Package | Description |
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org.drip.product.creator | |
org.drip.product.credit | |
org.drip.product.govvie |
Modifier and Type | Method and Description |
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static BondComponent |
BondBuilder.CreateBondFromCF(java.lang.String strName,
JulianDate dtEffective,
java.lang.String strCurrency,
java.lang.String strCreditCurveName,
java.lang.String strDayCount,
double dblInitialNotional,
double dblCouponRate,
int iCouponFrequency,
JulianDate[] adtPeriodEnd,
double[] adblCouponAmount,
double[] adblPrincipalAmount,
boolean bIsPrincipalPayDown)
Create a bond from custom/user-defined cash flows and coupon conventions
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static BondComponent |
BondBuilder.CreateBondFromParams(TreasuryBenchmarks tsyParams,
IdentifierSet idParams,
CouponSetting cpnParams,
FloaterSetting fltParams,
QuoteConvention mktConv,
CreditSetting crValParams,
TerminationSetting cfteParams,
BondStream periodParams,
NotionalSetting notlParams)
Create the full generic bond object from the complete set of parameters
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static BondComponent |
BondBuilder.CreateSimpleFixed(java.lang.String strName,
java.lang.String strCurrency,
java.lang.String strCreditCurveName,
double dblCoupon,
int iFreq,
java.lang.String strDayCount,
JulianDate dtEffective,
JulianDate dtMaturity,
Array2D fsPrincipalOutstanding,
Array2D fsCoupon)
Creates a simple fixed bond from parameters
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static BondComponent |
BondBuilder.CreateSimpleFloater(java.lang.String strName,
java.lang.String strCurrency,
java.lang.String strRateIndex,
java.lang.String strCreditCurveName,
double dblSpread,
int iFreq,
java.lang.String strDayCount,
JulianDate dtEffective,
JulianDate dtMaturity,
Array2D fsPrincipalOutstanding,
Array2D fsCoupon)
Create a simple floating rate bond
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static BondComponent |
ConstantPaymentBondBuilder.Prepay(java.lang.String strName,
JulianDate dtEffective,
java.lang.String strCurrency,
int iNumPayment,
java.lang.String strDayCount,
int iPayFrequency,
double dblCouponRate,
double dblFeeRate,
double dblCPR,
double dblConstantAmount,
double dblInitialNotional)
Construct an Instance of the Constant Payment Bond with a Deterministic Pre-payment Rate
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static BondComponent |
ConstantPaymentBondBuilder.Standard(java.lang.String strName,
JulianDate dtEffective,
java.lang.String strCurrency,
int iNumPayment,
java.lang.String strDayCount,
int iPayFrequency,
double dblCouponRate,
double dblFeeRate,
double dblConstantAmount,
double dblInitialNotional)
Construct an Instance of the Constant Payment Bond
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Constructor and Description |
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BondCalibrator(BondComponent bond)
Constructor: Construct the calibrator from the parent bond.
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Modifier and Type | Class and Description |
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class |
TreasuryComponent
TreasuryComponent implements the Functionality behind a Sovereign/Treasury Bond/Bill/Note.
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