Modifier and Type | Method and Description |
---|---|
Array2D |
CompositePeriod.couponSchedule()
Get the period Coupon Schedule
|
Array2D |
CompositePeriod.notionalSchedule()
Get the period Notional Schedule
|
Array2D |
Bullet.notionalSchedule()
Get the Notional Schedule
|
Constructor and Description |
---|
Bullet(int iTerminalDate,
int iPayDate,
int iFXFixingDate,
double dblBaseNotional,
Array2D notlSchedule,
java.lang.String strPayCurrency,
java.lang.String strCouponCurrency,
CreditLabel creditLabel)
Construct a Bullet instance from the specified parameters
|
Modifier and Type | Method and Description |
---|---|
abstract Array2D |
R1.histogram()
Retrieve the Univariate Weighted Histogram
|
Modifier and Type | Method and Description |
---|---|
Array2D |
PoissonDistribution.histogram() |
Array2D |
BoundedUniformIntegerDistribution.histogram() |
Modifier and Type | Method and Description |
---|---|
Array2D |
R1UnivariateNormal.histogram() |
Modifier and Type | Method and Description |
---|---|
Array2D |
R1Uniform.histogram() |
Array2D |
R1PiecewiseLinear.histogram() |
Array2D |
R1PiecewiseDisplaced.histogram() |
Modifier and Type | Method and Description |
---|---|
Array2D |
CompositePeriodSetting.couponSchedule()
Retrieve the Coupon Schedule
|
Array2D |
CompositePeriodSetting.notionalSchedule()
Retrieve the Notional Schedule
|
Constructor and Description |
---|
CompositePeriodSetting(int iFreq,
java.lang.String strTenor,
java.lang.String strPayCurrency,
DateAdjustParams dapPay,
double dblBaseNotional,
Array2D fsCoupon,
Array2D fsNotional,
FixingSetting fxFixingSetting,
CreditLabel creditLabel)
CompositePeriodSetting Constructor
|
Modifier and Type | Method and Description |
---|---|
static BondComponent |
BondBuilder.CreateSimpleFixed(java.lang.String strName,
java.lang.String strCurrency,
java.lang.String strCreditCurveName,
double dblCoupon,
int iFreq,
java.lang.String strDayCount,
JulianDate dtEffective,
JulianDate dtMaturity,
Array2D fsPrincipalOutstanding,
Array2D fsCoupon)
Creates a simple fixed bond from parameters
|
static BondComponent |
BondBuilder.CreateSimpleFloater(java.lang.String strName,
java.lang.String strCurrency,
java.lang.String strRateIndex,
java.lang.String strCreditCurveName,
double dblSpread,
int iFreq,
java.lang.String strDayCount,
JulianDate dtEffective,
JulianDate dtMaturity,
Array2D fsPrincipalOutstanding,
Array2D fsCoupon)
Create a simple floating rate bond
|
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
|
Modifier and Type | Method and Description |
---|---|
Array2D |
CouponSetting.factorSchedule()
Retrieve the Factor Schedule
|
Array2D |
NotionalSetting.outstandingFactorSchedule()
Retrieve the Outstanding Factor Schedule
|
Constructor and Description |
---|
CouponSetting(Array2D fs,
java.lang.String strCouponType,
double dblCouponRate,
double dblCouponCeilingRate,
double dblCouponFloorRate)
Construct the CouponSetting from the coupon schedule, coupon type, and the coupon amount
|
NotionalSetting(double dblNotionalAmount,
java.lang.String strDenominationCurrency,
Array2D fsOutstanding,
int iPeriodAmortizationMode,
boolean bPriceOffOriginalNotional)
Construct the NotionalSetting from the notional schedule and the amount.
|
Modifier and Type | Method and Description |
---|---|
static Array2D |
Array2D.BulletSchedule()
Create an Array2D Instance from the Flat Unit Y
|
static Array2D |
Array2D.FromArray(double[] adblX,
double[] adblY)
Create the Array2D Instance from a Matched Array of X and Y
|
static Array2D |
Array2D.FromArray(int[] aiX,
double[] adblY)
Create the Array2D Instance from a Matched Array of X and Y
|
static Array2D |
Array2D.FromStringSet(java.lang.String strX,
java.lang.String strY)
Create the Array2D Instance from a Matched String Array of X and Y
|
static Array2D |
Array2D.FromXYDeltaArray(double[] adblX,
double[] adblYDelta,
double dblYInitial)
Create the Array2D Instance from a Matched Array of X and Y Deltas
|
Modifier and Type | Method and Description |
---|---|
boolean |
Array2D.match(Array2D a2DOther)
Indicate if this Array2D Instance matches the "other" Entry-by-Entry
|