| Package | Description |
|---|---|
| org.drip.analytics.cashflow | |
| org.drip.analytics.support |
| Constructor and Description |
|---|
CompositeFixedPeriod(CompositePeriodSetting cps,
java.util.List<ComposableUnitPeriod> lsCUP)
CompositeFixedPeriod Constructor
|
CompositeFloatingPeriod(CompositePeriodSetting cps,
java.util.List<ComposableUnitPeriod> lsCUP)
CompositeFloatingPeriod Constructor
|
| Modifier and Type | Method and Description |
|---|---|
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
|
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
|