Uses of Class
org.drip.analytics.cashflow.CompositePeriod

Packages that use CompositePeriod

Package	Description
org.drip.analytics.cashflow
org.drip.analytics.support
org.drip.product.credit
org.drip.product.definition
org.drip.product.fx
org.drip.product.govvie
org.drip.product.option
org.drip.product.params
org.drip.product.rates
org.drip.state.curve

Uses of CompositePeriod in org.drip.analytics.cashflow

Subclasses of CompositePeriod in org.drip.analytics.cashflow

Modifier and Type	Class and Description
class	CompositeFixedPeriod CompositeFixedPeriod implements the composed fixed coupon period functionality.
class	CompositeFloatingPeriod CompositeFloatingPeriod implements the composite floating coupon period functionality.

Uses of CompositePeriod in org.drip.analytics.support

Methods in org.drip.analytics.support that return types with arguments of type CompositePeriod

Modifier and Type	Method and Description
static java.util.Set<CompositePeriod>	Helper.AggregateComponentPeriods(Component[] aComp) Aggregate the period lists for an array of components
static java.util.List<CompositePeriod>	CompositePeriodBuilder.FixedCompositeUnit(java.util.List<java.lang.Integer> lsCompositeEdgeDate, CompositePeriodSetting cps, UnitCouponAccrualSetting ucas, ComposableFixedUnitSetting cfus) Construct the List of Composite Fixed Periods from the corresponding composable Fixed Period Units
static java.util.List<CompositePeriod>	CompositePeriodBuilder.FloatingCompositeUnit(java.util.List<java.lang.Integer> lsCompositeEdgeDate, CompositePeriodSetting cps, ComposableFloatingUnitSetting cfus) Construct the List of Composite Floating Period from the corresponding composable Floating Period Units
static java.util.List<CompositePeriod>	Helper.MergePeriodLists(java.util.List<CompositePeriod> lsPeriod1, java.util.List<CompositePeriod> lsPeriod2) Merge two lists of periods

Methods in org.drip.analytics.support with parameters of type CompositePeriod

Modifier and Type	Method and Description
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GenerateDayStepLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, int iPeriodUnit, CurveSurfaceQuoteContainer csqs) Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GeneratePeriodUnitLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, int iPeriodUnit, CurveSurfaceQuoteContainer csqs) Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GenerateWholeLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, CurveSurfaceQuoteContainer csqs) Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods

Method parameters in org.drip.analytics.support with type arguments of type CompositePeriod

Modifier and Type	Method and Description
static java.util.List<CompositePeriod>	Helper.MergePeriodLists(java.util.List<CompositePeriod> lsPeriod1, java.util.List<CompositePeriod> lsPeriod2) Merge two lists of periods
static java.util.List<CompositePeriod>	Helper.MergePeriodLists(java.util.List<CompositePeriod> lsPeriod1, java.util.List<CompositePeriod> lsPeriod2) Merge two lists of periods

Uses of CompositePeriod in org.drip.product.credit

Methods in org.drip.product.credit that return types with arguments of type CompositePeriod

Modifier and Type	Method and Description
java.util.List<CompositePeriod>	CDSComponent.couponPeriods()
java.util.List<CompositePeriod>	BondComponent.couponPeriods()

Uses of CompositePeriod in org.drip.product.definition

Methods in org.drip.product.definition that return types with arguments of type CompositePeriod

Modifier and Type	Method and Description
java.util.List<CompositePeriod>	BasketProduct.couponPeriod() Get the basket product's coupon periods
abstract java.util.List<CompositePeriod>	Component.couponPeriods() Get the Product's Cash Flow Periods

Uses of CompositePeriod in org.drip.product.fx

Methods in org.drip.product.fx that return types with arguments of type CompositePeriod

Modifier and Type	Method and Description
java.util.List<CompositePeriod>	FXForwardComponent.couponPeriods()

Uses of CompositePeriod in org.drip.product.govvie

Methods in org.drip.product.govvie that return types with arguments of type CompositePeriod

Modifier and Type	Method and Description
java.util.List<CompositePeriod>	TreasuryFutures.couponPeriods()

Uses of CompositePeriod in org.drip.product.option

Methods in org.drip.product.option that return types with arguments of type CompositePeriod

Modifier and Type	Method and Description
java.util.List<CompositePeriod>	OptionComponent.couponPeriods()

Uses of CompositePeriod in org.drip.product.params

Methods in org.drip.product.params that return CompositePeriod

Modifier and Type	Method and Description
CompositePeriod	BondStream.firstPeriod() Return the first Coupon period
CompositePeriod	BondStream.lastPeriod() Returns the final Coupon period
CompositePeriod	BondStream.period(int iIndex) Retrieve the period corresponding to the given index

Constructor parameters in org.drip.product.params with type arguments of type CompositePeriod

Constructor and Description
BondStream(java.util.List<CompositePeriod> lsCouponPeriod, int iFinalMaturityDate, java.lang.String strMaturityType) Construct the BondStream instance from the list of coupon periods

Uses of CompositePeriod in org.drip.product.rates

Methods in org.drip.product.rates that return CompositePeriod

Modifier and Type	Method and Description
CompositePeriod	Stream.containingPeriod(int iDate) Retrieve the Period Instance enveloping the specified Date

Methods in org.drip.product.rates that return types with arguments of type CompositePeriod

Modifier and Type	Method and Description
java.util.List<CompositePeriod>	Stream.cashFlowPeriod() Retrieve the Coupon Period List
java.util.List<CompositePeriod>	SingleStreamComponent.couponPeriods()
java.util.List<CompositePeriod>	RatesBasket.couponPeriods()
java.util.List<CompositePeriod>	FloatFloatComponent.couponPeriods()
java.util.List<CompositePeriod>	FixFloatComponent.couponPeriods()
java.util.List<CompositePeriod>	Stream.periods() Retrieve a list of the component's coupon periods

Constructor parameters in org.drip.product.rates with type arguments of type CompositePeriod

Constructor and Description
Stream(java.util.List<CompositePeriod> lsPeriod) Stream constructor

Uses of CompositePeriod in org.drip.state.curve

Method parameters in org.drip.state.curve with type arguments of type CompositePeriod

Modifier and Type	Method and Description
static DerivedZeroRate	DerivedZeroRate.FromBaseCurve(int iFreq, java.lang.String strDayCount, java.lang.String strCalendar, boolean bApplyEOMAdj, java.util.List<CompositePeriod> lsCouponPeriod, int iWorkoutDate, int iValueDate, int iCashPayDate, DiscountCurve dc, double dblBump, ValuationCustomizationParams vcp, SegmentCustomBuilderControl scbc) Construct an Instance from the Input Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromDiscountCurve(int iFreqZC, java.lang.String strDCZC, java.lang.String strCalendarZC, boolean bApplyEOMAdjZC, java.util.List<CompositePeriod> lsCouponPeriod, int iWorkoutDate, int iValueDate, int iCashPayDate, DiscountCurve dc, double dblZCBump, ValuationCustomizationParams vcp, SegmentCustomBuilderControl scbc) Construct an Instance from the Discount Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromGovvieCurve(int iFreqZC, java.lang.String strDCZC, java.lang.String strCalendarZC, boolean bApplyEOMAdjZC, java.util.List<CompositePeriod> lsCouponPeriod, int iWorkoutDate, int iValueDate, int iCashPayDate, GovvieCurve gc, double dblZCBump, ValuationCustomizationParams vcp, SegmentCustomBuilderControl scbc) Construct an Instance from the Govvie Curve and the related Parameters