Uses of Class
org.drip.product.fx.ComponentPair

Packages that use ComponentPair

Package	Description
org.drip.market.otc
org.drip.state.estimator

Uses of ComponentPair in org.drip.market.otc

Methods in org.drip.market.otc that return ComponentPair

Modifier and Type	Method and Description
ComponentPair	FloatFloatSwapConvention.createFixFloatComponentPair(JulianDate dtSpot, java.lang.String strDerivedTenor, java.lang.String strMaturityTenor, double dblReferenceFixedCoupon, double dblDerivedFixedCoupon, double dblBasis, double dblNotional) Create an Instance of the Fix-Float Component Pair

Uses of ComponentPair in org.drip.state.estimator

Methods in org.drip.state.estimator with parameters of type ComponentPair

Modifier and Type	Method and Description
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairDiscountStretch(java.lang.String strName, ComponentPair[] aCCSP, ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double[] adblReferenceComponentBasis, double[] adblSwapRate, boolean bBasisOnDerivedLeg) Construct an instance of LatentStateStretchSpec for the Construction of the Discount Curve from the specified Inputs
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairForwardStretch(java.lang.String strName, ComponentPair[] aCCSP, ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double[] adblBasis, boolean bBasisOnDerivedComponent, boolean bBasisOnDerivedStream) Construct an instance of LatentStateStretchSpec for the Construction of the Forward Curve from the specified Inputs