Package | Description |
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org.drip.analytics.cashflow | |
org.drip.analytics.support |
Modifier and Type | Class and Description |
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class |
ComposableUnitFixedPeriod
ComposableUnitFixedPeriod contains the fixed cash flow periods' composable sub period details.
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class |
ComposableUnitFloatingPeriod
ComposableUnitFloatingPeriod contains the cash flow periods' composable sub period details.
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Modifier and Type | Method and Description |
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ComposableUnitPeriod |
CompositePeriod.enclosingCUP(int iDate)
Return the Unit Period to which the Date belongs
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Modifier and Type | Method and Description |
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java.util.List<ComposableUnitPeriod> |
CompositePeriod.periods()
Retrieve the List of Composable Periods
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Constructor and Description |
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CompositeFixedPeriod(CompositePeriodSetting cps,
java.util.List<ComposableUnitPeriod> lsCUP)
CompositeFixedPeriod Constructor
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CompositeFloatingPeriod(CompositePeriodSetting cps,
java.util.List<ComposableUnitPeriod> lsCUP)
CompositeFloatingPeriod Constructor
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Modifier and Type | Method and Description |
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static java.util.List<ComposableUnitPeriod> |
CompositePeriodBuilder.FixedUnits(int iUnitPeriodStartDate,
int iUnitPeriodEndDate,
UnitCouponAccrualSetting ucas,
ComposableFixedUnitSetting cfus)
Construct the List of Composable Fixed Units from the inputs
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static java.util.List<ComposableUnitPeriod> |
CompositePeriodBuilder.FloatingUnits(int iUnitPeriodStartDate,
int iUnitPeriodEndDate,
ComposableFloatingUnitSetting cfus)
Construct the List of Composable Floating Units from the inputs
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