Package | Description |
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org.drip.product.creator | |
org.drip.product.rates |
Modifier and Type | Method and Description |
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static RatesComponent |
CashBuilder.CreateCash(JulianDate dtEffective,
JulianDate dtMaturity,
java.lang.String strIR)
Creates a cash product from effective and maturity dates, and the IR cuve
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static RatesComponent |
CashBuilder.CreateCash(JulianDate dtEffective,
java.lang.String strTenor,
java.lang.String strIR)
Creates the cash product from the effective date, tenor, and the IR curve name.
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static RatesComponent |
CashBuilder.CreateCash(JulianDate dtEffective,
java.lang.String strTenor,
java.lang.String strIR,
java.lang.String strCode)
Creates a cash product from effective date, tenor, IR curve name, and code.
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static RatesComponent |
EDFutureBuilder.CreateEDF(JulianDate dtEffective,
JulianDate dtMaturity,
java.lang.String strIR)
Creates an EDF product from the effective and maturity dates, and the IR curve
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static RatesComponent |
EDFutureBuilder.CreateEDF(JulianDate dtEffective,
java.lang.String strTenor,
java.lang.String strIR)
Creates an EDF product from the effective date, the tenor, and the IR curve
|
static RatesComponent |
EDFutureBuilder.CreateEDF(java.lang.String strFullEDCode,
JulianDate dt,
java.lang.String strIR)
Creates an EDF product from the effective date, the product code, and the IR curve
|
static RatesComponent |
IRSBuilder.CreateIRS(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon,
java.lang.String strIR,
java.lang.String strFloatingRateIndex,
java.lang.String strCalendar)
Creates an IRS product from effective/maturity dates, coupon, and IR curve name/rate index
|
static RatesComponent |
IRSBuilder.CreateIRS(JulianDate dtEffective,
java.lang.String strTenor,
double dblCoupon,
java.lang.String strIR,
java.lang.String strFloatingRateIndex,
java.lang.String strCalendar)
Creates an IRS product from effective date, tenor, coupon, and IR curve name/rate index
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static RatesComponent |
IRSBuilder.FromByteArray(byte[] ab)
Create a IRS Instance from the byte array
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static RatesComponent |
EDFutureBuilder.FromByteArray(byte[] ab)
Create a EDFuture Instance from the byte array
|
static RatesComponent |
CashBuilder.FromByteArray(byte[] ab)
Create a Cash Instance from the byte array
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static RatesComponent[] |
EDFutureBuilder.GenerateEDPack(JulianDate dt,
int iNumEDF,
java.lang.String strCurrency)
Generates a EDF pack with the specified number of contracts
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Modifier and Type | Class and Description |
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class |
CashComponent
Implementation of the Cash IR product and its contract/valuation details.
|
class |
EDFComponent
Implementation of the Euro-dollar future contract/valuation (EDF)
|
class |
IRSComponent
Implements the InterestRateSwap product contract/valuation details.
|