Package | Description |
---|---|
org.drip.product.creator | |
org.drip.product.credit | |
org.drip.product.definition | |
org.drip.product.params |
Modifier and Type | Method and Description |
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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
|
Modifier and Type | Method and Description |
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PeriodSet |
BondComponent.getPeriodSet() |
Modifier and Type | Method and Description |
---|---|
boolean |
BondComponent.setPeriodSet(PeriodSet periodParams) |
Modifier and Type | Method and Description |
---|---|
PeriodSet |
BondProduct.getPeriodSet()
Retrieves the bond period Set
|
Modifier and Type | Method and Description |
---|---|
boolean |
BondProduct.setPeriodSet(PeriodSet periodSet)
Sets the bond Period Set
|
Modifier and Type | Class and Description |
---|---|
class |
PeriodGenerator
PeriodGenerator generates the component coupon periods from flexible inputs.
|