| Package | Description |
|---|---|
| org.drip.product.govvie |
| Modifier and Type | Method and Description |
|---|---|
CTDEntry |
TreasuryFutures.cheapestToDeliver(int iValueDate,
CurveSurfaceQuoteContainer csqc,
ValuationCustomizationParams vcp,
double[] adblCleanPrice,
int iForwardPriceMethod)
Extract the Cheapest-to-deliver Entry in the Basket Using the Current Market Parameters
|
CTDEntry |
TreasuryFutures.cheapestToDeliverCreditBasis(int iValueDate,
CurveSurfaceQuoteContainer csqc,
double[] adblCleanPrice)
Extract the Cheapest-to-deliver Entry in the Basket Using Bond Credit Basis Metric
|
CTDEntry |
TreasuryFutures.cheapestToDeliverOAS(int iValueDate,
CurveSurfaceQuoteContainer csqc,
double[] adblCleanPrice)
Extract the Cheapest-to-deliver Entry in the Basket Using Bond OAS Metric
|
CTDEntry |
TreasuryFutures.cheapestToDeliverYield(int iValueDate,
double[] adblCleanPrice)
Extract the Cheapest-to-deliver Entry in the Basket Using the Current Market Prices Alone
|
CTDEntry |
TreasuryFutures.cheapestToDeliverZSpread(int iValueDate,
CurveSurfaceQuoteContainer csqc,
double[] adblCleanPrice)
Extract the Cheapest-to-deliver Entry in the Basket Using Bond Z Spread Metric
|