Package | Description |
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org.drip.analytics.cashflow | |
org.drip.analytics.support |
Constructor and Description |
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CompositeFixedPeriod(CompositePeriodSetting cps,
java.util.List<ComposableUnitPeriod> lsCUP)
CompositeFixedPeriod Constructor
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CompositeFloatingPeriod(CompositePeriodSetting cps,
java.util.List<ComposableUnitPeriod> lsCUP)
CompositeFloatingPeriod Constructor
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Modifier and Type | Method and Description |
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static java.util.List<CompositePeriod> |
CompositePeriodBuilder.FixedCompositeUnit(java.util.List<java.lang.Integer> lsCompositeEdgeDate,
CompositePeriodSetting cps,
UnitCouponAccrualSetting ucas,
ComposableFixedUnitSetting cfus)
Construct the List of Composite Fixed Periods from the corresponding composable Fixed Period Units
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static java.util.List<CompositePeriod> |
CompositePeriodBuilder.FloatingCompositeUnit(java.util.List<java.lang.Integer> lsCompositeEdgeDate,
CompositePeriodSetting cps,
ComposableFloatingUnitSetting cfus)
Construct the List of Composite Floating Period from the corresponding composable Floating Period Units
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