Package | Description |
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org.drip.product.credit | |
org.drip.product.definition | |
org.drip.product.params |
Modifier and Type | Method and Description |
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EmbeddedOptionSchedule |
BondComponent.callSchedule() |
EmbeddedOptionSchedule |
BondComponent.putSchedule() |
Modifier and Type | Method and Description |
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void |
BondComponent.setEmbeddedCallSchedule(EmbeddedOptionSchedule eos) |
void |
BondComponent.setEmbeddedPutSchedule(EmbeddedOptionSchedule eos) |
Modifier and Type | Method and Description |
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abstract EmbeddedOptionSchedule |
Bond.callSchedule()
Return the bond's embedded call schedule
|
abstract EmbeddedOptionSchedule |
Bond.putSchedule()
Return the bond's embedded put schedule
|
Modifier and Type | Method and Description |
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void |
BondProduct.setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)
Set the bond's embedded call schedule
|
void |
BondProduct.setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)
Set the bond's embedded put schedule
|
Modifier and Type | Method and Description |
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static EmbeddedOptionSchedule |
EmbeddedOptionSchedule.CreateFromDateFactorSet(java.lang.String strDates,
java.lang.String strFactors,
int iNoticePeriod,
boolean bIsPut,
boolean bIsDiscrete,
int iScheduleStart,
boolean bFixToFloatOnExercise,
double dblFixToFloatExerciseDate,
java.lang.String strFloatIndex,
double dblFixToFloatSpread)
Create the EOS from the dates/factors string arrays
|
static EmbeddedOptionSchedule |
EmbeddedOptionSchedule.FromAmerican(int iValDate,
int[] aiDate,
double[] adblFactor,
boolean bIsPut,
int iNoticePeriod,
boolean bFixToFloatOnExercise,
double dblFixToFloatExerciseDate,
java.lang.String strFloatIndex,
double dblFixToFloatSpread)
Create the discretized American EOS schedule from the array of dates and factors
|
Constructor and Description |
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EmbeddedOptionSchedule(EmbeddedOptionSchedule eosOther)
Construct a Deep Copy EOS from another EOS
|