Package | Description |
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org.drip.analytics.output | |
org.drip.param.definition | |
org.drip.product.credit | |
org.drip.product.definition |
Modifier and Type | Method and Description |
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WorkoutInfo |
BondRVMeasures.wi()
Retrieve the Work-out Info
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Constructor and Description |
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BondRVMeasures(double dblPrice,
double dblBondBasis,
double dblZSpread,
double dblGSpread,
double dblISpread,
double dblOASpread,
double dblTSYSpread,
double dblDiscountMargin,
double dblAssetSwapSpread,
double dblCreditBasis,
double dblPECS,
double dblYield01,
double dblModifiedDuration,
double dblMacaulayDuration,
double dblConvexity,
WorkoutInfo wi)
BondRVMeasures ctr
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Modifier and Type | Method and Description |
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WorkoutInfo |
CalibrationParams.workout()
Retrieve the Work-out Info
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Constructor and Description |
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CalibrationParams(java.lang.String strMeasure,
int iType,
WorkoutInfo wi)
CalibrationParams constructor
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Modifier and Type | Method and Description |
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WorkoutInfo |
BondComponent.exerciseYieldFromPrice(ValuationParams valParams,
CurveSurfaceQuoteContainer csqc,
ValuationCustomizationParams vcp,
double dblPrice) |
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 |
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abstract WorkoutInfo |
Bond.exerciseYieldFromPrice(ValuationParams valParams,
CurveSurfaceQuoteContainer csqs,
ValuationCustomizationParams vcp,
double dblPrice)
Retrieve the work-out information from price
|
Modifier and Type | Method and Description |
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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
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