Uses of Class
org.drip.product.params.CreditSetting

Packages that use CreditSetting

Package	Description
org.drip.product.creator
org.drip.product.credit
org.drip.product.definition

Uses of CreditSetting in org.drip.product.creator

Methods in org.drip.product.creator that return CreditSetting

Modifier and Type	Method and Description
CreditSetting	BondProductBuilder.getCRValuationParams() Get the Bond's Credit Component Parameters

Methods in org.drip.product.creator with parameters of type CreditSetting

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
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strCurrency, CreditSetting cs, java.lang.String strCalendar, boolean bAdjustDates) Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and component credit valuation parameters.
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, CreditSetting cs, java.lang.String strCalendar) Create the credit default swap from the effective date, tenor, coupon, IR curve name, and component credit valuation parameters.

Uses of CreditSetting in org.drip.product.credit

Methods in org.drip.product.credit that return CreditSetting

Modifier and Type	Method and Description
CreditSetting	BondComponent.creditSetting()
CreditSetting	CDSComponent.creditValuationParams()
CreditSetting	BondComponent.creditValuationParams()

Methods in org.drip.product.credit with parameters of type CreditSetting

Modifier and Type	Method and Description
boolean	BondComponent.setCreditSetting(CreditSetting creditSetting)

Constructors in org.drip.product.credit with parameters of type CreditSetting

Constructor and Description

CDSComponent(int iEffectiveDate, int iMaturityDate, double dblCoupon, int iFreq, java.lang.String strCouponDC, java.lang.String strAccrualDC, java.lang.String strFloatingRateIndex, boolean bConvCDS, DateAdjustParams dapEffective, DateAdjustParams dapMaturity, DateAdjustParams dapPeriodStart, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualStart, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPay, DateAdjustParams dapReset, Array2D notlSchedule, double dblNotional, java.lang.String strCouponCurrency, CreditSetting crValParams, java.lang.String strCalendar) CDSComponent constructor: Most generic CDS creation functionality

Uses of CreditSetting in org.drip.product.definition

Methods in org.drip.product.definition that return CreditSetting

Modifier and Type	Method and Description
CreditSetting	BondProduct.creditSetting() Retrieve the bond credit Setting
abstract CreditSetting	CreditComponent.creditValuationParams() Get the credit component's Credit Valuation Parameters

Methods in org.drip.product.definition with parameters of type CreditSetting

Modifier and Type	Method and Description
boolean	BondProduct.setCreditSetting(CreditSetting creditSetting) Set the bond Credit Setting