Modifier and Type | Method and Description |
---|---|
CompositePeriodCouponMetrics |
CompositePeriod.couponMetrics(int iValueDate,
CurveSurfaceQuoteContainer csqs)
Compute the Full Period Coupon Measures
|
Modifier and Type | Class and Description |
---|---|
class |
CompositePeriodAccrualMetrics
CompositePeriodAccrualMetrics holds the results of the compounded Composed period Accrual Metrics Estimate
Output.
|
Modifier and Type | Method and Description |
---|---|
static CompositePeriodCouponMetrics |
CompositePeriodCouponMetrics.Create(java.util.List<UnitPeriodMetrics> lsUPM)
CompositePeriodCouponMetrics Instance from the list of the composite period metrics
|
Modifier and Type | Method and Description |
---|---|
CompositePeriodCouponMetrics |
CDSComponent.couponMetrics(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqs) |
CompositePeriodCouponMetrics |
BondComponent.couponMetrics(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqc) |
Modifier and Type | Method and Description |
---|---|
abstract CompositePeriodCouponMetrics |
Component.couponMetrics(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqs)
Get the Product's coupon Metrics at the specified accrual date
|
Modifier and Type | Method and Description |
---|---|
CompositePeriodCouponMetrics |
FXForwardComponent.couponMetrics(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqs) |
Modifier and Type | Method and Description |
---|---|
CompositePeriodCouponMetrics |
TreasuryFutures.couponMetrics(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqs) |
Modifier and Type | Method and Description |
---|---|
CompositePeriodCouponMetrics |
OptionComponent.couponMetrics(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqs) |
Modifier and Type | Method and Description |
---|---|
CompositePeriodCouponMetrics |
Stream.coupon(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqs)
Get the Coupon Metrics for the period corresponding to the specified accrual end date
|
CompositePeriodCouponMetrics |
SingleStreamComponent.couponMetrics(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqs) |
CompositePeriodCouponMetrics |
RatesBasket.couponMetrics(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqs) |
CompositePeriodCouponMetrics |
FloatFloatComponent.couponMetrics(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqs) |
CompositePeriodCouponMetrics |
FixFloatComponent.couponMetrics(int iAccrualEndDate,
ValuationParams valParams,
CurveSurfaceQuoteContainer csqs) |