Package | Description |
---|---|
org.drip.historical.engine | |
org.drip.product.creator | |
org.drip.service.template |
Constructor and Description |
---|
TreasuryBondExplainProcessor(TreasuryComponent tsyComponent,
java.lang.String strMarketMeasureName,
double dblMarketMeasureValue,
JulianDate dtFirst,
JulianDate dtSecond,
CurveSurfaceQuoteContainer csqcFirst,
CurveSurfaceQuoteContainer csqcSecond,
CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown)
TreasuryBondExplainProcessor Constructor
|
Modifier and Type | Method and Description |
---|---|
static TreasuryComponent |
BondBuilder.Treasury(java.lang.String strTreasuryCode,
JulianDate dtEffective,
JulianDate dtMaturity,
java.lang.String strCurrency,
double dblCoupon,
int iFreq,
java.lang.String strDayCount)
Creates a Treasury Bond from the Parameters
|
Modifier and Type | Method and Description |
---|---|
static TreasuryComponent |
TreasuryBuilder.AGB(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the Australian Treasury AUD AGB Bond
|
static TreasuryComponent |
TreasuryBuilder.BTPS(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the Italian Treasury EUR BTPS Bond
|
static TreasuryComponent |
TreasuryBuilder.CAN(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the Canadian Government CAD CAN Bond
|
static TreasuryComponent |
TreasuryBuilder.DBR(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the German Treasury EUR DBR Bond
|
static TreasuryComponent[] |
TreasuryBuilder.FromCode(java.lang.String strCode,
JulianDate[] adtEffective,
JulianDate[] adtMaturity,
double[] adblCoupon)
Construct an Array of the Treasury Instances from the Code
|
static TreasuryComponent |
TreasuryBuilder.FromCode(java.lang.String strCode,
JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the Treasury Bond From the Code
|
static TreasuryComponent |
TreasuryBuilder.FRTR(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the French Treasury EUR FRTR Bond
|
static TreasuryComponent |
TreasuryBuilder.GGB(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the Greek Treasury EUR GGB Bond
|
static TreasuryComponent |
TreasuryBuilder.GILT(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the UK Treasury GBP GILT Bond
|
static TreasuryComponent |
TreasuryBuilder.JGB(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the Japanese Treasury JPY JGB Bond
|
static TreasuryComponent |
TreasuryBuilder.MBONO(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the Mexican Treasury MXN MBONO Bond
|
static TreasuryComponent |
TreasuryBuilder.SPGB(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the Spanish Treasury EUR SPGB Bond
|
static TreasuryComponent |
TreasuryBuilder.UST(JulianDate dtEffective,
JulianDate dtMaturity,
double dblCoupon)
Construct an Instance of the US Treasury USD UST Bond
|