Package | Description |
---|---|
org.drip.analytics.support | |
org.drip.product.creator | |
org.drip.product.credit | |
org.drip.service.api | |
org.drip.service.env | |
org.drip.service.sample | |
org.drip.tester.functional |
Modifier and Type | Method and Description |
---|---|
static java.util.Map<JulianDate,java.util.Map<java.lang.String,java.lang.Double>> |
AnalyticsHelper.CreateFixingsObject(Bond bond,
JulianDate dtValue,
double dblFix)
Creates the fixings object from the bond, the valuation date, and the fixing.
|
Modifier and Type | Method and Description |
---|---|
static Bond |
BondBuilder.FromByteArray(byte[] ab)
Create a Bond Instance from the byte array
|
Modifier and Type | Method and Description |
---|---|
static BasketProduct |
BondBasketBuilder.CreateBondBasket(java.lang.String strName,
Bond[] aBond,
double[] adblWeights,
JulianDate dtEffective,
double dblNotional)
BondBasket constructor
|
Modifier and Type | Class and Description |
---|---|
class |
BondComponent
This is the base class that extends CreditComponent abstract class and implements the functionality behind
bonds of all kinds.
|
Constructor and Description |
---|
BondBasket(java.lang.String strName,
Bond[] aBond,
double[] adblWeights,
JulianDate dtEffective,
double dblNotional)
BondBasket constructor
|
Modifier and Type | Method and Description |
---|---|
static Bond |
CreditAnalytics.GetBond(java.lang.String strBondId)
Gets the bond from its ID
|
static Bond |
CreditAnalytics.GetBond(java.lang.String strBondId,
JulianDate dt)
Constructs/retrieves the bond object from a given bond ID and date
|
Modifier and Type | Method and Description |
---|---|
static boolean |
CreditAnalytics.PutBond(java.lang.String strBondId,
Bond bond)
Maps the bond to an ID and adds it to the cache
|
Modifier and Type | Method and Description |
---|---|
static Bond |
BondManager.LoadFromBondId(MarketParams mpc,
java.sql.Statement stmt,
java.lang.String strBondId,
double dblScheduleStart)
Loads the bond object using its ID
|
Modifier and Type | Method and Description |
---|---|
static boolean |
BondManager.CalcAndLoadBondMeasuresFromPrice(java.sql.Statement stmt,
Bond bond,
ValuationParams valParams,
MarketParams mpc,
double dblPrice)
Calculates the bond measures for the given bond and price, and loads them onto the DB
|
static java.util.Map<java.lang.String,BondRVMeasures> |
BondManager.CalcBondMeasures(java.lang.String strBondDescription,
Bond bond,
ValuationParams valParams,
MarketParams mpc,
double dblBidPrice,
double dblAskPrice)
Calculates the full set of calculable bond measures given the bond, the valuation parameters, and the
prices.
|
Modifier and Type | Method and Description |
---|---|
static Bond |
BondAnalyticsAPI.CreateCustomBond(java.lang.String strName,
int iBondType)
Creates a custom named bond from the bond type and parameters
|
Modifier and Type | Method and Description |
---|---|
static Bond |
CreditAnalyticsTestSuite.CreateCustomBond(java.lang.String strName,
int iBondType)
Creates a custom named bond from the bond type and parameters
|