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

Packages that use LossQuadratureMetrics
Package	Description
org.drip.analytics.cashflow	Unit/Composite Cash Flow Periods.
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.definition	Fixed Income Components/Baskets Definitions

Uses of LossQuadratureMetrics in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow that return LossQuadratureMetrics
Modifier and Type	Method	Description
`static LossQuadratureMetrics`	LossQuadratureMetrics.`MakeDefaultPeriod(int iStartDate, int iEndDate, double dblAccrualDCF, double dblEffectiveNotional, double dblEffectiveRecovery, MergedDiscountForwardCurve dc, CreditCurve cc, int iDefaultLag)`	Create an Instance of the LossPeriodCurveFactors using the Period's Dates and Curves to generate the Curve Measures
`static LossQuadratureMetrics`	LossQuadratureMetrics.`MakeDefaultPeriod(int iStartDate, int iEndDate, double dblAccrualDCF, double dblEffectiveNotional, MergedDiscountForwardCurve dc, CreditCurve cc, int iDefaultLag)`	Create a LossPeriodCurveFactors Instance from the Period Dates and the Curve Measures

Methods in org.drip.analytics.cashflow that return types with arguments of type LossQuadratureMetrics
Modifier and Type	Method	Description
`java.util.List<LossQuadratureMetrics>`	CompositePeriod.`lossMetrics(CreditComponent creditComponent, ValuationParams valuationParameters, CreditPricerParams cpp, int iWorkoutDate, CurveSurfaceQuoteContainer csqc)`	Create a List of Loss Period Measures

Uses of LossQuadratureMetrics in org.drip.analytics.support

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

Uses of LossQuadratureMetrics in org.drip.product.credit

Methods in org.drip.product.credit that return types with arguments of type LossQuadratureMetrics
Modifier and Type	Method	Description
`java.util.List<LossQuadratureMetrics>`	BondComponent.`lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc)`
`java.util.List<LossQuadratureMetrics>`	CDSComponent.`lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs)`
`java.util.List<LossQuadratureMetrics>`	BondComponent.`lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)`

Uses of LossQuadratureMetrics in org.drip.product.definition

Methods in org.drip.product.definition that return types with arguments of type LossQuadratureMetrics
Modifier and Type	Method	Description
`java.util.List<LossQuadratureMetrics>`	CreditComponent.`lossFlow(JulianDate dtSpot, CurveSurfaceQuoteContainer csqc)`	Generate the loss flow for the credit component based on the pricer parameters
`abstract java.util.List<LossQuadratureMetrics>`	CreditComponent.`lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc)`	Generate the loss flow for the credit component based on the pricer parameters
`abstract java.util.List<LossQuadratureMetrics>`	Bond.`lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice)`	Get the bond's loss flow from price