Package | Description |
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org.drip.analytics.cashflow | |
org.drip.analytics.support |
Modifier and Type | Method and Description |
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ReferenceIndexPeriod |
ComposableUnitFloatingPeriod.referenceIndexPeriod()
Retrieve the Reference Index Period
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Constructor and Description |
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ComposableUnitFloatingPeriod(int iStartDate,
int iEndDate,
java.lang.String strTenor,
ReferenceIndexPeriod refIndexPeriod,
double dblSpread)
The ComposableUnitFloatingPeriod constructor
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Modifier and Type | Method and Description |
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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
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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
|