Modifier and Type | Method and Description |
---|---|
static FRAStandardCapFloorlet |
SingleStreamOptionBuilder.FuturesOption(JulianDate dtEffective,
ForwardLabel forwardLabel,
double dblStrike,
java.lang.String strManifestMeasure,
boolean bIsCaplet,
CashSettleParams csp)
Create a Standard Futures Option
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static FixFloatComponent |
DualStreamComponentBuilder.MakeFixFloat(Stream fixReference,
Stream floatDerived,
CashSettleParams csp)
Make the FixFloatComponent Instance from the Reference Fixed and the Derived Floating Streams
|
static FloatFloatComponent |
DualStreamComponentBuilder.MakeFloatFloat(Stream floatReference,
Stream floatDerived,
CashSettleParams csp)
Make the FloatFloatComponent Instance from the Reference and the Derived Floating Streams
|
Modifier and Type | Method and Description |
---|---|
CashSettleParams |
CDSComponent.cashSettleParams() |
CashSettleParams |
BondComponent.cashSettleParams() |
Modifier and Type | Method and Description |
---|---|
abstract CashSettleParams |
Component.cashSettleParams()
Get the Product's cash settlement parameters
|
Constructor and Description |
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FRAMarketComponent(java.lang.String strName,
Stream stream,
double dblStrike,
CashSettleParams csp)
FRAMarketComponent constructor
|
FRAStandardCapFloor(java.lang.String strName,
Stream stream,
java.lang.String strManifestMeasure,
boolean bIsCap,
double dblStrike,
LastTradingDateSetting ltds,
CashSettleParams csp,
FokkerPlanckGenerator fpg)
FRAStandardCapFloor constructor
|
FRAStandardCapFloorlet(java.lang.String strName,
FRAStandardComponent fra,
java.lang.String strManifestMeasure,
boolean bIsCaplet,
double dblStrike,
double dblNotional,
LastTradingDateSetting ltds,
FokkerPlanckGenerator fpg,
CashSettleParams csp)
FRAStandardCapFloorlet constructor
|
FRAStandardComponent(java.lang.String strName,
Stream stream,
double dblStrike,
CashSettleParams csp)
FRAStandardComponent constructor
|
Modifier and Type | Method and Description |
---|---|
CashSettleParams |
FXForwardComponent.cashSettleParams() |
Constructor and Description |
---|
FXForwardComponent(java.lang.String strName,
CurrencyPair ccyPair,
int iEffectiveDate,
int iMaturityDate,
double dblNotional,
CashSettleParams csp)
Create an FXForwardComponent from the currency pair, the effective and the maturity dates
|
Modifier and Type | Method and Description |
---|---|
CashSettleParams |
TreasuryFutures.cashSettleParams() |
Constructor and Description |
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TreasuryFutures(Bond[] aBond,
double[] adblConversionFactor,
CashSettleParams csp)
BondFutures Constructor
|
Modifier and Type | Method and Description |
---|---|
CashSettleParams |
OptionComponent.cashSettleParams() |
Constructor and Description |
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CDSEuropeanOption(java.lang.String strName,
CreditDefaultSwap cds,
java.lang.String strManifestMeasure,
boolean bIsReceiver,
double dblStrike,
LastTradingDateSetting ltds,
FokkerPlanckGenerator fpg,
CashSettleParams csp)
CDSEuropeanOption constructor
|
FixFloatEuropeanOption(java.lang.String strName,
FixFloatComponent stir,
java.lang.String strManifestMeasure,
boolean bIsReceiver,
double dblStrike,
double dblNotional,
LastTradingDateSetting ltds,
CashSettleParams csp)
FixFloatEuropeanOption constructor
|
Modifier and Type | Method and Description |
---|---|
CashSettleParams |
QuoteConvention.cashSettleParams()
Retrieve the Cash Settle Parameters
|
Modifier and Type | Method and Description |
---|---|
CashSettleParams |
SingleStreamComponent.cashSettleParams() |
CashSettleParams |
RatesBasket.cashSettleParams() |
CashSettleParams |
FloatFloatComponent.cashSettleParams() |
CashSettleParams |
FixFloatComponent.cashSettleParams() |
Constructor and Description |
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FixFloatComponent(Stream fixReference,
Stream floatDerived,
CashSettleParams csp)
Construct the FixFloatComponent from the Reference Fixed and the Derived Floating Streams.
|
FloatFloatComponent(Stream floatReference,
Stream floatDerived,
CashSettleParams csp)
Construct the FloatFloatComponent from the Reference and the Derived Floating Streams.
|
SingleStreamComponent(java.lang.String strName,
Stream stream,
CashSettleParams csp)
SingleStreamComponent constructor
|