaturity,
FactorSchedule fsPrincipalOutstanding,
FactorSchedule fsCoupon)
Creates a simple floating rate bond
|
Constructor and Description |
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BondComponent.BondCalibrator(BondComponent bond,
boolean bRandBracket)
Constructor: Contructs the calibrator from the parent bond, as well as a flag indicator if the
bracketing converger is randomly chosen.
|
Modifier and Type | Method and Description |
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static java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> |
CreditAnalytics.CreateFixingsObject(BondComponent bond,
JulianDate dtValue,
double dblFix)
Creates the fixings object for the given bond and fix coupon, based off of the period represented by
the specified date
|
Modifier and Type | Method and Description |
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static BondComponent |
BondManager.BuildBondFromResultSet(java.sql.ResultSet rs,
MarketParams mpc)
Builds a bond from the input result set
|