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

Packages that use Stream

Package	Description
org.drip.analytics.support
org.drip.market.otc
org.drip.product.creator
org.drip.product.fra
org.drip.product.params
org.drip.product.rates

Uses of Stream in org.drip.analytics.support

Methods in org.drip.analytics.support that return Stream

Modifier and Type	Method and Description
static Stream[]	ForwardDecompositionUtil.SinglePeriodStreamDecompose(Stream fs, int iNumPeriodsToAccumulate) Decompose the Stream into an Array of Single Forward Period Floating Streams

Methods in org.drip.analytics.support with parameters of type Stream

Modifier and Type	Method and Description
static Stream[]	ForwardDecompositionUtil.SinglePeriodStreamDecompose(Stream fs, int iNumPeriodsToAccumulate) Decompose the Stream into an Array of Single Forward Period Floating Streams

Uses of Stream in org.drip.market.otc

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

Modifier and Type	Method and Description
Stream	FloatStreamConvention.createStream(JulianDate dtEffective, java.lang.String strMaturityTenor, double dblBasis, double dblNotional) Create a Floating Stream Instance
Stream	FixedStreamConvention.createStream(JulianDate dtEffective, java.lang.String strMaturityTenor, double dblCoupon, double dblNotional) Create a Fixed Stream Instance

Uses of Stream in org.drip.product.creator

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

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
static FloatFloatComponent	DualStreamComponentBuilder.MakeFloatFloat(Stream floatReference, Stream floatDerived, CashSettleParams csp) Make the FloatFloatComponent Instance from the Reference and the Derived Floating Streams

Uses of Stream in org.drip.product.fra

Methods in org.drip.product.fra that return Stream

Modifier and Type	Method and Description
Stream	FRAStandardCapFloor.stream() Retrieve the Stream Instance Underlying the Cap

Constructors in org.drip.product.fra with parameters of type Stream

Constructor and Description
FRAMarketComponent(java.lang.String strName, Stream stream, double dblStrike, CashSettleParams csp) FRAMarketComponent constructor
FRAStandardCapFloor(java.lang.String strName, Stream stream, java.lang.String strManifestMeasure, boolean bIsCap, double dblStrike, LastTradingDateSetting ltds, CashSettleParams csp, FokkerPlanckGenerator fpg) FRAStandardCapFloor constructor
FRAStandardComponent(java.lang.String strName, Stream stream, double dblStrike, CashSettleParams csp) FRAStandardComponent constructor

Uses of Stream in org.drip.product.params

Subclasses of Stream in org.drip.product.params

Modifier and Type	Class and Description
class	BondStream BondStream is the place-holder for the bond's period generation parameters.

Uses of Stream in org.drip.product.rates

Methods in org.drip.product.rates that return Stream

Modifier and Type	Method and Description
Stream	FloatFloatComponent.derivedStream()
Stream	FixFloatComponent.derivedStream()
abstract Stream	DualStreamComponent.derivedStream() Retrieve the Derived Stream
Stream[]	RatesBasket.getFixedStreamComponents() Retrieve the array of the fixed stream components
Stream[]	RatesBasket.getFloatStreamComponents() Retrieve the array of the float stream components
Stream	FloatFloatComponent.referenceStream()
Stream	FixFloatComponent.referenceStream()
abstract Stream	DualStreamComponent.referenceStream() Retrieve the Reference Stream
Stream	SingleStreamComponent.stream() Retrieve the Stream Instance

Constructors in org.drip.product.rates with parameters of type Stream

Constructor and Description
FixFloatComponent(Stream fixReference, Stream floatDerived, CashSettleParams csp) Construct the FixFloatComponent from the Reference Fixed and the Derived Floating Streams.
FloatFloatComponent(Stream floatReference, Stream floatDerived, CashSettleParams csp) Construct the FloatFloatComponent from the Reference and the Derived Floating Streams.
RatesBasket(java.lang.String strName, Stream[] aCompFixedStream, Stream[] aCompFloatStream) RatesBasket constructor
RatesBasket(java.lang.String strName, Stream[] aCompFixedStream, Stream[] aCompFloatStream) RatesBasket constructor
SingleStreamComponent(java.lang.String strName, Stream stream, CashSettleParams csp) SingleStreamComponent constructor