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

Packages that use LossQuadratureMetrics

Package	Description
org.drip.analytics.cashflow
org.drip.analytics.support
org.drip.product.credit
org.drip.product.definition

Uses of LossQuadratureMetrics in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow that return LossQuadratureMetrics

Modifier and Type	Method and Description
static LossQuadratureMetrics	LossQuadratureMetrics.MakeDefaultPeriod(int iStartDate, int iEndDate, double dblAccrualDCF, double dblEffectiveNotional, double dblEffectiveRecovery, MergedDiscountForwardCurve dc, CreditCurve cc, int iDefaultLag) Create an Instance of the LossPeriodCurveFactors using the Period's Dates and Curves to generate the Curve Measures
static LossQuadratureMetrics	LossQuadratureMetrics.MakeDefaultPeriod(int iStartDate, int iEndDate, double dblAccrualDCF, double dblEffectiveNotional, MergedDiscountForwardCurve dc, CreditCurve cc, int iDefaultLag) Create a LossPeriodCurveFactors instance from the period dates and the curve measures

Methods in org.drip.analytics.cashflow that return types with arguments of type LossQuadratureMetrics

Modifier and Type	Method and Description
java.util.List<LossQuadratureMetrics>	CompositePeriod.lossMetrics(CreditComponent comp, ValuationParams valParams, CreditPricerParams pricerParams, int iWorkoutDate, CurveSurfaceQuoteContainer csqs) Create a set of loss period measures

Uses of LossQuadratureMetrics in org.drip.analytics.support

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

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

Uses of LossQuadratureMetrics in org.drip.product.credit

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

Modifier and Type	Method and Description
java.util.List<LossQuadratureMetrics>	CDSComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs)
java.util.List<LossQuadratureMetrics>	BondComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc)
java.util.List<LossQuadratureMetrics>	BondComponent.lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)

Uses of LossQuadratureMetrics in org.drip.product.definition

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

Modifier and Type	Method and Description
java.util.List<LossQuadratureMetrics>	CreditComponent.lossFlow(JulianDate dtSpot, CurveSurfaceQuoteContainer csqc) Generate the loss flow for the credit component based on the pricer parameters
abstract java.util.List<LossQuadratureMetrics>	CreditComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc) Generate the loss flow for the credit component based on the pricer parameters
abstract java.util.List<LossQuadratureMetrics>	Bond.lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Get the bond's loss flow from price