- CADHoliday - Class in org.drip.analytics.holset
-
- CADHoliday() - Constructor for class org.drip.analytics.holset.CADHoliday
-
- CAEHoliday - Class in org.drip.analytics.holset
-
- CAEHoliday() - Constructor for class org.drip.analytics.holset.CAEHoliday
-
- calcAccrued(double, ComponentMarketParams) - Method in class org.drip.product.credit.BondComponent
-
- calcAccrued(double, ComponentMarketParams) - Method in class org.drip.product.definition.Bond
-
Calculate the bond's accrued for the period identified by the valuation date
- CalcAndLoadBondClosingMeasures(MarketParams, Statement, JulianDate, JulianDate) - Static method in class org.drip.service.env.BondManager
-
Calculates and saves the measures for all the bonds from their market prices for all EODs between a
given pair of dates
- CalcAndLoadBondMeasuresFromPrice(Statement, Bond, ValuationParams, MarketParams, double) - Static method in class org.drip.service.env.BondManager
-
Calculates the bond measures for the given bond and price, and loads them onto the DB
- CalcAndLoadCDSClosingMeasures(Statement, JulianDate, JulianDate) - Static method in class org.drip.service.env.CDSManager
-
Saves the EOD measures corresponding to all the credit curves between a pair of EODs using the USD
curve
- CalcBondAnalyticsFromPrice(String, MarketParams, JulianDate, double, double) - Static method in class org.drip.service.env.BondManager
-
Calculates the full set of calculable bond measures given the CUSIP, the valuation parameters, and the
prices.
- calcBondBasisFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from credit basis to Work-out
- calcBondBasisFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from credit basis to Maturity
- calcBondBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Discount Margin to Work-out
- calcBondBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Discount Margin to Maturity
- calcBondBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from G Spread to Work-out
- calcBondBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from G Spread to Maturity
- calcBondBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from I Spread to Work-out
- calcBondBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from I Spread to Maturity
- calcBondBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Option Adjusted Spread to Work-out
- calcBondBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Option Adjusted Spread to Maturity
- calcBondBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Par ASW to Work-out
- calcBondBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Par ASW to Maturity
- calcBondBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from PECS to Work-out
- calcBondBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from PECS to Maturity
- calcBondBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis to Work-out from price
- calcBondBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis to maturity from price
- calcBondBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from spread treasury benchmark to Work-out
- calcBondBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from spread treasury benchmark to Maturity
- calcBondBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Yield to work-out
- calcBondBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Basis from yield to maturity
- calcBondBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Yield Spread to Work-out
- calcBondBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Yield Spread to Maturity
- calcBondBasisFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Basis from yield to maturity
- calcBondBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcBondBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Z Spread to Work-out
- calcBondBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Z Spread to Maturity
- CalcBondMeasures(String, Bond, ValuationParams, MarketParams, double, double) - Static method in class org.drip.service.env.BondManager
-
Calculates the full set of calculable bond measures given the bond, the valuation parameters, and the
prices.
- calcConvexityFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Convexity from Bond Basis to Work-out
- calcConvexityFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Convexity from Bond Basis to maturity
- calcConvexityFromCreditBasis(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromCreditBasis(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from credit basis to Work-out
- calcConvexityFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from credit basis to Maturity
- calcConvexityFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Discount Margin to Work-out
- calcConvexityFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Discount Margin to Maturity
- calcConvexityFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from G Spread to Work-out
- calcConvexityFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from G Spread to Maturity
- calcConvexityFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from I Spread to Work-out
- calcConvexityFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from I Spread to Maturity
- calcConvexityFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Option Adjusted Spread to Work-out
- calcConvexityFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Option Adjusted Spread to maturity
- calcConvexityFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Par ASW to Work-out
- calcConvexityFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Par ASW to Maturity
- calcConvexityFromPECS(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromPECS(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Convexity from PECS to Work-out
- calcConvexityFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Convexity from credit basis to Maturity
- calcConvexityFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity to Work-out from price
- calcConvexityFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity to maturity from price
- calcConvexityFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from spread treasury benchmark to Work-out
- calcConvexityFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from spread treasury benchmark to Maturity
- calcConvexityFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Work-out Yield
- calcConvexityFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Yield to maturity
- calcConvexityFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Convexity from Yield Spread to Work-out
- calcConvexityFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Convexity from Yield Spread to maturity
- calcConvexityFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Yield to maturity
- calcConvexityFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcConvexityFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Z Spread to Work-out
- calcConvexityFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Z Spread to maturity
- calcCreditBasisFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Bond Basis to Work-out
- calcCreditBasisFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Bond Basis to maturity
- calcCreditBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from Discount Margin to Work-out
- calcCreditBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from Discount Margin to Maturity
- calcCreditBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from G Spread to Work-out
- calcCreditBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from G Spread to Maturity
- calcCreditBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from I Spread to Work-out
- calcCreditBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from I Spread to Maturity
- calcCreditBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Option Adjusted Spread to Work-out
- calcCreditBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Option Adjusted Spread to maturity
- calcCreditBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from Par ASW to Work-out
- calcCreditBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from Par ASW to Maturity
- calcCreditBasisFromPECS(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromPECS(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Credit Basis from PECS to Work-out
- calcCreditBasisFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Credit Basis from PECS to Maturity
- calcCreditBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis to Work-out from price
- calcCreditBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis to maturity from price
- calcCreditBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from spread treasury benchmark to Work-out
- calcCreditBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from spread treasury benchmark to Maturity
- calcCreditBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Yield to work-out
- calcCreditBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Yield to maturity
- calcCreditBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Yield Spread to Work-out
- calcCreditBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Yield Spread to maturity
- calcCreditBasisFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Yield to maturity
- calcCreditBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcCreditBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Z Spread to Work-out
- calcCreditBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Z Spread to maturity
- calcCurrentCouponDate(JulianDate) - Method in class org.drip.product.credit.BondComponent
-
- calcCurrentCouponDate(JulianDate) - Method in class org.drip.product.definition.Bond
-
Returns the coupon date for the period containing the specified date
- calcCurrentCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.credit.BondComponent
-
- calcCurrentCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.definition.Bond
-
Returns the coupon rate for the period corresponding to the specified date
- calcCustomScenarioMeasures(ValuationParams, PricerParams, MarketParams, String, QuotingParams, Map<String, Double>) - Method in class org.drip.product.definition.BasketProduct
-
- calcCustomScenarioMeasures(ValuationParams, PricerParams, MarketParams, String, QuotingParams, Map<String, Double>) - Method in class org.drip.product.definition.Component
-
Generates a full list of custom measures for the set of scenario market parameters present in
the org.drip.param.definition.MarketParams
- calcDCBasis(ValuationParams, DiscountCurve, DiscountCurve, double, double, boolean) - Method in class org.drip.product.definition.FXForward
-
Calculates the basis to either the numerator or the denominator discount curve
- calcDCBasis(ValuationParams, DiscountCurve, DiscountCurve, double, double, boolean) - Method in class org.drip.product.fx.FXForwardContract
-
- calcDiscountMarginFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Bond Basis to Work-out
- calcDiscountMarginFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Bond Basis to maturity
- calcDiscountMarginFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from credit basis to Work-out
- calcDiscountMarginFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from credit basis to Maturity
- calcDiscountMarginFromGSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromGSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from G Spread to Work-out
- calcDiscountMarginFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from G Spread to Maturity
- calcDiscountMarginFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Option Adjusted Spread to Work-out
- calcDiscountMarginFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Option Adjusted Spread to maturity
- calcDiscountMarginFromParASW(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromParASW(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Par ASW to Work-out
- calcDiscountMarginFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Par ASW to Maturity
- calcDiscountMarginFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Discount Margin from PECS to Work-out
- calcDiscountMarginFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Discount Margin from PECS to Maturity
- calcDiscountMarginFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin to Work-out from price
- calcDiscountMarginFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin to maturity from price
- calcDiscountMarginFromTSYSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromTSYSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from spread treasury benchmark to Work-out
- calcDiscountMarginFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from spread treasury benchmark to Maturity
- calcDiscountMarginFromYield(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYield(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Work-out Yield
- calcDiscountMarginFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Yield to maturity
- calcDiscountMarginFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Yield Spread to Work-out
- calcDiscountMarginFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Yield Spread to maturity
- calcDiscountMarginFromYTM(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromYTM(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Yield to maturity
- calcDiscountMarginFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDiscountMarginFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Z Spread to Work-out
- calcDiscountMarginFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Z Spread to maturity
- calcDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Bond Basis to Work-out
- calcDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Bond Basis to maturity
- calcDurationFromCreditBasis(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromCreditBasis(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from credit basis to Work-out
- calcDurationFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from credit basis to Maturity
- calcDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from Discount Margin to Work-out
- calcDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from Discount Margin to Maturity
- calcDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from G Spread to Work-out
- calcDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from G Spread to Maturity
- calcDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from I Spread to Work-out
- calcDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from I Spread to Maturity
- calcDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Option Adjusted Spread to Work-out
- calcDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Option Adjusted Spread to maturity
- calcDurationFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from Par ASW to Work-out
- calcDurationFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from Par ASW to Maturity
- calcDurationFromPECS(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromPECS(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Duration from PECS to Work-out
- calcDurationFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Duration from PECS to Maturity
- calcDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration to Work-out from price
- calcDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration to maturity from price
- calcDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from spread treasury benchmark to Work-out
- calcDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from spread treasury benchmark to Maturity
- calcDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Work-out Yield
- calcDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Yield to maturity
- calcDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Yield Spread to Work-out
- calcDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Duration from Yield Spread to maturity
- calcDurationFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Yield to maturity
- calcDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Z Spread to Work-out
- calcDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Z Spread to maturity
- calcExerciseBondBasisFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from credit basis to Exercise
- calcExerciseBondBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Discount Margin to Exercise
- calcExerciseBondBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from G Spread to Exercise
- calcExerciseBondBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from I Spread to Exercise
- calcExerciseBondBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Option Adjusted Spread to Exercise
- calcExerciseBondBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Par ASW to Exercise
- calcExerciseBondBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from PECS to Exercise
- calcExerciseBondBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis to exercise from price
- calcExerciseBondBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from spread treasury benchmark to Exercise
- calcExerciseBondBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Basis from yield to exercise
- calcExerciseBondBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Yield Spread to Exercise
- calcExerciseBondBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseBondBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Basis from Z Spread to Exercise
- calcExerciseConvexityFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Bond Basis to exercise
- calcExerciseConvexityFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from credit basis to Exercise
- calcExerciseConvexityFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Discount Margin to Exercise
- calcExerciseConvexityFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from G Spread to Exercise
- calcExerciseConvexityFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from I Spread to Exercise
- calcExerciseConvexityFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Option Adjusted Spread to exercise
- calcExerciseConvexityFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Par ASW to Exercise
- calcExerciseConvexityFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Convexity from credit basis to Exercise
- calcExerciseConvexityFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity to exercise from price
- calcExerciseConvexityFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from spread treasury benchmark to Exercise
- calcExerciseConvexityFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Yield to exercise
- calcExerciseConvexityFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Yield Spread to exercise
- calcExerciseConvexityFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseConvexityFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond convexity from Z Spread to exercise
- calcExerciseCreditBasisFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Bond Basis to exercise
- calcExerciseCreditBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from Discount Margin to Exercise
- calcExerciseCreditBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from G Spread to Exercise
- calcExerciseCreditBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from I Spread to Exercise
- calcExerciseCreditBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Option Adjusted Spread to exercise
- calcExerciseCreditBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from Par ASW to Exercise
- calcExerciseCreditBasisFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Credit Basis from PECS to Exercise
- calcExerciseCreditBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis to exercise from price
- calcExerciseCreditBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Credit Basis from spread treasury benchmark to Exercise
- calcExerciseCreditBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Yield to exercise
- calcExerciseCreditBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Yield Spread to exercise
- calcExerciseCreditBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseCreditBasisFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond credit basis from Z Spread to exercise
- calcExerciseDiscountMarginFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Bond Basis to exercise
- calcExerciseDiscountMarginFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from credit basis to Exercise
- calcExerciseDiscountMarginFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from G Spread to Exercise
- calcExerciseDiscountMarginFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Option Adjusted Spread to exercise
- calcExerciseDiscountMarginFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Par ASW to Exercise
- calcExerciseDiscountMarginFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Discount Margin from PECS to Exercise
- calcExerciseDiscountMarginFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin to exercise from price
- calcExerciseDiscountMarginFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from spread treasury benchmark to Exercise
- calcExerciseDiscountMarginFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Yield to exercise
- calcExerciseDiscountMarginFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Yield Spread to exercise
- calcExerciseDiscountMarginFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDiscountMarginFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Discount Margin from Z Spread to exercise
- calcExerciseDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Bond Basis to exercise
- calcExerciseDurationFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from credit basis to Exercise
- calcExerciseDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from Discount Margin to Exercise
- calcExerciseDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from G Spread to Exercise
- calcExerciseDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from I Spread to Exercise
- calcExerciseDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Option Adjusted Spread to exercise
- calcExerciseDurationFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Duration from Par ASW to Exercise
- calcExerciseDurationFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Duration from PECS to Exercise
- calcExerciseDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration to exercise from price
- calcExerciseDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from spread treasury benchmark to Exercise
- calcExerciseDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Yield to exercise
- calcExerciseDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Duration from Yield Spread to exercise
- calcExerciseDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseDurationFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond duration from Z Spread to exercise
- calcExerciseGSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Bond Basis to Exercise
- calcExerciseGSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from credit basis to Exercise
- calcExerciseGSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Discount Margin to Exercise
- calcExerciseGSpreadFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from I Spread to Exercise
- calcExerciseGSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Option Adjusted Spread to Exercise
- calcExerciseGSpreadFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Par ASW to Exercise
- calcExerciseGSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond G Spread from PECS to Exercise
- calcExerciseGSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G spread to exercise from price
- calcExerciseGSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from spread treasury benchmark to Exercise
- calcExerciseGSpreadFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G spread from Yield to exercise
- calcExerciseGSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Yield Spread to Exercise
- calcExerciseGSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseGSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Z Spread to Exercise
- calcExerciseISpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Bond Basis to exercise
- calcExerciseISpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from credit basis to Exercise
- calcExerciseISpreadFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from G Spread to Exercise
- calcExerciseISpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Option Adjusted Spread to exercise
- calcExerciseISpreadFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Par ASW to Exercise
- calcExerciseISpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond I Spread from PECS to Exercise
- calcExerciseISpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I spread to exercise from price
- calcExerciseISpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from spread treasury benchmark to Exercise
- calcExerciseISpreadFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I spread from Yield to exercise
- calcExerciseISpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Yield Spread to exercise
- calcExerciseISpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseISpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Z Spread to exercise
- calcExerciseOASFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Bond Basis to exercise
- calcExerciseOASFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from credit basis to Exercise
- calcExerciseOASFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Discount Margin to Exercise
- calcExerciseOASFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from G Spread to Exercise
- calcExerciseOASFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from I Spread to Exercise
- calcExerciseOASFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Par ASW to Exercise
- calcExerciseOASFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from PECS to Exercise
- calcExerciseOASFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted spread to exercise from price
- calcExerciseOASFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from spread treasury benchmark to Exercise
- calcExerciseOASFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from yield to exercise
- calcExerciseOASFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Yield Spread to exercise
- calcExerciseOASFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseOASFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond OAS from Z Spread to Exercise
- calcExerciseParASWFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Par ASW from Bond Basis to exercise
- calcExerciseParASWFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from credit basis to Exercise
- calcExerciseParASWFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Par ASW from Discount Margin to Exercise
- calcExerciseParASWFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Par ASW from G Spread to Exercise
- calcExerciseParASWFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Par ASW from I Spread to Exercise
- calcExerciseParASWFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from Option Adjusted Spread to exercise
- calcExerciseParASWFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Par ASW from PECS to Exercise
- calcExerciseParASWFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW to exercise from price
- calcExerciseParASWFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from spread treasury benchmark to Exercise
- calcExerciseParASWFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from Yield to exercise
- calcExerciseParASWFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Par ASW from Yield Spread to exercise
- calcExerciseParASWFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseParASWFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from Z Spread to exercise
- calcExercisePECSFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Bond Basis to exercise
- calcExercisePECSFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from credit basis to Exercise
- calcExercisePECSFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Discount Margin to Exercise
- calcExercisePECSFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from G Spread to Exercise
- calcExercisePECSFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from I Spread to Exercise
- calcExercisePECSFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Option Adjusted Spread to exercise
- calcExercisePECSFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Par ASW to Exercise
- calcExercisePECSFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS to exercise from price
- calcExercisePECSFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from spread treasury benchmark to Exercise
- calcExercisePECSFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Yield to exercise
- calcExercisePECSFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Yield Spread to exercise
- calcExercisePECSFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePECSFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Z Spread to exercise
- calcExercisePriceFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Bond Basis to Exercise
- calcExercisePriceFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from credit basis to Exercise
- calcExercisePriceFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Discount Margin to Exercise
- calcExercisePriceFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from G Spread to Exercise
- calcExercisePriceFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from I Spread to Exercise
- calcExercisePriceFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Option Adjusted Spread to Exercise
- calcExercisePriceFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Par ASW to Exercise
- calcExercisePriceFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Price from PECS to Exercise
- calcExercisePriceFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from spread treasury benchmark to Exercise
- calcExercisePriceFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from exercise yield
- calcExercisePriceFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Yield Spread to Exercise
- calcExercisePriceFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExercisePriceFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Z Spread to Exercise
- calcExerciseTSYSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Bond Basis to exercise
- calcExerciseTSYSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from credit basis to Exercise
- calcExerciseTSYSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from Discount Margin to Exercise
- calcExerciseTSYSpreadFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from G Spread to Exercise
- calcExerciseTSYSpreadFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from I Spread to Exercise
- calcExerciseTSYSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Option Adjusted Spread to exercise
- calcExerciseTSYSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury Benchmark from Par ASW to Exercise
- calcExerciseTSYSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Spread to Treasury from PECS to Exercise
- calcExerciseTSYSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury to exercise from price
- calcExerciseTSYSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from exercise Yield
- calcExerciseTSYSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Yield Spread to exercise
- calcExerciseTSYSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseTSYSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Z Spread to exercise
- calcExerciseYieldFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Bond Basis to Exercise
- calcExerciseYieldFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from credit basis to Exercise
- calcExerciseYieldFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Discount Margin to Exercise
- calcExerciseYieldFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from G Spread to Exercise
- calcExerciseYieldFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from I Spread to Exercise
- calcExerciseYieldFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Option Adjusted Spread to Exercise
- calcExerciseYieldFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Par ASW to Exercise
- calcExerciseYieldFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Yield from PECS to Exercise
- calcExerciseYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield to exercise from price
- calcExerciseYieldFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from spread treasury benchmark to Exercise
- calcExerciseYieldFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Yield Spread to Exercise
- calcExerciseYieldFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Z Spread to Exercise
- calcExerciseYieldSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Yield Spread from Bond Basis to Exercise
- calcExerciseYieldSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from credit basis to Exercise
- calcExerciseYieldSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Discount Margin to Exercise
- calcExerciseYieldSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from G Spread to Exercise
- calcExerciseYieldSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from I Spread to Exercise
- calcExerciseYieldSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Option Adjusted Spread to Exercise
- calcExerciseYieldSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Par ASW to Exercise
- calcExerciseYieldSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from PECS to Exercise
- calcExerciseYieldSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread to exercise from price
- calcExerciseYieldSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from spread treasury benchmark to Exercise
- calcExerciseYieldSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from yield to exercise
- calcExerciseYieldSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseYieldSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Z Spread to Exercise
- calcExerciseZSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Bond Basis to exercise
- calcExerciseZSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from credit basis to Exercise
- calcExerciseZSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Discount Margin to Exercise
- calcExerciseZSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from G Spread to Exercise
- calcExerciseZSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from I Spread to Exercise
- calcExerciseZSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond z spread to exercise from OAS
- calcExerciseZSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Par ASW to Exercise
- calcExerciseZSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Z Spread from PECS to Exercise
- calcExerciseZSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond z spread to exercise from price
- calcExerciseZSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from spread treasury benchmark to Exercise
- calcExerciseZSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from yield to exercise
- calcExerciseZSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcExerciseZSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Yield Spread to exercise
- CalcFullBondAnalytics(MarketParams, JulianDate, double, double) - Static method in class org.drip.service.env.BondManager
-
Calculates the full set of bond measures for all available bonds given the same bid and ask prices.
- calcGSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Bond Basis to Work-out
- calcGSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Bond Basis to Maturity
- calcGSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from credit basis to Work-out
- calcGSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from credit basis to Maturity
- calcGSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Discount Margin to Work-out
- calcGSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Discount Margin to Maturity
- calcGSpreadFromISpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromISpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from I Spread to Work-out
- calcGSpreadFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from I Spread to Maturity
- calcGSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Option Adjusted Spread to Work-out
- calcGSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Option Adjusted Spread to Maturity
- calcGSpreadFromParASW(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromParASW(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Par ASW to Work-out
- calcGSpreadFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Par ASW to Maturity
- calcGSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond G Spread from PECS to Work-out
- calcGSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond G Spread from PECS to Maturity
- calcGSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G spread to Work-out from price
- calcGSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G spread to maturity from price
- calcGSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from spread treasury benchmark to Work-out
- calcGSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from spread treasury benchmark to Maturity
- calcGSpreadFromYield(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYield(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G spread from Work-out Yield
- calcGSpreadFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G spread from Yield to maturity
- calcGSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Yield Spread to Work-out
- calcGSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Yield Spread to Maturity
- calcGSpreadFromYTM(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromYTM(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G spread from Yield to maturity
- calcGSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcGSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Z Spread to Work-out
- calcGSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond G Spread from Z Spread to Maturity
- calcHazard(JulianDate, JulianDate) - Method in class org.drip.analytics.curve.CalibratedCreditCurve
-
- calcHazard(JulianDate) - Method in class org.drip.analytics.curve.CalibratedCreditCurve
-
- calcHazard(String) - Method in class org.drip.analytics.curve.CalibratedCreditCurve
-
- calcHazard(JulianDate, JulianDate) - Method in class org.drip.analytics.definition.CreditCurve
-
Calculates the hazard rate between a pair of forward dates
- calcHazard(JulianDate) - Method in class org.drip.analytics.definition.CreditCurve
-
Calculates the hazard rate to the given date
- calcHazard(String) - Method in class org.drip.analytics.definition.CreditCurve
-
Calculates the hazard rate to the given tenor
- calcImpliedRate(double, double) - Method in class org.drip.analytics.curve.CalibratedDiscountCurve
-
- calcImpliedRate(double) - Method in class org.drip.analytics.curve.CalibratedDiscountCurve
-
- calcImpliedRate(String) - Method in class org.drip.analytics.curve.CalibratedDiscountCurve
-
- calcImpliedRate(String, String) - Method in class org.drip.analytics.curve.CalibratedDiscountCurve
-
- calcImpliedRate(double, double) - Method in class org.drip.analytics.curve.DerivedZeroCurve
-
- calcImpliedRate(double) - Method in class org.drip.analytics.curve.DerivedZeroCurve
-
- calcImpliedRate(String) - Method in class org.drip.analytics.curve.DerivedZeroCurve
-
- calcImpliedRate(String, String) - Method in class org.drip.analytics.curve.DerivedZeroCurve
-
- calcImpliedRate(double, double) - Method in class org.drip.analytics.definition.DiscountCurve
-
Computes the implied rate between 2 dates
- calcImpliedRate(double) - Method in class org.drip.analytics.definition.DiscountCurve
-
Calculates the implied rate to the given date
- calcImpliedRate(String) - Method in class org.drip.analytics.definition.DiscountCurve
-
Calculates the implied rate to the given tenor
- calcImpliedRate(String, String) - Method in class org.drip.analytics.definition.DiscountCurve
-
Calculate the implied rate between 2 tenors
- calcISpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Bond Basis to Work-out
- calcISpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Bond Basis to maturity
- calcISpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from credit basis to Work-out
- calcISpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from credit basis to Maturity
- calcISpreadFromGSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromGSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from G Spread to Work-out
- calcISpreadFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from G Spread to Maturity
- calcISpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Option Adjusted Spread to Work-out
- calcISpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Option Adjusted Spread to maturity
- calcISpreadFromParASW(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromParASW(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Par ASW to Work-out
- calcISpreadFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Par ASW to Maturity
- calcISpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond I Spread from PECS to Work-out
- calcISpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond I Spread from PECS to Maturity
- calcISpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I spread to Work-out from price
- calcISpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I spread to maturity from price
- calcISpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from spread treasury benchmark to Work-out
- calcISpreadFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from spread treasury benchmark to Maturity
- calcISpreadFromYield(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYield(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I spread from Work-out Yield
- calcISpreadFromYield(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I spread from Yield to maturity
- calcISpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Yield Spread to Work-out
- calcISpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Yield Spread to maturity
- calcISpreadFromYTM(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromYTM(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I spread from Yield to maturity
- calcISpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcISpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Z Spread to Work-out
- calcISpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond I Spread from Z Spread to maturity
- CalcMarketMeasuresForTicker(String, MarketParams, JulianDate) - Static method in class org.drip.service.env.BondManager
-
Calculates the bond measures corresponding to the bonds in the ticker from their market prices
- calcMeasures(ValuationParams, PricerParams, MarketParams, QuotingParams) - Method in class org.drip.product.definition.BasketProduct
-
Generates a full list of the basket product measures for the set of scenario market parameters present
in the org.drip.param.definition.MarketParams
- calcMeasures(ValuationParams, PricerParams, MarketParams, QuotingParams) - Method in class org.drip.product.definition.Component
-
Generates a full list of the component measures for the set of scenario market parameters present in
the org.drip.param.definition.MarketParams
- CalcMeasuresForTicker(String, MarketParams, JulianDate, double, double) - Static method in class org.drip.service.env.BondManager
-
Calculates the bond measures corresponding to the bonds in the ticker from the given price
- calcMeasureValue(ValuationParams, PricerParams, BasketMarketParams, QuotingParams, String) - Method in class org.drip.product.definition.BasketProduct
-
Calculates the value of the given basket product measure
- calcMeasureValue(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, String) - Method in class org.drip.product.definition.Component
-
Calculates the value of the given component measure
- calcNextCouponDate(JulianDate) - Method in class org.drip.product.credit.BondComponent
-
- calcNextCouponDate(JulianDate) - Method in class org.drip.product.definition.Bond
-
Returns the coupon date for the period subsequent to the specified date
- calcNextCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.credit.BondComponent
-
- calcNextCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.definition.Bond
-
Returns the coupon rate for the period subsequent to the specified date
- calcNextValidExerciseDateOfType(JulianDate, boolean) - Method in class org.drip.product.credit.BondComponent
-
- calcNextValidExerciseDateOfType(JulianDate, boolean) - Method in class org.drip.product.definition.Bond
-
Returns the next exercise info of the given exercise type (call/put) subsequent to the specified date
- calcNextValidExerciseInfo(JulianDate) - Method in class org.drip.product.credit.BondComponent
-
- calcNextValidExerciseInfo(JulianDate) - Method in class org.drip.product.definition.Bond
-
Returns the next exercise info subsequent to the specified date
- calcOASFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Bond Basis to work-out
- calcOASFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Bond Basis to maturity
- calcOASFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from credit basis to Work-out
- calcOASFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from credit basis to Maturity
- calcOASFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Discount Margin to Work-out
- calcOASFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Discount Margin to Maturity
- calcOASFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from G Spread to Work-out
- calcOASFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from G Spread to Maturity
- calcOASFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from I Spread to Work-out
- calcOASFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from I Spread to Maturity
- calcOASFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Par ASW to Work-out
- calcOASFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Par ASW to Maturity
- calcOASFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Option Adjusted Spread from PECS to Work-out
- calcOASFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from PECS to Maturity
- calcOASFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted spread to Work-out from price
- calcOASFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted spread to maturity from price
- calcOASFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from spread treasury benchmark to Work-out
- calcOASFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from spread treasury benchmark to Maturity
- calcOASFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Yield to work-out
- calcOASFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from yield to maturity
- calcOASFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Yield Spread to work-out
- calcOASFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from Yield Spread to maturity
- calcOASFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Option Adjusted Spread from yield to maturity
- calcOASFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcOASFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Option Adjusted Spread from Z Spread to Work-out
- calcOASFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond OAS from Z Spread to Maturity
- calcParASWFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Par ASW from Bond Basis to Work-out
- calcParASWFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Par ASW from Bond Basis to maturity
- calcParASWFromCreditBasis(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromCreditBasis(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from credit basis to Work-out
- calcParASWFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from credit basis to Maturity
- calcParASWFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Par ASW from Discount Margin to Work-out
- calcParASWFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Par ASW from Discount Margin to Maturity
- calcParASWFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Par ASW from G Spread to Work-out
- calcParASWFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Par ASW from G Spread to Maturity
- calcParASWFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Par ASW from I Spread to Work-out
- calcParASWFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Par ASW from I Spread to Maturity
- calcParASWFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from Option Adjusted Spread to Work-out
- calcParASWFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from Option Adjusted Spread to maturity
- calcParASWFromPECS(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromPECS(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Par ASW from PECS to Work-out
- calcParASWFromPECS(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Par ASW from credit basis to Maturity
- calcParASWFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW to Work-out from price
- calcParASWFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW to maturity from price
- calcParASWFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from spread treasury benchmark to Work-out
- calcParASWFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from spread treasury benchmark to Maturity
- calcParASWFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from Work-out Yield
- calcParASWFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from Yield to maturity
- calcParASWFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Par ASW from Yield Spread to Work-out
- calcParASWFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Par ASW from Yield Spread to maturity
- calcParASWFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from Yield to maturity
- calcParASWFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcParASWFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from Z Spread to Work-out
- calcParASWFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond par ASW from Z Spread to maturity
- calcPECSFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Bond Basis to Work-out
- calcPECSFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Bond Basis to maturity
- calcPECSFromCreditBasis(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromCreditBasis(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from credit basis to Work-out
- calcPECSFromCreditBasis(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from credit basis to Maturity
- calcPECSFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Discount Margin to Work-out
- calcPECSFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Discount Margin to Maturity
- calcPECSFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from G Spread to Work-out
- calcPECSFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from G Spread to Maturity
- calcPECSFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from I Spread to Work-out
- calcPECSFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from I Spread to Maturity
- calcPECSFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Option Adjusted Spread to Work-out
- calcPECSFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Option Adjusted Spread to maturity
- calcPECSFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Par ASW to Work-out
- calcPECSFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Par ASW to Maturity
- calcPECSFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS to Work-out from price
- calcPECSFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS to maturity from price
- calcPECSFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from spread treasury benchmark to Work-out
- calcPECSFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from spread treasury benchmark to Maturity
- calcPECSFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Yield to work-out
- calcPECSFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Yield to maturity
- calcPECSFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Yield Spread to Work-out
- calcPECSFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Yield Spread to maturity
- calcPECSFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Yield to maturity
- calcPECSFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPECSFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Z Spread to Work-out
- calcPECSFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond PECS from Z Spread to maturity
- calcPreviousCouponDate(JulianDate) - Method in class org.drip.product.credit.BondComponent
-
- calcPreviousCouponDate(JulianDate) - Method in class org.drip.product.definition.Bond
-
Returns the coupon date for the period prior to the specified date
- calcPreviousCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.credit.BondComponent
-
- calcPreviousCouponRate(JulianDate, ComponentMarketParams) - Method in class org.drip.product.definition.Bond
-
Returns the coupon rate for the period prior to the specified date
- calcPriceFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Bond Basis to Work-out
- calcPriceFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Bond Basis to Maturity
- calcPriceFromBumpedCC(ValuationParams, ComponentMarketParams, double, double, double, boolean) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBumpedCC(ValuationParams, ComponentMarketParams, double, double, double, boolean) - Method in class org.drip.product.definition.Bond
-
Calculate the bond's credit risky theoretical price from the bumped credit curve
- calcPriceFromBumpedDC(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBumpedDC(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond's non-credit risky theoretical price from the bumped discount curve
- calcPriceFromBumpedZC(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromBumpedZC(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond's non-credit risky theoretical price from the bumped zero curve
- calcPriceFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from credit basis to Work-out
- calcPriceFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from credit basis to Maturity
- calcPriceFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Discount Margin to Work-out
- calcPriceFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Discount Margin to Maturity
- calcPriceFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from G Spread to Work-out
- calcPriceFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from G Spread to Maturity
- calcPriceFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from I Spread to Work-out
- calcPriceFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from I Spread to Maturity
- calcPriceFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Option Adjusted Spread to Work-out
- calcPriceFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Option Adjusted Spread to Maturity
- calcPriceFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Par ASW to Work-out
- calcPriceFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Par ASW to Maturity
- calcPriceFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Price from PECS to Work-out
- calcPriceFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Price from PECS to Maturity
- calcPriceFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from spread treasury benchmark to Work-out
- calcPriceFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from spread treasury benchmark to Maturity
- calcPriceFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from yield to work-out
- calcPriceFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from yield to maturity
- calcPriceFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Yield Spread to Work-out
- calcPriceFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Yield Spread to Maturity
- calcPriceFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from yield to maturity
- calcPriceFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcPriceFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Z Spread to Work-out
- calcPriceFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond price from Z Spread to Maturity
- CalcRateIndex(String, int) - Static method in class org.drip.analytics.support.AnalyticsHelper
-
Calculates the rate index from the coupon currency and the frequency
- calcTSYSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Bond Basis to Work-out
- calcTSYSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Bond Basis to maturity
- calcTSYSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from credit basis to Work-out
- calcTSYSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from credit basis to Maturity
- calcTSYSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from Discount Margin to Work-out
- calcTSYSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from Discount Margin to Maturity
- calcTSYSpreadFromGSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromGSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from G Spread to Work-out
- calcTSYSpreadFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from G Spread to Maturity
- calcTSYSpreadFromISpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromISpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from I Spread to Work-out
- calcTSYSpreadFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury from I Spread to Maturity
- calcTSYSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Option Adjusted Spread to Work-out
- calcTSYSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Option Adjusted Spread to maturity
- calcTSYSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury Benchmark from Par ASW to Work-out
- calcTSYSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Spread to Treasury Benchmark from Par ASW to Maturity
- calcTSYSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Spread to Treasury from PECS to Work-out
- calcTSYSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Spread to Treasury from PECS to Maturity
- calcTSYSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury to Work-out from price
- calcTSYSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury to maturity from price
- calcTSYSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Work-out Yield
- calcTSYSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Yield to maturity
- calcTSYSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Yield Spread to Work-out
- calcTSYSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Yield Spread to maturity
- calcTSYSpreadFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Yield to maturity
- calcTSYSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcTSYSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Z Spread to Work-out
- calcTSYSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond spread to treasury from Z Spread to maturity
- calcYieldFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Bond Basis to Work-out
- calcYieldFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Bond Basis to Maturity
- calcYieldFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from credit basis to Work-out
- calcYieldFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from credit basis to Maturity
- calcYieldFromDiscountMargin(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromDiscountMargin(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Discount Margin to Work-out
- calcYieldFromDiscountMargin(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Discount Margin to Maturity
- calcYieldFromGSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromGSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from G Spread to Work-out
- calcYieldFromGSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from G Spread to Maturity
- calcYieldFromISpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromISpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from I Spread to Work-out
- calcYieldFromISpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from I Spread to Maturity
- calcYieldFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Option Adjusted Spread to Work-out
- calcYieldFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Option Adjusted Spread to Maturity
- calcYieldFromParASW(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromParASW(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Par ASW to Work-out
- calcYieldFromParASW(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Par ASW to Maturity
- calcYieldFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Yield from PECS to Work-out
- calcYieldFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Yield from PECS to Maturity
- calcYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield to Work-out from price
- calcYieldFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield to maturity from price
- calcYieldFromTSYSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromTSYSpread(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from spread treasury benchmark to Work-out
- calcYieldFromTSYSpread(ValuationParams, ComponentMarketParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from spread treasury benchmark to Maturity
- calcYieldFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Yield Spread to Work-out
- calcYieldFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Yield Spread to Maturity
- calcYieldFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Z Spread to Work-out
- calcYieldFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield from Z Spread to Maturity
- calcYieldSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Yield Spread from Bond Basis to Work-out
- calcYieldSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Yield Spread from Bond Basis to Maturity
- calcYieldSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from credit basis to Work-out
- calcYieldSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from credit basis to Maturity
- calcYieldSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Discount Margin to Work-out
- calcYieldSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Discount Margin to Maturity
- calcYieldSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from G Spread to Work-out
- calcYieldSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from G Spread to Maturity
- calcYieldSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from I Spread to Work-out
- calcYieldSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from I Spread to Maturity
- calcYieldSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Option Adjusted Spread to Work-out
- calcYieldSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Option Adjusted Spread to Maturity
- calcYieldSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Par ASW to Work-out
- calcYieldSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Par ASW to Maturity
- calcYieldSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from PECS to Work-out
- calcYieldSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from PECS to Maturity
- calcYieldSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread to Work-out from price
- calcYieldSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread to maturity from price
- calcYieldSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from spread treasury benchmark to Work-out
- calcYieldSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from spread treasury benchmark to Maturity
- calcYieldSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Yield to work-out
- calcYieldSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from yield to maturity
- calcYieldSpreadFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from yield to maturity
- calcYieldSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYieldSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Z Spread to Work-out
- calcYieldSpreadFromZSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Yield Spread from Z Spread to Maturity
- calcYTMFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcYTMFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond yield to maturity from price
- calcZSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Bond Basis to work-out
- calcZSpreadFromBondBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Bond Basis to maturity
- calcZSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from credit basis to Work-out
- calcZSpreadFromCreditBasis(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from credit basis to Maturity
- calcZSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Discount Margin to Work-out
- calcZSpreadFromDiscountMargin(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Discount Margin to Maturity
- calcZSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from G Spread to Work-out
- calcZSpreadFromGSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from G Spread to Maturity
- calcZSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from I Spread to Work-out
- calcZSpreadFromISpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from I Spread to Maturity
- calcZSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond z spread to Work-out from OAS
- calcZSpreadFromOAS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond z spread to maturity from OAS
- calcZSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Par ASW to Work-out
- calcZSpreadFromParASW(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Par ASW to Maturity
- calcZSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Z Spread from PECS to Work-out
- calcZSpreadFromPECS(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the Bond Z Spread from PECS to Maturity
- calcZSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond z spread to Work-out from price
- calcZSpreadFromPrice(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond z spread to maturity from price
- calcZSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from spread treasury benchmark to Work-out
- calcZSpreadFromTSYSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from spread treasury benchmark to Maturity
- calcZSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Yield to work-out
- calcZSpreadFromYield(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from yield to maturity
- calcZSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Yield Spread to work-out
- calcZSpreadFromYieldSpread(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from Yield Spread to maturity
- calcZSpreadFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.BondComponent
-
- calcZSpreadFromYTM(ValuationParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.definition.Bond
-
Calculate the bond Z Spread from yield to maturity
- CalenderAPISample() - Static method in class org.drip.service.sample.DayCountAndCalendarAPI
-
Sample demonstrating the calendar API
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- CalenderAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Sample demonstrating the calendar API
- calibDiscCurveSpreadFromPriceNR(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrates the bond Z Spread from the market price using the Newton-Raphson technique.
- calibFlatSpread(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.credit.CDSComponent
-
Calibrates the CDS's flat spread from the calculated up-front points
- calibFlatSpread(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams) - Method in class org.drip.product.definition.CreditDefaultSwap
-
Calibrates the CDS's flat spread from the calculated up-front points
- CalibratableComponent - Class in org.drip.product.definition
-
This abstract class providing implementation of Component interface.
- CalibratableComponent() - Constructor for class org.drip.product.definition.CalibratableComponent
-
- calibrateCreditBasisFromPriceNR(ValuationParams, ComponentMarketParams, double, double, double, boolean) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrates the bond Credit Basis from the market price using the Newton-Raphson technique.
- calibrateDCBasisFromFwdPriceNR(ValuationParams, DiscountCurve, DiscountCurve, double, double, boolean) - Method in class org.drip.product.fx.FXForwardContract.FXBasisCalibrator
-
Calibrates the discount curve basis from FXForward using Newton-Raphson methodology
- CalibratedCreditCurve - Class in org.drip.analytics.curve
-
This class contains the baseline hazard curve holder object.
- CalibratedCreditCurve(double, String, double[], double[], double[], double[], double) - Constructor for class org.drip.analytics.curve.CalibratedCreditCurve
-
Creates a credit curve from hazard rate and recovery rate term structures
- CalibratedCreditCurve(byte[]) - Constructor for class org.drip.analytics.curve.CalibratedCreditCurve
-
CreditCurve de-serialization from input byte array
- CalibratedDiscountCurve - Class in org.drip.analytics.curve
-
This class contains the baseline discount curve holder object.
- CalibratedDiscountCurve(JulianDate, String, double[], double[]) - Constructor for class org.drip.analytics.curve.CalibratedDiscountCurve
-
Boot-straps a discount curve from an array of dates and discount rates
- CalibratedDiscountCurve(byte[]) - Constructor for class org.drip.analytics.curve.CalibratedDiscountCurve
-
DiscountCurve de-serialization from input byte array
- calibrateHazardFromPriceNR(ValuationParams, PricerParams, ComponentMarketParams, QuotingParams, double) - Method in class org.drip.product.credit.CDSComponent.SpreadCalibrator
-
Calibrate the hazard rate from calibration price
- calibrateYieldFromParASWNR(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrates the bond Yield from the market Par ASW using the Newton-Raphson technique.
- calibrateYieldFromPrice(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrates the bond yield from the market price using the root bracketing technique.
- calibrateYieldFromPriceNR(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrates the bond yield from the market price using the Newton-Raphson technique.
- calibrateZSpreadFromPrice(ValuationParams, ComponentMarketParams, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrates the bond Z Spread from the market price using the root bracketing technique.
- calibrateZSpreadFromPrice2(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrates the bond Z Spread from the market price using the root bracketing technique.
- CALIBRATION_TYPE_FLAT_CURVE_NODES - Static variable in class org.drip.product.credit.CDSComponent.SpreadCalibrator
-
- CALIBRATION_TYPE_FLAT_INSTRUMENT_NODE - Static variable in class org.drip.product.credit.CDSComponent.SpreadCalibrator
-
- CALIBRATION_TYPE_NODE_PARALLEL_BUMP - Static variable in class org.drip.product.credit.CDSComponent.SpreadCalibrator
-
- CalibrationParams - Class in org.drip.param.definition
-
Class contains the calibration parameters - the measure to be calibrated, and the type/nature of the
calibration to be performed
- CalibrationParams(String, int, WorkoutInfo) - Constructor for class org.drip.param.definition.CalibrationParams
-
CalibrationParams constructor
- CalibrationParams(byte[]) - Constructor for class org.drip.param.definition.CalibrationParams
-
CalibrationParams de-serialization from input byte array
- calibZeroCurveSpreadFromPriceNR(ValuationParams, ComponentMarketParams, QuotingParams, double, double, double) - Method in class org.drip.product.credit.BondComponent.BondCalibrator
-
Calibrates the bond Z Spread from the market price using the Newton-Raphson technique.
- CALL_NOTICE_PERIOD_DEFAULT - Static variable in class org.drip.product.params.EmbeddedOptionSchedule
-
- CashBuilder - Class in org.drip.product.creator
-
This class contains the suite of helper functions for creating the simple Rates Cash Product.
- CashBuilder() - Constructor for class org.drip.product.creator.CashBuilder
-
- CashComponent - Class in org.drip.product.rates
-
Implementation of the Cash IR product and its contract/valuation details.
- CashComponent(JulianDate, JulianDate, String) - Constructor for class org.drip.product.rates.CashComponent
-
- CashComponent(byte[]) - Constructor for class org.drip.product.rates.CashComponent
-
Cash de-serialization from input byte array
- cashSettleDate(double) - Method in class org.drip.param.valuation.CashSettleParams
-
Constructs and returns the cash settle date from the valuation date
- CashSettleParams - Class in org.drip.param.valuation
-
This implementation is the place-holder for the cash settlement parameters for a given product.
- CashSettleParams(int, String, int) - Constructor for class org.drip.param.valuation.CashSettleParams
-
Constructs the CashSettleParams object from the settle lag and the settle calendar objects
- CashSettleParams(byte[]) - Constructor for class org.drip.param.valuation.CashSettleParams
-
CashSettleParams de-serialization from input byte array
- CC_BASE - Static variable in class org.drip.param.definition.CreditScenarioCurve
-
CC Scenario Base
- CC_FLAT_DN - Static variable in class org.drip.param.definition.CreditScenarioCurve
-
CC Scenario Parallel Down
- CC_FLAT_UP - Static variable in class org.drip.param.definition.CreditScenarioCurve
-
CC Scenario Parallel Up
- CC_RR_FLAT_DN - Static variable in class org.drip.param.definition.CreditScenarioCurve
-
CC Scenario Recovery Parallel Down
- CC_RR_FLAT_UP - Static variable in class org.drip.param.definition.CreditScenarioCurve
-
CC Scenario Recovery Parallel Up
- CC_TENOR_DN - Static variable in class org.drip.param.definition.CreditScenarioCurve
-
CC Scenario Tenor Down
- CC_TENOR_UP - Static variable in class org.drip.param.definition.CreditScenarioCurve
-
CC Scenario Tenor Up
- CDSAPISample() - Static method in class org.drip.service.sample.CreditAnalyticsAPI
-
Sample API demonstrating the display of the CDS coupon and loss cash flow
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- CDSAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Sample demonstrating the creation/usage of the CDS API
- CDSBasket - Class in org.drip.product.credit
-
Class implements the basket default swap product contract details.
- CDSBasket(JulianDate, JulianDate, double, Component[], double[], String) - Constructor for class org.drip.product.credit.CDSBasket
-
Constructs a CDS Basket from the components and their weights
- CDSBasket(byte[]) - Constructor for class org.drip.product.credit.CDSBasket
-
BasketDefaultSwap de-serialization from input byte array
- CDSBasketAPI - Class in org.drip.service.sample
-
Demo of the CDS basket API Sample
- CDSBasketAPI() - Constructor for class org.drip.service.sample.CDSBasketAPI
-
- CDSBasketBuilder - Class in org.drip.product.creator
-
This class contains the suite of helper functions for creating the CDS Basket Product from different
kinds of inputs.
- CDSBasketBuilder() - Constructor for class org.drip.product.creator.CDSBasketBuilder
-
- CDSBuilder - Class in org.drip.product.creator
-
This class contains the suite of helper functions for creating credit default swaps.
- CDSBuilder() - Constructor for class org.drip.product.creator.CDSBuilder
-
- CDSComponent - Class in org.drip.product.credit
-
This class implements the credit default swap product contract details.
- CDSComponent(double, double, double, int, String, String, String, boolean, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, FactorSchedule, double, String, CreditSetting, String) - Constructor for class org.drip.product.credit.CDSComponent
-
Most generic CDS creation functionality
- CDSComponent(byte[]) - Constructor for class org.drip.product.credit.CDSComponent
-
CreditDefaultSwap de-serialization from input byte array
- CDSComponent.SpreadCalibOP - Class in org.drip.product.credit
-
CDS spread calibration output
- CDSComponent.SpreadCalibOP(double, CreditCurve) - Constructor for class org.drip.product.credit.CDSComponent.SpreadCalibOP
-
- CDSComponent.SpreadCalibrator - Class in org.drip.product.credit
-
Implementation of the CDS spread calibrator
- CDSComponent.SpreadCalibrator(CreditDefaultSwap, String, int) - Constructor for class org.drip.product.credit.CDSComponent.SpreadCalibrator
-
Constructor: Constructs the SpreadCalibrator from the CDS parent, and whether the calibration is
off of a single node
- CDSEODMeasuresAPISample() - Static method in class org.drip.service.sample.CDSLiveAndEODAPI
-
Sample demonstrating the calculation of the CDS EOD measures from price
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- CDSEODMeasuresAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Sample demonstrating the calculation of the CDS EOD measures from price
- CDSLiveAndEODAPI - Class in org.drip.service.sample
-
Comprehensive sample class demo'ing the usage of the EOD and Live CDS Curve API functions
- CDSLiveAndEODAPI() - Constructor for class org.drip.service.sample.CDSLiveAndEODAPI
-
- CDSManager - Class in org.drip.service.env
-
Container that holds the EOD and CDS/credit curve information on a per-issuer basis.
- CDSManager() - Constructor for class org.drip.service.env.CDSManager
-
- CDXIdentifier - Class in org.drip.product.params
-
This class implements the creation and the static details of the all the NA, EU, SovX, EMEA, and ASIA
standardized CDS indicies.
- CDXIdentifier(int, int, String, String) - Constructor for class org.drip.product.params.CDXIdentifier
-
Creates the CDX identifier from the CDX index, series, tenor, and the version
- CDXIdentifier(byte[]) - Constructor for class org.drip.product.params.CDXIdentifier
-
CDXIdentifier de-serialization from input byte array
- CDXRefData - Class in org.drip.feed.loader
-
This class contains the functionality to load the standard CDX reference data and definitions, and create
compile time static classes for these definitions.
- CDXRefData() - Constructor for class org.drip.feed.loader.CDXRefData
-
- CDXRefDataHolder - Class in org.drip.product.creator
-
- CDXRefDataHolder() - Constructor for class org.drip.product.creator.CDXRefDataHolder
-
- CDXRefDataParams - Class in org.drip.product.params
-
This class contains all the reference data that corresponds to the contract of a standard CDX.
- CDXRefDataParams() - Constructor for class org.drip.product.params.CDXRefDataParams
-
Empty Default constructor
- CERHoliday - Class in org.drip.analytics.holset
-
- CERHoliday() - Constructor for class org.drip.analytics.holset.CERHoliday
-
- CFFHoliday - Class in org.drip.analytics.holset
-
- CFFHoliday() - Constructor for class org.drip.analytics.holset.CFFHoliday
-
- CHFHoliday - Class in org.drip.analytics.holset
-
- CHFHoliday() - Constructor for class org.drip.analytics.holset.CHFHoliday
-
- CLFHoliday - Class in org.drip.analytics.holset
-
- CLFHoliday() - Constructor for class org.drip.analytics.holset.CLFHoliday
-
- CLUHoliday - Class in org.drip.analytics.holset
-
- CLUHoliday() - Constructor for class org.drip.analytics.holset.CLUHoliday
-
- CNYHoliday - Class in org.drip.analytics.holset
-
- CNYHoliday() - Constructor for class org.drip.analytics.holset.CNYHoliday
-
- COFHoliday - Class in org.drip.analytics.holset
-
- COFHoliday() - Constructor for class org.drip.analytics.holset.COFHoliday
-
- CommitBondsToMem(MarketParams, Statement) - Static method in class org.drip.service.env.BondManager
-
Creates all the bonds, and loads them onto the memory
- compareTo(JulianDate) - Method in class org.drip.analytics.date.JulianDate
-
- Component - Class in org.drip.product.definition
-
This abstract class extends ComponentMarketParamRef.
- Component() - Constructor for class org.drip.product.definition.Component
-
- ComponentCalibrator - Interface in org.drip.analytics.calibration
-
This interface defines the curve calibration methods – bootstrapping the discount rate and the hazard rate
from the individual component quotes.
- ComponentMarketParamRef - Interface in org.drip.product.definition
-
This interface provides stubs for component name, IR curve, credit curve, TSY curve, and EDSF curve needed
to value the component.
- ComponentMarketParams - Class in org.drip.param.definition
-
This abstract class provides stub for the ComponentMarketParamsRef interface.
- ComponentMarketParams() - Constructor for class org.drip.param.definition.ComponentMarketParams
-
- ComponentMarketParamsBuilder - Class in org.drip.param.creator
-
This class implements the various ways of constructing, de-serializing, and building the Component Market
Parameters.
- ComponentMarketParamsBuilder() - Constructor for class org.drip.param.creator.ComponentMarketParamsBuilder
-
- ComponentMarketParamSet - Class in org.drip.param.market
-
This class provides implementation of the ComponentMarketParamsRef interface.
- ComponentMarketParamSet(DiscountCurve, DiscountCurve, DiscountCurve, CreditCurve, ComponentQuote, Map<String, ComponentQuote>, Map<JulianDate, Map<String, Double>>) - Constructor for class org.drip.param.market.ComponentMarketParamSet
-
Creates a CMP with the rates discount curve, the treasury discount curve, the EDSF discount curve, the
credit curve, the component quote, the map of treasury benchmark quotes, and the double map of
date/rate index and fixings
- ComponentMarketParamSet(byte[]) - Constructor for class org.drip.param.market.ComponentMarketParamSet
-
ComponentMarketParams de-serialization from input byte array
- ComponentMeasures - Class in org.drip.analytics.output
-
This class serves as a place holder for analytical single component output measures, optionally across
scenarios.
- ComponentMeasures() - Constructor for class org.drip.analytics.output.ComponentMeasures
-
Empty constructor - all members initialized to NaN or null
- ComponentMeasures(byte[]) - Constructor for class org.drip.analytics.output.ComponentMeasures
-
ComponentOutput de-serialization from input byte array
- ComponentMultiMeasureQuote - Class in org.drip.param.market
-
This class holds the different types of quotes for a given component.
- ComponentMultiMeasureQuote() - Constructor for class org.drip.param.market.ComponentMultiMeasureQuote
-
Constructs an empty component quote from the component
- ComponentMultiMeasureQuote(byte[]) - Constructor for class org.drip.param.market.ComponentMultiMeasureQuote
-
ComponentQuote de-serialization from input byte array
- ComponentQuote - Class in org.drip.param.definition
-
This abstract class holds the different types of quotes for a given component.
- ComponentQuote() - Constructor for class org.drip.param.definition.ComponentQuote
-
- ComponentQuoteBuilder - Class in org.drip.param.creator
-
This class contains the baseline component quote builder object.
- ComponentQuoteBuilder() - Constructor for class org.drip.param.creator.ComponentQuoteBuilder
-
- ConfigLoader - Class in org.drip.param.config
-
This class implements the configuration initialization functionality.
- ConfigLoader() - Constructor for class org.drip.param.config.ConfigLoader
-
- CONHoliday - Class in org.drip.analytics.holset
-
- CONHoliday() - Constructor for class org.drip.analytics.holset.CONHoliday
-
- ConnectToAnalServer(String) - Static method in class org.drip.param.config.ConfigLoader
-
Connects to the analytics server from the connection parameters set in the XML Configuration file
- contains(double) - Method in class org.drip.analytics.period.Period
-
Checks whether the supplied date is inside the period specified
- ContainsFeb29(double, double, int) - Static method in class org.drip.analytics.date.JulianDate
-
Indicates whether there is at least one leap day between 2 given Julian dates
- Convention - Class in org.drip.analytics.daycount
-
This class contains flags that indicate where the holidays are loaded from, as well as the holiday types
and load rules
- Convention() - Constructor for class org.drip.analytics.daycount.Convention
-
- cookCustomCC(String, String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams, boolean, NodeTweakParams, NodeTweakParams, NodeTweakParams, NodeTweakParams) - Method in class org.drip.param.definition.CreditScenarioCurve
-
Cook the credit curve according to the desired tweak parameters
- cookCustomCC(String, String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams, boolean, NodeTweakParams, NodeTweakParams, NodeTweakParams, NodeTweakParams) - Method in class org.drip.param.market.CreditCurveScenarioContainer
-
- cookCustomDC(String, String, ValuationParams, DiscountCurve, DiscountCurve, double[], String[], Map<JulianDate, Map<String, Double>>, QuotingParams, NodeTweakParams, NodeTweakParams, NodeTweakParams) - Method in class org.drip.param.definition.RatesScenarioCurve
-
Cooks a custom discount curve according to the desired tweak parameters
- cookCustomDC(String, String, ValuationParams, DiscountCurve, DiscountCurve, double[], String[], Map<JulianDate, Map<String, Double>>, QuotingParams, NodeTweakParams, NodeTweakParams, NodeTweakParams) - Method in class org.drip.param.market.RatesCurveScenarioContainer
-
- cookScenarioCC(String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams, boolean, int) - Method in class org.drip.param.definition.CreditScenarioCurve
-
Cooks and saves the credit curves corresponding to the scenario specified
- cookScenarioCC(String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams, boolean, int) - Method in class org.drip.param.market.CreditCurveScenarioContainer
-
- cookScenarioDC(ValuationParams, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams, int) - Method in class org.drip.param.definition.RatesScenarioCurve
-
Generates the set of discount curves from the scenario specified, and the instrument quotes
- cookScenarioDC(ValuationParams, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams, int) - Method in class org.drip.param.market.RatesCurveScenarioContainer
-
- COPHoliday - Class in org.drip.analytics.holset
-
- COPHoliday() - Constructor for class org.drip.analytics.holset.COPHoliday
-
- CouponPeriod - Class in org.drip.analytics.period
-
This class extends the period class with a few day-count specific parameters such as: frequency, reset
date, and accrual day-count convention.
- CouponPeriod(double, double, double, double, double, double, int, String, boolean, String, boolean, double, String) - Constructor for class org.drip.analytics.period.CouponPeriod
-
Constructs a CouponPeriod instance from the specified dates
- CouponPeriod(byte[]) - Constructor for class org.drip.analytics.period.CouponPeriod
-
De-serialization of CouponPeriod from byte stream
- CouponPeriodCurveFactors - Class in org.drip.analytics.period
-
This class is an enhancement of the period class using the following period measures: start/end survival
probabilities, start/end notionals, and period start/end discount factor
- CouponPeriodCurveFactors(double, double, double, double, double, double, double, double, double, double, double, double, double, double, double) - Constructor for class org.drip.analytics.period.CouponPeriodCurveFactors
-
Constructs the CouponPeriodCurveFactors class using the corresponding period curve measures.
- CouponPeriodCurveFactors(byte[]) - Constructor for class org.drip.analytics.period.CouponPeriodCurveFactors
-
De-serialization of CouponPeriodCurveFactors from byte stream
- CouponSetting - Class in org.drip.product.params
-
Contains the coupon type, schedule, and the coupon amount for the component.
- CouponSetting(FactorSchedule, String, double, double, double) - Constructor for class org.drip.product.params.CouponSetting
-
Constructs the CouponSetting from the coupon schedule, coupon type, and the coupon amount
- CouponSetting(byte[]) - Constructor for class org.drip.product.params.CouponSetting
-
CouponSetting de-serialization from input byte array
- CRCHoliday - Class in org.drip.analytics.holset
-
- CRCHoliday() - Constructor for class org.drip.analytics.holset.CRCHoliday
-
- createBasisRateShiftedCurve(double[], double[]) - Method in class org.drip.analytics.curve.CalibratedDiscountCurve
-
- createBasisRateShiftedCurve(double[], double[]) - Method in class org.drip.analytics.curve.DerivedZeroCurve
-
- createBasisRateShiftedCurve(double[], double[]) - Method in class org.drip.analytics.definition.DiscountCurve
-
Creates a shifted curve from an array of basis shifts
- CreateBasketMarketParams(Map<String, DiscountCurve>, Map<String, CreditCurve>, Map<String, ComponentQuote>, Map<JulianDate, Map<String, Double>>) - Static method in class org.drip.param.creator.BasketMarketParamsBuilder
-
Constructs the BasketMarketParams object from the map of discount curve, the map of credit curve, and
a double map of date/rate index and fixings.
- CreateBasketMarketParams() - Static method in class org.drip.param.creator.BasketMarketParamsBuilder
-
Constructs the empty BasketMarketParams object.
- CreateBondBasket(String, Bond[], double[], JulianDate, double) - Static method in class org.drip.product.creator.BondBasketBuilder
-
BondBasket constructor
- CreateBondFromCF(String, JulianDate, String, String, int, JulianDate[], double[], double[], boolean) - Static method in class org.drip.product.creator.BondBuilder
-
Creates a bond from custom/user-defined cash flows and coupon conventions
- CreateBondFromParams(TreasuryBenchmark, IdentifierSet, CouponSetting, CurrencySet, FloaterSetting, QuoteConvention, RatesSetting, CreditSetting, TerminationSetting, PeriodSet, NotionalSetting) - Static method in class org.drip.product.creator.BondBuilder
-
Creates the full generic bond object from the complete set of parameters
- CreateBulletSchedule() - Static method in class org.drip.product.params.FactorSchedule
-
Creates factor schedule of flat unit notional
- CreateCash(JulianDate, String, String, String) - Static method in class org.drip.product.creator.CashBuilder
-
Creates a cash product from effective date, tenor, IR curve name, and code.
- CreateCash(JulianDate, JulianDate, String) - Static method in class org.drip.product.creator.CashBuilder
-
Creates a cash product from effective and maturity dates, and the IR cuve
- CreateCash(JulianDate, String, String) - Static method in class org.drip.product.creator.CashBuilder
-
Creates the cash product from the effective date, tenor, and the IR curve name.
- createCC(String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams, boolean) - Method in class org.drip.analytics.calibration.CreditCurveScenarioGenerator
-
Calibrates a create curve
- CreateCCSC(CalibratableComponent[]) - Static method in class org.drip.param.creator.CreditScenarioCurveBuilder
-
Creates CreditScenarioCurve from the array of calibration instruments
- CreateCDS(JulianDate, JulianDate, double, String, CreditSetting, String, boolean) - Static method in class org.drip.product.creator.CDSBuilder
-
Creates the credit default swap from the effective/maturity dates, coupon, IR curve name, and
component credit valuation parameters.
- CreateCDS(JulianDate, JulianDate, double, String, double, String, String, boolean) - Static method in class org.drip.product.creator.CDSBuilder
-
Creates the credit default swap from the effective/maturity dates, coupon, IR curve name, and
credit curve.
- CreateCDS(JulianDate, String, double, String, CreditSetting, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Creates the credit default swap from the effective date, tenor, coupon, IR curve name, and
component credit valuation parameters.
- CreateCDS(JulianDate, String, double, String, String, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Creates the credit default swap from the effective/maturity dates, coupon, IR curve name, and
credit curve.
- CreateCDXIdentifierFromCode(String) - Static method in class org.drip.product.params.CDXIdentifier
-
Creates the CDX Identifier from the CDX Code
- CreateCDXRefDataBuilder(String, String, String, String, String, double, double, double, String, String, boolean, double, int, String, String, int, String, String, String, int, int, String, double, int, int, String, boolean, boolean, boolean, String, String) - Static method in class org.drip.product.params.CDXRefDataParams
-
Creates a CDXRefData instance from valid individual parameters (so no additional validation is
performed).
- CreateComponentMarketParams(DiscountCurve, DiscountCurve, DiscountCurve, CreditCurve, ComponentQuote, Map<String, ComponentQuote>, Map<JulianDate, Map<String, Double>>) - Static method in class org.drip.param.creator.ComponentMarketParamsBuilder
-
Creates a CMP with the rates discount curve, the treasury discount curve, the EDSF discount curve, the
credit curve, the component quote, the map of treasury benchmark quotes, and the double map of
date/rate index and fixings
- CreateComponentQuote() - Static method in class org.drip.param.creator.ComponentQuoteBuilder
-
Constructor: Constructs an Empty Component Quote instance.
- CreateCreditCurve(JulianDate, String, double[], double[], double) - Static method in class org.drip.analytics.creator.CreditCurveBuilder
-
Creates a credit curve from an array of dates and hazard rates
- CreateCreditCurve(double, String, double[], double[], double[], double[], double) - Static method in class org.drip.analytics.creator.CreditCurveBuilder
-
Creates a credit curve from hazard rate and recovery rate term structures
- CreateCreditCurve(String, JulianDate, CalibratableComponent[], DiscountCurve, double[], String[], double, boolean) - Static method in class org.drip.param.creator.CreditScenarioCurveBuilder
-
Calibrates the base credit curve from the input credit instruments, measures, and the quotes
- CreateCreditCurveFromCDSInstruments() - Static method in class org.drip.service.sample.CreditAnalyticsAPI
-
Sample API demonstrating the creation of the Credit Curve from the CDS instruments
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- CreateCustomBond(String, int) - Static method in class org.drip.service.sample.BondAnalyticsAPI
-
Creates a custom named bond from the bond type and parameters
- CreateCustomBond(String, int) - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
-
Creates a custom named bond from the bond type and parameters
- CreateDC(JulianDate, String, double[], double[]) - Static method in class org.drip.analytics.creator.DiscountCurveBuilder
-
Creates a discount curve
- CreateDiscountCurve(JulianDate, String, CalibratableComponent[], double[], String[], Map<JulianDate, Map<String, Double>>) - Static method in class org.drip.param.creator.RatesScenarioCurveBuilder
-
Creates Discount Curve from the Rates Calibration Instruments
- CreateEDF(JulianDate, JulianDate, String) - Static method in class org.drip.product.creator.EDFutureBuilder
-
Creates an EDF product from the effective and maturity dates, and the IR curve
- CreateEDF(JulianDate, String, String) - Static method in class org.drip.product.creator.EDFutureBuilder
-
Creates an EDF product from the effective date, the tenor, and the IR curve
- CreateEDF(String, JulianDate, String) - Static method in class org.drip.product.creator.EDFutureBuilder
-
Creates an EDF product from the effective date, the product code, and the IR curve
- CreateFixingsObject(Bond, JulianDate, double) - Static method in class org.drip.analytics.support.AnalyticsHelper
-
Creates the fixings object from the bond, the valuation date, and the fixing.
- CreateFixingsObject(BondComponent, JulianDate, double) - Static method in class org.drip.service.api.CreditAnalytics
-
Creates the fixings object for the given bond and fix coupon, based off of the period represented by
the specified date
- createFlatCurve(double, boolean, double) - Method in class org.drip.analytics.curve.CalibratedCreditCurve
-
- createFlatCurve(double, boolean, double) - Method in class org.drip.analytics.definition.CreditCurve
-
Creates a flat hazard curve from the inputs
- CreateFromDateDescription(String, String) - Static method in class org.drip.analytics.holiday.Static
-
Creates a static holiday from the date string and the description
- CreateFromDateFactorArray(double[], double[]) - Static method in class org.drip.product.params.FactorSchedule
-
Creates the factor schedule from a matched array of dates and factors
- CreateFromDateFactorDeltaArray(double[], double[]) - Static method in class org.drip.product.params.FactorSchedule
-
Creates the factor schedule from a matched array of dates and factor deltas
- CreateFromDateFactorSet(String, String, int, boolean, boolean, double, boolean, double, String, double) - Static method in class org.drip.product.params.EmbeddedOptionSchedule
-
Creates the EOS from the dates/factors string arrays
- CreateFromDateFactorSet(String, String) - Static method in class org.drip.product.params.FactorSchedule
-
Creates the factor schedule from a matched string array of dates and factors
- CreateFromDDMMMYYYY(String) - Static method in class org.drip.analytics.date.JulianDate
-
Creates a JulianDate from a string containing date in the DDMMYYYY format
- CreateFromFlatRate(JulianDate, String, double) - Static method in class org.drip.analytics.creator.DiscountCurveBuilder
-
Creates a discount curve from the flat rate
- CreateFromResultSet(ResultSet, MarketParams) - Static method in class org.drip.product.creator.BondProductBuilder
-
Creates BondProductBuilder from the SQL ResultSet and the input MPC
- CreateFromResultSet(ResultSet) - Static method in class org.drip.product.creator.BondRefDataBuilder
-
Creates BondRefDataBuilder object from java ResultSet SQL
- CreateFromYMD(int, int, int) - Static method in class org.drip.analytics.date.JulianDate
-
Creates a JulianDate from year, month, and date
- CreateFXBasisCurve(CurrencyPair, JulianDate, double, double[], double[], boolean) - Static method in class org.drip.analytics.creator.FXBasisCurveBuilder
-
Constructs an FXBasis instance from the currency pair, FX Spot, and FX basis parameters
- CreateFXForward(CurrencyPair, JulianDate, JulianDate) - Static method in class org.drip.product.creator.FXForwardBuilder
-
Creates the FXForward object from Currency Pair, effective date, and maturity.
- CreateFXForward(CurrencyPair, JulianDate, String) - Static method in class org.drip.product.creator.FXForwardBuilder
-
Creates the FXForward object from Currency Pair, effective date, and tenor.
- CreateFXForwardCurve(CurrencyPair, JulianDate, double, double[], double[], boolean[]) - Static method in class org.drip.analytics.creator.FXForwardCurveBuilder
-
Creates an FXForwardCurve from the CurrencyPair, FX Spot, and the FX Forward parameters
- CreateFXSpot(JulianDate, CurrencyPair) - Static method in class org.drip.product.creator.FXSpotBuilder
-
Creates the FX spot object from the spot date and the currency pair.
- createIRCurve(ValuationParams, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams) - Method in class org.drip.analytics.calibration.RatesCurveScenarioGenerator
-
Calibrates a discount curve
- CreateIRS(JulianDate, JulianDate, double, String, String, String) - Static method in class org.drip.product.creator.IRSBuilder
-
Creates an IRS product from effective/maturity dates, coupon, and IR curve name/rate index
- CreateIRS(JulianDate, String, double, String, String, String) - Static method in class org.drip.product.creator.IRSBuilder
-
Creates an IRS product from effective date, tenor, coupon, and IR curve name/rate index
- CreateMarketParams() - Static method in class org.drip.param.creator.MarketParamsBuilder
-
Creates MarketParams from the array of calibration instruments
- createParallelHazardShiftedCurve(double) - Method in class org.drip.analytics.curve.CalibratedCreditCurve
-
- createParallelHazardShiftedCurve(double) - Method in class org.drip.analytics.definition.CreditCurve
-
Creates a parallel shifted hazard curve
- createParallelRateShiftedCurve(double) - Method in class org.drip.analytics.curve.CalibratedDiscountCurve
-
- createParallelRateShiftedCurve(double) - Method in class org.drip.analytics.curve.DerivedZeroCurve
-
- createParallelRateShiftedCurve(double) - Method in class org.drip.analytics.definition.DiscountCurve
-
Creates a parallel rate shifted discount curve
- createParallelShiftedCurve(double) - Method in class org.drip.analytics.curve.CalibratedCreditCurve
-
- createParallelShiftedCurve(double) - Method in class org.drip.analytics.curve.CalibratedDiscountCurve
-
- createParallelShiftedCurve(double) - Method in class org.drip.analytics.curve.DerivedFXBasisCurve
-
- createParallelShiftedCurve(double) - Method in class org.drip.analytics.curve.DerivedFXForwardCurve
-
- createParallelShiftedCurve(double) - Method in class org.drip.analytics.curve.DerivedZeroCurve
-
- createParallelShiftedCurve(double) - Method in interface org.drip.analytics.definition.Curve
-
Creates a parallel quote shifted curve
- CreateQuote(String, double) - Static method in class org.drip.param.creator.QuoteBuilder
-
Constructor: Constructs a Quote object from the quote value and the side string.
- CreateSAPC(JulianDate, String, double, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Creates an Standard Asia Pacific CDS contract with full first stub
- CreateSEUC(JulianDate, String, double, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Creates an Standard EU CDS contract with full first stub
- CreateSimpleFixed(String, String, double, int, String, JulianDate, JulianDate, FactorSchedule, FactorSchedule) - Static method in class org.drip.product.creator.BondBuilder
-
Creates a simple fixed bond from parameters
- CreateSimpleFloater(String, String, String, double, String, JulianDate, JulianDate, FactorSchedule, FactorSchedule) - Static method in class org.drip.product.creator.BondBuilder
-
Creates a simple floating rate bond
- CreateSNAC(JulianDate, String, double, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Creates an SNAC style CDS contract with full first stub
- CreateStdValParams(JulianDate, String) - Static method in class org.drip.param.valuation.ValuationParams
-
Create the standard T+2B settle parameters for the given valuation date and calendar
- CreateSTEM(JulianDate, String, double, String, String) - Static method in class org.drip.product.creator.CDSBuilder
-
Creates an Standard Emerging Market CDS contract with full first stub
- createTenorCC(String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams, boolean) - Method in class org.drip.analytics.calibration.CreditCurveScenarioGenerator
-
Creates an array of tenor bumped credit curves
- createTenorCCMap(String, ValuationParams, DiscountCurve, DiscountCurve, DiscountCurve, double[], double, double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams, boolean) - Method in class org.drip.analytics.calibration.CreditCurveScenarioGenerator
-
Creates an tenor named map of tenor bumped credit curves
- createTenorIRCurveMap(ValuationParams, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams) - Method in class org.drip.analytics.calibration.RatesCurveScenarioGenerator
-
Calibrates a tenor map of tenor bumped discount curves
- createTenorIRCurves(ValuationParams, DiscountCurve, DiscountCurve, double[], double, String[], Map<JulianDate, Map<String, Double>>, QuotingParams) - Method in class org.drip.analytics.calibration.RatesCurveScenarioGenerator
-
Calibrates an array of tenor bumped discount curves
- createTweakedCurve(NodeTweakParams) - Method in class org.drip.analytics.curve.CalibratedCreditCurve
-
- createTweakedCurve(NodeTweakParams) - Method in class org.drip.analytics.curve.CalibratedDiscountCurve
-
- createTweakedCurve(NodeTweakParams) - Method in class org.drip.analytics.curve.DerivedFXBasisCurve
-
- createTweakedCurve(NodeTweakParams) - Method in class org.drip.analytics.curve.DerivedFXForwardCurve
-
- createTweakedCurve(NodeTweakParams) - Method in class org.drip.analytics.curve.DerivedZeroCurve
-
- createTweakedCurve(NodeTweakParams) - Method in interface org.drip.analytics.definition.Curve
-
Creates the curve from the tweaked parameters
- CreateValParams(JulianDate, int, String, int) - Static method in class org.drip.param.valuation.ValuationParams
-
Creates the valuation parameters object instance from the valuation date, the cash settle lag, and the
settle calendar.
- CreateZeroCurve(List<Period>, double, double, DiscountCurve, QuotingParams, double) - Static method in class org.drip.analytics.creator.ZeroCurveBuilder
-
ZeroCurve constructor from period, work-out, settle, and quoting parameters
- CREDIT_TWEAK_NODE_MEASURE_HAZARD - Static variable in class org.drip.param.definition.CreditNodeTweakParams
-
Tweak Measure Type of Hazard
- CREDIT_TWEAK_NODE_MEASURE_QUOTE - Static variable in class org.drip.param.definition.CreditNodeTweakParams
-
Tweak Measure Type of Quote
- CREDIT_TWEAK_NODE_PARAM_QUOTE - Static variable in class org.drip.param.definition.CreditNodeTweakParams
-
Tweak Parameter Type of Quote
- CREDIT_TWEAK_NODE_PARAM_RECOVERY - Static variable in class org.drip.param.definition.CreditNodeTweakParams
-
Tweak Parameter Type of Recovery
- CreditAnalytics - Class in org.drip.service.api
-
This class exposes all the CreditAnalytics API to clients – this class is the main functional interface.
- CreditAnalytics() - Constructor for class org.drip.service.api.CreditAnalytics
-
- CreditAnalyticsAPI - Class in org.drip.service.sample
-
Demo of the CDS Analytics API Sample
- CreditAnalyticsAPI() - Constructor for class org.drip.service.sample.CreditAnalyticsAPI
-
- CreditAnalyticsProxy - Class in org.drip.service.bridge
-
Class captures the requests for the Credit Analytics server from the client, formats them, and sends them
to the Credit Analytics Stub.
- CreditAnalyticsProxy() - Constructor for class org.drip.service.bridge.CreditAnalyticsProxy
-
- CreditAnalyticsRegressionEngine - Class in org.drip.regression.sample
-
This sample provides an implementation of the RegressionEngine class.
- CreditAnalyticsRegressionEngine(int, int) - Constructor for class org.drip.regression.sample.CreditAnalyticsRegressionEngine
-
Initializes the Credit Analytics Regression Engine
- CreditAnalyticsStub - Class in org.drip.service.bridge
-
This class receives the requests from the analytics client, and invokes the CreditAnalytics
functionality, and sends the client the results.
- CreditAnalyticsStub() - Constructor for class org.drip.service.bridge.CreditAnalyticsStub
-
- CreditAnalyticsTestSuite - Class in org.drip.tester.functional
-
Comprehensive sample API class demo'ing the usage of the FI functions
- CreditAnalyticsTestSuite() - Constructor for class org.drip.tester.functional.CreditAnalyticsTestSuite
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- CreditComponent - Class in org.drip.product.definition
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Base abstract class that extends CalibratableComponent on top of which all credit components are
implemented.
- CreditComponent() - Constructor for class org.drip.product.definition.CreditComponent
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- CreditCurve - Class in org.drip.analytics.definition
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This class contains the baseline abstract credit curve holder object.
- CreditCurve() - Constructor for class org.drip.analytics.definition.CreditCurve
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- CreditCurveAPISample() - Static method in class org.drip.service.sample.CreditAnalyticsAPI
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Sample API demonstrating the creation/usage of the credit curve from survival and hazard rates
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- CreditCurveAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
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Sample API demonstrating the creation/usage of the credit curve API
- CreditCurveBuilder - Class in org.drip.analytics.creator
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This class contains the baseline credit curve builder object.
- CreditCurveBuilder() - Constructor for class org.drip.analytics.creator.CreditCurveBuilder
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- CreditCurveEODAPISample() - Static method in class org.drip.service.sample.CDSLiveAndEODAPI
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Sample API demonstrating the creation/usage of the credit curve API
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- CreditCurveRegressor - Class in org.drip.regression.sample
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This sample implements the regression set for the Credit Curve.
- CreditCurveRegressor() - Constructor for class org.drip.regression.sample.CreditCurveRegressor
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Do Nothing CreditCurveRegressor constructor.
- CreditCurveScenarioContainer - Class in org.drip.param.market
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This class contains the place holder for the bump parameters and the curves for the different credit curve
scenarios.
- CreditCurveScenarioContainer(CalibratableComponent[], double, double) - Constructor for class org.drip.param.market.CreditCurveScenarioContainer
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Constructs CreditCurveScenarioContainer from the array of calibration instruments, the coupon bump
parameter, and the recovery bump parameter
- CreditCurveScenarioGenerator - Class in org.drip.analytics.calibration
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This calls contains the credit calibration instruments to be used with the component calibrator to produce
scenario credit curves.
- CreditCurveScenarioGenerator(CalibratableComponent[]) - Constructor for class org.drip.analytics.calibration.CreditCurveScenarioGenerator
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Constructs a CreditCurveScenarioGenerator instance from the calibratable instrument array
- CreditDefaultSwap - Class in org.drip.product.definition
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This base abstract class implements the pricing, the valuation, and the RV analytics functionality for the
CDS product.
- CreditDefaultSwap() - Constructor for class org.drip.product.definition.CreditDefaultSwap
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- CreditNodeTweakParams - Class in org.drip.param.definition
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This class contains the place holder for the credit curve scenario tweak parameters, for a given measure,
for either a specific curve node, or the entire curve (flat).
- CreditNodeTweakParams(String, String, int, boolean, double, boolean) - Constructor for class org.drip.param.definition.CreditNodeTweakParams
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CreditNodeTweakParams constructor
- CreditNodeTweakParams(byte[]) - Constructor for class org.drip.param.definition.CreditNodeTweakParams
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CreditNodeTweakParams de-serialization from input byte array
- CreditScenarioCurve - Class in org.drip.param.definition
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This abstract class exposes the bump parameters and the curves for the different credit curve scenarios -
the spread and the recovery bumps, and the credit curve scenario generator object
that wraps the calibration instruments.
- CreditScenarioCurve() - Constructor for class org.drip.param.definition.CreditScenarioCurve
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- CreditScenarioCurveBuilder - Class in org.drip.param.creator
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This class implements the various ways of constructing, de-serializing, and building the Credit Scenario
Curves Container.
- CreditScenarioCurveBuilder() - Constructor for class org.drip.param.creator.CreditScenarioCurveBuilder
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- CreditSetting - Class in org.drip.product.params
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CreditSetting contains the credit related valuation parameters - use default pay lag, use
curve or the component recovery, component recovery, credit curve name, and whether there is accrual
on default
- CreditSetting(int, double, boolean, String, boolean) - Constructor for class org.drip.product.params.CreditSetting
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Constructs the CreditSetting from the default pay lag, use curve or the component
recovery flag, component recovery, credit curve name, and whether there is accrual on default
- CreditSetting(byte[]) - Constructor for class org.drip.product.params.CreditSetting
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CreditSetting de-serialization from input byte array
- CurrencyPair - Class in org.drip.product.params
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CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the
PIP Factor
- CurrencyPair(String, String, String, double) - Constructor for class org.drip.product.params.CurrencyPair
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Constructs the currency pair from the numerator currency, the denominator currency, the quote
currency, and the PIP Factor
- CurrencyPair(byte[]) - Constructor for class org.drip.product.params.CurrencyPair
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CurrencyPair de-serialization from input byte array
- CurrencySet - Class in org.drip.product.params
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This class contains the component's trade, the coupon, and the redemption currencies.
- CurrencySet(String, String, String) - Constructor for class org.drip.product.params.CurrencySet
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Constructs the CurrencySet object from the trade, the coupon, and the redemption currencies.
- CurrencySet(byte[]) - Constructor for class org.drip.product.params.CurrencySet
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CurrencySet de-serialization from input byte array
- CurrentCouponDate(String, JulianDate) - Static method in class org.drip.service.api.CreditAnalytics
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Returns the coupon date for the coupon period current to the specified date for the specified bond
- Curve - Interface in org.drip.analytics.definition
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This is the interface defining the core bootstrapping methods – setting/bumping specific nodes, setting
flat values across all nodes, retrieving specific/collective instrument/node quotes.
- CustomBondAPISample() - Static method in class org.drip.service.sample.BondAnalyticsAPI
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Sample demonstrating the creation/usage of the custom bond API
USE WITH CARE: This sample ignores errors and does not handle exceptions.
- CustomBondAPISample() - Static method in class org.drip.tester.functional.CreditAnalyticsTestSuite
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Sample demonstrating the creation/usage of the custom bond API
- CYPHoliday - Class in org.drip.analytics.holset
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- CYPHoliday() - Constructor for class org.drip.analytics.holset.CYPHoliday
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- CZKHoliday - Class in org.drip.analytics.holset
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- CZKHoliday() - Constructor for class org.drip.analytics.holset.CZKHoliday
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