public class BondBuilder
extends java.lang.Object
Modifier and Type | Field and Description |
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static int |
BOND_TYPE_SIMPLE_FIXED
Custom Bond Type Simple Fixed
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static int |
BOND_TYPE_SIMPLE_FLOATER
Custom Bond Type Simple Floater
|
static int |
BOND_TYPE_SIMPLE_FROM_CF
Custom Bond Type Simple From Cash flows
|
Constructor and Description |
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BondBuilder() |
Modifier and Type | Method and Description |
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static BondComponent |
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
|
static BondComponent |
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 |
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 |
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
|
static Bond |
FromByteArray(byte[] ab)
Create a Bond Instance from the byte array
|
public static final int BOND_TYPE_SIMPLE_FIXED
public static final int BOND_TYPE_SIMPLE_FLOATER
public static final int BOND_TYPE_SIMPLE_FROM_CF
public static final BondComponent CreateBondFromParams(TreasuryBenchmark tsyParams, IdentifierSet idParams, CouponSetting cpnParams, CurrencySet ccyParams, FloaterSetting fltParams, QuoteConvention mktConv, RatesSetting irValParams, CreditSetting crValParams, TerminationSetting cfteParams, PeriodSet periodParams, NotionalSetting notlParams)
tsyParams
- Bond Treasury ParametersidParams
- Bond Identifier ParameterscpnParams
- Bond Coupon ParametersccyParams
- Bond Currency ParametersfltParams
- Bond Floater ParametersirValParams
- Bond IR Valuation ParameterscrValParams
- Bond Credit Valuation ParameterscfteParams
- Bond Cash-flow Termination Event ParametersperiodParams
- Bond Period Generation ParametersnotlParams
- Bond Notional Parameterspublic static final BondComponent 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)
strName
- Bond NamestrCurrency
- Bond CurrencydblCoupon
- Bond Fixed CouponiFreq
- Coupon FrequencystrDayCount
- Bond Coupon Day count conventiondtEffective
- Effective DatedtMaturity
- Maturity DatefsPrincipalOutstanding
- Outstanding Principal schedulefsCoupon
- Bond Coupon Schedulepublic static final BondComponent 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)
strName
- Bond NamestrCurrency
- Bond CurrencystrRateIndex
- Floating Rate IndexdblSpread
- Bond Floater SpreadstrDayCount
- Coupon Day Count ConventiondtEffective
- Effective datedtMaturity
- Maturity DatefsPrincipalOutstanding
- Outstanding Principal SchedulefsCoupon
- Coupon Schedulepublic static final BondComponent 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)
strName
- Bond NamedtEffective
- Effective DatestrCurrency
- Bond CurrencystrDC
- Coupon Day Count ConventioniFreq
- Coupon Frequencyadt
- Array of datesadblCouponAmount
- Matching array of coupon amountsadblPrincipal
- Matching array of principal amountsbIsPrincipalPayDown
- Flag indicating whether principal is pay down or outstandingpublic static final Bond FromByteArray(byte[] ab)
ab
- Byte Array