public class RatesStreamBuilder
extends java.lang.Object
Constructor and Description |
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RatesStreamBuilder() |
Modifier and Type | Method and Description |
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static RatesComponent |
CreateFixedStream(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon,
java.lang.String strIR,
java.lang.String strCalendar)
Create a Fixed Stream instance from effective/maturity dates, coupon, and IR curve name
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static RatesComponent |
CreateFloatingStream(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon,
java.lang.String strIR,
java.lang.String strFloatingRateIndex,
java.lang.String strCalendar)
Create a Floating Stream instance from effective/maturity dates, coupon, IR curve name, and floater
index
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static RatesComponent |
CreateIRS(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon,
java.lang.String strIR,
java.lang.String strFloatingRateIndex,
java.lang.String strCalendar)
Create an IRS product from effective/maturity dates, coupon, and IR curve name/rate index
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static RatesComponent |
CreateIRS(JulianDate dtEffective,
java.lang.String strTenor,
double dblCoupon,
java.lang.String strIR,
java.lang.String strFloatingRateIndex,
java.lang.String strCalendar)
Create an IRS product from effective date, tenor, coupon, and IR curve name/rate index
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static RatesComponent |
FixedStreamFromByteArray(byte[] ab)
Create a Fixed Stream Instance from the byte array
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static RatesComponent |
FloatingStreamFromByteArray(byte[] ab)
Create a Floating Stream Instance from the byte array
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static RatesComponent |
IRSFromByteArray(byte[] ab)
Create a IRS Instance from the byte array
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public static final RatesComponent CreateFixedStream(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strIR, java.lang.String strCalendar)
dtEffective
- JulianDate effectivedtMaturity
- JulianDate maturitydblCoupon
- Double couponstrIR
- IR curve namestrCalendar
- Optional Holiday Calendar for coupon accrualpublic static final RatesComponent CreateFloatingStream(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strIR, java.lang.String strFloatingRateIndex, java.lang.String strCalendar)
dtEffective
- JulianDate effectivedtMaturity
- JulianDate maturitydblCoupon
- Double couponstrIR
- IR curve namestrFloatingRateIndex
- Floater IndexstrCalendar
- Optional Holiday Calendar for coupon accrualpublic static final RatesComponent CreateIRS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strIR, java.lang.String strFloatingRateIndex, java.lang.String strCalendar)
dtEffective
- JulianDate effectivedtMaturity
- JulianDate maturitydblCoupon
- Double couponstrIR
- IR curve namestrFloatingRateIndex
- Floater IndexstrCalendar
- Optional Holiday Calendar for coupon accrualpublic static final RatesComponent CreateIRS(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strIR, java.lang.String strFloatingRateIndex, java.lang.String strCalendar)
dtEffective
- JulianDate effectivestrTenor
- String tenordblCoupon
- Double couponstrIR
- IR curve namestrFloatingRateIndex
- Floater IndexstrCalendar
- Optional Holiday Calendar for coupon accrualpublic static final RatesComponent FixedStreamFromByteArray(byte[] ab)
ab
- Byte Arraypublic static final RatesComponent FloatingStreamFromByteArray(byte[] ab)
ab
- Byte Arraypublic static final RatesComponent IRSFromByteArray(byte[] ab)
ab
- Byte Array