Uses of Class
org.drip.analytics.daycount.DateAdjustParams

Packages that use DateAdjustParams

Package	Description
org.drip.analytics.support
org.drip.market.definition
org.drip.param.period
org.drip.product.credit
org.drip.product.params

Uses of DateAdjustParams in org.drip.analytics.support

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

Modifier and Type	Method and Description
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.BackwardEdgeDates(int iEffective, int iMaturity, java.lang.String strTenor, DateAdjustParams dap, int iPSEC) Generate a list of period edge dates backward from the end.
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 java.util.List<java.lang.Integer>	CompositePeriodBuilder.ForwardEdgeDates(int iEffective, int iMaturity, 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.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 java.util.List<java.lang.Integer>	CompositePeriodBuilder.RegularEdgeDates(int iStartDate, int iEndDate, java.lang.String strPeriodTenor, DateAdjustParams dap) Generate a list of regular period edge dates forward from the start.
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.RegularEdgeDates(int iEffective, java.lang.String strPeriodTenor, java.lang.String strMaturityTenor, DateAdjustParams dap) Generate a list of regular period edge dates forward from the start.
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 DateAdjustParams in org.drip.market.definition

Methods in org.drip.market.definition that return DateAdjustParams

Modifier and Type	Method and Description
DateAdjustParams	FloaterIndex.spotLagDAPBackward() Retrieve the Spot Lag DAP with Date Roll Previous
DateAdjustParams	FloaterIndex.spotLagDAPForward() Retrieve the Spot Lag DAP with Date Roll Following

Uses of DateAdjustParams in org.drip.param.period

Methods in org.drip.param.period that return DateAdjustParams

Modifier and Type	Method and Description
DateAdjustParams	FixingSetting.dap() Retrieve the Fixing DAP
DateAdjustParams	ComposableUnitBuilderSetting.dapEdge() Retrieve the Edge Date Adjust Parameters
DateAdjustParams	CompositePeriodSetting.dapPay() Retrieve the Pay DAP

Constructors in org.drip.param.period with parameters of type DateAdjustParams

Constructor and Description
ComposableFixedUnitSetting(java.lang.String strTenor, int iEdgeDateSequenceScheme, DateAdjustParams dapEdge, double dblFixedCoupon, double dblBasis, java.lang.String strCouponCurrency) ComposableFixedUnitSetting constructor
ComposableFloatingUnitSetting(java.lang.String strTenor, int iEdgeDateSequenceScheme, DateAdjustParams dapEdge, ForwardLabel forwardLabel, int iReferencePeriodArrearsType, double dblSpread) ComposableFloatingUnitSetting constructor
CompositePeriodSetting(int iFreq, java.lang.String strTenor, java.lang.String strPayCurrency, DateAdjustParams dapPay, double dblBaseNotional, Array2D fsCoupon, Array2D fsNotional, FixingSetting fxFixingSetting, CreditLabel creditLabel) CompositePeriodSetting Constructor
FixingSetting(int iType, DateAdjustParams dap, int iStaticDate) FixingSetting Constructor

Uses of DateAdjustParams in org.drip.product.credit

Constructors in org.drip.product.credit with parameters of type DateAdjustParams

Constructor and Description

CDSComponent(int iEffectiveDate, int iMaturityDate, double dblCoupon, int iFreq, java.lang.String strCouponDC, java.lang.String strAccrualDC, java.lang.String strFloatingRateIndex, boolean bConvCDS, DateAdjustParams dapEffective, DateAdjustParams dapMaturity, DateAdjustParams dapPeriodStart, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualStart, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPay, DateAdjustParams dapReset, Array2D notlSchedule, double dblNotional, java.lang.String strCouponCurrency, CreditSetting crValParams, java.lang.String strCalendar) CDSComponent constructor: Most generic CDS creation functionality

Uses of DateAdjustParams in org.drip.product.params

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

Modifier and Type

Method and Description

static BondStream

BondStream.Create(int iMaturityDate, int iEffectiveDate, int iFinalMaturityDate, int iFirstCouponDate, int iInterestAccrualStartDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, java.lang.String strMaturityType, boolean bPeriodsFromForward, java.lang.String strCalendar, java.lang.String strCurrency, ForwardLabel forwardLabel, CreditLabel creditLabel) Construct and Instance of PeriodSet from the specified Parameters