Uses of Class
org.drip.analytics.cashflow.CompositePeriod

Packages that use CompositePeriod

Package	Description
org.drip.analytics.cashflow	Unit/Composite Cash Flow Periods.
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.product.creator	Streams and Products Construction Utilities
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.definition	Fixed Income Components/Baskets Definitions
org.drip.product.fx	FX Forwards, Cross Currency Swaps
org.drip.product.govvie	Treasury Bills, Notes, Bonds, Futures
org.drip.product.option	Options on Fixed Income Components
org.drip.product.params	Fixed Income Product Customization Parameters
org.drip.product.rates	Fixed Income Multi-Stream Components
org.drip.state.curve	Basis Spline Based Latent States

Uses of CompositePeriod in org.drip.analytics.cashflow

Subclasses of CompositePeriod in org.drip.analytics.cashflow

Modifier and Type	Class	Description
class	CompositeFixedPeriod	CompositeFixedPeriod implements the composed fixed coupon period functionality.
class	CompositeFloatingPeriod	CompositeFloatingPeriod implements the Composite Floating Coupon Period Functionality.

Uses of CompositePeriod in org.drip.analytics.support

Methods in org.drip.analytics.support that return types with arguments of type CompositePeriod

Modifier and Type	Method	Description
static java.util.Set<CompositePeriod>	Helper.AggregateComponentPeriods(Component[] aComp)	Aggregate the period lists for an array of components
static java.util.List<CompositePeriod>	CompositePeriodBuilder.FixedCompositeUnit(java.util.List<java.lang.Integer> lsCompositeEdgeDate, CompositePeriodSetting cps, UnitCouponAccrualSetting ucas, ComposableFixedUnitSetting cfus)	Construct the List of Composite Fixed Periods from the corresponding Composable Fixed Period Units
static java.util.List<CompositePeriod>	CompositePeriodBuilder.FloatingCompositeUnit(java.util.List<java.lang.Integer> lsCompositeEdgeDate, CompositePeriodSetting cps, ComposableFloatingUnitSetting cfus)	Construct the List of Composite Floating Period from the corresponding Composable Floating Period Units
static java.util.List<CompositePeriod>	Helper.MergePeriodLists(java.util.List<CompositePeriod> lsPeriod1, java.util.List<CompositePeriod> lsPeriod2)	Merge two lists of periods

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

Modifier and Type	Method	Description
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GenerateDayStepLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, int iPeriodUnit, CurveSurfaceQuoteContainer csqs)	Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GeneratePeriodUnitLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, int iPeriodUnit, CurveSurfaceQuoteContainer csqs)	Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods
static java.util.List<LossQuadratureMetrics>	LossQuadratureGenerator.GenerateWholeLossPeriods(CreditComponent comp, ValuationParams valParams, CompositePeriod period, int iWorkoutDate, CurveSurfaceQuoteContainer csqs)	Generate the Set of Loss Quadrature Metrics from the Day Step Loss Periods

Method parameters in org.drip.analytics.support with type arguments of type CompositePeriod

Modifier and Type	Method	Description
static java.util.List<CompositePeriod>	Helper.MergePeriodLists(java.util.List<CompositePeriod> lsPeriod1, java.util.List<CompositePeriod> lsPeriod2)	Merge two lists of periods

Uses of CompositePeriod in org.drip.product.creator

Methods in org.drip.product.creator that return types with arguments of type CompositePeriod

Modifier and Type	Method	Description
static java.util.List<CompositePeriod>	StreamBuilder.FirstPenultimateDateFixedFloat(int iStreamStartDate, int iFixedStreamEndDate, int iFixedFirstCouponDate, int iFixedPenultimateCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iFloatStreamEndDate, int iFloatFirstCouponDate, int iFloatPenultimateCouponDate, int iFloatFreq, double dblFloatSpread, DateAdjustParams dapPay, DateAdjustParams dapStreamEnd, DateAdjustParams dapAccrualEnd, ForwardLabel forwardLabel, EntityCDSLabel creditLabel)	Generate Mixed Fixed-Float Stream off of the specified Parameters
static java.util.List<CompositePeriod>	StreamBuilder.FirstPenultimateDateFixedStream(int iStreamStartDate, int iStreamEndDate, int iFirstCouponDate, int iPenultimateCouponDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapStreamEnd, DateAdjustParams dapAccrualEnd, java.lang.String strCurrency, EntityCDSLabel creditLabel)	Generate the Fixed Stream Off of the specified Parameters
static java.util.List<CompositePeriod>	StreamBuilder.FirstPenultimateDateFloatStream(int iStreamStartDate, int iStreamEndDate, int iFirstCouponDate, int iPenultimateCouponDate, int iFreq, double dblSpread, DateAdjustParams dapPay, DateAdjustParams dapStreamEnd, DateAdjustParams dapAccrualEnd, FloaterLabel floaterLabel, EntityCDSLabel creditLabel)	Generate the Float Stream off of the specified Parameters

Uses of CompositePeriod in org.drip.product.credit

Methods in org.drip.product.credit that return types with arguments of type CompositePeriod

Modifier and Type	Method	Description
java.util.List<CompositePeriod>	BondComponent.couponPeriods()
java.util.List<CompositePeriod>	CDSComponent.couponPeriods()

Uses of CompositePeriod in org.drip.product.definition

Methods in org.drip.product.definition that return types with arguments of type CompositePeriod

Modifier and Type	Method	Description
java.util.List<CompositePeriod>	BasketProduct.couponPeriod()	Get the basket product's coupon periods
abstract java.util.List<CompositePeriod>	Component.couponPeriods()	Get the Product's Cash Flow Periods

Uses of CompositePeriod in org.drip.product.fx

Methods in org.drip.product.fx that return types with arguments of type CompositePeriod

Modifier and Type	Method	Description
java.util.List<CompositePeriod>	FXForwardComponent.couponPeriods()

Uses of CompositePeriod in org.drip.product.govvie

Methods in org.drip.product.govvie that return types with arguments of type CompositePeriod

Modifier and Type	Method	Description
java.util.List<CompositePeriod>	TreasuryFutures.couponPeriods()

Uses of CompositePeriod in org.drip.product.option

Methods in org.drip.product.option that return types with arguments of type CompositePeriod

Modifier and Type	Method	Description
java.util.List<CompositePeriod>	OptionComponent.couponPeriods()

Uses of CompositePeriod in org.drip.product.params

Methods in org.drip.product.params that return CompositePeriod

Modifier and Type	Method	Description
CompositePeriod	BondStream.firstPeriod()	Return the first Coupon period
CompositePeriod	BondStream.lastPeriod()	Returns the final Coupon period
CompositePeriod	BondStream.period(int iIndex)	Retrieve the period corresponding to the given index

Constructor parameters in org.drip.product.params with type arguments of type CompositePeriod

Constructor	Description
BondStream(java.util.List<CompositePeriod> lsCouponPeriod, int iFinalMaturityDate, java.lang.String strMaturityType)	Construct the BondStream instance from the list of coupon periods

Uses of CompositePeriod in org.drip.product.rates

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

Modifier and Type	Method	Description
CompositePeriod	Stream.containingPeriod(int iDate)	Retrieve the Period Instance enveloping the specified Date

Methods in org.drip.product.rates that return types with arguments of type CompositePeriod

Modifier and Type	Method	Description
java.util.List<CompositePeriod>	Stream.cashFlowPeriod()	Retrieve the Coupon Period List
java.util.List<CompositePeriod>	FixFloatComponent.couponPeriods()
java.util.List<CompositePeriod>	FloatFloatComponent.couponPeriods()
java.util.List<CompositePeriod>	RatesBasket.couponPeriods()
java.util.List<CompositePeriod>	SingleStreamComponent.couponPeriods()
java.util.List<CompositePeriod>	Stream.periods()	Retrieve a list of the component's coupon periods

Constructor parameters in org.drip.product.rates with type arguments of type CompositePeriod

Constructor	Description
Stream(java.util.List<CompositePeriod> lsPeriod)	Stream constructor

Uses of CompositePeriod in org.drip.state.curve

Method parameters in org.drip.state.curve with type arguments of type CompositePeriod

Modifier and Type	Method	Description
static DerivedZeroRate	DerivedZeroRate.FromBaseCurve(int frequency, java.lang.String dayCount, java.lang.String calendar, boolean applyEOMAdjustment, java.util.List<CompositePeriod> couponPeriodList, int workoutDate, int valuationDate, int cashPayDate, DiscountCurve discountCurve, double bump, ValuationCustomizationParams valuationCustomizationParams, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an Instance from the Input Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromDiscountCurve(int zeroCurveFrequency, java.lang.String zeroCurveDayCount, java.lang.String zeroCurveCalendar, boolean zeroCurveApplyEOMAdjustment, java.util.List<CompositePeriod> couponPeriodList, int workoutDate, int valuationDate, int cashPayDate, DiscountCurve discountCurve, double zeroCurveBump, ValuationCustomizationParams valuationCustomizationParams, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an Instance from the Discount Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromGovvieCurve(int zeroCurveFrequency, java.lang.String zeroCurveDayCountConvention, java.lang.String zeroCurveCalendar, boolean zeroCurveApplyEOMAdjustment, java.util.List<CompositePeriod> couponPeriodList, int workoutDate, int valuationDate, int cashPayDate, GovvieCurve govvieCurve, double zeroCurveBump, ValuationCustomizationParams valuationCustomizationParams, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an Instance from the Govvie Curve and the related Parameters