| Package | Description |
|---|---|
| org.drip.analytics.cashflow | |
| org.drip.analytics.support |
| Modifier and Type | Method and Description |
|---|---|
ReferenceIndexPeriod |
ComposableUnitFloatingPeriod.referenceIndexPeriod()
Retrieve the Reference Index Period
|
| Constructor and Description |
|---|
ComposableUnitFloatingPeriod(int iStartDate,
int iEndDate,
java.lang.String strTenor,
ReferenceIndexPeriod refIndexPeriod,
double dblSpread)
The ComposableUnitFloatingPeriod constructor
|
| Modifier and Type | Method and Description |
|---|---|
static ReferenceIndexPeriod |
CompositePeriodBuilder.MakeReferencePeriod(int iStartDate,
int iEndDate,
ForwardLabel forwardLabel,
int iReferencePeriodArrearsType)
Construct a Reference Period using the Start/End Dates, Fixing DAP, Forward Label, and the Reference
Period Arrears Type
|
static ReferenceIndexPeriod |
CompositePeriodBuilder.MakeReferencePeriod(JulianDate dtStart,
JulianDate dtEnd,
ForwardLabel forwardLabel,
int iReferencePeriodArrearsType)
Construct a Reference Period using the Start/End Dates, Fixing DAP, Forward Label, and the Reference
Period Arrears Type
|