Package | Description |
---|---|
org.drip.product.creator | |
org.drip.product.credit | |
org.drip.product.definition | |
org.drip.product.params |
Modifier and Type | Method and Description |
---|---|
BondStream |
BondProductBuilder.getPeriodGenParams()
Get the Bond's Period Generation Parameters
|
Modifier and Type | Method and Description |
---|---|
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
|
Modifier and Type | Method and Description |
---|---|
BondStream |
BondComponent.stream() |
Modifier and Type | Method and Description |
---|---|
boolean |
BondComponent.setStream(BondStream stream) |
Modifier and Type | Method and Description |
---|---|
BondStream |
BondProduct.stream()
Retrieve the Bond Stream
|
Modifier and Type | Method and Description |
---|---|
boolean |
BondProduct.setStream(BondStream stream)
Set the bond Stream
|
Modifier and Type | Method and Description |
---|---|
static BondStream |
BondStream.Create(int iMaturityDate,
int iEffectiveDate,
int iFinalMaturityDate,
int iFirstCouponDate,
int iInterestAccrualStartDate,
int iFreq,
double dblCoupon,
java.lang.String strCouponDC,
java.lang.String strAccrualDC,
DateAdjustParams dapPay,
DateAdjustParams dapReset,
DateAdjustParams dapMaturity,
DateAdjustParams dapEffective,
DateAdjustParams dapPeriodEnd,
DateAdjustParams dapAccrualEnd,
DateAdjustParams dapPeriodStart,
DateAdjustParams dapAccrualStart,
java.lang.String strMaturityType,
boolean bPeriodsFromForward,
java.lang.String strCalendar,
java.lang.String strCurrency,
ForwardLabel forwardLabel,
CreditLabel creditLabel)
Construct and Instance of PeriodSet from the specified Parameters
|