Package | Description |
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org.drip.analytics.output |
Modifier and Type | Method and Description |
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BondCouponMeasures |
BondWorkoutMeasures.creditRisklessCleanbcm()
Retrieve the Credit Risk-less Clean Bond Coupon Measures
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BondCouponMeasures |
BondWorkoutMeasures.creditRisklessDirtybcm()
Retrieve the Credit Risk-less Dirty Bond Coupon Measures
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BondCouponMeasures |
BondWorkoutMeasures.creditRiskyCleanbcm()
Retrieve the Credit Risky Clean Bond Coupon Measures
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BondCouponMeasures |
BondWorkoutMeasures.creditRiskyDirtybcm()
Retrieve the Credit Risky Dirty Bond Coupon Measures
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Constructor and Description |
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BondWorkoutMeasures(BondCouponMeasures bcmCreditRiskyDirty,
BondCouponMeasures bcmCreditRisklessDirty,
double dblCreditRiskyParPV,
double dblCreditRisklessParPV,
double dblCreditRiskyPrincipalPV,
double dblCreditRisklessPrincipalPV,
double dblRecoveryPV,
double dblExpectedRecovery,
double dblDefaultExposure,
double dblDefaultExposureNoRec,
double dblLossOnInstantaneousDefault,
double dblAccrued01,
double dblFirstCouponRate,
double dblFirstIndexRate,
double dblCashPayDF)
BondWorkoutMeasures constructor
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