Package | Description |
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org.drip.product.credit | |
org.drip.product.definition | |
org.drip.product.params | |
org.drip.service.api |
Modifier and Type | Method and Description |
---|---|
EmbeddedOptionSchedule |
BondComponent.getEmbeddedCallSchedule() |
EmbeddedOptionSchedule |
BondComponent.getEmbeddedPutSchedule() |
Modifier and Type | Method and Description |
---|---|
void |
BondComponent.setEmbeddedCallSchedule(EmbeddedOptionSchedule eos) |
void |
BondComponent.setEmbeddedPutSchedule(EmbeddedOptionSchedule eos) |
Modifier and Type | Method and Description |
---|---|
EmbeddedOptionSchedule |
BondProduct.getEmbeddedCallSchedule()
Retrieves the bond embedded call schedule parameters
|
abstract EmbeddedOptionSchedule |
Bond.getEmbeddedCallSchedule()
Return the bond's embedded call schedule
|
EmbeddedOptionSchedule |
BondProduct.getEmbeddedPutSchedule()
Retrieves the bond embedded put schedule parameters
|
abstract EmbeddedOptionSchedule |
Bond.getEmbeddedPutSchedule()
Return the bond's embedded put schedule
|
Modifier and Type | Method and Description |
---|---|
void |
BondProduct.setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)
Sets the bond's embedded call schedule
|
void |
BondProduct.setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)
Sets the bond's embedded put schedule
|
Modifier and Type | Method and Description |
---|---|
static EmbeddedOptionSchedule |
EmbeddedOptionSchedule.CreateFromDateFactorSet(java.lang.String strDates,
java.lang.String strFactors,
int iNoticePeriod,
boolean bIsPut,
boolean bIsDiscrete,
double dblScheduleStart,
boolean bFixToFloatOnExercise,
double dblFixToFloatExerciseDate,
java.lang.String strFloatIndex,
double dblFixToFloatSpread)
Creates the EOS from the dates/factors string arrays
|
static EmbeddedOptionSchedule |
EmbeddedOptionSchedule.fromAmerican(double dblValDate,
double[] adblDate,
double[] adblFactor,
boolean bIsPut,
int iNoticePeriod,
boolean bFixToFloatOnExercise,
double dblFixToFloatExerciseDate,
java.lang.String strFloatIndex,
double dblFixToFloatSpread)
Creates the discretized American EOS schedule from the array of dates and factors
|
Constructor and Description |
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EmbeddedOptionSchedule(EmbeddedOptionSchedule eosOther)
Constructs a Deep Copy EOS from another EOS
|
Modifier and Type | Method and Description |
---|---|
static EmbeddedOptionSchedule |
CreditAnalytics.GetBondCallEOS(java.lang.String strBondId)
Retrieves the bond's call option schedule
|
static EmbeddedOptionSchedule |
CreditAnalytics.GetBondCallEOS(java.lang.String strBondId,
JulianDate dt)
Retrieves the bond's call option schedule from the given date
|
static EmbeddedOptionSchedule |
CreditAnalytics.GetBondPutEOS(java.lang.String strBondId)
Retrieves the bond's put option schedule
|
static EmbeddedOptionSchedule |
CreditAnalytics.GetBondPutEOS(java.lang.String strBondId,
JulianDate dt)
Retrieves the bond's put option schedule from the given date
|