| Package | Description |
|---|---|
| org.drip.product.credit | |
| org.drip.product.definition | |
| org.drip.service.product |
| Modifier and Type | Method and Description |
|---|---|
BondRVMeasures |
BondComponent.standardMeasures(ValuationParams valParams,
CreditPricerParams pricerParams,
CurveSurfaceQuoteContainer csqs,
ValuationCustomizationParams vcp,
WorkoutInfo wi,
double dblPrice) |
| Modifier and Type | Method and Description |
|---|---|
abstract BondRVMeasures |
Bond.standardMeasures(ValuationParams valParams,
CreditPricerParams pricerParams,
CurveSurfaceQuoteContainer csqs,
ValuationCustomizationParams vcp,
WorkoutInfo wi,
double dblPrice)
Calculate the full set of Bond RV Measures from the Price Input
|
| Modifier and Type | Method and Description |
|---|---|
static BondRVMeasures |
FixedBondAPI.RelativeValueMetrics(java.lang.String strIssuerName,
int iBondEffectiveDate,
int iBondMaturityDate,
double dblBondCoupon,
int iBondCouponFrequency,
java.lang.String strBondCouponDayCount,
java.lang.String strBondCouponCurrency,
int iSpotDate,
java.lang.String[] astrFundingCurveDepositTenor,
double[] adblFundingCurveDepositQuote,
java.lang.String strFundingCurveDepositMeasure,
double[] adblFundingCurveFuturesQuote,
java.lang.String strFundingCurveFuturesMeasure,
java.lang.String[] astrFundingCurveFixFloatTenor,
double[] adblFundingCurveFixFloatQuote,
java.lang.String strFundingFixFloatMeasure,
java.lang.String strGovvieCode,
int[] aiGovvieCurveTreasuryEffectiveDate,
int[] aiGovvieCurveTreasuryMaturityDate,
double[] adblGovvieCurveTreasuryCoupon,
double[] adblGovvieCurveTreasuryYield,
java.lang.String strGovvieCurveTreasuryMeasure,
java.lang.String strCreditCurveName,
java.lang.String[] astrCreditCurveCDSTenor,
double[] adblCreditCurveCDSCoupon,
double[] adblCreditCurveCDSQuote,
java.lang.String strCreditCurveCDSMeasure,
double dblBondMarketCleanPrice)
Generate the Relative Value Metrics for the Specified Bond
|