Uses of Class
org.drip.analytics.cashflow.ReferenceIndexPeriod
| Package | Description |
|---|---|
| org.drip.analytics.cashflow |
Unit/Composite Cash Flow Periods.
|
| org.drip.analytics.support |
Assorted Support and Helper Utilities
|
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Uses of ReferenceIndexPeriod in org.drip.analytics.cashflow
Methods in org.drip.analytics.cashflow that return ReferenceIndexPeriod Modifier and Type Method Description ReferenceIndexPeriodComposableUnitFloatingPeriod. referenceIndexPeriod()Retrieve the Reference Index Periodstatic ReferenceIndexPeriodReferenceIndexPeriod. Standard(int iStartDate, int iEndDate, FloaterLabel floaterLabel)Standard Instance of ReferenceIndexPeriodConstructors in org.drip.analytics.cashflow with parameters of type ReferenceIndexPeriod Constructor Description ComposableUnitFloatingPeriod(int iStartDate, int iEndDate, java.lang.String strTenor, ReferenceIndexPeriod rip, double dblSpread)The ComposableUnitFloatingPeriod Constructor -
Uses of ReferenceIndexPeriod in org.drip.analytics.support
Methods in org.drip.analytics.support that return ReferenceIndexPeriod Modifier and Type Method Description static ReferenceIndexPeriodCompositePeriodBuilder. ReferencePeriod(int iStartDate, int iEndDate, FloaterLabel floaterLabel, int iReferencePeriodArrearsType)Construct a Reference Index Period using the Start/End Dates, the Floater Label, and the Reference Period Arrears Typestatic ReferenceIndexPeriodCompositePeriodBuilder. ReferencePeriod(JulianDate dtStart, JulianDate dtEnd, FloaterLabel floaterLabel, int iReferencePeriodArrearsType)Construct a Reference Period using the Start/End Dates, the Floater Label, and the Reference Period Arrears Type