Uses of Class
org.drip.product.definition.Component

Packages that use Component

Package	Description
org.drip.analytics.support
org.drip.historical.engine
org.drip.param.definition
org.drip.param.market
org.drip.product.creator
org.drip.product.credit
org.drip.product.definition
org.drip.product.fra
org.drip.product.fx
org.drip.product.govvie
org.drip.product.option
org.drip.product.rates
org.drip.state.creator
org.drip.state.curve
org.drip.state.nonlinear
org.drip.state.repo

Uses of Component in org.drip.analytics.support

Methods in org.drip.analytics.support with parameters of type Component

Modifier and Type	Method and Description
static java.util.Set<CompositePeriod>	Helper.AggregateComponentPeriods(Component[] aComp) Aggregate the period lists for an array of components

Uses of Component in org.drip.historical.engine

Methods in org.drip.historical.engine that return Component

Modifier and Type	Method and Description
Component	HorizonChangeExplainProcessor.component() Retrieve the Component

Uses of Component in org.drip.param.definition

Methods in org.drip.param.definition with parameters of type Component

Modifier and Type	Method and Description
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.creditTenorMarketParams(Component comp, boolean bBumpUp) Get the map of tenor credit bumped Market Parameters corresponding to the component
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.fundingTenorMarketParams(Component comp, boolean bBumpUp) Get the Map of Funding Tenor Bumped Market Parameters corresponding to the Component
abstract CurveSurfaceQuoteContainer	ScenarioMarketParams.scenarioMarketParams(Component comp, java.lang.String strScenario) Get the Market Parameters corresponding to the component and the scenario

Uses of Component in org.drip.param.market

Methods in org.drip.param.market with parameters of type Component

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.creditTenorMarketParams(Component comp, boolean bBumpUp)
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.fundingTenorMarketParams(Component comp, boolean bBumpUp)
CurveSurfaceQuoteContainer	CurveSurfaceScenarioContainer.scenarioMarketParams(Component comp, java.lang.String strScenario)

Uses of Component in org.drip.product.creator

Methods in org.drip.product.creator with parameters of type Component

Modifier and Type	Method and Description
static BasketProduct	CDSBasketBuilder.MakeBasketDefaultSwap(Component[] aComp) Create the basket default swap from an array of the credit components.

Uses of Component in org.drip.product.credit

Subclasses of Component in org.drip.product.credit

Modifier and Type	Class and Description
class	BondComponent BondComponent is the base class that extends CreditComponent abstract class and implements the functionality behind bonds of all kinds.
class	CDSComponent CDSComponent implements the credit default swap product contract details.

Methods in org.drip.product.credit that return Component

Modifier and Type	Method and Description
Component[]	CDSBasket.components()
Component[]	BondBasket.components()

Constructors in org.drip.product.credit with parameters of type Component

Constructor and Description
CDSBasket(Component[] aComp, double[] adblWeight, java.lang.String strName) Construct a CDS Basket from the components and their weights

Uses of Component in org.drip.product.definition

Subclasses of Component in org.drip.product.definition

Modifier and Type	Class and Description
class	Bond Bond abstract class implements the pricing, the valuation, and the RV analytics functionality for the bond product.
class	CalibratableComponent CalibratableComponent abstract class provides implementation of Component's calibration interface.
class	CreditComponent CreditComponent is the base abstract class on top of which all credit components are implemented.
class	CreditDefaultSwap CreditDefaultSwap is the base abstract class implements the pricing, the valuation, and the RV analytics functionality for the CDS product.

Methods in org.drip.product.definition that return Component

Modifier and Type	Method and Description
abstract Component[]	BasketProduct.components() Return the Components in the Basket

Uses of Component in org.drip.product.fra

Subclasses of Component in org.drip.product.fra

Modifier and Type	Class and Description
class	FRAMarketComponent FRAMarketComponent contains the implementation of the Standard Multi-Curve FRA product whose payoff is dictated off of Market FRA Conventions.
class	FRAStandardCapFloor FRAStandardCapFloor implements the Caps and Floors on the Standard FRA.
class	FRAStandardCapFloorlet FRAStandardCapFloorlet implements the Standard FRA Caplet and Floorlet.
class	FRAStandardComponent FRAStandardComponent contains the implementation of the Standard Multi-Curve FRA Component.

Uses of Component in org.drip.product.fx

Subclasses of Component in org.drip.product.fx

Modifier and Type	Class and Description
class	FXForwardComponent FXForwardComponent contains the Standard FX forward Component contract details - the effective date, the maturity date, the currency pair and the product code.

Methods in org.drip.product.fx that return Component

Modifier and Type	Method and Description
Component[]	ComponentPair.components()

Uses of Component in org.drip.product.govvie

Subclasses of Component in org.drip.product.govvie

Modifier and Type	Class and Description
class	TreasuryComponent TreasuryComponent implements the Functionality behind a Sovereign/Treasury Bond/Bill/Note.
class	TreasuryFutures BondFutures implements the Bond Futures Product Contract Details.

Uses of Component in org.drip.product.option

Subclasses of Component in org.drip.product.option

Modifier and Type	Class and Description
class	CDSEuropeanOption CDSEuropeanOption implements the Payer/Receiver European Option on a CDS.
class	FixFloatEuropeanOption FixFloatEuropeanOption implements the Payer/Receiver European Option on the Fix-Float Swap.
class	OptionComponent OptionComponent extends ComponentMarketParamRef and provides the following methods: - Get the component's initial notional, notional, and coupon.

Methods in org.drip.product.option that return Component

Modifier and Type	Method and Description
Component	OptionComponent.underlying() Retrieve the Underlying Component

Uses of Component in org.drip.product.rates

Subclasses of Component in org.drip.product.rates

Modifier and Type	Class and Description
class	DualStreamComponent DualStreamComponent is the abstract class that extends the CalibratableFixedIncomeComponent on top of which all the dual stream rates components (fix-float, float-float, IRS etc.) are implemented.
class	FixFloatComponent FixFloatComponent contains the implementation of the Fix-Float Index Basis Swap product contract/valuation details.
class	FloatFloatComponent FloatFloatComponent contains the implementation of the Float-Float Index Basis Swap product contract/valuation details.
class	RatesBasket RatesBasket contains the implementation of the Basket of Rates Component legs.
class	SingleStreamComponent SingleStreamComponent implements fixed income component that is based off of a single stream.

Uses of Component in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type Component

Modifier and Type	Method and Description
static RepoCurve	ScenarioRepoCurveBuilder.CubicPolynomialRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo) Create an Instance of the Cubic Polynomial Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.CustomSplineRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.FlatRateRepoCurve(JulianDate dtSpot, Component comp, double dblRepoRate) Construct a Repo Curve using the Flat Repo Rate
static RepoCurve	ScenarioRepoCurveBuilder.KaklisPandelisRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo) Create an Instance of the Kaklis-Pandelis Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKHyperbolicRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo, double dblTension) Create an Instance of the KLK Hyperbolic Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKRationalLinearRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo, double dblTension) Create an Instance of the KLK Rational Linear Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKRationalQuadraticRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo, double dblTension) Create an Instance of the KLK Rational Quadratic Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.QuarticPolynomialRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo) Create an Instance of the Quartic Polynomial Splined Repo Curve

Uses of Component in org.drip.state.curve

Constructors in org.drip.state.curve with parameters of type Component

Constructor and Description
BasisSplineRepoCurve(Component comp, Span span) BasisSplineRepoCurve constructor

Uses of Component in org.drip.state.nonlinear

Methods in org.drip.state.nonlinear with parameters of type Component

Modifier and Type	Method and Description
static boolean	NonlinearCurveBuilder.CreditCurve(ValuationParams valParams, Component calibComp, double dblCalibValue, java.lang.String strCalibMeasure, boolean bFlat, int iCurveSegmentIndex, ExplicitBootCreditCurve ebcc, MergedDiscountForwardCurve dc, GovvieCurve gc, CreditPricerParams pricerParams, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a single Hazard Rate Node from the corresponding Component
static boolean	NonlinearCurveBuilder.DiscountCurve(ValuationParams valParams, Component[] aCalibComp, double[] adblCalibValue, java.lang.String[] astrCalibMeasure, double dblBump, boolean bFlat, ExplicitBootDiscountCurve ebdc, GovvieCurve gc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Boot-strap a Discount Curve from the set of calibration components
static double	NonlinearCurveBuilder.DiscountCurveNode(ValuationParams valParams, Component comp, double dblCalibValue, java.lang.String strCalibMeasure, boolean bFlat, int iCurveSegmentIndex, ExplicitBootDiscountCurve ebdc, GovvieCurve gc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a Single Discount Curve Segment from the corresponding Component
static boolean	NonlinearCurveBuilder.VolatilityCurve(ValuationParams valParams, Component[] aCalibComp, double[] adblCalibValue, java.lang.String[] astrCalibMeasure, double dblBump, boolean bFlat, ExplicitBootVolatilityCurve ebvc, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Boot-strap a Volatility Curve from the set of calibration components
static double	NonlinearCurveBuilder.VolatilityCurveNode(ValuationParams valParams, Component comp, double dblCalibValue, java.lang.String strCalibMeasure, boolean bFlat, int iCurveSegmentIndex, ExplicitBootVolatilityCurve ebvc, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a Single Volatility Curve Segment from the corresponding Component

Constructors in org.drip.state.nonlinear with parameters of type Component

Constructor and Description
FlatForwardRepoCurve(int iEpochDate, Component comp, int[] aiPillarDate, double[] adblRepoForward) FlatForwardRepoCurve Constructor

Uses of Component in org.drip.state.repo

Methods in org.drip.state.repo that return Component

Modifier and Type	Method and Description
Component	RepoEstimator.component() Retrieve the Repo-able Component
Component	RepoCurve.component()