Uses of Class
org.drip.product.rates.FixFloatComponent

Packages that use FixFloatComponent

Package	Description
org.drip.historical.engine
org.drip.market.exchange
org.drip.market.otc
org.drip.product.creator
org.drip.product.option
org.drip.service.template

Uses of FixFloatComponent in org.drip.historical.engine

Constructors in org.drip.historical.engine with parameters of type FixFloatComponent

Constructor and Description
FixFloatExplainProcessor(FixFloatComponent ffc, int iSettleLag, java.lang.String strMarketMeasureName, double dblMarketMeasureValue, JulianDate dtFirst, JulianDate dtSecond, CurveSurfaceQuoteContainer csqcFirst, CurveSurfaceQuoteContainer csqcSecond, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown) FixFloatExplainProcessor Constructor

Uses of FixFloatComponent in org.drip.market.exchange

Methods in org.drip.market.exchange that return FixFloatComponent

Modifier and Type	Method and Description
FixFloatComponent	DeliverableSwapFutures.Create(JulianDate dtSpot, double dblFixedCoupon) Create an Instance of the Deliverable Swaps Futures

Uses of FixFloatComponent in org.drip.market.otc

Methods in org.drip.market.otc that return FixFloatComponent

Modifier and Type	Method and Description
FixFloatComponent	FixedFloatSwapConvention.createFixFloatComponent(JulianDate dtSpot, java.lang.String strMaturityTenor, double dblFixedCoupon, double dblFloatBasis, double dblNotional) Create a Standardized Fixed-Float Component Instance from the Inputs

Uses of FixFloatComponent in org.drip.product.creator

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

Modifier and Type	Method and Description
static FixFloatComponent	DualStreamComponentBuilder.MakeFixFloat(Stream fixReference, Stream floatDerived, CashSettleParams csp) Make the FixFloatComponent Instance from the Reference Fixed and the Derived Floating Streams

Uses of FixFloatComponent in org.drip.product.option

Constructors in org.drip.product.option with parameters of type FixFloatComponent

Constructor and Description
FixFloatEuropeanOption(java.lang.String strName, FixFloatComponent stir, java.lang.String strManifestMeasure, boolean bIsReceiver, double dblStrike, double dblNotional, LastTradingDateSetting ltds, CashSettleParams csp) FixFloatEuropeanOption constructor

Uses of FixFloatComponent in org.drip.service.template

Methods in org.drip.service.template that return FixFloatComponent

Modifier and Type	Method and Description
static FixFloatComponent	OTCInstrumentBuilder.FixFloatCustom(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor) Construct a Standard Fix Float Swap Instances
static FixFloatComponent[]	OTCInstrumentBuilder.FixFloatCustom(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor) Construct an Array of Custom Fix Float Swap Instances
static FixFloatComponent[]	OTCInstrumentBuilder.FixFloatStandard(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strLocation, java.lang.String[] astrMaturityTenor, java.lang.String strIndex, double dblCoupon) Construct an Array of OTC Fix Float Swaps using the specified Input Parameters
static FixFloatComponent	OTCInstrumentBuilder.FixFloatStandard(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strLocation, java.lang.String strMaturityTenor, java.lang.String strIndex, double dblCoupon) Construct an OTC Standard Fix Float Swap using the specified Input Parameters
static FixFloatComponent[]	OTCInstrumentBuilder.OISFixFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor, double[] adblCoupon, boolean bFund) Construct an Array of OTC Fix Float OIS Instances
static FixFloatComponent	OTCInstrumentBuilder.OISFixFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strMaturityTenor, double dblCoupon, boolean bFund) Construct an Instance of OTC OIS Fix Float Swap
static FixFloatComponent[]	OTCInstrumentBuilder.OISFixFloatFutures(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrEffectiveTenor, java.lang.String[] astrMaturityTenor, double[] adblCoupon, boolean bFund) Construct an Array of OTC OIS Fix-Float Futures