Uses of Class
org.drip.analytics.date.JulianDate

Packages that use JulianDate

Package	Description
org.drip.analytics.date
org.drip.analytics.definition
org.drip.analytics.eventday
org.drip.analytics.support
org.drip.assetbacked.loan
org.drip.feed.loader
org.drip.feed.transformer
org.drip.historical.attribution
org.drip.historical.engine
org.drip.historical.sensitivity
org.drip.historical.state
org.drip.json.parser
org.drip.market.exchange
org.drip.market.otc
org.drip.param.definition
org.drip.param.market
org.drip.param.valuation
org.drip.product.creator
org.drip.product.credit
org.drip.product.definition
org.drip.product.fra
org.drip.product.fx
org.drip.product.govvie
org.drip.product.option
org.drip.product.params
org.drip.product.rates
org.drip.sample.bloomberg
org.drip.sample.dual
org.drip.sample.forward
org.drip.sample.fra
org.drip.sample.funding
org.drip.service.api
org.drip.service.env
org.drip.service.product
org.drip.service.state
org.drip.service.template
org.drip.state.basis
org.drip.state.creator
org.drip.state.credit
org.drip.state.curve
org.drip.state.discount
org.drip.state.forward
org.drip.state.fx
org.drip.state.govvie
org.drip.state.nonlinear
org.drip.state.repo
org.drip.state.volatility

Uses of JulianDate in org.drip.analytics.date

Methods in org.drip.analytics.date that return JulianDate

Modifier and Type	Method and Description
JulianDate	JulianDate.addBusDays(int iDays, java.lang.String strCalendarSet) Add the given Number of Business Days and return a new JulianDate Instance
JulianDate	JulianDate.addDays(int iDays) Add the given Number of Days and return a JulianDate Instance
JulianDate	JulianDate.addMonths(int iNumMonths) Add the given Number of Months and return a New JulianDate Instance
JulianDate	JulianDate.addTenor(java.lang.String strTenorIn) Add the tenor to the JulianDate to create a new date
JulianDate	JulianDate.addTenorAndAdjust(java.lang.String strTenor, java.lang.String strCalendarSet) Add the Tenor to the JulianDate and Adjust it to create a new Instance
JulianDate	JulianDate.addYears(int iNumYears) Add the given Number of Years and return a new JulianDate Instance
static JulianDate	DateUtil.CreateFromDDMMMYYYY(java.lang.String strDate) Create a JulianDate from a String containing the Date in the DDMMMYYYY Format
static JulianDate	DateUtil.CreateFromMDY(java.lang.String strMDY, java.lang.String strDelim) Create a JulianDate from a String containing Date in the DDMMYYYY Format
static JulianDate	DateUtil.CreateFromYMD(int iYear, int iMonth, int iDate) Create a JulianDate from the Year/Month/Date
static JulianDate	DateUtil.CreateFromYMD(java.lang.String strYMD, java.lang.String strDelim) Create a JulianDate from a String containing Date in the YYYYMMDD Format
static JulianDate	DateUtil.MakeJulianDateFromBBGDate(java.lang.String strBBGDate) Create a JulianDate from Bloomberg date string
static JulianDate	DateUtil.MakeJulianFromDDMMMYY(java.lang.String strDDMMMYY, java.lang.String strDelim) Create a JulianDate from the DD MMM YY
static JulianDate	DateUtil.MakeJulianFromRSEntry(java.util.Date dt) Create a JulianDate from the java Date
static JulianDate	DateUtil.MakeJulianFromYYYYMMDD(java.lang.String strYYYYMMDD, java.lang.String strDelim) Create a JulianDate from the YYYY MM DD
JulianDate	JulianDate.nextBondFuturesIMM(int iNumRollMonths, java.lang.String strCalendar) Generate the First Bond Futures IMM Date from this JulianDate according to the specified Calendar
JulianDate	JulianDate.nextCreditIMM(int iNumRollMonths) Generate the First Credit IMM roll date from this JulianDate
JulianDate	JulianDate.nextRatesFuturesIMM(int iNumRollMonths) Generate the First Rates Futures IMM Date from this JulianDate
JulianDate	JulianDate.subtractBusDays(int iDays, java.lang.String strCalendarSet) Subtract the given Number of Business Days and return a new JulianDate Instance
JulianDate	JulianDate.subtractDays(int iDays) Subtract the given Number of Days and return the JulianDate Instance
JulianDate	JulianDate.subtractTenor(java.lang.String strTenorIn) Subtract the tenor to the JulianDate to create a new date
JulianDate	JulianDate.subtractTenorAndAdjust(java.lang.String strTenor, java.lang.String strCalendarSet) Subtract the tenor to the JulianDate to create a new business date
static JulianDate	DateUtil.Today() Return a Julian Date corresponding to Today

Methods in org.drip.analytics.date with parameters of type JulianDate

Modifier and Type	Method and Description
int	JulianDate.compareTo(JulianDate dtOther)
int	JulianDate.daysDiff(JulianDate dt) Difference in Days between the Current and the Input Dates
static java.util.Date	DateUtil.JavaDateFromJulianDate(JulianDate dt) Retrieve a Java Date Instance from the Julian Date Instance

Uses of JulianDate in org.drip.analytics.definition

Methods in org.drip.analytics.definition that return JulianDate

Modifier and Type	Method and Description
JulianDate	NodeStructure.epoch()
JulianDate	MarketSurface.epoch()
JulianDate	Curve.epoch() Get the Epoch Date

Methods in org.drip.analytics.definition with parameters of type JulianDate

Modifier and Type	Method and Description
double	NodeStructure.node(JulianDate dt) Get the Market Node at the given Maturity
double	NodeStructure.nodeDerivative(JulianDate dt, int iOrder) Get the Market Node Derivative at the given Maturity

Uses of JulianDate in org.drip.analytics.eventday

Methods in org.drip.analytics.eventday that return JulianDate

Modifier and Type	Method and Description
JulianDate	DateInMonth.instanceDay(int iYear, int iMonth, java.lang.String strCalendar) Generate the Particular Day of the Year, the Month, according to the Calendar

Methods in org.drip.analytics.eventday with parameters of type JulianDate

Modifier and Type	Method and Description
boolean	Locale.addStaticHoliday(JulianDate dt, java.lang.String strDescription) Add the given date as a static holiday

Constructors in org.drip.analytics.eventday with parameters of type JulianDate

Constructor and Description
Static(JulianDate dt, java.lang.String strDescription) Construct a static holiday from the date and the description

Uses of JulianDate in org.drip.analytics.support

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

Modifier and Type	Method and Description
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.BackwardEdgeDates(JulianDate dtEffective, JulianDate dtMaturity, java.lang.String strTenor, DateAdjustParams dap, int iPSEC) Generate a list of period edge dates backward from the end.
static double	Helper.BondFuturesPriceAUDBillStyle(JulianDate dtValue, Bond bond, double dblReferenceIndex) Compute the Bond Futures Price AUD Bill Style from the Reference Index Level
static LatentStateFixingsContainer	Helper.CreateFixingsObject(Bond bond, JulianDate dtFixing, double dblFixing) Create the Latent State Fixings object from the bond, the fixings date, and the fixing.
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.EdgePair(JulianDate dtStart, JulianDate dtEnd) Generate a single Spanning Edge Pair between the specified dates, using the specified Calendar
static double	FuturesHelper.ForwardBondCreditPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond Credit Basis
static double	FuturesHelper.ForwardBondOASPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond OAS
static double	FuturesHelper.ForwardBondYieldPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond Yield
static double	FuturesHelper.ForwardBondZSpreadPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice) Compute the Forward Bond Price Using the Implied Bond Z Spread
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.ForwardEdgeDates(JulianDate dtEffective, JulianDate dtMaturity, java.lang.String strTenor, DateAdjustParams dap, int iPSEC) Generate a list of period edge dates forward from the start.
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.IMMEdgeDates(JulianDate dtSpot, int iRollMonths, java.lang.String strPeriodTenor, java.lang.String strMaturityTenor, DateAdjustParams dap) Generate a list of the IMM period edge dates forward from the spot date.
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
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.OvernightEdgeDates(JulianDate dtStart, JulianDate dtEnd, java.lang.String strCalendar) Generate the List of Overnight Edge Dates between the specified dates, using the specified Calendar
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.RegularEdgeDates(JulianDate dtEffective, java.lang.String strPeriodTenor, java.lang.String strMaturityTenor, DateAdjustParams dap) Generate a list of regular period edge dates forward from the start.

Uses of JulianDate in org.drip.assetbacked.loan

Methods in org.drip.assetbacked.loan with parameters of type JulianDate

Modifier and Type	Method and Description
static Vintage	Vintage.Standard(JulianDate dtOrigination) Construct a Vintage Instance from the Origination Date

Uses of JulianDate in org.drip.feed.loader

Methods in org.drip.feed.loader that return JulianDate

Modifier and Type	Method and Description
JulianDate[]	CSVGrid.dateArrayAtColumn(int iColumn) Retrieve the Array of JulianDate corresponding to the specified Column Index
static JulianDate	CSVGrid.ToDate(java.lang.String strElement) Convert the String Element to a JulianDate Instance.

Methods in org.drip.feed.loader that return types with arguments of type JulianDate

Modifier and Type	Method and Description
java.util.Map<JulianDate,java.util.Map<java.lang.Double,java.lang.Double>>	CSVGrid.doubleMap(double dblScaler) Construct a Historical Map of Scaled/Keyed Double
java.util.Map<JulianDate,InstrumentSetTenorQuote>	CSVGrid.groupedOrderedDouble(double dblScaler) Construct a Historical Map of Scaled/Keyed/Tenor Ordered Double

Uses of JulianDate in org.drip.feed.transformer

Method parameters in org.drip.feed.transformer with type arguments of type JulianDate

Modifier and Type	Method and Description
static boolean	GovvieTreasuryMarksReconstitutor.RegularizeBenchmarkMarks(java.lang.String strTreasuryType, java.util.Map<JulianDate,java.util.Map<java.lang.Double,java.lang.Double>> mapClosingMarks) Re-constitute the Horizon Benchmark Marks
static boolean	GovvieTreasuryMarksReconstitutor.RegularizeBenchmarkMarks(java.lang.String strTreasuryType, java.util.Map<JulianDate,java.util.Map<java.lang.Double,java.lang.Double>> mapClosingMarks, java.lang.String strManifestMeasure, java.lang.String[] astrOutputBenchmarkTenor) Re-constitute the Horizon Benchmark Marks
static boolean	OvernightIndexMarksReconstitutor.RegularizeMarks(java.lang.String strCurrency, java.util.Map<JulianDate,InstrumentSetTenorQuote> mapISTQ, int iLatentStateType) Dump the Regularized Marks of the ISTQ Map
static boolean	FundingFixFloatMarksReconstitutor.RegularizeMarks(java.lang.String strCurrency, java.util.Map<JulianDate,InstrumentSetTenorQuote> mapISTQ, int iLatentStateType) Dump the Regularized Marks of the ISTQ Map

Uses of JulianDate in org.drip.historical.attribution

Methods in org.drip.historical.attribution that return JulianDate

Modifier and Type	Method and Description
JulianDate	PositionMarketSnap.date(java.lang.String strKey) Retrieve the Custom Date Entry corresponding to the Specified Key
JulianDate	CDSMarketSnap.effectiveDate() Retrieve the Effective Date
JulianDate	TreasuryFuturesMarketSnap.expiryDate() Retrieve the Expiry Date
JulianDate	PositionChangeComponents.firstDate() Retrieve the First Date
JulianDate	CDSMarketSnap.maturityDate() Retrieve the Maturity Date
JulianDate	PositionChangeComponents.secondDate() Retrieve the Second Date
JulianDate	PositionMarketSnap.snapDate() Retrieve the Date of the Snap

Methods in org.drip.historical.attribution with parameters of type JulianDate

Modifier and Type	Method and Description
boolean	PositionMarketSnap.setDate(java.lang.String strKey, JulianDate dtCustom) Set the Custom Date Entry corresponding to the Specified Key
boolean	CDSMarketSnap.setEffectiveDate(JulianDate dtEffective) Set the Effective Date
boolean	TreasuryFuturesMarketSnap.setExpiryDate(JulianDate dtExpiry) Set the Expiry Date
boolean	CDSMarketSnap.setMaturityDate(JulianDate dtMaturity) Set the Maturity Date

Constructors in org.drip.historical.attribution with parameters of type JulianDate

Constructor and Description
BondMarketSnap(JulianDate dtSnap, double dblMarketValue) BondMarketSnap Constructor
CDSMarketSnap(JulianDate dtSnap, double dblMarketValue) CDSMarketSnap Constructor
PositionMarketSnap(JulianDate dtSnap, double dblMarketValue) PositionMarketSnap Constructor
TreasuryFuturesMarketSnap(JulianDate dtSnap, double dblMarketValue) TreasuryFuturesMarketSnap Constructor

Uses of JulianDate in org.drip.historical.engine

Methods in org.drip.historical.engine that return JulianDate

Modifier and Type	Method and Description
JulianDate	HorizonChangeExplainProcessor.firstDate() Retrieve the First Date of the Horizon Change
JulianDate	HorizonChangeExplainProcessor.secondDate() Retrieve the Second Date of the Horizon Change

Constructors in org.drip.historical.engine with parameters of type JulianDate

Constructor and Description
FixFloatExplainProcessor(FixFloatComponent ffc, int iSettleLag, java.lang.String strMarketMeasureName, double dblMarketMeasureValue, JulianDate dtFirst, JulianDate dtSecond, CurveSurfaceQuoteContainer csqcFirst, CurveSurfaceQuoteContainer csqcSecond, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown) FixFloatExplainProcessor Constructor
TreasuryBondExplainProcessor(TreasuryComponent tsyComponent, java.lang.String strMarketMeasureName, double dblMarketMeasureValue, JulianDate dtFirst, JulianDate dtSecond, CurveSurfaceQuoteContainer csqcFirst, CurveSurfaceQuoteContainer csqcSecond, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown) TreasuryBondExplainProcessor Constructor

Uses of JulianDate in org.drip.historical.sensitivity

Methods in org.drip.historical.sensitivity that return JulianDate

Modifier and Type	Method and Description
JulianDate	TenorDurationNodeMetrics.date(java.lang.String strKey) Retrieve the Custom Date Entry corresponding to the Specified Key
JulianDate	TenorDurationNodeMetrics.dateSnap() Retrieve the KRD Date Snap

Methods in org.drip.historical.sensitivity with parameters of type JulianDate

Modifier and Type	Method and Description
boolean	TenorDurationNodeMetrics.setDate(java.lang.String strKey, JulianDate dtCustom) Set the Custom Date Entry corresponding to the Specified Key

Constructors in org.drip.historical.sensitivity with parameters of type JulianDate

Constructor and Description
TenorDurationNodeMetrics(JulianDate dtSnap) TenorDurationNodeMetrics Constructor

Uses of JulianDate in org.drip.historical.state

Methods in org.drip.historical.state that return JulianDate

Modifier and Type	Method and Description
JulianDate	FundingCurveMetrics.close() Retrieve the Closing Date
JulianDate	CreditCurveMetrics.close() Retrieve the Closing Date

Methods in org.drip.historical.state with parameters of type JulianDate

Modifier and Type	Method and Description
boolean	CreditCurveMetrics.addRecoveryRate(JulianDate dt, double dblRecoveryRate) Add the Recovery Rate corresponding to the specified Date
boolean	CreditCurveMetrics.addSurvivalProbability(JulianDate dt, double dblSurvivalProbability) Add the Survival Probability corresponding to the specified Date
double	CreditCurveMetrics.recoveryRate(JulianDate dt) Retrieve the Recovery Rate corresponding to the specified Date
double	CreditCurveMetrics.survivalProbability(JulianDate dt) Retrieve the Survival Probability corresponding to the specified Date

Constructors in org.drip.historical.state with parameters of type JulianDate

Constructor and Description
CreditCurveMetrics(JulianDate dtClose) CreditCurveMetrics Constructor
FundingCurveMetrics(JulianDate dtClose) FundingCurveMetrics Constructor

Uses of JulianDate in org.drip.json.parser

Methods in org.drip.json.parser that return JulianDate

Modifier and Type	Method and Description
static JulianDate[]	Converter.DateArrayEntry(JSONObject json, java.lang.String strEntryKey) Convert the JSON Entry to a Date Array
static JulianDate	Converter.DateEntry(JSONObject json, java.lang.String strEntryKey) Convert the JSON Entry to a Date

Methods in org.drip.json.parser with parameters of type JulianDate

Modifier and Type	Method and Description
static JSONArray	Converter.Array(JulianDate[] adt) Construct a JSON Array out of the JulianDate Array

Uses of JulianDate in org.drip.market.exchange

Methods in org.drip.market.exchange that return JulianDate

Modifier and Type	Method and Description
JulianDate	TreasuryFuturesEventDates.deliveryNotice() Retrieve the Delivery Notice Date
JulianDate	TreasuryFuturesEventDates.expiry() Retrieve the Expiry Date
JulianDate	TreasuryFuturesEventDates.finalDelivery() Retrieve the Final Delivery Date
JulianDate	TreasuryFuturesEventDates.firstDelivery() Retrieve the First Delivery Date
JulianDate	TreasuryFuturesEventDates.lastTrading() Retrieve the Last Trading Date

Methods in org.drip.market.exchange with parameters of type JulianDate

Modifier and Type	Method and Description
FixFloatComponent	DeliverableSwapFutures.Create(JulianDate dtSpot, double dblFixedCoupon) Create an Instance of the Deliverable Swaps Futures
boolean	TreasuryFuturesEligibility.isEligible(JulianDate dtValue, Bond bond, double dblOutstandingNotional, java.lang.String strIssuer) Indicate whether the given bond is eligible to be delivered
boolean	TreasuryFuturesConvention.isEligible(JulianDate dtValue, Bond bond, double dblOutstandingNotional, java.lang.String strIssuer) Indicate whether the given bond is eligible to be delivered
double	TreasuryFuturesConvention.referencePrice(JulianDate dtValue, Bond bond, double dblFuturesQuotedIndex) Compute the Reference Bond Price from the Quoted Futures Index Level

Constructors in org.drip.market.exchange with parameters of type JulianDate

Constructor and Description
TreasuryFuturesEventDates(JulianDate dtExpiry, JulianDate dtFirstDelivery, JulianDate dtFinalDelivery, JulianDate dtDeliveryNotice, JulianDate dtLastTrading) TreasuryFuturesEventDates Constructor

Uses of JulianDate in org.drip.market.otc

Methods in org.drip.market.otc that return JulianDate

Modifier and Type	Method and Description
JulianDate	CreditIndexConvention.effectiveDate() Retrieve the Effective Date
JulianDate	CreditIndexConvention.maturityDate() Retrieve the Maturity Date

Methods in org.drip.market.otc with parameters of type JulianDate

Modifier and Type	Method and Description
FixFloatComponent	FixedFloatSwapConvention.createFixFloatComponent(JulianDate dtSpot, java.lang.String strMaturityTenor, double dblFixedCoupon, double dblFloatBasis, double dblNotional) Create a Standardized Fixed-Float Component Instance from the Inputs
ComponentPair	FloatFloatSwapConvention.createFixFloatComponentPair(JulianDate dtSpot, java.lang.String strDerivedTenor, java.lang.String strMaturityTenor, double dblReferenceFixedCoupon, double dblDerivedFixedCoupon, double dblBasis, double dblNotional) Create an Instance of the Fix-Float Component Pair
FloatFloatComponent	CrossFloatSwapConvention.createFloatFloatComponent(JulianDate dtSpot, java.lang.String strMaturityTenor, double dblBasis, double dblReferenceNotional, double dblDerivedNotional) Create an Instance of the Float-Float Component
FloatFloatComponent	FloatFloatSwapConvention.createFloatFloatComponent(JulianDate dtSpot, java.lang.String strDerivedTenor, java.lang.String strMaturityTenor, double dblBasis, double dblNotional) Create an Instance of the Float-Float Component
Stream	FloatStreamConvention.createStream(JulianDate dtEffective, java.lang.String strMaturityTenor, double dblBasis, double dblNotional) Create a Floating Stream Instance
Stream	FixedStreamConvention.createStream(JulianDate dtEffective, java.lang.String strMaturityTenor, double dblCoupon, double dblNotional) Create a Fixed Stream Instance

Constructors in org.drip.market.otc with parameters of type JulianDate

Constructor and Description
CreditIndexConvention(java.lang.String strIndexType, java.lang.String strIndexSubType, java.lang.String strSeriesName, java.lang.String strTenor, java.lang.String strCurrency, JulianDate dtEffective, JulianDate dtMaturity, int iFreq, java.lang.String strDayCount, double dblFixedCoupon, double dblRecoveryRate, int iNumConstituent) CreditIndexConvention Constructor

Uses of JulianDate in org.drip.param.definition

Methods in org.drip.param.definition with parameters of type JulianDate

Modifier and Type	Method and Description
abstract boolean	ScenarioMarketParams.addFixing(JulianDate dtFix, LatentStateLabel lsl, double dblFixing) Add the fixing for the given Latent State Label and the given date
abstract boolean	ScenarioMarketParams.removeFixing(JulianDate dtFix, LatentStateLabel lsl) Remove the fixing corresponding to the given date and the Latent State Label

Uses of JulianDate in org.drip.param.market

Methods in org.drip.param.market with parameters of type JulianDate

Modifier and Type	Method and Description
boolean	LatentStateFixingsContainer.add(JulianDate dt, LatentStateLabel lsl, double dblFixing) Add the Fixing corresponding to the Date/Label Pair
boolean	CurveSurfaceScenarioContainer.addFixing(JulianDate dtFix, LatentStateLabel lsl, double dblFixing)
boolean	LatentStateFixingsContainer.available(JulianDate dt, LatentStateLabel lsl) Indicate the Availability of the Fixing for the Specified LSL Label on the specified Date
boolean	CurveSurfaceQuoteContainer.available(JulianDate dt, LatentStateLabel lsl) Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
double	LatentStateFixingsContainer.fixing(JulianDate dt, LatentStateLabel lsl) Retrieve the Latent State Fixing for the Specified Date/LSL Combination
double	CurveSurfaceQuoteContainer.fixing(JulianDate dt, LatentStateLabel lsl) Retrieve the Fixing for the Specified Date/LSL Combination
boolean	LatentStateFixingsContainer.remove(JulianDate dt, LatentStateLabel lsl) Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
boolean	CurveSurfaceScenarioContainer.removeFixing(JulianDate dtFix, LatentStateLabel lsl)
boolean	CurveSurfaceQuoteContainer.removeFixing(JulianDate dt, LatentStateLabel lsl) Remove the Fixing corresponding to the Date/Label Pair it if exists
boolean	CurveSurfaceQuoteContainer.setFixing(JulianDate dt, LatentStateLabel lsl, double dblFixing) Set the Fixing corresponding to the Date/Label Pair

Uses of JulianDate in org.drip.param.valuation

Methods in org.drip.param.valuation with parameters of type JulianDate

Modifier and Type	Method and Description
static ValuationParams	ValuationParams.Spot(JulianDate dtValue, int iCashSettleLag, java.lang.String strCalendar, int iAdjustMode) Create the valuation parameters object instance from the valuation date, the cash settle lag, and the settle calendar.
static ValuationParams	ValuationParams.Standard(JulianDate dtValue, java.lang.String strCalendar) Create the standard T+2B settle parameters for the given valuation date and calendar

Constructors in org.drip.param.valuation with parameters of type JulianDate

Constructor and Description
ValuationParams(JulianDate dtValue, JulianDate dtCashPay, java.lang.String strCalendar) Construct ValuationParams from the Valuation Date and the Cash Pay Date parameters

Uses of JulianDate in org.drip.product.creator

Fields in org.drip.product.creator declared as JulianDate

Modifier and Type	Field and Description
JulianDate	BondRefDataBuilder._dtAnnounce Announce Date
JulianDate	BondProductBuilder._dtAnnounce Announce Date
JulianDate	BondRefDataBuilder._dtFinalMaturity Final Maturity Date
JulianDate	BondProductBuilder._dtFinalMaturity Final Maturity Date
JulianDate	BondRefDataBuilder._dtFirstCoupon First Coupon Date
JulianDate	BondProductBuilder._dtFirstCoupon First Coupon Date
JulianDate	BondRefDataBuilder._dtFirstSettle First Settle Date
JulianDate	BondProductBuilder._dtFirstSettle First Settle Date
JulianDate	BondRefDataBuilder._dtInterestAccrualStart Interest Accrual Start Date
JulianDate	BondProductBuilder._dtInterestAccrualStart Interest Accrual Start Date
JulianDate	BondRefDataBuilder._dtIssue Issue Date
JulianDate	BondProductBuilder._dtIssue Issue Date
JulianDate	BondRefDataBuilder._dtMaturity Maturity
JulianDate	BondProductBuilder._dtMaturity Maturity
JulianDate	BondRefDataBuilder._dtNextCouponDate Next Coupon Date
JulianDate	BondRefDataBuilder._dtPenultimateCouponDate Penultimate Coupon Date
JulianDate	BondRefDataBuilder._dtPrevCouponDate Previous Coupon Date

Fields in org.drip.product.creator with type parameters of type JulianDate

Modifier and Type	Field and Description
static CaseInsensitiveTreeMap<java.util.Map<JulianDate,java.lang.Integer>>	CDXRefDataHolder._mmCDXRDBFirstCouponSeries
static CaseInsensitiveTreeMap<java.util.Map<java.lang.Integer,JulianDate>>	CDXRefDataHolder._mmCDXRDBSeriesFirstCoupon

Methods in org.drip.product.creator with parameters of type JulianDate

Modifier and Type	Method and Description
static BondComponent	BondBuilder.CreateBondFromCF(java.lang.String strName, JulianDate dtEffective, java.lang.String strCurrency, java.lang.String strCreditCurveName, java.lang.String strDayCount, double dblInitialNotional, double dblCouponRate, int iCouponFrequency, JulianDate[] adtPeriodEnd, double[] adblCouponAmount, double[] adblPrincipalAmount, boolean bIsPrincipalPayDown) Create a bond from custom/user-defined cash flows and coupon conventions
static BondComponent	BondBuilder.CreateBondFromCF(java.lang.String strName, JulianDate dtEffective, java.lang.String strCurrency, java.lang.String strCreditCurveName, java.lang.String strDayCount, double dblInitialNotional, double dblCouponRate, int iCouponFrequency, JulianDate[] adtPeriodEnd, double[] adblCouponAmount, double[] adblPrincipalAmount, boolean bIsPrincipalPayDown) Create a bond from custom/user-defined cash flows and coupon conventions
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strCurrency, CreditSetting cs, java.lang.String strCalendar, boolean bAdjustDates) Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and component credit valuation parameters.
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strCurrency, double dblRecovery, java.lang.String strCredit, java.lang.String strCalendar, boolean bAdjustDates) Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and credit curve.
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, CreditSetting cs, java.lang.String strCalendar) Create the credit default swap from the effective date, tenor, coupon, IR curve name, and component credit valuation parameters.
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, java.lang.String strCredit, java.lang.String strCalendar) Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and credit curve.
static CreditDefaultSwap	CDSBuilder.CreateSAPC(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit) Create an Standard Asia Pacific CDS contract with full first stub
static BondComponent	BondBuilder.CreateSimpleFixed(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, Array2D fsPrincipalOutstanding, Array2D fsCoupon) Creates a simple fixed bond from parameters
static BondComponent	BondBuilder.CreateSimpleFloater(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, Array2D fsPrincipalOutstanding, Array2D fsCoupon) Create a simple floating rate bond
static CreditDefaultSwap	CDSBuilder.CreateSNAC(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit) Create an SNAC style CDS contract with full first stub
static CreditDefaultSwap	CDSBuilder.CreateSNAC(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, java.lang.String strCredit, java.lang.String strCalendar) Create an SNAC style CDS contract with full first stub
static CreditDefaultSwap	CDSBuilder.CreateSTEM(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit, java.lang.String strLocation) Create an Standard Emerging Market CDS contract with full first stub
static CreditDefaultSwap	CDSBuilder.CreateSTEU(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit) Create an Standard EU CDS contract with full first stub
static SingleStreamComponent	SingleStreamComponentBuilder.Deposit(JulianDate dtEffective, JulianDate dtMaturity, ForwardLabel fri) Create a Deposit Product from the Effective and the Maturity Dates, and the Forward Label
static FRAStandardCapFloorlet	SingleStreamOptionBuilder.ExchangeTradedFuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, java.lang.String strTradingMode, java.lang.String strExchange) Create an Exchange-traded Standard Futures Option
static FRAStandardComponent	SingleStreamComponentBuilder.ForwardRateFutures(JulianDate dtSpot, ForwardLabel fri) Create a Forward Rate Futures Product Instance from the Spot Date and the Forward Label
static SingleStreamComponent[]	SingleStreamComponentBuilder.ForwardRateFuturesPack(JulianDate dtSpot, int iNumContract, java.lang.String strCurrency) Generate a Forward Rate Futures Pack corresponding to the Specified Number of Contracts
static FRAMarketComponent	SingleStreamComponentBuilder.FRAMarket(JulianDate dtForwardStart, ForwardLabel forwardLabel, double dblStrike) Create a FRA Market Component Instance from the Spot Date, the Forward Label, and the Strike
static FRAStandardComponent	SingleStreamComponentBuilder.FRAStandard(JulianDate dtForwardStart, ForwardLabel forwardLabel, double dblStrike) Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
static FRAStandardCapFloorlet	SingleStreamOptionBuilder.FuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, CashSettleParams csp) Create a Standard Futures Option
static BasketProduct	CDSBasketBuilder.MakeCDX(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strIR, java.lang.String[] astrCC, double[] adblWeight, java.lang.String strName) Create the named CDX from effective, maturity, coupon, IR curve name, credit curve name set, and their weights.
static BasketProduct	CDSBasketBuilder.MakeCDX(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strIR, java.lang.String[] astrCC, java.lang.String strName) Create the named CDX from effective, maturity, coupon, IR curve name, credit curve name set.
static BondComponent	ConstantPaymentBondBuilder.Prepay(java.lang.String strName, JulianDate dtEffective, java.lang.String strCurrency, int iNumPayment, java.lang.String strDayCount, int iPayFrequency, double dblCouponRate, double dblFeeRate, double dblCPR, double dblConstantAmount, double dblInitialNotional) Construct an Instance of the Constant Payment Bond with a Deterministic Pre-payment Rate
static BondComponent	ConstantPaymentBondBuilder.Standard(java.lang.String strName, JulianDate dtEffective, java.lang.String strCurrency, int iNumPayment, java.lang.String strDayCount, int iPayFrequency, double dblCouponRate, double dblFeeRate, double dblConstantAmount, double dblInitialNotional) Construct an Instance of the Constant Payment Bond
static TreasuryComponent	BondBuilder.Treasury(java.lang.String strTreasuryCode, JulianDate dtEffective, JulianDate dtMaturity, java.lang.String strCurrency, double dblCoupon, int iFreq, java.lang.String strDayCount) Creates a Treasury Bond from the Parameters

Uses of JulianDate in org.drip.product.credit

Methods in org.drip.product.credit that return JulianDate

Modifier and Type	Method and Description
JulianDate	BondComponent.currentCouponDate(JulianDate dt)
JulianDate	CDSComponent.effectiveDate()
JulianDate	BondComponent.effectiveDate()
JulianDate	BondComponent.finalMaturity()
JulianDate	CDSComponent.firstCouponDate()
JulianDate	BondComponent.firstCouponDate()
JulianDate	CDSComponent.maturityDate()
JulianDate	BondComponent.maturityDate()
JulianDate	BondComponent.nextCouponDate(JulianDate dt)
JulianDate	BondComponent.periodFixingDate(int iValueDate)
JulianDate	BondComponent.previousCouponDate(JulianDate dt)

Methods in org.drip.product.credit with parameters of type JulianDate

Modifier and Type	Method and Description
JulianDate	BondComponent.currentCouponDate(JulianDate dt)
double	BondComponent.currentCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)
JulianDate	BondComponent.nextCouponDate(JulianDate dt)
double	BondComponent.nextCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)
ExerciseInfo	BondComponent.nextValidExerciseDateOfType(JulianDate dt, boolean bPut)
ExerciseInfo	BondComponent.nextValidExerciseInfo(JulianDate dt)
JulianDate	BondComponent.previousCouponDate(JulianDate dt)
double	BondComponent.previousCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)

Uses of JulianDate in org.drip.product.definition

Methods in org.drip.product.definition that return JulianDate

Modifier and Type	Method and Description
abstract JulianDate	Bond.currentCouponDate(JulianDate dt) Return the coupon date for the period containing the specified date
JulianDate	BasketProduct.effective() Returns the effective date of the basket product
abstract JulianDate	Component.effectiveDate() Get the Effective Date
abstract JulianDate	Bond.finalMaturity() Return the bond's final maturity
abstract JulianDate	Component.firstCouponDate() Get the First Coupon Date
JulianDate	BasketProduct.firstCouponDate() Get the first coupon date
JulianDate	BasketProduct.maturity() Return the maturity date of the basket product
abstract JulianDate	Component.maturityDate() Get the Maturity Date
abstract JulianDate	Bond.nextCouponDate(JulianDate dt) Return the coupon date for the period subsequent to the specified date
abstract JulianDate	Bond.periodFixingDate(int iValueDate) Get the bond's reset date for the period identified by the valuation date
abstract JulianDate	Bond.previousCouponDate(JulianDate dt) Return the coupon date for the period prior to the specified date

Methods in org.drip.product.definition with parameters of type JulianDate

Modifier and Type	Method and Description
abstract JulianDate	Bond.currentCouponDate(JulianDate dt) Return the coupon date for the period containing the specified date
abstract double	Bond.currentCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs) Return the coupon rate for the period corresponding to the specified date
java.util.List<LossQuadratureMetrics>	CreditComponent.lossFlow(JulianDate dtSpot, CurveSurfaceQuoteContainer csqc) Generate the loss flow for the credit component based on the pricer parameters
abstract JulianDate	Bond.nextCouponDate(JulianDate dt) Return the coupon date for the period subsequent to the specified date
abstract double	Bond.nextCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs) Return the coupon rate for the period subsequent to the specified date
abstract ExerciseInfo	Bond.nextValidExerciseDateOfType(JulianDate dt, boolean bGetPut) Return the next exercise info of the given exercise type (call/put) subsequent to the specified date
abstract ExerciseInfo	Bond.nextValidExerciseInfo(JulianDate dt) Return the next exercise info subsequent to the specified date
abstract JulianDate	Bond.previousCouponDate(JulianDate dt) Return the coupon date for the period prior to the specified date
abstract double	Bond.previousCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs) Return the coupon rate for the period prior to the specified date

Uses of JulianDate in org.drip.product.fra

Method parameters in org.drip.product.fra with type arguments of type JulianDate

Modifier and Type	Method and Description
boolean	FRAStandardCapFloor.stripPiecewiseForwardVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCapVolatility, java.util.Map<JulianDate,java.lang.Double> mapDateVol) Strip the Piece-wise Constant Forward Rate Volatility of the Unmarked Segment of the Volatility Term Structure

Uses of JulianDate in org.drip.product.fx

Methods in org.drip.product.fx that return JulianDate

Modifier and Type	Method and Description
JulianDate	FXForwardComponent.effectiveDate()
JulianDate	FXForwardComponent.firstCouponDate()
JulianDate	ForeignCollateralizedDomesticForward.getMaturityDate()
JulianDate	DomesticCollateralizedForeignForward.getMaturityDate()
JulianDate	FXForwardComponent.maturityDate()

Constructors in org.drip.product.fx with parameters of type JulianDate

Constructor and Description
DomesticCollateralizedForeignForward(CurrencyPair cp, double dblForexForwardStrike, JulianDate dtMaturity) Create an DomesticCollateralizedForeignForward from the currency pair, the strike, and the maturity dates
ForeignCollateralizedDomesticForward(CurrencyPair cp, double dblForexForwardStrike, JulianDate dtMaturity) Create an ForeignCollateralizedDomesticForward from the currency pair, the strike, and the maturity dates

Uses of JulianDate in org.drip.product.govvie

Methods in org.drip.product.govvie that return JulianDate

Modifier and Type	Method and Description
JulianDate	TreasuryFutures.effectiveDate()
JulianDate	TreasuryFutures.expiry() Retrieve the Futures Expiration Date
JulianDate	TreasuryFutures.firstCouponDate()
JulianDate	TreasuryFutures.maturityDate()

Methods in org.drip.product.govvie with parameters of type JulianDate

Modifier and Type	Method and Description
boolean	TreasuryFutures.setExpiry(JulianDate dtExpiry) Set the Futures Expiration Date

Uses of JulianDate in org.drip.product.option

Methods in org.drip.product.option that return JulianDate

Modifier and Type	Method and Description
JulianDate	OptionComponent.effectiveDate()
JulianDate	OptionComponent.exerciseDate() Retrieve the Option Exercise Date
JulianDate	OptionComponent.firstCouponDate()
JulianDate	EuropeanCallPut.maturity() Retrieve the Option Maturity
JulianDate	OptionComponent.maturityDate()

Constructors in org.drip.product.option with parameters of type JulianDate

Constructor and Description
EuropeanCallPut(JulianDate dtMaturity, double dblStrike) EuropeanCallPut constructor

Uses of JulianDate in org.drip.product.params

Fields in org.drip.product.params declared as JulianDate

Modifier and Type	Field and Description
JulianDate	CDXRefDataParams._dtIssue Index Issue Date
JulianDate	CDXRefDataParams._dtMaturity Index Maturity Date

Methods in org.drip.product.params with parameters of type JulianDate

Modifier and Type	Method and Description
boolean	CDXRefDataParams.setIssueDate(JulianDate dtIssue) Set the Index Issue Date
boolean	CDXRefDataParams.setMaturityDate(JulianDate dtMaturity) Set the Index Maturity Date

Uses of JulianDate in org.drip.product.rates

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

Modifier and Type	Method and Description
JulianDate	Stream.effective() Retrieve the Effective Date
JulianDate	SingleStreamComponent.effectiveDate()
JulianDate	RatesBasket.effectiveDate()
JulianDate	FloatFloatComponent.effectiveDate()
JulianDate	FixFloatComponent.effectiveDate()
JulianDate	Stream.firstCouponDate() Retrieve the First Coupon Pay Date
JulianDate	SingleStreamComponent.firstCouponDate()
JulianDate	RatesBasket.firstCouponDate()
JulianDate	FloatFloatComponent.firstCouponDate()
JulianDate	FixFloatComponent.firstCouponDate()
JulianDate	Stream.maturity() Retrieve the Maturity Date
JulianDate	SingleStreamComponent.maturityDate()
JulianDate	RatesBasket.maturityDate()
JulianDate	FloatFloatComponent.maturityDate()
JulianDate	FixFloatComponent.maturityDate()

Uses of JulianDate in org.drip.sample.bloomberg

Methods in org.drip.sample.bloomberg with parameters of type JulianDate

Modifier and Type	Method and Description
static ForwardCurve	SWPM_NEW.MakeForwardCurve(JulianDate dtValue, MergedDiscountForwardCurve dcOvernight, java.lang.String strForwardTenor)

Uses of JulianDate in org.drip.sample.dual

Methods in org.drip.sample.dual with parameters of type JulianDate

Modifier and Type	Method and Description
static void	CCBSForwardCurve.ForwardCurveReferenceComponentBasis(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, MergedDiscountForwardCurve dcDerived, ForwardCurve fc6MDerived, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, boolean bBasisOnDerivedLeg)
static void	CCBSDiscountCurve.MakeDiscountCurve(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, double[] adblSwapRate, boolean bBasisOnDerivedLeg)

Uses of JulianDate in org.drip.sample.forward

Methods in org.drip.sample.forward with parameters of type JulianDate

Modifier and Type	Method and Description
static void	IBORCurve.ForwardJack(JulianDate dt, java.lang.String strHeaderComment, ForwardCurve fc, java.lang.String strManifestMeasure)
static ForwardCurve	IBOR3MCubicPolyVanilla.Make3MForward(java.lang.String strTenor, java.lang.String strCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcEONIA, ForwardCurve fc6M, SegmentCustomBuilderControl scbc, boolean bPrintMetric)
static ForwardCurve	IBOR6MQuarticPolyVanilla.Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor)
static ForwardCurve	IBOR6MCubicKLKHyperbolic.Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor)
static ForwardCurve	IBOR6MCubicPolyVanilla.Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor, boolean bPrintMetric)
static MergedDiscountForwardCurve	OvernightIndexCurve.MakeDC(JulianDate dtSpot, java.lang.String strCurrency) Construct an elaborate EONIA Discount Curve
static MergedDiscountForwardCurve	OvernightIndexCurve.MakeDC(java.lang.String strCurrency, JulianDate dtSpot, int[] aiDepositMaturityDays, double[] adblDepositQuote, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String[] astrOISFutureTenor, java.lang.String[] astrOISFutureMaturityTenor, double[] adblOISFutureQuote, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, SegmentCustomBuilderControl scbc, FloaterIndex fi)

Uses of JulianDate in org.drip.sample.fra

Methods in org.drip.sample.fra with parameters of type JulianDate

Modifier and Type	Method and Description
static org.drip.sample.fra.MultiCurveFRAMarketAnalysis.FRAMktConvexityCorrection	MultiCurveFRAMarketAnalysis.FRAMktMetric(JulianDate dtValue, MergedDiscountForwardCurve dcEONIA, ForwardCurve fcEURIBOR6M, java.lang.String strForwardStartTenor, VolatilityCurve vcEONIA, VolatilityCurve vcEURIBOR6M, double dblEONIAEURIBOR6MCorrelation)

Uses of JulianDate in org.drip.sample.funding

Methods in org.drip.sample.funding with parameters of type JulianDate

Modifier and Type	Method and Description
static void	TemplatedFundingCurveBuilder.TemplatedDiscountCurveBuilderSample(JulianDate dtSpot, java.lang.String strCurrency)

Uses of JulianDate in org.drip.service.api

Methods in org.drip.service.api that return JulianDate

Modifier and Type	Method and Description
JulianDate	DiscountCurveInputInstrument.date() Retrieve the Curve Epoch Date
JulianDate	DateDiscountCurvePair.date() Retrieve the COB
JulianDate	FixFloatFundingInstrument.spotDate() Retrieve the Spot Date

Constructors in org.drip.service.api with parameters of type JulianDate

Constructor and Description
DateDiscountCurvePair(JulianDate dt, MergedDiscountForwardCurve dc, java.util.List<java.lang.String> lsstrDump) DateDiscountCurvePair constructor
DiscountCurveInputInstrument(JulianDate dt, java.util.List<java.lang.String> lsCashTenor, java.util.List<java.lang.Double> lsCashQuote, java.util.List<java.lang.String> lsFutureTenor, java.util.List<java.lang.Double> lsFutureQuote, java.util.List<java.lang.String> lsSwapTenor, java.util.List<java.lang.Double> lsSwapQuote) DiscountCurveInputInstrument constructor
FixFloatFundingInstrument(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor, double[] adblQuote, int iLatentStateType) FixFloatFundingInstrument Constructor

Uses of JulianDate in org.drip.service.env

Methods in org.drip.service.env that return types with arguments of type JulianDate

Modifier and Type	Method and Description
static java.util.Map<JulianDate,java.lang.Integer>	StandardCDXManager.GetCDXSeriesMap(java.lang.String strCDXName) Return the full set of CDX series/first coupon date pairs for the given CDX
static java.util.Map<JulianDate,java.lang.Integer>	StandardCDXManager.GetPreLoadedCDXSeriesMap(java.lang.String strCDXName) Return the full set of pre-loaded CDX series/first coupon date pairs for the given CDX
static java.util.Map<JulianDate,java.lang.Integer>	StandardCDXManager.GetPresetCDXSeriesMap(java.lang.String strCDXName) Return the full set of pre-set CDX series/first coupon date pairs for the given CDX

Methods in org.drip.service.env with parameters of type JulianDate

Modifier and Type	Method and Description
static BasketProduct	StandardCDXManager.GetOnTheRun(java.lang.String strIndex, JulianDate dt, java.lang.String strTenor) Retrieve the on-the-run for the index and tenor corresponding to the specified date

Uses of JulianDate in org.drip.service.product

Methods in org.drip.service.product with parameters of type JulianDate

Modifier and Type	Method and Description
static java.util.List<PositionChangeComponents>	CreditIndexAPI.HorizonChangeAttribution(JulianDate[] adtSpot, int iHorizonGap, java.lang.String[] astrFundingFixingMaturityTenor, double[][] aadblFundingFixingQuote, java.lang.String[] astrFullCreditIndexName, double[] adblCreditIndexQuotedSpread) Generate the Funding/Credit Curve Horizon Metrics
static java.util.List<PositionChangeComponents>	FixFloatAPI.HorizonChangeAttribution(JulianDate[] adtSpot, int iHorizonGap, java.lang.String[] astrFundingDepositInstrumentTenor, double[][] aadblFundingDepositInstrumentQuote, java.lang.String[] astrFundingFixFloatTenor, double[][] aadblFundingFixFloatQuote, java.lang.String strCurrency, java.lang.String strMaturityTenor, java.lang.String[] astrRollDownHorizon, int iLatentStateType) Generate the Funding Curve Horizon Metrics
static java.util.List<PositionChangeComponents>	TreasuryAPI.HorizonChangeAttribution(JulianDate[] adtSpot, int iHorizonGap, java.lang.String[] astrGovvieTreasuryInstrumentTenor, double[][] aadblGovvieTreasuryInstrumentQuote, java.lang.String strMaturityTenor, java.lang.String strCode, java.lang.String[] astrRollDownHorizon, int iLatentStateType) Generate the Govvie Curve Horizon Metrics
static java.util.List<PositionChangeComponents>	FundingFuturesAPI.HorizonChangeAttribution(JulianDate[] adt, JulianDate[] adtExpiry, double[] adblFuturesQuote, java.lang.String strCurrency) Generate the Funding Futures Horizon Metrics
static java.util.List<PositionChangeComponents>	FundingFuturesAPI.HorizonChangeAttribution(JulianDate[] adt, JulianDate[] adtExpiry, double[] adblFuturesQuote, java.lang.String strCurrency) Generate the Funding Futures Horizon Metrics
static PositionChangeComponents	FixFloatAPI.HorizonChangeAttribution(JulianDate dtFirst, JulianDate dtSecond, java.lang.String[] astrFundingDepositInstrumentTenor, double[] adblFirstFundingDepositInstrument, double[] adblSecondFundingDepositInstrument, java.lang.String[] astrFundingFixFloatTenor, double[] adblFirstFundingFixFloat, double[] adblSecondFundingFixFloat, java.lang.String strCurrency, java.lang.String strMaturityTenor, java.lang.String[] astrRollDownHorizon, int iLatentStateType) Generate the Funding Curve Horizon Metrics
static PositionChangeComponents	TreasuryAPI.HorizonChangeAttribution(JulianDate dtFirst, JulianDate dtSecond, java.lang.String[] astrGovvieTreasuryInstrumentTenor, double[] adblFirstGovvieTreasuryInstrument, double[] adblSecondGovvieTreasuryInstrument, java.lang.String strMaturityTenor, java.lang.String strCode, java.lang.String[] astrRollDownHorizon, int iLatentStateType) Generate the Govvie Curve Horizon Metrics
static java.util.List<PositionChangeComponents>	FixedBondAPI.HorizonChangeAttribution(java.lang.String strIssuerName, int iBondEffectiveDate, int iBondMaturityDate, double dblBondCoupon, int iBondCouponFrequency, java.lang.String strBondCouponDayCount, java.lang.String strBondCouponCurrency, JulianDate[] adtSpot, double[] adblCleanPrice) Returns Attribution for the Specified Bond Instance
static java.util.List<PositionChangeComponents>	TreasuryFuturesAPI.HorizonChangeAttribution(java.lang.String strTreasuryCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, double[] adblConversionFactor) Returns Attribution for the Treasury Futures
static java.util.List<PositionChangeComponents>	TreasuryFuturesAPI.HorizonChangeAttribution(java.lang.String strTreasuryCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, double[] adblConversionFactor) Returns Attribution for the Treasury Futures
static java.util.List<PositionChangeComponents>	TreasuryFuturesAPI.HorizonChangeAttribution(java.lang.String strTreasuryCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, double[] adblConversionFactor) Returns Attribution for the Treasury Futures
static java.util.List<PositionChangeComponents>	TreasuryFuturesAPI.HorizonChangeAttribution(java.lang.String strTreasuryCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, double[] adblConversionFactor) Returns Attribution for the Treasury Futures
static java.util.List<TenorDurationNodeMetrics>	TreasuryFuturesAPI.HorizonKeyRateDuration(java.lang.String strTreasuryType, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, java.lang.String[] astrBenchmarkTenor, double[][] aadblGovvieCurveTreasuryYield) Generate the Horizon Treasury Curve Tenor Key Rate Sensitivity/Duration
static java.util.List<TenorDurationNodeMetrics>	TreasuryFuturesAPI.HorizonKeyRateDuration(java.lang.String strTreasuryType, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, java.lang.String[] astrBenchmarkTenor, double[][] aadblGovvieCurveTreasuryYield) Generate the Horizon Treasury Curve Tenor Key Rate Sensitivity/Duration
static java.util.List<TenorDurationNodeMetrics>	TreasuryFuturesAPI.HorizonKeyRateDuration(java.lang.String strTreasuryType, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, java.lang.String[] astrBenchmarkTenor, double[][] aadblGovvieCurveTreasuryYield) Generate the Horizon Treasury Curve Tenor Key Rate Sensitivity/Duration
static java.util.List<TenorDurationNodeMetrics>	TreasuryFuturesAPI.HorizonKeyRateDuration(java.lang.String strTreasuryType, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, java.lang.String[] astrBenchmarkTenor, double[][] aadblGovvieCurveTreasuryYield) Generate the Horizon Treasury Curve Tenor Key Rate Sensitivity/Duration
static PositionChangeComponents	FundingFuturesAPI.HorizonMetrics(JulianDate dtPrevious, JulianDate dtSpot, JulianDate dtExpiry, double dblPreviousQuote, double dblSpotQuote, java.lang.String strCurrency) Generate the Funding Futures Horizon Metrics

Uses of JulianDate in org.drip.service.state

Methods in org.drip.service.state that return types with arguments of type JulianDate

Modifier and Type	Method and Description
static java.util.Map<JulianDate,MergedDiscountForwardCurve>	FundingCurveAPI.HistoricalMap(JulianDate[] adtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[][] aadblFixFloatQuote, java.lang.String strCurrency, int iLatentStateType) Generate the Funding Curve Map
static java.util.TreeMap<JulianDate,CreditCurveMetrics>	CreditCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrFundingFixingMaturityTenor, double[][] aadblFundingFixingQuote, java.lang.String[] astrFullCreditIndexName, double[] adblCreditIndexQuotedSpread, java.lang.String[] astrForTenor) Generate the Horizon Metrics for the Specified Inputs
static java.util.Map<JulianDate,FundingCurveMetrics>	OvernightCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrOvernightCurveOISTenor, double[][] aadblOvernightCurveOISQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType) Generate the Overnight Curve Horizon Metrics For an Array of Closing Dates
static java.util.Map<JulianDate,FundingCurveMetrics>	FundingCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[][] aadblFixFloatQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType) Generate the Funding Curve Horizon Metrics

Methods in org.drip.service.state with parameters of type JulianDate

Modifier and Type	Method and Description
static FundingCurveMetrics	OvernightCurveAPI.DailyMetrics(JulianDate dtSpot, java.lang.String[] astrOvernightCurveOISTenor, double[] adblOvernightCurveOISQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType) Generate the Overnight Curve Horizon Metrics for the Specified Date
static FundingCurveMetrics	FundingCurveAPI.DailyMetrics(JulianDate dtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType) Generate the Funding Curve Daily Metrics
static CreditCurveMetrics	CreditCurveAPI.DailyMetrics(JulianDate dtSpot, java.lang.String[] astrFundingFixingMaturityTenor, double[] adblFundingFixingQuote, java.lang.String strFullCreditIndexName, double dblCreditIndexQuotedSpread, java.lang.String[] astrForTenor) Generate the Horizon Metrics for the Specified Inputs
static java.util.Map<JulianDate,MergedDiscountForwardCurve>	FundingCurveAPI.HistoricalMap(JulianDate[] adtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[][] aadblFixFloatQuote, java.lang.String strCurrency, int iLatentStateType) Generate the Funding Curve Map
static java.util.TreeMap<JulianDate,CreditCurveMetrics>	CreditCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrFundingFixingMaturityTenor, double[][] aadblFundingFixingQuote, java.lang.String[] astrFullCreditIndexName, double[] adblCreditIndexQuotedSpread, java.lang.String[] astrForTenor) Generate the Horizon Metrics for the Specified Inputs
static java.util.Map<JulianDate,FundingCurveMetrics>	OvernightCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrOvernightCurveOISTenor, double[][] aadblOvernightCurveOISQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType) Generate the Overnight Curve Horizon Metrics For an Array of Closing Dates
static java.util.Map<JulianDate,FundingCurveMetrics>	FundingCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[][] aadblFixFloatQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType) Generate the Funding Curve Horizon Metrics

Uses of JulianDate in org.drip.service.template

Methods in org.drip.service.template with parameters of type JulianDate

Modifier and Type	Method and Description
static TreasuryComponent	TreasuryBuilder.AGB(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the Australian Treasury AUD AGB Bond
static TreasuryComponent	TreasuryBuilder.BTPS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the Italian Treasury EUR BTPS Bond
static CaseInsensitiveTreeMap<CreditCurve>	LatentMarketStateBuilder.BumpedCreditCurve(JulianDate dtSpot, java.lang.String strCredit, java.lang.String[] astrMaturityTenor, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, double dblBump, boolean bIsProportional) Construct a Tenor + Parallel Map of Bumped Credit Curves from Overnight Exchange/OTC Market Instruments
static CaseInsensitiveTreeMap<ForwardCurve>	LatentMarketStateBuilder.BumpedForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Map of Tenor Bumped Forward Curve Based off of the Input Exchange/OTC Market Instruments
static CaseInsensitiveTreeMap<VolatilityCurve>	LatentMarketStateBuilder.BumpedForwardVolatilityCurve(JulianDate dtSpot, ForwardLabel forwardLabel, boolean bIsCap, java.lang.String[] astrMaturityTenor, double[] adblStrike, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc, double dblBump, boolean bIsProportional) Construct a Tenor + Parallel Forward Volatility Latent State Construction from Cap/Floor Instruments
static CaseInsensitiveTreeMap<MergedDiscountForwardCurve>	LatentMarketStateBuilder.BumpedFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Map of Tenor Bumped Funding Curve Based off of the Input Exchange/OTC Market Instruments
static CaseInsensitiveTreeMap<FXCurve>	LatentMarketStateBuilder.BumpedFXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Tenor + Parallel Map of FX Curve from the FX Instruments
static CaseInsensitiveTreeMap<GovvieCurve>	LatentMarketStateBuilder.BumpedGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Tenor + Parallel Map of Govvie Curves from the Treasury Instruments
static CaseInsensitiveTreeMap<GovvieCurve>	LatentMarketStateBuilder.BumpedGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Tenor + Parallel Map of Govvie Curves from the Treasury Instruments
static CaseInsensitiveTreeMap<GovvieCurve>	LatentMarketStateBuilder.BumpedGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Tenor + Parallel Map of Govvie Curves from the Treasury Instruments
static CaseInsensitiveTreeMap<MergedDiscountForwardCurve>	LatentMarketStateBuilder.BumpedOvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Map of Tenor + Parallel Bumped Overnight Curves
static TreasuryComponent	TreasuryBuilder.CAN(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the Canadian Government CAD CAN Bond
static FRAStandardCapFloor[]	OTCInstrumentBuilder.CapFloor(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor, double[] adblStrike, boolean bIsCap) Construct an Instance of the Standard OTC FRA Cap/Floor
static FRAStandardCapFloor	OTCInstrumentBuilder.CapFloor(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor, double dblStrike, boolean bIsCap) Construct an Instance of the Standard OTC FRA Cap/Floor
static CreditDefaultSwap[]	OTCInstrumentBuilder.CDS(JulianDate dtSpot, java.lang.String[] astrMaturityTenor, double[] adblCoupon, java.lang.String strCurrency, java.lang.String strCredit) Create an Array of the OTC CDS Instance.
static CreditDefaultSwap	OTCInstrumentBuilder.CDS(JulianDate dtSpot, java.lang.String strMaturityTenor, double dblCoupon, java.lang.String strCurrency, java.lang.String strCredit) Create an Instance of the OTC CDS.
static CreditCurve	LatentMarketStateBuilder.CreditCurve(JulianDate dtSpot, CreditDefaultSwap[] aCDS, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc) Construct a Credit Curve from the specified Calibration CDS Instruments
static CreditCurve	LatentMarketStateBuilder.CreditCurve(JulianDate dtSpot, java.lang.String strCredit, java.lang.String[] astrMaturityTenor, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc) Construct a Credit Curve from Overnight Exchange/OTC Market Instruments
static TreasuryComponent	TreasuryBuilder.DBR(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the German Treasury EUR DBR Bond
static FixFloatComponent	OTCInstrumentBuilder.FixFloatCustom(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor) Construct a Standard Fix Float Swap Instances
static FixFloatComponent[]	OTCInstrumentBuilder.FixFloatCustom(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor) Construct an Array of Custom Fix Float Swap Instances
static FixFloatComponent[]	OTCInstrumentBuilder.FixFloatStandard(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strLocation, java.lang.String[] astrMaturityTenor, java.lang.String strIndex, double dblCoupon) Construct an Array of OTC Fix Float Swaps using the specified Input Parameters
static FixFloatComponent	OTCInstrumentBuilder.FixFloatStandard(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strLocation, java.lang.String strMaturityTenor, java.lang.String strIndex, double dblCoupon) Construct an OTC Standard Fix Float Swap using the specified Input Parameters
static FloatFloatComponent[]	OTCInstrumentBuilder.FloatFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strDerivedTenor, java.lang.String[] astrMaturityTenor, double dblBasis) Construct an Array of OTC Float-Float Swap Instances
static FloatFloatComponent	OTCInstrumentBuilder.FloatFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strDerivedTenor, java.lang.String strMaturityTenor, double dblBasis) Construct an OTC Float-Float Swap Instance
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType) Construct a Instance of the Smooth/Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, SegmentCustomBuilderControl scbc) Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
static SingleStreamComponent[]	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate dtSpot, java.lang.String[] astrMaturityTenor, ForwardLabel forwardLabel) Construct an Array of OTC Forward Deposit Instruments from the corresponding Maturity Tenors
static SingleStreamComponent	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate dtSpot, java.lang.String strMaturityTenor, ForwardLabel forwardLabel) Construct an OTC Forward Deposit Instrument from Spot Date and the Maturity Tenor
static SingleStreamComponent	ExchangeInstrumentBuilder.ForwardRateFutures(JulianDate dtSpot, java.lang.String strCurrency) Generate a Forward Rate Futures Contract corresponding to the Spot Date
static SingleStreamComponent[]	ExchangeInstrumentBuilder.ForwardRateFuturesPack(JulianDate dtSpot, int iNumContract, java.lang.String strCurrency) Generate a Forward Rate Futures Pack corresponding to the Spot Date and the Specified Number of Contracts
static VolatilityCurve	LatentMarketStateBuilder.ForwardRateVolatilityCurve(JulianDate dtSpot, ForwardLabel forwardLabel, boolean bIsCap, java.lang.String[] astrMaturityTenor, double[] adblStrike, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc) Forward Rate Volatility Latent State Construction from Cap/Floor Instruments
static FRAStandardComponent[]	OTCInstrumentBuilder.FRAStandard(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor, double[] adblFRAStrike) Create an Array of Standard FRAs from the Spot Date, the Forward Label, and the Strike
static FRAStandardComponent	OTCInstrumentBuilder.FRAStandard(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor, double dblStrike) Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
static TreasuryComponent[]	TreasuryBuilder.FromCode(java.lang.String strCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon) Construct an Array of the Treasury Instances from the Code
static TreasuryComponent[]	TreasuryBuilder.FromCode(java.lang.String strCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon) Construct an Array of the Treasury Instances from the Code
static TreasuryComponent	TreasuryBuilder.FromCode(java.lang.String strCode, JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the Treasury Bond From the Code
static TreasuryComponent	TreasuryBuilder.FRTR(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the French Treasury EUR FRTR Bond
static MergedDiscountForwardCurve	LatentMarketStateBuilder.FundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, int iLatentStateType) Construct a Funding Curve Based off of the Input Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.FundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, SegmentCustomBuilderControl scbc) Construct a Funding Curve Based off of the Input Exchange/OTC Market Instruments Using the specified Spline
static SingleStreamComponent	OTCInstrumentBuilder.FundingDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strMaturityTenor) Construct an OTC Funding Deposit Instrument from the Spot Date and the Maturity Tenor
static SingleStreamComponent[]	OTCInstrumentBuilder.FundingDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor) Construct an Array of OTC Funding Deposit Instruments from their corresponding Maturity Tenors
static FXCurve	LatentMarketStateBuilder.FXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot, int iLatentStateType) Construct an FX Curve from the FX Forward Instruments
static FXCurve	LatentMarketStateBuilder.FXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot, SegmentCustomBuilderControl scbc) Construct an FX Curve from the FX Forward Instruments
static FXForwardComponent	OTCInstrumentBuilder.FXForward(JulianDate dtSpot, CurrencyPair ccyPair, java.lang.String strMaturityTenor) Create an OTC FX Forward Component
static FXForwardComponent[]	OTCInstrumentBuilder.FXForward(JulianDate dtSpot, CurrencyPair ccyPair, java.lang.String[] astrMaturityTenor) Create an Array of OTC FX Forward Components
static TreasuryComponent	TreasuryBuilder.GGB(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the Greek Treasury EUR GGB Bond
static TreasuryComponent	TreasuryBuilder.GILT(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the UK Treasury GBP GILT Bond
static GovvieCurve	LatentMarketStateBuilder.GovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, int iLatentStateType) Construct a Govvie Curve from the Treasury Instruments
static GovvieCurve	LatentMarketStateBuilder.GovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, int iLatentStateType) Construct a Govvie Curve from the Treasury Instruments
static GovvieCurve	LatentMarketStateBuilder.GovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, int iLatentStateType) Construct a Govvie Curve from the Treasury Instruments
static GovvieCurve	LatentMarketStateBuilder.GovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, SegmentCustomBuilderControl scbc) Construct a Govvie Curve from the Treasury Instruments
static GovvieCurve	LatentMarketStateBuilder.GovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, SegmentCustomBuilderControl scbc) Construct a Govvie Curve from the Treasury Instruments
static GovvieCurve	LatentMarketStateBuilder.GovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, SegmentCustomBuilderControl scbc) Construct a Govvie Curve from the Treasury Instruments
static TreasuryComponent	TreasuryBuilder.JGB(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the Japanese Treasury JPY JGB Bond
static TreasuryComponent	TreasuryBuilder.MBONO(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the Mexican Treasury MXN MBONO Bond
static FixFloatComponent[]	OTCInstrumentBuilder.OISFixFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor, double[] adblCoupon, boolean bFund) Construct an Array of OTC Fix Float OIS Instances
static FixFloatComponent	OTCInstrumentBuilder.OISFixFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strMaturityTenor, double dblCoupon, boolean bFund) Construct an Instance of OTC OIS Fix Float Swap
static FixFloatComponent[]	OTCInstrumentBuilder.OISFixFloatFutures(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrEffectiveTenor, java.lang.String[] astrMaturityTenor, double[] adblCoupon, boolean bFund) Construct an Array of OTC OIS Fix-Float Futures
static MergedDiscountForwardCurve	LatentMarketStateBuilder.OvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure, int iLatentStateType) Construct an Overnight Curve from Overnight Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.OvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure, SegmentCustomBuilderControl scbc) Construct an Overnight Curve from Overnight Exchange/OTC Market Instruments
static SingleStreamComponent	OTCInstrumentBuilder.OvernightDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strMaturityTenor) Construct an OTC Overnight Deposit Instrument from the Spot Date and the Maturity Tenor
static SingleStreamComponent[]	OTCInstrumentBuilder.OvernightDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor) Construct an Array of OTC Overnight Deposit Instrument from their Maturity Tenors
static ForwardCurve	LatentMarketStateBuilder.ShapePreservingForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference) Construct a Instance of the Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.ShapePreservingFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure) Construct a Shape Preserving Funding Curve Based off of the Input Exchange/OTC Market Instruments
static FXCurve	LatentMarketStateBuilder.ShapePreservingFXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot) Construct a Shape Preserving FX Curve from the FX Forward Instruments
static GovvieCurve	LatentMarketStateBuilder.ShapePreservingGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure) Construct a Shape Preserving Govvie Curve from the Treasury Instruments
static GovvieCurve	LatentMarketStateBuilder.ShapePreservingGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure) Construct a Shape Preserving Govvie Curve from the Treasury Instruments
static GovvieCurve	LatentMarketStateBuilder.ShapePreservingGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure) Construct a Shape Preserving Govvie Curve from the Treasury Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.ShapePreservingOvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure) Construct a Shape Preserving Overnight Curve from Overnight Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.SmoothForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference) Construct a Instance of Smooth Forward Curve off of Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.SmoothFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure) Construct a Smooth Funding Curve Based off of the Input Exchange/OTC Market Instruments
static FXCurve	LatentMarketStateBuilder.SmoothFXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot) Construct a Smooth FX Curve from the FX Forward Instruments
static GovvieCurve	LatentMarketStateBuilder.SmoothGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure) Construct a Smooth Govvie Curve from the Treasury Instruments
static GovvieCurve	LatentMarketStateBuilder.SmoothGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure) Construct a Smooth Govvie Curve from the Treasury Instruments
static GovvieCurve	LatentMarketStateBuilder.SmoothGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure) Construct a Smooth Govvie Curve from the Treasury Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.SmoothOvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure) Construct a Smooth Overnight Curve from Overnight Exchange/OTC Market Instruments
static TreasuryComponent	TreasuryBuilder.SPGB(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the Spanish Treasury EUR SPGB Bond
static TreasuryFutures	ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot, java.lang.String strFuturesCode, int[] aiFuturesComponentTreasuryEffectiveDate, int[] aiFuturesComponentTreasuryMaturityDate, double[] adblFuturesComponentTreasuryCoupon, double[] adblFuturesComponentConversionFactor) Generate the Treasury Futures Instance
static TreasuryFutures	ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot, java.lang.String strFuturesCode, int[] aiFuturesComponentTreasuryEffectiveDate, int[] aiFuturesComponentTreasuryMaturityDate, double[] adblFuturesComponentTreasuryCoupon, double[] adblFuturesComponentConversionFactor, java.lang.String strFuturesComponentUnderlierSubtype, java.lang.String strFuturesReferenceMaturityTenor) Generate the Treasury Futures Instance
static TreasuryFutures	ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot, java.lang.String strCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblConversionFactor, java.lang.String strUnderlierType, java.lang.String strUnderlierSubtype, java.lang.String strMaturityTenor) Generate an Instance of Treasury Futures given the Inputs
static TreasuryFutures	ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot, java.lang.String strCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblConversionFactor, java.lang.String strUnderlierType, java.lang.String strUnderlierSubtype, java.lang.String strMaturityTenor) Generate an Instance of Treasury Futures given the Inputs
static TreasuryFutures	ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot, java.lang.String strCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblConversionFactor, java.lang.String strUnderlierType, java.lang.String strUnderlierSubtype, java.lang.String strMaturityTenor) Generate an Instance of Treasury Futures given the Inputs
static TreasuryComponent	TreasuryBuilder.UST(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon) Construct an Instance of the US Treasury USD UST Bond

Uses of JulianDate in org.drip.state.basis

Methods in org.drip.state.basis that return JulianDate

Modifier and Type	Method and Description
JulianDate	BasisCurve.epoch()

Methods in org.drip.state.basis with parameters of type JulianDate

Modifier and Type	Method and Description
double	BasisEstimator.basis(JulianDate dt) Calculate the Basis to the given Date
double	BasisCurve.basis(JulianDate dt)
WengertJacobian	BasisCurve.jackDForwardDManifestMeasure(java.lang.String strManifestMeasure, JulianDate dt) Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

Uses of JulianDate in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type JulianDate

Modifier and Type	Method and Description
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.BuildFromDF(JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblDF) Build a Discount Curve from an array of discount factors
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.CreateFromFlatYield(JulianDate dtStart, java.lang.String strCurrency, double dblYield, java.lang.String strCompoundingDayCount, int iCompoundingFreq) Create a Discount Curve from the Flat Yield
static BasisCurve	ScenarioBasisCurveBuilder.CubicPolynomialBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis) Create an Instance of the Cubic Polynomial Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.CubicPolynomialCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot) Create an Instance of the Cubic Polynomial Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.CubicPolynomialCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strTreasuryCode, java.lang.String strCurrency, int[] aiMaturityDate, double[] adblYield) Create an Instance of the Cubic Polynomial Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CubicPolynomialDiscountCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblDF) Create an Instance of the Cubic Polynomial Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.CubicPolynomialRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo) Create an Instance of the Cubic Polynomial Splined Repo Curve
static NodeStructure	ScenarioTermStructureBuilder.CubicPolynomialTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblNode) Construct a Term Structure Instance based off of a Cubic Polynomial Spline
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.CubicPolynomialTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblImpliedVolatility) Construct the Deterministic Volatility Term Structure Instance based off of a Cubic Polynomial Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.CubicPolynomialWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblX, java.lang.String[] astrTenor, double[][] aadblNode) Construct a Scenario Market Surface off of Cubic Polynomial Wire Spline and Cubic Polynomial Surface Spline.
static MarketSurface	ScenarioLocalVolatilityBuilder.CubicPolynomialWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double dblRiskFreeRate, double[] adblStrike, java.lang.String[] astrTenor, double[][] aadblNode) Construct a Scenario Market Surface off of cubic polynomial wire spline and cubic polynomial surface Spline.
static CreditCurve	ScenarioCreditCurveBuilder.Custom(java.lang.String strName, JulianDate dtSpot, CalibratableComponent[] aCalibInst, MergedDiscountForwardCurve dc, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, double dblRecovery, boolean bFlat) Calibrate the base credit curve from the input credit instruments, measures, and the quotes
static BasisCurve	ScenarioBasisCurveBuilder.CustomSplineBasisCurve(java.lang.String strName, JulianDate dtSpot, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.CustomSplineCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, SegmentCustomBuilderControl scbc, double dblFXSpot) Create an Instance of the Custom Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.CustomSplineCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strTreasuryCode, java.lang.String strCurrency, int[] aiMaturityDate, double[] adblYield, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CustomSplineDiscountCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblDF, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.CustomSplineRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Repo Curve
static NodeStructure	ScenarioTermStructureBuilder.CustomSplineTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblDate, double[] adblNode, SegmentCustomBuilderControl scbc) Construct a Term Structure Instance using the specified Custom Spline
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.CustomSplineTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblImpliedVolatility, SegmentCustomBuilderControl scbc) Construct the Deterministic Volatility Term Structure Instance using the specified Custom Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.CustomSplineWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblX, double[] adblY, double[][] aadblNode, SegmentCustomBuilderControl scbcWireSpan, SegmentCustomBuilderControl scbcSurface) Build an Instance of the Market Node Surface using Custom Wire Span and Surface Splines.
static MarketSurface	ScenarioLocalVolatilityBuilder.CustomSplineWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double dblRiskFreeRate, double[] adblStrike, double[] adblMaturity, double[][] aadblCallPrice, SegmentCustomBuilderControl scbcWireSpan, SegmentCustomBuilderControl scbcSurface) Build an Instance of the Volatility Surface using custom wire span and surface splines
static MarketSurface	ScenarioMarketSurfaceBuilder.CustomWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblX, java.lang.String[] astrTenor, double[][] aadblNode, SegmentCustomBuilderControl scbcWireSpan, SegmentCustomBuilderControl scbcSurface) Construct a Scenario Market Surface off of Custom Wire Spline and Custom Surface Spline.
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.DiscretelyCompoundedFlatRate(JulianDate dtStart, java.lang.String strCurrency, double dblRate, java.lang.String strCompoundingDayCount, int iCompoundingFreq) Create a Discount Curve from the Discretely Compounded Flat Rate
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.ExponentiallyCompoundedFlatRate(JulianDate dtStart, java.lang.String strCurrency, double dblRate) Create a Discount Curve from the Exponentially Compounded Flat Rate
static ForwardCurve	ScenarioForwardCurveBuilder.FlatForwardForwardCurve(JulianDate dtStart, ForwardLabel fri, double dblFlatForwardRate) Construct an Instance of the Flat Forward Rate Forward Curve
static RepoCurve	ScenarioRepoCurveBuilder.FlatRateRepoCurve(JulianDate dtSpot, Component comp, double dblRepoRate) Construct a Repo Curve using the Flat Repo Rate
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Hazard(JulianDate dtStart, java.lang.String strName, java.lang.String strCurrency, int[] aiDate, double[] adblHazardRate, double dblRecovery) Create a credit curve from an array of dates and hazard rates
static MarketSurface	ScenarioMarketSurfaceBuilder.HestonRunMarketSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double dblRiskFreeRate, double dblUnderlier, boolean bIsForward, double dblInitialVolatility, double[] adblStrike, java.lang.String[] astrTenor, HestonOptionPricerParams fphp, boolean bPriceSurface, SegmentCustomBuilderControl scbcWireSpan, SegmentCustomBuilderControl scbcSurface) Create a Price/Volatility Market Surface Based off of a Single Run using the Heston 1993 Model
static BasisCurve	ScenarioBasisCurveBuilder.KaklisPandelisBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis) Create an Instance of the Kaklis-Pandelis Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.KaklisPandelisCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot) Create an Instance of the Kaklis-Pandelis Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.KaklisPandelisCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strTreasuryCode, java.lang.String strCurrency, int[] aiMaturityDate, double[] adblYield) Create an Instance of the Kaklis-Pandelis Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.KaklisPandelisDiscountCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblDF) Create an Instance of the Kaklis-Pandelis Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.KaklisPandelisRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo) Create an Instance of the Kaklis-Pandelis Splined Repo Curve
static NodeStructure	ScenarioTermStructureBuilder.KaklisPandelisTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblNode) Construct a Term Structure Instance based off of a Kaklis-Pandelis Polynomial Tension Spline
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.KaklisPandelisTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblImpliedVolatility) Construct the Deterministic Volatility Term Structure Instance based off of a Kaklis-Pandelis Polynomial Tension Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.KaklisPandelisWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblX, java.lang.String[] astrTenor, double[][] aadblNode) Construct a Scenario Market Surface off of Kaklis-Pandelis Wire Spline and Kaklis-Pandelis Surface Spline.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.KLKExponentialDiscountCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblDF, double dblTension) Create an Instance of the KLK Exponential Splined DF Discount Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKHyperbolicBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, double dblTension) Create an Instance of the KLK Hyperbolic Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.KLKHyperbolicCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot, double dblTension) Create an Instance of the KLK Hyperbolic Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.KLKHyperbolicCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strTreasuryCode, java.lang.String strCurrency, int[] aiMaturityDate, double[] adblYield, double dblTension) Create an Instance of the KLK Hyperbolic Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.KLKHyperbolicDiscountCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblDF, double dblTension) Create an Instance of the KLK Hyperbolic Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKHyperbolicRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo, double dblTension) Create an Instance of the KLK Hyperbolic Splined Repo Curve
static NodeStructure	ScenarioTermStructureBuilder.KLKHyperbolicTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblNode, double dblTension) Construct a Term Structure Instance based off of a KLK Hyperbolic Tension Spline
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.KLKHyperbolicTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblImpliedVolatility, double dblTension) Construct the Deterministic Volatility Term Structure Instance based off of a KLK Hyperbolic Tension Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.KLKHyperbolicWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblX, java.lang.String[] astrTenor, double[][] aadblNode, double dblTension) Construct a Scenario Market Surface off of KLK Hyperbolic Wire Spline and KLK Hyperbolic Surface Spline.
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalLinearBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, double dblTension) Create an Instance of the KLK Rational Linear Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.KLKRationalLinearCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot, double dblTension) Create an Instance of the KLK Rational Linear Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.KLKRationalLinearCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strTreasuryCode, java.lang.String strCurrency, int[] aiMaturityDate, double[] adblYield, double dblTension) Create an Instance of the KLK Rational Linear Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.KLKRationalLinearDiscountCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblDF, double dblTension) Create an Instance of the KLK Linear Rational Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKRationalLinearRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo, double dblTension) Create an Instance of the KLK Rational Linear Splined Repo Curve
static NodeStructure	ScenarioTermStructureBuilder.KLKRationalLinearTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblNode, double dblTension) Construct a Term Structure Instance based off of a KLK Rational Linear Tension Spline
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.KLKRationalLinearTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblImpliedVolatility, double dblTension) Construct the Deterministic Volatility Term Structure Instance based off of a KLK Rational Linear Tension Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.KLKRationalLinearWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblX, java.lang.String[] astrTenor, double[][] aadblNode, double dblTension) Construct a Scenario Market Surface off of KLK Rational Linear Wire Spline and KLK Rational Linear Surface Spline.
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalQuadraticBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, double dblTension) Create an Instance of the KLK Rational Quadratic Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.KLKRationalQuadraticCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot, double dblTension) Create an Instance of the KLK Rational Quadratic Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.KLKRationalQuadraticCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strTreasuryCode, java.lang.String strCurrency, int[] aiMaturityDate, double[] adblYield, double dblTension) Create an Instance of the KLK Rational Quadratic Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.KLKRationalQuadraticDiscountCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblDF, double dblTension) Create an Instance of the KLK Quadratic Rational Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKRationalQuadraticRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo, double dblTension) Create an Instance of the KLK Rational Quadratic Splined Repo Curve
static NodeStructure	ScenarioTermStructureBuilder.KLKRationalQuadraticTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblNode, double dblTension) Construct a Term Structure Instance based off of a KLK Rational Quadratic Tension Spline
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.KLKRationalQuadraticTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblImpliedVolatility, double dblTension) Construct the Deterministic Volatility Term Structure Instance based off of a KLK Rational Quadratic Tension Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.KLKRationalQuadraticWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblX, java.lang.String[] astrTenor, double[][] aadblNode, double dblTension) Construct a Scenario Market Surface off of KLK Rational Quadratic Wire Spline and KLK Rational Quadratic Surface Spline.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.NonlinearBuild(JulianDate dt, java.lang.String strCurrency, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, LatentStateFixingsContainer lsfc) Create Discount Curve from the Calibration Instruments
static VolatilityCurve	ScenarioLocalVolatilityBuilder.NonlinearBuild(java.lang.String strName, JulianDate dtSpot, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc) Create a Volatility Curve from the Calibration Instruments
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.PiecewiseForward(JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblRate) Create a discount curve from an array of dates/rates
static BasisCurve	ScenarioBasisCurveBuilder.QuarticPolynomialBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis) Create an Instance of the Quartic Polynomial Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.QuarticPolynomialCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot) Create an Instance of the Quartic Polynomial Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.QuarticPolynomialCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strTreasuryCode, java.lang.String strCurrency, int[] aiMaturityDate, double[] adblYield) Create an Instance of the Quartic Polynomial Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.QuarticPolynomialDiscountCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblDF) Create an Instance of the Quartic Polynomial Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.QuarticPolynomialRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo) Create an Instance of the Quartic Polynomial Splined Repo Curve
static NodeStructure	ScenarioTermStructureBuilder.QuarticPolynomialTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblNode) Construct a Term Structure Instance based off of a Quartic Polynomial Spline
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.QuarticPolynomialTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, java.lang.String[] astrTenor, double[] adblImpliedVolatility) Construct the Deterministic Volatility Term Structure Instance based off of a Quartic Polynomial `Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.QuarticPolynomialWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblX, java.lang.String[] astrTenor, double[][] aadblNode) Construct a Scenario Market Surface off of Quartic Polynomial Wire Spline and Quartic Polynomial Surface Spline.

Uses of JulianDate in org.drip.state.credit

Methods in org.drip.state.credit that return JulianDate

Modifier and Type	Method and Description
JulianDate	CreditCurve.epoch()

Methods in org.drip.state.credit with parameters of type JulianDate

Modifier and Type	Method and Description
double	CreditCurve.effectiveRecovery(JulianDate dt1, JulianDate dt2) Calculate the time-weighted recovery between a pair of dates
double	CreditCurve.effectiveSurvival(JulianDate dt1, JulianDate dt2) Calculate the time-weighted survival between a pair of 2 dates
double	CreditCurve.hazard(JulianDate dt) Calculate the hazard rate to the given date
double	CreditCurve.hazard(JulianDate dt1, JulianDate dt2) Calculate the hazard rate between a pair of forward dates
double	CreditCurve.recovery(JulianDate dt) Calculate the recovery rate to the given date
double	CreditCurve.survival(JulianDate dt) Calculate the survival to the given date

Uses of JulianDate in org.drip.state.curve

Methods in org.drip.state.curve with parameters of type JulianDate

Modifier and Type	Method and Description
double	DerivedZeroRate.df(JulianDate dt)
double	DerivedZeroRate.effectiveDF(JulianDate dt1, JulianDate dt2)

Uses of JulianDate in org.drip.state.discount

Methods in org.drip.state.discount that return JulianDate

Modifier and Type	Method and Description
JulianDate	ZeroCurve.epoch()
JulianDate	MergedDiscountForwardCurve.epoch()
JulianDate	DiscountFactorEstimator.epoch() Retrieve the Starting (Epoch) Date

Methods in org.drip.state.discount with parameters of type JulianDate

Modifier and Type	Method and Description
WengertJacobian	MergedDiscountForwardCurve.compJackDPVDManifestMeasure(JulianDate dt) Calculate the Jacobian of PV at the given date to the Manifest Measure of each component in the calibration set to the DF
double	MergedDiscountForwardCurve.df(JulianDate dt)
double	DiscountFactorEstimator.df(JulianDate dt) Calculate the discount factor to the given date
double	MergedDiscountForwardCurve.effectiveDF(JulianDate dt1, JulianDate dt2)
double	DiscountFactorEstimator.effectiveDF(JulianDate dt1, JulianDate dt2) Compute the time-weighted discount factor between 2 dates
WengertJacobian	MergedDiscountForwardCurve.jackDDFDManifestMeasure(JulianDate dt, java.lang.String strManifestMeasure) Retrieve the Manifest Measure Jacobian of the Discount Factor to the given date
WengertJacobian	MergedDiscountForwardCurve.jackDForwardDManifestMeasure(JulianDate dt1, JulianDate dt2, java.lang.String strManifestMeasure, double dblElapsedYear) Retrieve the Jacobian of the Forward Rate to the Manifest Measure between the given dates
WengertJacobian	MergedDiscountForwardCurve.jackDForwardDManifestMeasure(JulianDate dt, java.lang.String strTenor, java.lang.String strManifestMeasure, double dblElapsedYear) Retrieve the Jacobian of the Forward Rate to the Manifest Measure at the given date
double	MergedDiscountForwardCurve.libor(JulianDate dt, java.lang.String strTenor) Calculate the LIBOR to the given tenor at the specified Julian Date
WengertJacobian	MergedDiscountForwardCurve.zeroRateJack(JulianDate dt, java.lang.String strManifestMeasure) Retrieve the Jacobian for the Zero Rate to the given date

Uses of JulianDate in org.drip.state.forward

Methods in org.drip.state.forward that return JulianDate

Modifier and Type	Method and Description
JulianDate	ForwardCurve.epoch()

Methods in org.drip.state.forward with parameters of type JulianDate

Modifier and Type	Method and Description
double	ForwardRateEstimator.forward(JulianDate dt) Calculate the Forward Rate to the given date
double	ForwardCurve.forward(JulianDate dt)
WengertJacobian	ForwardCurve.jackDForwardDManifestMeasure(java.lang.String strManifestMeasure, JulianDate dt) Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

Uses of JulianDate in org.drip.state.fx

Methods in org.drip.state.fx that return JulianDate

Modifier and Type	Method and Description
JulianDate	FXCurve.epoch()

Methods in org.drip.state.fx with parameters of type JulianDate

Modifier and Type	Method and Description
double	FXCurve.fx(JulianDate dt) Calculate the FX Forward to the given date
WengertJacobian	FXCurve.jackDForwardDManifestMeasure(java.lang.String strManifestMeasure, JulianDate dt) Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

Uses of JulianDate in org.drip.state.govvie

Methods in org.drip.state.govvie that return JulianDate

Modifier and Type	Method and Description
JulianDate	GovvieCurve.epoch()

Methods in org.drip.state.govvie with parameters of type JulianDate

Modifier and Type	Method and Description
double	GovvieCurve.df(JulianDate dt)
double	GovvieCurve.effectiveDF(JulianDate dt1, JulianDate dt2)
WengertJacobian	GovvieCurve.jackDForwardDManifestMeasure(java.lang.String strManifestMeasure, JulianDate dt) Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date
double	YieldEstimator.yield(JulianDate dt) Calculate the Yield to the given Date
double	GovvieCurve.yield(JulianDate dt)

Uses of JulianDate in org.drip.state.nonlinear

Constructors in org.drip.state.nonlinear with parameters of type JulianDate

Constructor and Description
FlatForwardDiscountCurve(JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblForwardRate, boolean bDiscreteCompounding, java.lang.String strCompoundingDayCount, int iCompoundingFreq) Boot-strap a constant forward discount curve from an array of dates and discount rates
FlatForwardForwardCurve(JulianDate dtEpoch, ForwardLabel fri, double dblFlatForwardRate) FlatForwardForwardCurve constructor

Uses of JulianDate in org.drip.state.repo

Methods in org.drip.state.repo that return JulianDate

Modifier and Type	Method and Description
JulianDate	RepoCurve.epoch()

Methods in org.drip.state.repo with parameters of type JulianDate

Modifier and Type	Method and Description
double	RepoEstimator.repo(JulianDate dt) Calculate the Repo Rate to the given Date
double	RepoCurve.repo(JulianDate dt)

Uses of JulianDate in org.drip.state.volatility

Methods in org.drip.state.volatility with parameters of type JulianDate

Modifier and Type	Method and Description
double	VolatilityCurve.impliedVol(JulianDate dt) Compute the Deterministic Implied Volatility at the Date Node from the Volatility Term Structure