| Package | Description |
|---|---|
| org.drip.product.creator | |
| org.drip.product.fra |
| Modifier and Type | Method and Description |
|---|---|
static FRAStandardCapFloorlet |
SingleStreamOptionBuilder.ExchangeTradedFuturesOption(JulianDate dtEffective,
ForwardLabel forwardLabel,
double dblStrike,
java.lang.String strManifestMeasure,
boolean bIsCaplet,
java.lang.String strTradingMode,
java.lang.String strExchange)
Create an Exchange-traded Standard Futures Option
|
static FRAStandardCapFloorlet |
SingleStreamOptionBuilder.FuturesOption(JulianDate dtEffective,
ForwardLabel forwardLabel,
double dblStrike,
java.lang.String strManifestMeasure,
boolean bIsCaplet,
CashSettleParams csp)
Create a Standard Futures Option
|
| Modifier and Type | Method and Description |
|---|---|
java.util.List<FRAStandardCapFloorlet> |
FRAStandardCapFloor.capFloorlets()
Retrieve the List of the Underlying Caplets/Floorlets
|