Package | Description |
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org.drip.product.creator | |
org.drip.product.params |
Modifier and Type | Class and Description |
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class |
BondRefDataBuilder
BondRefDataBuilder holds the entire set of static parameters for the bond product.
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Modifier and Type | Class and Description |
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class |
CouponSetting
CouponSetting contains the coupon type, schedule, and the coupon amount for the component.
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class |
CreditSetting
CreditSetting contains the credit related valuation parameters - use default pay lag, use curve or the
component recovery, component recovery, credit curve name, and whether there is accrual on default.
|
class |
FloaterSetting
FloaterSetting contains the component's floating rate parameters.
|
class |
IdentifierSet
IdentifierSet contains the component's identifier parameters - ISIN, CUSIP, ID, and ticker.
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class |
NotionalSetting
NotionalSetting contains the product's notional schedule and the amount.
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class |
QuoteConvention
QuoteConvention contains the Component Market Convention Parameters - the quote convention, the
calculation type, the first settle date, and the redemption amount.
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class |
TerminationSetting
TerminationSetting class contains the current "liveness" state of the component, and, if inactive, how it
entered that state.
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