Uses of Class
org.drip.analytics.date.JulianDate

Packages that use JulianDate

Package	Description
org.drip.analytics.date	Date/Time Creation/Manipulation/Usage
org.drip.analytics.definition	Latent State Curves, Surfaces, Turns
org.drip.analytics.eventday	Fixed/Variable Custom Holiday Creation
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.exposure.csatimeline	Time-line of IMA/CSA Event Dates
org.drip.exposure.mpor	Margin Period Collateral Amount Estimation
org.drip.exposure.universe	Exposure Generation - Market States Simulation
org.drip.feed.loader	Reference/Market Data Feed Loader
org.drip.feed.transformer	Market Data Reconstitutive Feed Transformer
org.drip.historical.attribution	Position Market Change Components Attribution
org.drip.historical.engine	Product Horizon Change Explain Engine
org.drip.historical.sensitivity	Product Horizon Change Tenor Sensitivity
org.drip.historical.state	Historical Implied Curve Node Metrics
org.drip.loan.characteristics	Asset Backed Loan Level Characteristics
org.drip.market.exchange	Deliverable Swap, STIR, Treasury Futures
org.drip.market.otc	OTC Dual Stream Option Container
org.drip.param.definition	Latent State Quantification Metrics Tweak
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.param.valuation	Valuation Settlement and Valuation Customization Parameters
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.fra	Standard/Market FRAs - Caps/Floors
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.sample.dual	G7 Standard Cross Currency Swap
org.drip.sample.forward	IBOR Spline Forward Curve Construction
org.drip.service.api	Horizon Roll Attribution Service API
org.drip.service.env	Library Module Loader Environment Manager
org.drip.service.jsonparser	RFC4627 Compliant JSON Message Parser
org.drip.service.product	Product Horizon PnL Attribution Decomposition
org.drip.service.scenario	Custom Scenario Service Metric Generator
org.drip.service.state	Curve Based State Metric Generator
org.drip.service.template	Curve Construction Product Builder Templates
org.drip.state.basis	Basis State Curve Construction/Estimation
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.credit	Credit Latent State Curve Representation
org.drip.state.csa	Credit Support Annex Latent State
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.discount	Discount Curve Spline Latent State
org.drip.state.forward	Forward Latent State Curve Estimator
org.drip.state.fx	FX Latent State Curve Estimator
org.drip.state.govvie	Govvie Latent State Curve Estimator
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction
org.drip.state.repo	Latent State Repo Curve Estimator
org.drip.state.sequence	Monte Carlo Path State Realizations
org.drip.state.volatility	Latent State Volatility Curve/Surface
org.drip.xva.derivative	Burgard Kjaer Dynamic Portfolio Replication
org.drip.xva.gross	XVA Gross Adiabat Exposure Aggregation
org.drip.xva.hypothecation	XVA Hypothecation Group Amount Estimation
org.drip.xva.netting	Credit/Debt/Funding Netting Groups
org.drip.xva.vertex	XVA Hypothecation Group Vertex Generators

Uses of JulianDate in org.drip.analytics.date

Methods in org.drip.analytics.date that return JulianDate

Modifier and Type	Method	Description
JulianDate	JulianDate.addBusDays(int iDays, java.lang.String strCalendarSet)	Add the given Number of Business Days and return a new JulianDate Instance
JulianDate	JulianDate.addDays(int iDays)	Add the given Number of Days and return a JulianDate Instance
JulianDate	JulianDate.addMonths(int iNumMonths)	Add the given Number of Months and return a New JulianDate Instance
JulianDate	JulianDate.addTenor(java.lang.String strTenorIn)	Add the tenor to the JulianDate to create a new date
JulianDate	JulianDate.addTenorAndAdjust(java.lang.String strTenor, java.lang.String strCalendarSet)	Add the Tenor to the JulianDate and Adjust it to create a new Instance
JulianDate	JulianDate.addYears(int iNumYears)	Add the given Number of Years and return a new JulianDate Instance
static JulianDate	DateUtil.CreateFromDDMMMYYYY(java.lang.String strDate)	Create a JulianDate from a String containing the Date in the DDMMMYYYY Format
static JulianDate	DateUtil.CreateFromMDY(java.lang.String strMDY, java.lang.String strDelim)	Create a JulianDate from a String containing Date in the DDMMYYYY Format
static JulianDate	DateUtil.CreateFromYMD(int iYear, int iMonth, int iDate)	Create a JulianDate from the Year/Month/Date
static JulianDate	DateUtil.CreateFromYMD(java.lang.String strYMD, java.lang.String strDelim)	Create a JulianDate from a String containing Date in the YYYYMMDD Format
static JulianDate	DateUtil.FromMDY(java.lang.String strMDY, java.lang.String strDelim)	Create a JulianDate from the MDY
static JulianDate	DateUtil.MakeJulianDateFromBBGDate(java.lang.String strBBGDate)	Create a JulianDate from Bloomberg date string
static JulianDate	DateUtil.MakeJulianFromDDMMMYY(java.lang.String strDDMMMYY, java.lang.String strDelim)	Create a JulianDate from the DD MMM YY
static JulianDate	DateUtil.MakeJulianFromRSEntry(java.util.Date dt)	Create a JulianDate from the java Date
static JulianDate	DateUtil.MakeJulianFromYYYYMMDD(java.lang.String strYYYYMMDD, java.lang.String strDelim)	Create a JulianDate from the YYYY MM DD
JulianDate	JulianDate.nextBondFuturesIMM(int iNumRollMonths, java.lang.String strCalendar)	Generate the First Bond Futures IMM Date from this JulianDate according to the specified Calendar
JulianDate	JulianDate.nextCreditIMM(int iNumRollMonths)	Generate the First Credit IMM roll date from this JulianDate
JulianDate	JulianDate.nextRatesFuturesIMM(int iNumRollMonths)	Generate the First Rates Futures IMM Date from this JulianDate
JulianDate	JulianDate.subtractBusDays(int iDays, java.lang.String strCalendarSet)	Subtract the given Number of Business Days and return a new JulianDate Instance
JulianDate	JulianDate.subtractDays(int iDays)	Subtract the given Number of Days and return the JulianDate Instance
JulianDate	JulianDate.subtractTenor(java.lang.String strTenorIn)	Subtract the tenor to the JulianDate to create a new date
JulianDate	JulianDate.subtractTenorAndAdjust(java.lang.String strTenor, java.lang.String strCalendarSet)	Subtract the tenor to the JulianDate to create a new business date
static JulianDate	DateUtil.Today()	Return a Julian Date corresponding to Today

Methods in org.drip.analytics.date with parameters of type JulianDate

Modifier and Type	Method	Description
int	JulianDate.compareTo(JulianDate dtOther)
int	JulianDate.daysDiff(JulianDate dt)	Difference in Days between the Current and the Input Dates
static java.util.Date	DateUtil.JavaDateFromJulianDate(JulianDate dt)	Retrieve a Java Date Instance from the Julian Date Instance

Uses of JulianDate in org.drip.analytics.definition

Methods in org.drip.analytics.definition that return JulianDate

Modifier and Type	Method	Description
JulianDate	Curve.epoch()	Get the Epoch Date
JulianDate	MarketSurface.epoch()
JulianDate	NodeStructure.epoch()

Methods in org.drip.analytics.definition with parameters of type JulianDate

Modifier and Type	Method	Description
double	NodeStructure.node(JulianDate dt)	Get the Market Node at the given Maturity
double	NodeStructure.nodeDerivative(JulianDate dt, int iOrder)	Get the Market Node Derivative at the given Maturity

Uses of JulianDate in org.drip.analytics.eventday

Methods in org.drip.analytics.eventday that return JulianDate

Modifier and Type	Method	Description
JulianDate	DateInMonth.instanceDay(int iYear, int iMonth, java.lang.String strCalendar)	Generate the Particular Day of the Year, the Month, according to the Calendar

Methods in org.drip.analytics.eventday with parameters of type JulianDate

Modifier and Type	Method	Description
boolean	Locale.addStaticHoliday(JulianDate dt, java.lang.String strDescription)	Add the given date as a static holiday

Constructors in org.drip.analytics.eventday with parameters of type JulianDate

Constructor	Description
Static(JulianDate dt, java.lang.String strDescription)	Construct a static holiday from the date and the description

Uses of JulianDate in org.drip.analytics.support

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

Modifier and Type	Method	Description
static JulianDate[]	Helper.FromTenor(JulianDate dtSpot, java.lang.String[] astrTenor)	Convert the Array of Tenors into Dates off of a Spot
static JulianDate[]	Helper.SpotDateArray(JulianDate dtSpot, int iCount)	Generate an Array of Repeated Spot Dates

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

Modifier and Type	Method	Description
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.BackwardEdgeDates(JulianDate dtEffective, JulianDate dtMaturity, java.lang.String strTenor, DateAdjustParams dap, int iPSEC)	Generate a list of period edge dates backward from the end.
static double	Helper.BondFuturesPriceAUDBillStyle(JulianDate dtValue, Bond bond, double dblReferenceIndex)	Compute the Bond Futures Price AUD Bill Style from the Reference Index Level
static LatentStateFixingsContainer	Helper.CreateFixingsObject(Bond bond, JulianDate dtFixing, double dblFixing)	Create the Latent State Fixings object from the bond, the fixings date, and the fixing.
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.EdgePair(JulianDate dtStart, JulianDate dtEnd)	Generate a single Spanning Edge Pair between the specified dates, using the specified Calendar
static double	FuturesHelper.ForwardBondCreditPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice)	Compute the Forward Bond Price Using the Implied Bond Credit Basis
static double	FuturesHelper.ForwardBondOASPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice)	Compute the Forward Bond Price Using the Implied Bond OAS
static double	FuturesHelper.ForwardBondYieldPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice)	Compute the Forward Bond Price Using the Implied Bond Yield
static double	FuturesHelper.ForwardBondZSpreadPrice(Bond bond, JulianDate dtSpot, JulianDate dtForward, CurveSurfaceQuoteContainer csqc, double dblCleanPrice)	Compute the Forward Bond Price Using the Implied Bond Z Spread
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.ForwardEdgeDates(JulianDate dtEffective, JulianDate dtMaturity, java.lang.String strTenor, DateAdjustParams dap, int iPSEC)	Generate a list of period edge dates forward from the start.
static JulianDate[]	Helper.FromTenor(JulianDate dtSpot, java.lang.String[] astrTenor)	Convert the Array of Tenors into Dates off of a Spot
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.IMMEdgeDates(JulianDate dtSpot, int iRollMonths, java.lang.String strPeriodTenor, java.lang.String strMaturityTenor, DateAdjustParams dap)	Generate a list of the IMM period edge dates forward from the spot date.
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.OvernightEdgeDates(JulianDate dtStart, JulianDate dtEnd, java.lang.String strCalendar)	Generate the List of Overnight Edge Dates between the specified dates, using the specified Calendar
static ReferenceIndexPeriod	CompositePeriodBuilder.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
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.RegularEdgeDates(JulianDate dtEffective, java.lang.String strPeriodTenor, java.lang.String strMaturityTenor, DateAdjustParams dap)	Generate a list of regular period edge dates forward from the start.
static JulianDate[]	Helper.SpotDateArray(JulianDate dtSpot, int iCount)	Generate an Array of Repeated Spot Dates
static int[]	Helper.TenorToDate(JulianDate dtSpot, java.lang.String[] astrTenor)	Retrieve the Date Array From the Tenor Array

Uses of JulianDate in org.drip.exposure.csatimeline

Methods in org.drip.exposure.csatimeline that return JulianDate

Modifier and Type	Method	Description
JulianDate	LastFlowDates.clientTradePayment()	Retrieve the Last Client Trade Payment (Settlement) Date
JulianDate	LastFlowDates.clientVariationMarginPosting()	Retrieve the Last Client Variation Margin Posting (Observation) Date
JulianDate	EventDate.date()	Retrieve the CSA Event Julian Date
JulianDate	LastFlowDates.dealerTradePayment()	Retrieve the Last Dealer Trade Payment (Settlement) Date
JulianDate	LastFlowDates.dealerVariationMarginPosting()	Retrieve the Last Dealer Variation Margin Posting (Observation) Date
JulianDate	LastFlowDates.etd()	Retrieve the ETD
JulianDate	EventSequence.marginPeriodEnd()	Retrieve the Margin Period End Date
JulianDate	EventSequence.marginPeriodStart()	Retrieve the Margin Period Start Date
JulianDate	LastFlowDates.spot()	Retrieve the Spot Date
JulianDate	LastFlowDates.valuation()	Retrieve the Valuation Date
JulianDate	LastFlowDates.variationMarginPeriodEnd()	Retrieve the Variation Margin Period End Date
JulianDate	LastFlowDates.variationMarginPeriodStart()	Retrieve the Variation Margin Period Start Date

Methods in org.drip.exposure.csatimeline with parameters of type JulianDate

Modifier and Type	Method	Description
static EventSequence	EventSequence.Aggressive(JulianDate valuationDate, java.lang.String calendarSet)	Construct an Instance of Aggressive EventSequence
static EventDate	EventDateBuilder.CollateralTransferInitiation(JulianDate date)	Construct the Collateral Transfer Initiation CSA Event Date
static EventSequence	EventSequence.Conservative(JulianDate valuationDate, java.lang.String calendarSet)	Construct an Instance of Conservative EventSequence
static EventDate	EventDateBuilder.EarlyTerminationDate(JulianDate date)	Construct the Early Termination Date (ETD) CSA Event Date
static EventDate	EventDateBuilder.ED(JulianDate date)	Construct the Event of Default CSA Event Date
static EventDate	EventDateBuilder.EDCommunication(JulianDate date)	Construct the ED Communication CSA Event Date
static EventDate	EventDateBuilder.ETD(JulianDate date)	Construct the Early Termination Date (ETD) CSA Event Date
static EventDate	EventDateBuilder.ETDDesignation(JulianDate date)	Construct the ETD Designation CSA Event Date
static EventDate	EventDateBuilder.EventOfDefault(JulianDate date)	Construct the Event of Default CSA Event Date
static EventDate	EventDateBuilder.Honored(JulianDate date)	Construct the Undisputed and Respected CSA Event Date
static EventDate	EventDateBuilder.NonHonored(JulianDate date)	Construct the Non-Honored CSA Event Date
static EventDate	EventDateBuilder.PED(JulianDate date)	Construct the Potential Event of Default CSA Event Date
static EventDate	EventDateBuilder.PEDCommunication(JulianDate date)	Construct the PED Communication CSA Event Date
static EventDate	EventDateBuilder.PotentialEventOfDefault(JulianDate date)	Construct the Potential Event of Default CSA Event Date
static LastFlowDates	LastFlowDates.SpotStandard(JulianDate spot, AndersenPykhtinSokolLag andersenPykhtinSokolLag, java.lang.String calendarSet)	Generate a LastFlowDates Instance from the Spot Date and the AndersenPykhtinSokolLag
static EventDate	EventDateBuilder.Valuation(JulianDate date)	Construct the CSA Valuation Event Date

Constructors in org.drip.exposure.csatimeline with parameters of type JulianDate

Constructor	Description
EventDate(JulianDate date, java.lang.String bcbsDesignation, java.lang.String aps2017Designation)	EventDate Constructor
LastFlowDates(JulianDate valuation, JulianDate clientVariationMarginPosting, JulianDate dealerVariationMarginPosting, JulianDate clientTradePayment, JulianDate dealerTradePayment, JulianDate spot, JulianDate variationMarginPeriodStart, JulianDate variationMarginPeriodEnd)	LastFlowDates Constructor

Uses of JulianDate in org.drip.exposure.mpor

Methods in org.drip.exposure.mpor that return JulianDate

Modifier and Type	Method	Description
JulianDate	CollateralAmountEstimatorOutput.clientMarginDate()	Retrieve the Client Margin Date
JulianDate	CollateralAmountEstimatorOutput.dealerMarginDate()	Retrieve the Dealer Margin Date

Methods in org.drip.exposure.mpor with parameters of type JulianDate

Modifier and Type	Method	Description
double	CollateralAmountEstimator.clientPostingRequirement(JulianDate valuationDateJulian)	Calculate the Margin Amount Required to be Posted by the Client
double	CollateralAmountEstimator.clientThreshold(JulianDate valuationDateJulian)	Calculate the Client Margin Threshold
double	CollateralAmountEstimator.clientWindowMarginValue(JulianDate valuationDateJulian)	Calculate the Margin Value at the Client Default Window
double	CollateralAmountEstimator.dealerPostingRequirement(JulianDate valuationDateJulian)	Calculate the Margin Amount Required to be Posted by the Dealer
double	CollateralAmountEstimator.dealerThreshold(JulianDate valuationDateJulian)	Calculate the Dealer Margin Threshold
double	CollateralAmountEstimator.dealerWindowMarginValue(JulianDate valuationDateJulian)	Calculate the Margin Value at the Dealer Default Window
CollateralAmountEstimatorOutput	CollateralAmountEstimator.output(JulianDate valuationDateJulian)	Generate the MarginAmountEstimatorOutput Instance
double	CollateralAmountEstimator.postingRequirement(JulianDate valuationDateJulian)	Calculate the Gross Margin Amount Required to be Posted

Constructors in org.drip.exposure.mpor with parameters of type JulianDate

Constructor	Description
CollateralAmountEstimatorOutput(JulianDate dealerMarginDate, JulianDate clientMarginDate, double dealerWindowMarginValue, double dealerCollateralThreshold, double dealerPostingRequirement, double clientWindowMarginValue, double clientCollateralThreshold, double clientPostingRequirement, double postingRequirement)	CollateralAmountEstimatorOutput Constructor

Uses of JulianDate in org.drip.exposure.universe

Methods in org.drip.exposure.universe that return JulianDate

Modifier and Type	Method	Description
JulianDate	MarketVertex.anchorDate()	Retrieve the Date Anchor
JulianDate[]	MarketPath.anchorDates()	Retrieve the Array of the Vertex Anchor Dates

Methods in org.drip.exposure.universe with parameters of type JulianDate

Modifier and Type	Method	Description
static MarketVertex	MarketVertex.Epochal(JulianDate anchorDate, double overnightReplicator, double csaReplicator, double dealerHazardRate, double dealerSeniorRecoveryRate, double dealerSeniorFundingSpread, double dealerSubordinateRecoveryRate, double dealerSubordinateFundingSpread, double clientHazardRate, double clientRecoveryRate, double clientFundingSpread, LatentStateVertexContainer latentStateVertexContainer)	Generate an Initial Instance of MarketVertex
static MarketVertex	MarketVertex.Epochal(JulianDate anchorDate, double overnightReplicator, double csaReplicator, double dealerHazardRate, double dealerRecoveryRate, double dealerFundingSpread, double clientHazardRate, double clientRecoveryRate, double clientFundingSpread, LatentStateVertexContainer latentStateVertexContainer)	Generate an Initial Instance of MarketVertex
static MarketVertex	MarketVertex.Nodal(JulianDate anchorDate, double overnightRate, double overnightReplicator, double csaSpread, double csaReplicator, MarketVertexEntity dealerMarketVertex, MarketVertexEntity clientMarketVertex, LatentStateVertexContainer latentStateVertexContainer)	Construct a Nodal Market Vertex

Uses of JulianDate in org.drip.feed.loader

Methods in org.drip.feed.loader that return JulianDate

Modifier and Type	Method	Description
JulianDate[]	CSVGrid.dateArrayAtColumn(int iColumn)	Retrieve the Array of JulianDate corresponding to the specified Column Index
static JulianDate	CSVGrid.ToDate(java.lang.String strElement)	Convert the String Element to a JulianDate Instance.

Methods in org.drip.feed.loader that return types with arguments of type JulianDate

Modifier and Type	Method	Description
java.util.Map<JulianDate,java.util.Map<java.lang.Double,java.lang.Double>>	CSVGrid.doubleMap(double dblScaler)	Construct a Historical Map of Scaled/Keyed Double
java.util.Map<JulianDate,InstrumentSetTenorQuote>	CSVGrid.groupedOrderedDouble(double dblScaler)	Construct a Historical Map of Scaled/Keyed/Tenor Ordered Double

Uses of JulianDate in org.drip.feed.transformer

Method parameters in org.drip.feed.transformer with type arguments of type JulianDate

Modifier and Type	Method	Description
static boolean	GovvieTreasuryMarksReconstitutor.RegularizeBenchmarkMarks(java.lang.String strTreasuryType, java.util.Map<JulianDate,java.util.Map<java.lang.Double,java.lang.Double>> mapClosingMarks)	Re-constitute the Horizon Benchmark Marks
static boolean	GovvieTreasuryMarksReconstitutor.RegularizeBenchmarkMarks(java.lang.String strTreasuryType, java.util.Map<JulianDate,java.util.Map<java.lang.Double,java.lang.Double>> mapClosingMarks, java.lang.String strManifestMeasure, java.lang.String[] astrOutputBenchmarkTenor)	Re-constitute the Horizon Benchmark Marks
static boolean	FundingFixFloatMarksReconstitutor.RegularizeMarks(java.lang.String strCurrency, java.util.Map<JulianDate,InstrumentSetTenorQuote> mapISTQ, int iLatentStateType)	Dump the Regularized Marks of the ISTQ Map
static boolean	OvernightIndexMarksReconstitutor.RegularizeMarks(java.lang.String strCurrency, java.util.Map<JulianDate,InstrumentSetTenorQuote> mapISTQ, int iLatentStateType)	Dump the Regularized Marks of the ISTQ Map

Uses of JulianDate in org.drip.historical.attribution

Methods in org.drip.historical.attribution that return JulianDate

Modifier and Type	Method	Description
JulianDate	PositionMarketSnap.date(java.lang.String strKey)	Retrieve the Custom Date Entry corresponding to the Specified Key
JulianDate	CDSMarketSnap.effectiveDate()	Retrieve the Effective Date
JulianDate	TreasuryFuturesMarketSnap.expiryDate()	Retrieve the Expiry Date
JulianDate	PositionChangeComponents.firstDate()	Retrieve the First Date
JulianDate	CDSMarketSnap.maturityDate()	Retrieve the Maturity Date
JulianDate	PositionChangeComponents.secondDate()	Retrieve the Second Date
JulianDate	PositionMarketSnap.snapDate()	Retrieve the Date of the Snap

Methods in org.drip.historical.attribution with parameters of type JulianDate

Modifier and Type	Method	Description
boolean	PositionMarketSnap.setDate(java.lang.String strKey, JulianDate dtCustom)	Set the Custom Date Entry corresponding to the Specified Key
boolean	CDSMarketSnap.setEffectiveDate(JulianDate dtEffective)	Set the Effective Date
boolean	TreasuryFuturesMarketSnap.setExpiryDate(JulianDate dtExpiry)	Set the Expiry Date
boolean	CDSMarketSnap.setMaturityDate(JulianDate dtMaturity)	Set the Maturity Date

Constructors in org.drip.historical.attribution with parameters of type JulianDate

Constructor	Description
BondMarketSnap(JulianDate dtSnap, double dblMarketValue)	BondMarketSnap Constructor
CDSMarketSnap(JulianDate dtSnap, double dblMarketValue)	CDSMarketSnap Constructor
PositionMarketSnap(JulianDate dtSnap, double dblMarketValue)	PositionMarketSnap Constructor
TreasuryFuturesMarketSnap(JulianDate dtSnap, double dblMarketValue)	TreasuryFuturesMarketSnap Constructor

Uses of JulianDate in org.drip.historical.engine

Methods in org.drip.historical.engine that return JulianDate

Modifier and Type	Method	Description
JulianDate	HorizonChangeExplainProcessor.firstDate()	Retrieve the First Date of the Horizon Change
JulianDate	HorizonChangeExplainProcessor.secondDate()	Retrieve the Second Date of the Horizon Change

Constructors in org.drip.historical.engine with parameters of type JulianDate

Constructor	Description
FixFloatExplainProcessor(FixFloatComponent ffc, int iSettleLag, java.lang.String strMarketMeasureName, double dblMarketMeasureValue, JulianDate dtFirst, JulianDate dtSecond, CurveSurfaceQuoteContainer csqcFirst, CurveSurfaceQuoteContainer csqcSecond, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown)	FixFloatExplainProcessor Constructor
TreasuryBondExplainProcessor(TreasuryComponent tsyComponent, java.lang.String strMarketMeasureName, double dblMarketMeasureValue, JulianDate dtFirst, JulianDate dtSecond, CurveSurfaceQuoteContainer csqcFirst, CurveSurfaceQuoteContainer csqcSecond, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown)	TreasuryBondExplainProcessor Constructor

Uses of JulianDate in org.drip.historical.sensitivity

Methods in org.drip.historical.sensitivity that return JulianDate

Modifier and Type	Method	Description
JulianDate	TenorDurationNodeMetrics.date(java.lang.String strKey)	Retrieve the Custom Date Entry corresponding to the Specified Key
JulianDate	TenorDurationNodeMetrics.dateSnap()	Retrieve the KRD Date Snap

Methods in org.drip.historical.sensitivity with parameters of type JulianDate

Modifier and Type	Method	Description
boolean	TenorDurationNodeMetrics.setDate(java.lang.String strKey, JulianDate dtCustom)	Set the Custom Date Entry corresponding to the Specified Key

Constructors in org.drip.historical.sensitivity with parameters of type JulianDate

Constructor	Description
TenorDurationNodeMetrics(JulianDate dtSnap)	TenorDurationNodeMetrics Constructor

Uses of JulianDate in org.drip.historical.state

Methods in org.drip.historical.state that return JulianDate

Modifier and Type	Method	Description
JulianDate	CreditCurveMetrics.close()	Retrieve the Closing Date
JulianDate	FundingCurveMetrics.close()	Retrieve the Closing Date

Methods in org.drip.historical.state with parameters of type JulianDate

Modifier and Type	Method	Description
boolean	CreditCurveMetrics.addRecoveryRate(JulianDate dt, double dblRecoveryRate)	Add the Recovery Rate corresponding to the specified Date
boolean	CreditCurveMetrics.addSurvivalProbability(JulianDate dt, double dblSurvivalProbability)	Add the Survival Probability corresponding to the specified Date
double	CreditCurveMetrics.recoveryRate(JulianDate dt)	Retrieve the Recovery Rate corresponding to the specified Date
double	CreditCurveMetrics.survivalProbability(JulianDate dt)	Retrieve the Survival Probability corresponding to the specified Date

Constructors in org.drip.historical.state with parameters of type JulianDate

Constructor	Description
CreditCurveMetrics(JulianDate dtClose)	CreditCurveMetrics Constructor
FundingCurveMetrics(JulianDate dtClose)	FundingCurveMetrics Constructor

Uses of JulianDate in org.drip.loan.characteristics

Methods in org.drip.loan.characteristics with parameters of type JulianDate

Modifier and Type	Method	Description
static Vintage	Vintage.Standard(JulianDate dtOrigination)	Construct a Vintage Instance from the Origination Date

Uses of JulianDate in org.drip.market.exchange

Methods in org.drip.market.exchange that return JulianDate

Modifier and Type	Method	Description
JulianDate	TreasuryFuturesEventDates.deliveryNotice()	Retrieve the Delivery Notice Date
JulianDate	TreasuryFuturesEventDates.expiry()	Retrieve the Expiry Date
JulianDate	TreasuryFuturesEventDates.finalDelivery()	Retrieve the Final Delivery Date
JulianDate	TreasuryFuturesEventDates.firstDelivery()	Retrieve the First Delivery Date
JulianDate	TreasuryFuturesEventDates.lastTrading()	Retrieve the Last Trading Date

Methods in org.drip.market.exchange with parameters of type JulianDate

Modifier and Type	Method	Description
FixFloatComponent	DeliverableSwapFutures.Create(JulianDate dtSpot, double dblFixedCoupon)	Create an Instance of the Deliverable Swaps Futures
boolean	TreasuryFuturesConvention.isEligible(JulianDate dtValue, Bond bond, double dblOutstandingNotional, java.lang.String strIssuer)	Indicate whether the given bond is eligible to be delivered
boolean	TreasuryFuturesEligibility.isEligible(JulianDate dtValue, Bond bond, double dblOutstandingNotional, java.lang.String strIssuer)	Indicate whether the given bond is eligible to be delivered
double	TreasuryFuturesConvention.referencePrice(JulianDate dtValue, Bond bond, double dblFuturesQuotedIndex)	Compute the Reference Bond Price from the Quoted Futures Index Level

Constructors in org.drip.market.exchange with parameters of type JulianDate

Constructor	Description
TreasuryFuturesEventDates(JulianDate dtExpiry, JulianDate dtFirstDelivery, JulianDate dtFinalDelivery, JulianDate dtDeliveryNotice, JulianDate dtLastTrading)	TreasuryFuturesEventDates Constructor

Uses of JulianDate in org.drip.market.otc

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

Modifier and Type	Method	Description
JulianDate	CreditIndexConvention.effectiveDate()	Retrieve the Effective Date
JulianDate	CreditIndexConvention.maturityDate()	Retrieve the Maturity Date

Methods in org.drip.market.otc with parameters of type JulianDate

Modifier and Type	Method	Description
FixFloatComponent	FixedFloatSwapConvention.createFixFloatComponent(JulianDate dtSpot, java.lang.String strMaturityTenor, double dblFixedCoupon, double dblFloatBasis, double dblNotional)	Create a Standardized Fixed-Float Component Instance from the Inputs
ComponentPair	FloatFloatSwapConvention.createFixFloatComponentPair(JulianDate dtSpot, java.lang.String strDerivedTenor, java.lang.String strMaturityTenor, double dblReferenceFixedCoupon, double dblDerivedFixedCoupon, double dblBasis, double dblNotional)	Create an Instance of the Fix-Float Component Pair
FloatFloatComponent	CrossFloatSwapConvention.createFloatFloatComponent(JulianDate dtSpot, java.lang.String strMaturityTenor, double dblBasis, double dblReferenceNotional, double dblDerivedNotional)	Create an Instance of the Float-Float Component
FloatFloatComponent	FloatFloatSwapConvention.createFloatFloatComponent(JulianDate dtSpot, java.lang.String strDerivedTenor, java.lang.String strMaturityTenor, double dblBasis, double dblNotional)	Create an Instance of the Float-Float Component
Stream	FixedStreamConvention.createStream(JulianDate dtEffective, java.lang.String strMaturityTenor, double dblCoupon, double dblNotional)	Create a Fixed Stream Instance
Stream	FloatStreamConvention.createStream(JulianDate dtEffective, java.lang.String strMaturityTenor, double dblBasis, double dblNotional)	Create a Floating Stream Instance

Constructors in org.drip.market.otc with parameters of type JulianDate

Constructor	Description
CreditIndexConvention(java.lang.String strIndexType, java.lang.String strIndexSubType, java.lang.String strSeriesName, java.lang.String strTenor, java.lang.String strCurrency, JulianDate dtEffective, JulianDate dtMaturity, int iFreq, java.lang.String strDayCount, double dblFixedCoupon, double dblRecoveryRate, int iNumConstituent)	CreditIndexConvention Constructor

Uses of JulianDate in org.drip.param.definition

Methods in org.drip.param.definition with parameters of type JulianDate

Modifier and Type	Method	Description
abstract boolean	ScenarioMarketParams.addFixing(JulianDate dtFix, LatentStateLabel lsl, double dblFixing)	Add the fixing for the given Latent State Label and the given date
abstract boolean	ScenarioMarketParams.removeFixing(JulianDate dtFix, LatentStateLabel lsl)	Remove the fixing corresponding to the given date and the Latent State Label

Uses of JulianDate in org.drip.param.market

Methods in org.drip.param.market with parameters of type JulianDate

Modifier and Type	Method	Description
boolean	LatentStateFixingsContainer.add(JulianDate dt, LatentStateLabel lsl, double dblFixing)	Add the Fixing corresponding to the Date/Label Pair
boolean	CurveSurfaceScenarioContainer.addFixing(JulianDate dtFix, LatentStateLabel lsl, double dblFixing)
boolean	CurveSurfaceQuoteContainer.available(JulianDate dt, LatentStateLabel lsl)	Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
boolean	LatentStateFixingsContainer.available(JulianDate dt, LatentStateLabel lsl)	Indicate the Availability of the Fixing for the Specified LSL Label on the specified Date
double	CurveSurfaceQuoteContainer.fixing(JulianDate dt, LatentStateLabel lsl)	Retrieve the Fixing for the Specified Date/LSL Combination
double	LatentStateFixingsContainer.fixing(JulianDate dt, LatentStateLabel lsl)	Retrieve the Latent State Fixing for the Specified Date/LSL Combination
boolean	LatentStateFixingsContainer.remove(JulianDate dt, LatentStateLabel lsl)	Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
boolean	CurveSurfaceQuoteContainer.removeFixing(JulianDate dt, LatentStateLabel lsl)	Remove the Fixing corresponding to the Date/Label Pair it if exists
boolean	CurveSurfaceScenarioContainer.removeFixing(JulianDate dtFix, LatentStateLabel lsl)
boolean	CurveSurfaceQuoteContainer.setFixing(JulianDate dt, LatentStateLabel lsl, double dblFixing)	Set the Fixing corresponding to the Date/Label Pair

Uses of JulianDate in org.drip.param.valuation

Methods in org.drip.param.valuation with parameters of type JulianDate

Modifier and Type	Method	Description
static ValuationParams	ValuationParams.Spot(JulianDate dtValue, int iCashSettleLag, java.lang.String strCalendar, int iAdjustMode)	Create the valuation parameters object instance from the valuation date, the cash settle lag, and the settle calendar.
static ValuationParams	ValuationParams.Standard(JulianDate dtValue, java.lang.String strCalendar)	Create the standard T+2B settle parameters for the given valuation date and calendar

Constructors in org.drip.param.valuation with parameters of type JulianDate

Constructor	Description
ValuationParams(JulianDate dtValue, JulianDate dtCashPay, java.lang.String strCalendar)	Construct ValuationParams from the Valuation Date and the Cash Pay Date parameters

Uses of JulianDate in org.drip.product.creator

Fields in org.drip.product.creator declared as JulianDate

Modifier and Type	Field	Description
JulianDate	BondProductBuilder._dtAnnounce	Announce Date
JulianDate	BondRefDataBuilder._dtAnnounce	Announce Date
JulianDate	BondProductBuilder._dtFinalMaturity	Final Maturity Date
JulianDate	BondRefDataBuilder._dtFinalMaturity	Final Maturity Date
JulianDate	BondProductBuilder._dtFirstCoupon	First Coupon Date
JulianDate	BondRefDataBuilder._dtFirstCoupon	First Coupon Date
JulianDate	BondProductBuilder._dtFirstSettle	First Settle Date
JulianDate	BondRefDataBuilder._dtFirstSettle	First Settle Date
JulianDate	BondProductBuilder._dtInterestAccrualStart	Interest Accrual Start Date
JulianDate	BondRefDataBuilder._dtInterestAccrualStart	Interest Accrual Start Date
JulianDate	BondProductBuilder._dtIssue	Issue Date
JulianDate	BondRefDataBuilder._dtIssue	Issue Date
JulianDate	BondProductBuilder._dtMaturity	Maturity
JulianDate	BondRefDataBuilder._dtMaturity	Maturity
JulianDate	BondRefDataBuilder._dtNextCouponDate	Next Coupon Date
JulianDate	BondRefDataBuilder._dtPenultimateCouponDate	Penultimate Coupon Date
JulianDate	BondRefDataBuilder._dtPrevCouponDate	Previous Coupon Date

Fields in org.drip.product.creator with type parameters of type JulianDate

Modifier and Type	Field	Description
static CaseInsensitiveTreeMap<java.util.Map<JulianDate,java.lang.Integer>>	CDXRefDataHolder._mmCDXRDBFirstCouponSeries	Date/Series CDX Coupon Double Map
static CaseInsensitiveTreeMap<java.util.Map<java.lang.Integer,JulianDate>>	CDXRefDataHolder._mmCDXRDBSeriesFirstCoupon	Series/Date CDX Coupon Double Map

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

Modifier and Type	Method	Description
static BondComponent	BondBuilder.CreateBondFromCF(java.lang.String strName, JulianDate dtEffective, java.lang.String strCurrency, java.lang.String strCreditCurveName, java.lang.String strDayCount, double dblInitialNotional, double dblCouponRate, int iCouponFrequency, JulianDate[] adtPeriodEnd, double[] adblCouponAmount, double[] adblPrincipalAmount, boolean bIsPrincipalPayDown)	Create a bond from custom/user-defined cash flows and coupon conventions
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, java.lang.String strCredit, java.lang.String strCalendar)	Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and credit curve.
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, CreditSetting cs, java.lang.String strCalendar)	Create the credit default swap from the effective date, tenor, coupon, IR curve name, and component credit valuation parameters.
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strCurrency, double dblRecovery, java.lang.String strCredit, java.lang.String strCalendar, boolean bAdjustDates)	Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and credit curve.
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strCurrency, CreditSetting cs, java.lang.String strCalendar, boolean bAdjustDates)	Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and component credit valuation parameters.
static CreditDefaultSwap	CDSBuilder.CreateSAPC(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit)	Create an Standard Asia Pacific CDS contract with full first stub
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)	Create a simple fixed bond from parameters
static BondComponent	BondBuilder.CreateSimpleFixedF(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Fixed Coupon Bond from the First Coupon Date and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFixedFP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Fixed Coupon Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFixedP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Fixed Coupon Bond from the Penultimate Coupon Date and the other 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
static BondComponent	BondBuilder.CreateSimpleFloaterF(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, int iFirstCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFloaterFP(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, int iFirstCouponDate, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFloaterP(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, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloater(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 OTF Fix Float Floating Rate Bond
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloaterF(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, int iFirstCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a OTC Fix Float Index Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloaterFP(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, int iFirstCouponDate, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a OTC Fix Float Index Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloaterP(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, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a OTC Fix-Float Index Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static CreditDefaultSwap	CDSBuilder.CreateSNAC(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit)	Create an SNAC style CDS contract with full first stub
static CreditDefaultSwap	CDSBuilder.CreateSNAC(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, java.lang.String strCredit, java.lang.String strCalendar)	Create an SNAC style CDS contract with full first stub
static CreditDefaultSwap	CDSBuilder.CreateSTEM(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit, java.lang.String strLocation)	Create an Standard Emerging Market CDS contract with full first stub
static CreditDefaultSwap	CDSBuilder.CreateSTEU(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit)	Create an Standard EU CDS contract with full first stub
static SingleStreamComponent	SingleStreamComponentBuilder.Deposit(JulianDate dtEffective, JulianDate dtMaturity, ForwardLabel fri)	Create a Deposit Product from the Effective and the Maturity Dates, and the Forward Label
static FRAStandardCapFloorlet	SingleStreamOptionBuilder.ExchangeTradedFuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, java.lang.String strTradingMode, java.lang.String strExchange)	Create an Exchange-traded Standard Futures Option
static FRAStandardComponent	SingleStreamComponentBuilder.ForwardRateFutures(JulianDate dtSpot, ForwardLabel fri)	Create a Forward Rate Futures Product Instance from the Spot Date and the Forward Label
static SingleStreamComponent[]	SingleStreamComponentBuilder.ForwardRateFuturesPack(JulianDate dtSpot, int iNumContract, java.lang.String strCurrency)	Generate a Forward Rate Futures Pack corresponding to the Specified Number of Contracts
static FRAMarketComponent	SingleStreamComponentBuilder.FRAMarket(JulianDate dtForwardStart, ForwardLabel forwardLabel, double dblStrike)	Create a FRA Market Component Instance from the Spot Date, the Forward Label, and the Strike
static FRAStandardComponent	SingleStreamComponentBuilder.FRAStandard(JulianDate dtForwardStart, ForwardLabel forwardLabel, double dblStrike)	Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
static FRAStandardCapFloorlet	SingleStreamOptionBuilder.FuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, CashSettleParams csp)	Create a Standard Futures Option
static BasketProduct	CDSBasketBuilder.MakeCDX(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strIR, java.lang.String[] astrCC, double[] adblWeight, java.lang.String strName)	Create the named CDX from effective, maturity, coupon, IR curve name, credit curve name set, and their weights.
static BasketProduct	CDSBasketBuilder.MakeCDX(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strIR, java.lang.String[] astrCC, java.lang.String strName)	Create the named CDX from effective, maturity, coupon, IR curve name, credit curve name set.
static BondComponent	ConstantPaymentBondBuilder.Prepay(java.lang.String strName, JulianDate dtEffective, java.lang.String strCurrency, int iNumPayment, java.lang.String strDayCount, int iPayFrequency, double dblCouponRate, double dblFeeRate, double dblCPR, double dblConstantAmount, double dblInitialNotional)	Construct an Instance of the Constant Payment Bond with a Deterministic Pre-payment Rate
static BondComponent	ConstantPaymentBondBuilder.Standard(java.lang.String strName, JulianDate dtEffective, java.lang.String strCurrency, int iNumPayment, java.lang.String strDayCount, int iPayFrequency, double dblCouponRate, double dblFeeRate, double dblConstantAmount, double dblInitialNotional)	Construct an Instance of the Constant Payment Bond
static TreasuryComponent	BondBuilder.Treasury(java.lang.String strTreasuryCode, JulianDate dtEffective, JulianDate dtMaturity, java.lang.String strCurrency, double dblCoupon, int iFreq, java.lang.String strDayCount)	Creates a Treasury Bond from the Parameters

Uses of JulianDate in org.drip.product.credit

Methods in org.drip.product.credit that return JulianDate

Modifier and Type	Method	Description
JulianDate	BondComponent.currentCouponDate(JulianDate dt)
JulianDate	BondComponent.effectiveDate()
JulianDate	CDSComponent.effectiveDate()
JulianDate	BondComponent.finalMaturity()
JulianDate	BondComponent.firstCouponDate()
JulianDate	CDSComponent.firstCouponDate()
JulianDate	BondComponent.maturityDate()
JulianDate	CDSComponent.maturityDate()
JulianDate	BondComponent.maturityPayDate()
JulianDate	BondComponent.nextCouponDate(JulianDate dt)
JulianDate	BondComponent.periodFixingDate(int iValueDate)
JulianDate	BondComponent.previousCouponDate(JulianDate dt)

Methods in org.drip.product.credit with parameters of type JulianDate

Modifier and Type	Method	Description
JulianDate	BondComponent.currentCouponDate(JulianDate dt)
double	BondComponent.currentCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)
JulianDate	BondComponent.nextCouponDate(JulianDate dt)
double	BondComponent.nextCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)
ExerciseInfo	BondComponent.nextValidExerciseDateOfType(JulianDate dt, boolean bPut)
ExerciseInfo	BondComponent.nextValidExerciseInfo(JulianDate dt)
JulianDate	BondComponent.previousCouponDate(JulianDate dt)
double	BondComponent.previousCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqc)

Uses of JulianDate in org.drip.product.definition

Methods in org.drip.product.definition that return JulianDate

Modifier and Type	Method	Description
abstract JulianDate	Bond.currentCouponDate(JulianDate dt)	Return the coupon date for the period containing the specified date
JulianDate	BasketProduct.effective()	Returns the effective date of the basket product
abstract JulianDate	Component.effectiveDate()	Get the Effective Date
abstract JulianDate	Bond.finalMaturity()	Return the bond's final maturity
JulianDate	BasketProduct.firstCouponDate()	Get the first coupon date
abstract JulianDate	Component.firstCouponDate()	Get the First Coupon Date
JulianDate	BasketProduct.maturity()	Return the maturity date of the basket product
abstract JulianDate	Component.maturityDate()	Get the Maturity Date
JulianDate	Component.maturityPayDate()	Get the Maturity Pay Date
abstract JulianDate	Bond.nextCouponDate(JulianDate dt)	Return the coupon date for the period subsequent to the specified date
abstract JulianDate	Bond.periodFixingDate(int iValueDate)	Get the bond's reset date for the period identified by the valuation date
abstract JulianDate	Bond.previousCouponDate(JulianDate dt)	Return the coupon date for the period prior to the specified date

Methods in org.drip.product.definition with parameters of type JulianDate

Modifier and Type	Method	Description
abstract JulianDate	Bond.currentCouponDate(JulianDate dt)	Return the coupon date for the period containing the specified date
abstract double	Bond.currentCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs)	Return the coupon rate for the period corresponding to the specified date
java.util.List<LossQuadratureMetrics>	CreditComponent.lossFlow(JulianDate dtSpot, CurveSurfaceQuoteContainer csqc)	Generate the loss flow for the credit component based on the pricer parameters
abstract JulianDate	Bond.nextCouponDate(JulianDate dt)	Return the coupon date for the period subsequent to the specified date
abstract double	Bond.nextCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs)	Return the coupon rate for the period subsequent to the specified date
abstract ExerciseInfo	Bond.nextValidExerciseDateOfType(JulianDate dt, boolean bGetPut)	Return the next exercise info of the given exercise type (call/put) subsequent to the specified date
abstract ExerciseInfo	Bond.nextValidExerciseInfo(JulianDate dt)	Return the next exercise info subsequent to the specified date
abstract JulianDate	Bond.previousCouponDate(JulianDate dt)	Return the coupon date for the period prior to the specified date
abstract double	Bond.previousCouponRate(JulianDate dt, CurveSurfaceQuoteContainer csqs)	Return the coupon rate for the period prior to the specified date

Uses of JulianDate in org.drip.product.fra

Method parameters in org.drip.product.fra with type arguments of type JulianDate

Modifier and Type	Method	Description
boolean	FRAStandardCapFloor.stripPiecewiseForwardVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCapVolatility, java.util.Map<JulianDate,java.lang.Double> mapDateVol)	Strip the Piece-wise Constant Forward Rate Volatility of the Unmarked Segment of the Volatility Term Structure

Uses of JulianDate in org.drip.product.fx

Methods in org.drip.product.fx that return JulianDate

Modifier and Type	Method	Description
JulianDate	FXForwardComponent.effectiveDate()
JulianDate	FXForwardComponent.firstCouponDate()
JulianDate	DomesticCollateralizedForeignForward.getMaturityDate()	Retrieve the Maturity Date
JulianDate	ForeignCollateralizedDomesticForward.getMaturityDate()	Retrieve the Maturity Date
JulianDate	FXForwardComponent.maturityDate()

Constructors in org.drip.product.fx with parameters of type JulianDate

Constructor	Description
DomesticCollateralizedForeignForward(CurrencyPair cp, double dblForexForwardStrike, JulianDate dtMaturity)	Create an DomesticCollateralizedForeignForward from the currency pair, the strike, and the maturity dates
ForeignCollateralizedDomesticForward(CurrencyPair cp, double dblForexForwardStrike, JulianDate dtMaturity)	Create an ForeignCollateralizedDomesticForward from the currency pair, the strike, and the maturity dates

Uses of JulianDate in org.drip.product.govvie

Methods in org.drip.product.govvie that return JulianDate

Modifier and Type	Method	Description
JulianDate	TreasuryFutures.effectiveDate()
JulianDate	TreasuryFutures.expiry()	Retrieve the Futures Expiration Date
JulianDate	TreasuryFutures.firstCouponDate()
JulianDate	TreasuryFutures.maturityDate()

Methods in org.drip.product.govvie with parameters of type JulianDate

Modifier and Type	Method	Description
boolean	TreasuryFutures.setExpiry(JulianDate dtExpiry)	Set the Futures Expiration Date

Uses of JulianDate in org.drip.product.option

Methods in org.drip.product.option that return JulianDate

Modifier and Type	Method	Description
JulianDate	OptionComponent.effectiveDate()
JulianDate	OptionComponent.exerciseDate()	Retrieve the Option Exercise Date
JulianDate	OptionComponent.firstCouponDate()
JulianDate	EuropeanCallPut.maturity()	Retrieve the Option Maturity
JulianDate	OptionComponent.maturityDate()

Constructors in org.drip.product.option with parameters of type JulianDate

Constructor	Description
EuropeanCallPut(JulianDate dtMaturity, double dblStrike)	EuropeanCallPut constructor

Uses of JulianDate in org.drip.product.params

Fields in org.drip.product.params declared as JulianDate

Modifier and Type	Field	Description
JulianDate	CDXRefDataParams._dtIssue	Index Issue Date
JulianDate	CDXRefDataParams._dtMaturity	Index Maturity Date

Methods in org.drip.product.params with parameters of type JulianDate

Modifier and Type	Method	Description
boolean	CDXRefDataParams.setIssueDate(JulianDate dtIssue)	Set the Index Issue Date
boolean	CDXRefDataParams.setMaturityDate(JulianDate dtMaturity)	Set the Index Maturity Date

Uses of JulianDate in org.drip.product.rates

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

Modifier and Type	Method	Description
JulianDate	Stream.effective()	Retrieve the Effective Date
JulianDate	FixFloatComponent.effectiveDate()
JulianDate	FloatFloatComponent.effectiveDate()
JulianDate	RatesBasket.effectiveDate()
JulianDate	SingleStreamComponent.effectiveDate()
JulianDate	FixFloatComponent.firstCouponDate()
JulianDate	FloatFloatComponent.firstCouponDate()
JulianDate	RatesBasket.firstCouponDate()
JulianDate	SingleStreamComponent.firstCouponDate()
JulianDate	Stream.firstCouponDate()	Retrieve the First Coupon Pay Date
JulianDate	Stream.maturity()	Retrieve the Maturity Date
JulianDate	FixFloatComponent.maturityDate()
JulianDate	FloatFloatComponent.maturityDate()
JulianDate	RatesBasket.maturityDate()
JulianDate	SingleStreamComponent.maturityDate()

Uses of JulianDate in org.drip.sample.dual

Methods in org.drip.sample.dual with parameters of type JulianDate

Modifier and Type	Method	Description
static void	CCBSForwardCurve.ForwardCurveReferenceComponentBasis(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, MergedDiscountForwardCurve dcDerived, ForwardCurve fc6MDerived, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, boolean bBasisOnDerivedLeg)	Set the Forward Curve Reference Component Basis
static void	CCBSDiscountCurve.MakeDiscountCurve(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, double[] adblSwapRate, boolean bBasisOnDerivedLeg)	Construct the Discount Curve

Uses of JulianDate in org.drip.sample.forward

Methods in org.drip.sample.forward with parameters of type JulianDate

Modifier and Type	Method	Description
static void	IBORCurve.ForwardJack(JulianDate dt, java.lang.String strHeaderComment, ForwardCurve fc, java.lang.String strManifestMeasure)	Display the Forward Jacobian
static ForwardCurve	IBOR6MCubicPolyVanilla.Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor, boolean bPrintMetric)	Construct the 6m Forward Curve
static ForwardCurve	IBOR6MQuarticPolyVanilla.Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor)	Construct the 6M Forward
static MergedDiscountForwardCurve	OvernightIndexCurve.MakeDC(java.lang.String strCurrency, JulianDate dtSpot, int[] aiDepositMaturityDays, double[] adblDepositQuote, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String[] astrOISFutureTenor, java.lang.String[] astrOISFutureMaturityTenor, double[] adblOISFutureQuote, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, SegmentCustomBuilderControl scbc, FloaterIndex fi)	Construct the Merged Forward Discount Curve
static MergedDiscountForwardCurve	OvernightIndexCurve.MakeDC(JulianDate dtSpot, java.lang.String strCurrency)	Construct an elaborate EONIA Discount Curve

Uses of JulianDate in org.drip.service.api

Methods in org.drip.service.api that return JulianDate

Modifier and Type	Method	Description
JulianDate	DateDiscountCurvePair.date()	Retrieve the COB
JulianDate	DiscountCurveInputInstrument.date()	Retrieve the Curve Epoch Date
JulianDate	FixFloatFundingInstrument.spotDate()	Retrieve the Spot Date

Constructors in org.drip.service.api with parameters of type JulianDate

Constructor	Description
DateDiscountCurvePair(JulianDate dt, MergedDiscountForwardCurve dc, java.util.List<java.lang.String> lsstrDump)	DateDiscountCurvePair constructor
DiscountCurveInputInstrument(JulianDate dt, java.util.List<java.lang.String> lsCashTenor, java.util.List<java.lang.Double> lsCashQuote, java.util.List<java.lang.String> lsFutureTenor, java.util.List<java.lang.Double> lsFutureQuote, java.util.List<java.lang.String> lsSwapTenor, java.util.List<java.lang.Double> lsSwapQuote)	DiscountCurveInputInstrument constructor
FixFloatFundingInstrument(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor, double[] adblQuote, int iLatentStateType)	FixFloatFundingInstrument Constructor

Uses of JulianDate in org.drip.service.env

Methods in org.drip.service.env that return types with arguments of type JulianDate

Modifier and Type	Method	Description
static java.util.Map<JulianDate,java.lang.Integer>	StandardCDXManager.GetCDXSeriesMap(java.lang.String strCDXName)	Return the full set of CDX series/first coupon date pairs for the given CDX
static java.util.Map<JulianDate,java.lang.Integer>	StandardCDXManager.GetPreLoadedCDXSeriesMap(java.lang.String strCDXName)	Return the full set of pre-loaded CDX series/first coupon date pairs for the given CDX
static java.util.Map<JulianDate,java.lang.Integer>	StandardCDXManager.GetPresetCDXSeriesMap(java.lang.String strCDXName)	Return the full set of pre-set CDX series/first coupon date pairs for the given CDX

Methods in org.drip.service.env with parameters of type JulianDate

Modifier and Type	Method	Description
static BasketProduct	StandardCDXManager.GetOnTheRun(java.lang.String strIndex, JulianDate dt, java.lang.String strTenor)	Retrieve the on-the-run for the index and tenor corresponding to the specified date

Uses of JulianDate in org.drip.service.jsonparser

Methods in org.drip.service.jsonparser that return JulianDate

Modifier and Type	Method	Description
static JulianDate[]	Converter.DateArrayEntry(JSONObject json, java.lang.String strEntryKey)	Convert the JSON Entry to a Date Array
static JulianDate	Converter.DateEntry(JSONObject json, java.lang.String strEntryKey)	Convert the JSON Entry to a Date

Methods in org.drip.service.jsonparser with parameters of type JulianDate

Modifier and Type	Method	Description
static JSONArray	Converter.Array(JulianDate[] adt)	Construct a JSON Array out of the JulianDate Array

Uses of JulianDate in org.drip.service.product

Methods in org.drip.service.product with parameters of type JulianDate

Modifier and Type	Method	Description
static java.util.List<PositionChangeComponents>	CreditIndexAPI.HorizonChangeAttribution(JulianDate[] adtSpot, int iHorizonGap, java.lang.String[] astrFundingFixingMaturityTenor, double[][] aadblFundingFixingQuote, java.lang.String[] astrFullCreditIndexName, double[] adblCreditIndexQuotedSpread)	Generate the Funding/Credit Curve Horizon Metrics
static java.util.List<PositionChangeComponents>	FixedBondAPI.HorizonChangeAttribution(java.lang.String strIssuerName, int iBondEffectiveDate, int iBondMaturityDate, double dblBondCoupon, int iBondCouponFrequency, java.lang.String strBondCouponDayCount, java.lang.String strBondCouponCurrency, JulianDate[] adtSpot, double[] adblCleanPrice)	Returns Attribution for the Specified Bond Instance
static java.util.List<PositionChangeComponents>	FixFloatAPI.HorizonChangeAttribution(JulianDate[] adtSpot, int iHorizonGap, java.lang.String[] astrFundingDepositInstrumentTenor, double[][] aadblFundingDepositInstrumentQuote, java.lang.String[] astrFundingFixFloatTenor, double[][] aadblFundingFixFloatQuote, java.lang.String strCurrency, java.lang.String strMaturityTenor, java.lang.String[] astrRollDownHorizon, int iLatentStateType)	Generate the Funding Curve Horizon Metrics
static PositionChangeComponents	FixFloatAPI.HorizonChangeAttribution(JulianDate dtFirst, JulianDate dtSecond, java.lang.String[] astrFundingDepositInstrumentTenor, double[] adblFirstFundingDepositInstrument, double[] adblSecondFundingDepositInstrument, java.lang.String[] astrFundingFixFloatTenor, double[] adblFirstFundingFixFloat, double[] adblSecondFundingFixFloat, java.lang.String strCurrency, java.lang.String strMaturityTenor, java.lang.String[] astrRollDownHorizon, int iLatentStateType)	Generate the Funding Curve Horizon Metrics
static java.util.List<PositionChangeComponents>	FundingFuturesAPI.HorizonChangeAttribution(JulianDate[] adt, JulianDate[] adtExpiry, double[] adblFuturesQuote, java.lang.String strCurrency)	Generate the Funding Futures Horizon Metrics
static java.util.List<PositionChangeComponents>	TreasuryAPI.HorizonChangeAttribution(JulianDate[] adtSpot, int iHorizonGap, java.lang.String[] astrGovvieTreasuryInstrumentTenor, double[][] aadblGovvieTreasuryInstrumentQuote, java.lang.String strMaturityTenor, java.lang.String strCode, java.lang.String[] astrRollDownHorizon, int iLatentStateType)	Generate the Govvie Curve Horizon Metrics
static PositionChangeComponents	TreasuryAPI.HorizonChangeAttribution(JulianDate dtFirst, JulianDate dtSecond, java.lang.String[] astrGovvieTreasuryInstrumentTenor, double[] adblFirstGovvieTreasuryInstrument, double[] adblSecondGovvieTreasuryInstrument, java.lang.String strMaturityTenor, java.lang.String strCode, java.lang.String[] astrRollDownHorizon, int iLatentStateType)	Generate the Govvie Curve Horizon Metrics
static java.util.List<PositionChangeComponents>	TreasuryFuturesAPI.HorizonChangeAttribution(java.lang.String strTreasuryCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, double[] adblConversionFactor)	Returns Attribution for the Treasury Futures
static java.util.List<TenorDurationNodeMetrics>	TreasuryFuturesAPI.HorizonKeyRateDuration(java.lang.String strTreasuryType, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, java.lang.String[] astrBenchmarkTenor, double[][] aadblGovvieCurveTreasuryYield)	Generate the Horizon Treasury Curve Tenor Key Rate Sensitivity/Duration
static PositionChangeComponents	FundingFuturesAPI.HorizonMetrics(JulianDate dtPrevious, JulianDate dtSpot, JulianDate dtExpiry, double dblPreviousQuote, double dblSpotQuote, java.lang.String strCurrency)	Generate the Funding Futures Horizon Metrics

Uses of JulianDate in org.drip.service.scenario

Methods in org.drip.service.scenario that return JulianDate

Modifier and Type	Method	Description
JulianDate	BondReplicator.settleDate()	Retrieve the Settle Date
JulianDate	BondReplicator.valueDate()	Retrieve the Value Date

Methods in org.drip.service.scenario with parameters of type JulianDate

Modifier and Type	Method	Description
static BondReplicator	BondReplicator.CorporateLoan(double dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtSpot, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblSpreadBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, BondComponent bond)	Generate a Standard Corporate Loan BondReplicator Instance
static BondReplicator	BondReplicator.CorporateSenior(double dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtSpot, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblSpreadBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, BondComponent bond)	Generate a Standard Senior Corporate BondReplicator Instance
static BondReplicator	BondReplicator.CorporateSubordinate(double dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtSpot, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblSpreadBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, BondComponent bond)	Generate a Standard Subordinate Corporate BondReplicator Instance

Constructors in org.drip.service.scenario with parameters of type JulianDate

Constructor

Description

BondReplicator(double dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtValue, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblCustomYieldBump, double dblCustomCreditBasisBump, double dblZSpreadBump, double dblTenorBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, boolean bMarketPriceCreditMetrics, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, double dblRecoveryRate, BondComponent bond)

BondReplicator Constructor

Uses of JulianDate in org.drip.service.state

Methods in org.drip.service.state that return types with arguments of type JulianDate

Modifier and Type	Method	Description
static java.util.Map<JulianDate,MergedDiscountForwardCurve>	FundingCurveAPI.HistoricalMap(JulianDate[] adtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[][] aadblFixFloatQuote, java.lang.String strCurrency, int iLatentStateType)	Generate the Funding Curve Map
static java.util.TreeMap<JulianDate,CreditCurveMetrics>	CreditCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrFundingFixingMaturityTenor, double[][] aadblFundingFixingQuote, java.lang.String[] astrFullCreditIndexName, double[] adblCreditIndexQuotedSpread, java.lang.String[] astrForTenor)	Generate the Horizon Metrics for the Specified Inputs
static java.util.Map<JulianDate,FundingCurveMetrics>	FundingCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[][] aadblFixFloatQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType)	Generate the Funding Curve Horizon Metrics
static java.util.Map<JulianDate,FundingCurveMetrics>	OvernightCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrOvernightCurveOISTenor, double[][] aadblOvernightCurveOISQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType)	Generate the Overnight Curve Horizon Metrics For an Array of Closing Dates

Methods in org.drip.service.state with parameters of type JulianDate

Modifier and Type	Method	Description
static CreditCurveMetrics	CreditCurveAPI.DailyMetrics(JulianDate dtSpot, java.lang.String[] astrFundingFixingMaturityTenor, double[] adblFundingFixingQuote, java.lang.String strFullCreditIndexName, double dblCreditIndexQuotedSpread, java.lang.String[] astrForTenor)	Generate the Horizon Metrics for the Specified Inputs
static FundingCurveMetrics	FundingCurveAPI.DailyMetrics(JulianDate dtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType)	Generate the Funding Curve Daily Metrics
static FundingCurveMetrics	OvernightCurveAPI.DailyMetrics(JulianDate dtSpot, java.lang.String[] astrOvernightCurveOISTenor, double[] adblOvernightCurveOISQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType)	Generate the Overnight Curve Horizon Metrics for the Specified Date
static java.util.Map<JulianDate,MergedDiscountForwardCurve>	FundingCurveAPI.HistoricalMap(JulianDate[] adtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[][] aadblFixFloatQuote, java.lang.String strCurrency, int iLatentStateType)	Generate the Funding Curve Map
static java.util.TreeMap<JulianDate,CreditCurveMetrics>	CreditCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrFundingFixingMaturityTenor, double[][] aadblFundingFixingQuote, java.lang.String[] astrFullCreditIndexName, double[] adblCreditIndexQuotedSpread, java.lang.String[] astrForTenor)	Generate the Horizon Metrics for the Specified Inputs
static java.util.Map<JulianDate,FundingCurveMetrics>	FundingCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[][] aadblFixFloatQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType)	Generate the Funding Curve Horizon Metrics
static java.util.Map<JulianDate,FundingCurveMetrics>	OvernightCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrOvernightCurveOISTenor, double[][] aadblOvernightCurveOISQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType)	Generate the Overnight Curve Horizon Metrics For an Array of Closing Dates

Uses of JulianDate in org.drip.service.template

Methods in org.drip.service.template with parameters of type JulianDate

Modifier and Type	Method	Description
static TreasuryComponent	TreasuryBuilder.AGB(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the Australian Treasury AUD AGB Bond
static TreasuryComponent	TreasuryBuilder.BTPS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the Italian Treasury EUR BTPS Bond
static CaseInsensitiveTreeMap<CreditCurve>	LatentMarketStateBuilder.BumpedCreditCurve(JulianDate dtSpot, java.lang.String strCredit, java.lang.String[] astrMaturityTenor, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, double dblBump, boolean bIsProportional)	Construct a Tenor + Parallel Map of Bumped Credit Curves from Overnight Exchange/OTC Market Instruments
static CaseInsensitiveTreeMap<ForwardCurve>	LatentMarketStateBuilder.BumpedForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType, double dblBump, boolean bIsProportional)	Construct a Map of Tenor Bumped Forward Curve Based off of the Input Exchange/OTC Market Instruments
static CaseInsensitiveTreeMap<MergedDiscountForwardCurve>	LatentMarketStateBuilder.BumpedForwardFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, int iLatentStateType, double dblBump, boolean bIsProportional)	Construct a Map of Tenor Bumped Funding Curve Based off of the Underlying Forward Curve Shift
static CaseInsensitiveTreeMap<VolatilityCurve>	LatentMarketStateBuilder.BumpedForwardVolatilityCurve(JulianDate dtSpot, ForwardLabel forwardLabel, boolean bIsCap, java.lang.String[] astrMaturityTenor, double[] adblStrike, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc, double dblBump, boolean bIsProportional)	Construct a Tenor + Parallel Forward Volatility Latent State Construction from Cap/Floor Instruments
static CaseInsensitiveTreeMap<MergedDiscountForwardCurve>	LatentMarketStateBuilder.BumpedFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, int iLatentStateType, double dblBump, boolean bIsProportional)	Construct a Map of Tenor Bumped Funding Curve Based off of the Input Exchange/OTC Market Instruments
static CaseInsensitiveTreeMap<FXCurve>	LatentMarketStateBuilder.BumpedFXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot, int iLatentStateType, double dblBump, boolean bIsProportional)	Construct a Tenor + Parallel Map of FX Curve from the FX Instruments
static CaseInsensitiveTreeMap<GovvieCurve>	LatentMarketStateBuilder.BumpedGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, int iLatentStateType, double dblBump, boolean bIsProportional)	Construct a Tenor + Parallel Map of Govvie Curves from the Treasury Instruments
static CaseInsensitiveTreeMap<MergedDiscountForwardCurve>	LatentMarketStateBuilder.BumpedOvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure, int iLatentStateType, double dblBump, boolean bIsProportional)	Construct a Map of Tenor + Parallel Bumped Overnight Curves
static TreasuryComponent	TreasuryBuilder.CAN(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the Canadian Government CAD CAN Bond
static FRAStandardCapFloor[]	OTCInstrumentBuilder.CapFloor(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor, double[] adblStrike, boolean bIsCap)	Construct an Instance of the Standard OTC FRA Cap/Floor
static FRAStandardCapFloor	OTCInstrumentBuilder.CapFloor(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor, double dblStrike, boolean bIsCap)	Construct an Instance of the Standard OTC FRA Cap/Floor
static CreditDefaultSwap[]	OTCInstrumentBuilder.CDS(JulianDate dtSpot, java.lang.String[] astrMaturityTenor, double[] adblCoupon, java.lang.String strCurrency, java.lang.String strCredit)	Create an Array of the OTC CDS Instance.
static CreditDefaultSwap	OTCInstrumentBuilder.CDS(JulianDate dtSpot, java.lang.String strMaturityTenor, double dblCoupon, java.lang.String strCurrency, java.lang.String strCredit)	Create an Instance of the OTC CDS.
static CreditCurve	LatentMarketStateBuilder.CreditCurve(JulianDate dtSpot, java.lang.String strCredit, java.lang.String[] astrMaturityTenor, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc)	Construct a Credit Curve from Overnight Exchange/OTC Market Instruments
static CreditCurve	LatentMarketStateBuilder.CreditCurve(JulianDate dtSpot, CreditDefaultSwap[] aCDS, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc)	Construct a Credit Curve from the specified Calibration CDS Instruments
static TreasuryComponent	TreasuryBuilder.DBR(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the German Treasury EUR DBR Bond
static FixFloatComponent	OTCInstrumentBuilder.FixFloatCustom(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor)	Construct a Standard Fix Float Swap Instances
static FixFloatComponent[]	OTCInstrumentBuilder.FixFloatCustom(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor)	Construct an Array of Custom Fix Float Swap Instances
static FixFloatComponent[]	OTCInstrumentBuilder.FixFloatStandard(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strLocation, java.lang.String[] astrMaturityTenor, java.lang.String strIndex, double dblCoupon)	Construct an Array of OTC Fix Float Swaps using the specified Input Parameters
static FixFloatComponent	OTCInstrumentBuilder.FixFloatStandard(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strLocation, java.lang.String strMaturityTenor, java.lang.String strIndex, double dblCoupon)	Construct an OTC Standard Fix Float Swap using the specified Input Parameters
static FloatFloatComponent[]	OTCInstrumentBuilder.FloatFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strDerivedTenor, java.lang.String[] astrMaturityTenor, double dblBasis)	Construct an Array of OTC Float-Float Swap Instances
static FloatFloatComponent	OTCInstrumentBuilder.FloatFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strDerivedTenor, java.lang.String strMaturityTenor, double dblBasis)	Construct an OTC Float-Float Swap Instance
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType)	Construct a Instance of the Smooth/Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, SegmentCustomBuilderControl scbc)	Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
static SingleStreamComponent[]	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate dtSpot, java.lang.String[] astrMaturityTenor, ForwardLabel forwardLabel)	Construct an Array of OTC Forward Deposit Instruments from the corresponding Maturity Tenors
static SingleStreamComponent	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate dtSpot, java.lang.String strMaturityTenor, ForwardLabel forwardLabel)	Construct an OTC Forward Deposit Instrument from Spot Date and the Maturity Tenor
static SingleStreamComponent	ExchangeInstrumentBuilder.ForwardRateFutures(JulianDate dtSpot, java.lang.String strCurrency)	Generate a Forward Rate Futures Contract corresponding to the Spot Date
static SingleStreamComponent[]	ExchangeInstrumentBuilder.ForwardRateFuturesPack(JulianDate dtSpot, int iNumContract, java.lang.String strCurrency)	Generate a Forward Rate Futures Pack corresponding to the Spot Date and the Specified Number of Contracts
static VolatilityCurve	LatentMarketStateBuilder.ForwardRateVolatilityCurve(JulianDate dtSpot, ForwardLabel forwardLabel, boolean bIsCap, java.lang.String[] astrMaturityTenor, double[] adblStrike, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc)	Forward Rate Volatility Latent State Construction from Cap/Floor Instruments
static FRAStandardComponent[]	OTCInstrumentBuilder.FRAStandard(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor, double[] adblFRAStrike)	Create an Array of Standard FRAs from the Spot Date, the Forward Label, and the Strike
static FRAStandardComponent	OTCInstrumentBuilder.FRAStandard(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor, double dblStrike)	Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
static TreasuryComponent[]	TreasuryBuilder.FromCode(java.lang.String strCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon)	Construct an Array of the Treasury Instances from the Code
static TreasuryComponent	TreasuryBuilder.FromCode(java.lang.String strCode, JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the Treasury Bond From the Code
static TreasuryComponent	TreasuryBuilder.FRTR(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the French Treasury EUR FRTR Bond
static MergedDiscountForwardCurve	LatentMarketStateBuilder.FundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, int iLatentStateType)	Construct a Funding Curve Based off of the Input Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.FundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, SegmentCustomBuilderControl scbc)	Construct a Funding Curve Based off of the Input Exchange/OTC Market Instruments Using the specified Spline
static SingleStreamComponent	OTCInstrumentBuilder.FundingDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strMaturityTenor)	Construct an OTC Funding Deposit Instrument from the Spot Date and the Maturity Tenor
static SingleStreamComponent[]	OTCInstrumentBuilder.FundingDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor)	Construct an Array of OTC Funding Deposit Instruments from their corresponding Maturity Tenors
static SingleStreamComponent[]	OTCInstrumentBuilder.FundingDepositFutures(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, int iNumFutures)	Construct an Array of OTC Funding Deposit and Futures Instruments
static FXCurve	LatentMarketStateBuilder.FXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot, int iLatentStateType)	Construct an FX Curve from the FX Forward Instruments
static FXCurve	LatentMarketStateBuilder.FXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot, SegmentCustomBuilderControl scbc)	Construct an FX Curve from the FX Forward Instruments
static FXForwardComponent	OTCInstrumentBuilder.FXForward(JulianDate dtSpot, CurrencyPair ccyPair, java.lang.String strMaturityTenor)	Create an OTC FX Forward Component
static FXForwardComponent[]	OTCInstrumentBuilder.FXForward(JulianDate dtSpot, CurrencyPair ccyPair, java.lang.String[] astrMaturityTenor)	Create an Array of OTC FX Forward Components
static TreasuryComponent	TreasuryBuilder.GGB(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the Greek Treasury EUR GGB Bond
static TreasuryComponent	TreasuryBuilder.GILT(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the UK Treasury GBP GILT Bond
static GovvieCurve	LatentMarketStateBuilder.GovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, int iLatentStateType)	Construct a Govvie Curve from the Treasury Instruments
static GovvieCurve	LatentMarketStateBuilder.GovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, SegmentCustomBuilderControl scbc)	Construct a Govvie Curve from the Treasury Instruments
static TreasuryComponent	TreasuryBuilder.JGB(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the Japanese Treasury JPY JGB Bond
static TreasuryComponent	TreasuryBuilder.MBONO(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the Mexican Treasury MXN MBONO Bond
static FixFloatComponent[]	OTCInstrumentBuilder.OISFixFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor, double[] adblCoupon, boolean bFund)	Construct an Array of OTC Fix Float OIS Instances
static FixFloatComponent	OTCInstrumentBuilder.OISFixFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strMaturityTenor, double dblCoupon, boolean bFund)	Construct an Instance of OTC OIS Fix Float Swap
static FixFloatComponent[]	OTCInstrumentBuilder.OISFixFloatFutures(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrEffectiveTenor, java.lang.String[] astrMaturityTenor, double[] adblCoupon, boolean bFund)	Construct an Array of OTC OIS Fix-Float Futures
static MergedDiscountForwardCurve	LatentMarketStateBuilder.OvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure, int iLatentStateType)	Construct an Overnight Curve from Overnight Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.OvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure, SegmentCustomBuilderControl scbc)	Construct an Overnight Curve from Overnight Exchange/OTC Market Instruments
static SingleStreamComponent	OTCInstrumentBuilder.OvernightDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strMaturityTenor)	Construct an OTC Overnight Deposit Instrument from the Spot Date and the Maturity Tenor
static SingleStreamComponent[]	OTCInstrumentBuilder.OvernightDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor)	Construct an Array of OTC Overnight Deposit Instrument from their Maturity Tenors
static ForwardCurve	LatentMarketStateBuilder.ShapePreservingForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference)	Construct a Instance of the Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.ShapePreservingFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure)	Construct a Shape Preserving Funding Curve Based off of the Input Exchange/OTC Market Instruments
static FXCurve	LatentMarketStateBuilder.ShapePreservingFXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot)	Construct a Shape Preserving FX Curve from the FX Forward Instruments
static GovvieCurve	LatentMarketStateBuilder.ShapePreservingGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure)	Construct a Shape Preserving Govvie Curve from the Treasury Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.ShapePreservingOvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure)	Construct a Shape Preserving Overnight Curve from Overnight Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.SingleStretchFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, int iLatentStateType)	Construct a Single Stretch Funding Curve Based off of the Input Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.SingleStretchFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, SegmentCustomBuilderControl scbc)	Construct a Single Stretch Funding Curve Based off of the Input Exchange/OTC Market Instruments Using the specified Spline
static MergedDiscountForwardCurve	LatentMarketStateBuilder.SingleStretchShapePreservingFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure)	Construct a Shape Preserving Single Stretch Funding Curve Based off of the Input Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.SingleStretchSmoothFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure)	Construct a Smooth Single Stretch Funding Curve Based off of the Input Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.SmoothForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference)	Construct a Instance of Smooth Forward Curve off of Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.SmoothFundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure)	Construct a Smooth Funding Curve Based off of the Input Exchange/OTC Market Instruments
static FXCurve	LatentMarketStateBuilder.SmoothFXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot)	Construct a Smooth FX Curve from the FX Forward Instruments
static GovvieCurve	LatentMarketStateBuilder.SmoothGovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure)	Construct a Smooth Govvie Curve from the Treasury Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.SmoothOvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure)	Construct a Smooth Overnight Curve from Overnight Exchange/OTC Market Instruments
static TreasuryComponent	TreasuryBuilder.SPGB(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the Spanish Treasury EUR SPGB Bond
static TreasuryFutures	ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot, java.lang.String strFuturesCode, int[] aiFuturesComponentTreasuryEffectiveDate, int[] aiFuturesComponentTreasuryMaturityDate, double[] adblFuturesComponentTreasuryCoupon, double[] adblFuturesComponentConversionFactor)	Generate the Treasury Futures Instance
static TreasuryFutures	ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot, java.lang.String strFuturesCode, int[] aiFuturesComponentTreasuryEffectiveDate, int[] aiFuturesComponentTreasuryMaturityDate, double[] adblFuturesComponentTreasuryCoupon, double[] adblFuturesComponentConversionFactor, java.lang.String strFuturesComponentUnderlierSubtype, java.lang.String strFuturesReferenceMaturityTenor)	Generate the Treasury Futures Instance
static TreasuryFutures	ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot, java.lang.String strCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblConversionFactor, java.lang.String strUnderlierType, java.lang.String strUnderlierSubtype, java.lang.String strMaturityTenor)	Generate an Instance of Treasury Futures given the Inputs
static TreasuryComponent	TreasuryBuilder.UST(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon)	Construct an Instance of the US Treasury USD UST Bond

Uses of JulianDate in org.drip.state.basis

Methods in org.drip.state.basis that return JulianDate

Modifier and Type	Method	Description
JulianDate	BasisCurve.epoch()

Methods in org.drip.state.basis with parameters of type JulianDate

Modifier and Type	Method	Description
double	BasisCurve.basis(JulianDate date)
double	BasisEstimator.basis(JulianDate date)	Calculate the Basis to the given Date
WengertJacobian	BasisCurve.jackDForwardDManifestMeasure(java.lang.String manifestMeasure, JulianDate date)	Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

Uses of JulianDate in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type JulianDate

Modifier and Type	Method	Description
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.BuildFromDF(JulianDate startDate, java.lang.String currency, int[] dateArray, double[] discountFactorArray)	Build a Discount Curve from an array of discount factors
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.CreateFromFlatYield(JulianDate startDate, java.lang.String currency, double yield, java.lang.String compoundingDayCount, int compoundingFrequency)	Create a Discount Curve from the Flat Yield
static BasisCurve	ScenarioBasisCurveBuilder.CubicPolynomialBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray)	Create an Instance of the Cubic Polynomial Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.CubicPolynomialCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot)	Create an Instance of the Cubic Polynomial Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.CubicPolynomialCurve(java.lang.String name, JulianDate startDate, java.lang.String treasuryCode, java.lang.String currency, int[] maturityDateArray, double[] yieldArray)	Create an Instance of the Cubic Polynomial Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CubicPolynomialDiscountCurve(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] discountFactorArray)	Create an Instance of the Cubic Polynomial Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.CubicPolynomialRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray)	Create an Instance of the Cubic Polynomial Splined Repo Curve
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.CubicPolynomialTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] impliedVolatilityArray)	Construct the Deterministic Volatility Term Structure Instance based off of a Cubic Polynomial Spline
static NodeStructure	ScenarioTermStructureBuilder.CubicPolynomialTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray)	Construct a Term Structure Instance based off of a Cubic Polynomial Spline
static MarketSurface	ScenarioLocalVolatilityBuilder.CubicPolynomialWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double riskFreeRate, double[] strikeArray, java.lang.String[] tenorArray, double[][] nodeGrid)	Construct a Scenario Market Surface off of cubic polynomial wire spline and cubic polynomial surface Spline.
static MarketSurface	ScenarioMarketSurfaceBuilder.CubicPolynomialWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid)	Construct a Scenario Market Surface off of Cubic Polynomial Wire Spline and Cubic Polynomial Surface Spline.
static CreditCurve	ScenarioCreditCurveBuilder.Custom(java.lang.String name, JulianDate spotDate, CalibratableComponent[] calibratableComponentArray, MergedDiscountForwardCurve discountCurve, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double recovery, boolean flat)	Calibrate the base credit curve from the input credit instruments, measures, and the quotes
static CreditCurve	ScenarioCreditCurveBuilder.Custom(java.lang.String name, JulianDate spotDate, CalibratableComponent[] calibratableComponentArray, MergedDiscountForwardCurve discountCurve, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double recovery, boolean flat, CalibrationParams calibrationParams)	Calibrate the base credit curve from the input credit instruments, measures, and the quotes
static BasisCurve	ScenarioBasisCurveBuilder.CustomSplineBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.CustomSplineCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, SegmentCustomBuilderControl segmentCustomBuilderControl, double fxSpot)	Create an Instance of the Custom Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.CustomSplineCurve(java.lang.String name, JulianDate startDate, java.lang.String treasuryCode, java.lang.String currency, int[] maturityDateArray, double[] yieldArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CustomSplineDiscountCurve(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] discountFactorArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.CustomSplineRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Repo Curve
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.CustomSplineTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] impliedVolatilityArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct the Deterministic Volatility Term Structure Instance using the specified Custom Spline
static NodeStructure	ScenarioTermStructureBuilder.CustomSplineTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] dateArray, double[] nodeArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct a Term Structure Instance using the specified Custom Spline
static MarketSurface	ScenarioLocalVolatilityBuilder.CustomSplineWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double riskFreeRate, double[] strikeArray, double[] maturityArray, double[][] callPriceGrid, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSegmentCustomBuilderControl)	Build an Instance of the Volatility Surface using custom wire span and surface splines
static MarketSurface	ScenarioMarketSurfaceBuilder.CustomSplineWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, double[] yArray, double[][] nodeGrid, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSegmentCustomBuilderControl)	Build an Instance of the Market Node Surface using Custom Wire Span and Surface Splines.
static MarketSurface	ScenarioMarketSurfaceBuilder.CustomWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSegmentCustomBuilderControl)	Construct a Scenario Market Surface off of Custom Wire Spline and Custom Surface Spline.
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.DiscretelyCompoundedFlatRate(JulianDate startDate, java.lang.String currency, double rate, java.lang.String compoundingDayCount, int compoundingFrequency)	Create a Discount Curve from the Discretely Compounded Flat Rate
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.ExponentiallyCompoundedFlatRate(JulianDate startDate, java.lang.String currency, double rate)	Create a Discount Curve from the Exponentially Compounded Flat Rate
static ForwardCurve	ScenarioForwardCurveBuilder.FlatForwardForwardCurve(JulianDate startDate, ForwardLabel forwardLabel, double flatForwardRate)	Construct an Instance of the Flat Forward Rate Forward Curve
static RepoCurve	ScenarioRepoCurveBuilder.FlatRateRepoCurve(JulianDate spotDate, Component component, double repoRate)	Construct a Repo Curve using the Flat Repo Rate
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Hazard(JulianDate startDate, java.lang.String name, java.lang.String currency, int[] dateArray, double[] hazardRateArray, double recovery)	Create a credit curve from an array of dates and hazard rates
static MarketSurface	ScenarioMarketSurfaceBuilder.HestonRunMarketSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double riskFreeRate, double underlier, boolean isForward, double initialVolatility, double[] strikeArray, java.lang.String[] tenorArray, HestonOptionPricerParams hestonOptionPricerParams, boolean generatePriceSurface, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSpanSegmentCustomBuilderControl)	Create a Price/Volatility Market Surface Based off of a Single Run using the Heston 1993 Model
static BasisCurve	ScenarioBasisCurveBuilder.KaklisPandelisBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray)	Create an Instance of the Kaklis-Pandelis Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.KaklisPandelisCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot)	Create an Instance of the Kaklis-Pandelis Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.KaklisPandelisCurve(java.lang.String name, JulianDate startDate, java.lang.String treasuryCode, java.lang.String currency, int[] maturityDateArray, double[] yieldArray)	Create an Instance of the Kaklis-Pandelis Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.KaklisPandelisDiscountCurve(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] discountFactorArray)	Create an Instance of the Kaklis-Pandelis Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.KaklisPandelisRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray)	Create an Instance of the Kaklis-Pandelis Splined Repo Curve
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.KaklisPandelisTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] impliedVolatilityArray)	Construct the Deterministic Volatility Term Structure Instance based off of a Kaklis-Pandelis Polynomial Tension Spline
static NodeStructure	ScenarioTermStructureBuilder.KaklisPandelisTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray)	Construct a Term Structure Instance based off of a Kaklis-Pandelis Polynomial Tension Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.KaklisPandelisWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid)	Construct a Scenario Market Surface off of Kaklis-Pandelis Wire Spline and Kaklis-Pandelis Surface Spline.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.KLKExponentialDiscountCurve(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] discountFactorArray, double tension)	Create an Instance of the KLK Exponential Splined DF Discount Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKHyperbolicBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, double tension)	Create an Instance of the KLK Hyperbolic Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.KLKHyperbolicCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot, double tension)	Create an Instance of the KLK Hyperbolic Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.KLKHyperbolicCurve(java.lang.String name, JulianDate startDate, java.lang.String treasuryCode, java.lang.String currency, int[] maturityDateArray, double[] yieldArray, double tension)	Create an Instance of the KLK Hyperbolic Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.KLKHyperbolicDiscountCurve(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] discountFactorArray, double tension)	Create an Instance of the KLK Hyperbolic Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKHyperbolicRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, double tension)	Create an Instance of the KLK Hyperbolic Splined Repo Curve
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.KLKHyperbolicTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] impliedVolatilityArray, double tension)	Construct the Deterministic Volatility Term Structure Instance based off of a KLK Hyperbolic Tension Spline
static NodeStructure	ScenarioTermStructureBuilder.KLKHyperbolicTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray, double tension)	Construct a Term Structure Instance based off of a KLK Hyperbolic Tension Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.KLKHyperbolicWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid, double tension)	Construct a Scenario Market Surface off of KLK Hyperbolic Wire Spline and KLK Hyperbolic Surface Spline.
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalLinearBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, double tension)	Create an Instance of the KLK Rational Linear Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.KLKRationalLinearCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot, double tension)	Create an Instance of the KLK Rational Linear Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.KLKRationalLinearCurve(java.lang.String name, JulianDate startDate, java.lang.String treasuryCode, java.lang.String currency, int[] maturityDateArray, double[] yieldArray, double tension)	Create an Instance of the KLK Rational Linear Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.KLKRationalLinearDiscountCurve(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] discountFactorArray, double tension)	Create an Instance of the KLK Linear Rational Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKRationalLinearRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, double tension)	Create an Instance of the KLK Rational Linear Splined Repo Curve
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.KLKRationalLinearTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] impliedVolatilityArray, double tension)	Construct the Deterministic Volatility Term Structure Instance based off of a KLK Rational Linear Tension Spline
static NodeStructure	ScenarioTermStructureBuilder.KLKRationalLinearTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray, double tension)	Construct a Term Structure Instance based off of a KLK Rational Linear Tension Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.KLKRationalLinearWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid, double tension)	Construct a Scenario Market Surface off of KLK Rational Linear Wire Spline and KLK Rational Linear Surface Spline.
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalQuadraticBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, double tension)	Create an Instance of the KLK Rational Quadratic Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.KLKRationalQuadraticCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot, double tension)	Create an Instance of the KLK Rational Quadratic Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.KLKRationalQuadraticCurve(java.lang.String name, JulianDate startDate, java.lang.String treasuryCode, java.lang.String currency, int[] maturityDateArray, double[] yieldArray, double tension)	Create an Instance of the KLK Rational Quadratic Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.KLKRationalQuadraticDiscountCurve(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] discountFactorArray, double tension)	Create an Instance of the KLK Quadratic Rational Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKRationalQuadraticRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, double tension)	Create an Instance of the KLK Rational Quadratic Splined Repo Curve
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.KLKRationalQuadraticTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] impliedVolatilityArray, double tension)	Construct the Deterministic Volatility Term Structure Instance based off of a KLK Rational Quadratic Tension Spline
static NodeStructure	ScenarioTermStructureBuilder.KLKRationalQuadraticTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray, double tension)	Construct a Term Structure Instance based off of a KLK Rational Quadratic Tension Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.KLKRationalQuadraticWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid, double tension)	Construct a Scenario Market Surface off of KLK Rational Quadratic Wire Spline and KLK Rational Quadratic Surface Spline.
static GovvieCurve	ScenarioGovvieCurveBuilder.LinearPolynomialCurve(java.lang.String name, JulianDate startDate, java.lang.String treasuryCode, java.lang.String currency, int[] maturityDateArray, double[] yieldArray)	Create an Instance of the Linear Polynomial Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.NonlinearBuild(JulianDate date, java.lang.String currency, CalibratableComponent[] calibrationInstrumentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, LatentStateFixingsContainer latentStateFixingsContainer)	Create Discount Curve from the Calibration Instruments
static VolatilityCurve	ScenarioLocalVolatilityBuilder.NonlinearBuild(java.lang.String name, JulianDate spotDate, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer)	Create a Volatility Curve from the Calibration Instruments
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.PiecewiseForward(JulianDate startDate, java.lang.String currency, int[] dateArray, double[] rateArray)	Create a discount curve from an array of dates/rates
static BasisCurve	ScenarioBasisCurveBuilder.QuarticPolynomialBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray)	Create an Instance of the Quartic Polynomial Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.QuarticPolynomialCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot)	Create an Instance of the Quartic Polynomial Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.QuarticPolynomialCurve(java.lang.String name, JulianDate startDate, java.lang.String treasuryCode, java.lang.String currency, int[] maturityDateArray, double[] yieldArray)	Create an Instance of the Quartic Polynomial Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.QuarticPolynomialDiscountCurve(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] discountFactorArray)	Create an Instance of the Quartic Polynomial Splined DF Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.QuarticPolynomialRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray)	Create an Instance of the Quartic Polynomial Splined Repo Curve
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.QuarticPolynomialTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] impliedVolatilityArray)	Construct the Deterministic Volatility Term Structure Instance based off of a Quartic Polynomial Spline
static NodeStructure	ScenarioTermStructureBuilder.QuarticPolynomialTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray)	Construct a Term Structure Instance based off of a Quartic Polynomial Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.QuarticPolynomialWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid)	Construct a Scenario Market Surface off of Quartic Polynomial Wire Spline and Quartic Polynomial Surface Spline.

Uses of JulianDate in org.drip.state.credit

Methods in org.drip.state.credit that return JulianDate

Modifier and Type	Method	Description
JulianDate	CreditCurve.epoch()

Methods in org.drip.state.credit with parameters of type JulianDate

Modifier and Type	Method	Description
double	CreditCurve.effectiveRecovery(JulianDate date1, JulianDate date2)	Calculate the time-weighted recovery between a pair of dates
double	CreditCurve.effectiveSurvival(JulianDate date1, JulianDate date2)	Calculate the time-weighted survival between a pair of 2 dates
double	CreditCurve.hazard(JulianDate date)	Calculate the hazard rate to the given date
double	CreditCurve.hazard(JulianDate date1, JulianDate date2)	Calculate the hazard rate between a pair of forward dates
double	CreditCurve.recovery(JulianDate date)	Calculate the recovery rate to the given date
double	CreditCurve.survival(JulianDate dt)	Calculate the survival to the given date

Uses of JulianDate in org.drip.state.csa

Methods in org.drip.state.csa that return JulianDate

Modifier and Type	Method	Description
JulianDate	MultilateralBasisCurve.epoch()

Methods in org.drip.state.csa with parameters of type JulianDate

Modifier and Type	Method	Description
double	MultilateralBasisCurve.df(JulianDate date)
double	MultilateralBasisCurve.effectiveDF(JulianDate date1, JulianDate date2)
double	CashFlowEstimator.rate(JulianDate date)	Calculate the Cash Flow Rate Effective to the given date
double	CashFlowEstimator.rate(JulianDate date1, JulianDate date2)	Calculate the Cash Flow Rate Effective between the Dates
double	MultilateralBasisCurve.rate(JulianDate date)
double	MultilateralBasisCurve.rate(JulianDate date1, JulianDate date2)
double	MultilateralFlatForwardCurve.rate(JulianDate date)
double	MultilateralFlatForwardCurve.rate(JulianDate date1, JulianDate date2)

Constructors in org.drip.state.csa with parameters of type JulianDate

Constructor	Description
MultilateralFlatForwardCurve(JulianDate epochDate, java.lang.String currency, int[] dateArray, double[] forwardRateArray, boolean discreteCompounding, java.lang.String compoundingDayCountConvention, int compoundingFrequency)	MultilateralFlatForwardCurve Constructor

Uses of JulianDate in org.drip.state.curve

Methods in org.drip.state.curve with parameters of type JulianDate

Modifier and Type	Method	Description
double	DerivedZeroRate.df(JulianDate date)
double	DerivedZeroRate.effectiveDF(JulianDate date1, JulianDate date2)

Uses of JulianDate in org.drip.state.discount

Methods in org.drip.state.discount that return JulianDate

Modifier and Type	Method	Description
JulianDate	DiscountFactorEstimator.epoch()	Retrieve the Starting (Epoch) Date
JulianDate	MergedDiscountForwardCurve.epoch()
JulianDate	ZeroCurve.epoch()

Methods in org.drip.state.discount with parameters of type JulianDate

Modifier and Type	Method	Description
WengertJacobian	MergedDiscountForwardCurve.compJackDPVDManifestMeasure(JulianDate date)	Calculate the Jacobian of PV at the given date to the Manifest Measure of each component in the calibration set to the DF
double	DiscountFactorEstimator.df(JulianDate date)	Calculate the discount factor to the given date
double	MergedDiscountForwardCurve.df(JulianDate date)
double	DiscountFactorEstimator.effectiveDF(JulianDate date1, JulianDate date2)	Compute the time-weighted discount factor between 2 dates
double	MergedDiscountForwardCurve.effectiveDF(JulianDate date1, JulianDate date2)
WengertJacobian	MergedDiscountForwardCurve.jackDDFDManifestMeasure(JulianDate date, java.lang.String manifestMeasure)	Retrieve the Manifest Measure Jacobian of the Discount Factor to the given date
WengertJacobian	MergedDiscountForwardCurve.jackDForwardDManifestMeasure(JulianDate date, java.lang.String tenor, java.lang.String manifestMeasure, double elapsedYearFraction)	Retrieve the Jacobian of the Forward Rate to the Manifest Measure at the given date
WengertJacobian	MergedDiscountForwardCurve.jackDForwardDManifestMeasure(JulianDate date1, JulianDate date2, java.lang.String manifestMeasure, double elapsedYearFraction)	Retrieve the Jacobian of the Forward Rate to the Manifest Measure between the given dates
double	MergedDiscountForwardCurve.libor(JulianDate date, java.lang.String tenor)	Calculate the LIBOR to the given tenor at the specified Julian Date
WengertJacobian	MergedDiscountForwardCurve.zeroRateJack(JulianDate date, java.lang.String manifestMeasure)	Retrieve the Jacobian for the Zero Rate to the given date

Uses of JulianDate in org.drip.state.forward

Methods in org.drip.state.forward that return JulianDate

Modifier and Type	Method	Description
JulianDate	ForwardCurve.epoch()

Methods in org.drip.state.forward with parameters of type JulianDate

Modifier and Type	Method	Description
double	ForwardCurve.forward(JulianDate date)
double	ForwardRateEstimator.forward(JulianDate date)	Calculate the Forward Rate to the given date
WengertJacobian	ForwardCurve.jackDForwardDManifestMeasure(java.lang.String manifestMeasure, JulianDate date)	Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

Uses of JulianDate in org.drip.state.fx

Methods in org.drip.state.fx that return JulianDate

Modifier and Type	Method	Description
JulianDate	FXCurve.epoch()

Methods in org.drip.state.fx with parameters of type JulianDate

Modifier and Type	Method	Description
double	FXCurve.fx(JulianDate date)	Calculate the FX Forward to the given date
WengertJacobian	FXCurve.jackDForwardDManifestMeasure(java.lang.String manifestMeasure, JulianDate date)	Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date

Uses of JulianDate in org.drip.state.govvie

Methods in org.drip.state.govvie that return JulianDate

Modifier and Type	Method	Description
JulianDate	GovvieCurve.epoch()

Methods in org.drip.state.govvie with parameters of type JulianDate

Modifier and Type	Method	Description
double	GovvieCurve.df(JulianDate date)
double	GovvieCurve.effectiveDF(JulianDate date1, JulianDate date2)
WengertJacobian	GovvieCurve.jackDForwardDManifestMeasure(java.lang.String manifestMeasure, JulianDate date)	Retrieve the Manifest Measure Jacobian of the Forward Rate to the given date
double	GovvieCurve.yld(JulianDate date)
double	YieldEstimator.yld(JulianDate date)	Calculate the Yield to the given Date

Uses of JulianDate in org.drip.state.nonlinear

Constructors in org.drip.state.nonlinear with parameters of type JulianDate

Constructor	Description
FlatForwardDiscountCurve(JulianDate startDate, java.lang.String currency, int[] dateArray, double[] forwardRateArray, boolean discreteCompounding, java.lang.String compoundingDayCount, int compoundingFrequency)	Boot-strap a constant forward discount curve from an array of dates and discount rates
FlatForwardForwardCurve(JulianDate epochDate, ForwardLabel forwardLabel, double flatForwardRate)	FlatForwardForwardCurve constructor

Uses of JulianDate in org.drip.state.repo

Methods in org.drip.state.repo that return JulianDate

Modifier and Type	Method	Description
JulianDate	RepoCurve.epoch()

Methods in org.drip.state.repo with parameters of type JulianDate

Modifier and Type	Method	Description
double	RepoCurve.repo(JulianDate date)
double	RepoEstimator.repo(JulianDate date)	Calculate the Repo Rate to the given Date

Uses of JulianDate in org.drip.state.sequence

Methods in org.drip.state.sequence that return JulianDate

Modifier and Type	Method	Description
JulianDate	GovvieBuilderSettings.spot()	Retrieve the Spot Date

Constructors in org.drip.state.sequence with parameters of type JulianDate

Constructor	Description
GovvieBuilderSettings(JulianDate spotDate, java.lang.String treasuryCode, java.lang.String[] tenorArray, double[] treasuryCouponArray, double[] treasuryYieldArray)	GovvieBuilderSettings Constructor

Uses of JulianDate in org.drip.state.volatility

Methods in org.drip.state.volatility with parameters of type JulianDate

Modifier and Type	Method	Description
double	VolatilityCurve.impliedVol(JulianDate date)	Compute the Deterministic Implied Volatility at the Date Node from the Volatility Term Structure

Uses of JulianDate in org.drip.xva.derivative

Methods in org.drip.xva.derivative that return JulianDate

Modifier and Type	Method	Description
JulianDate	TerminalPayout.date()	Retrieve the Terminal Pay Out Date

Constructors in org.drip.xva.derivative with parameters of type JulianDate

Constructor	Description
TerminalPayout(JulianDate terminalDate, R1ToR1 payoutFunction)	TerminalPayout Constructor

Uses of JulianDate in org.drip.xva.gross

Methods in org.drip.xva.gross that return JulianDate

Modifier and Type	Method	Description
JulianDate[]	ExposureAdjustmentAggregator.vertexDates()	Retrieve the Array of the Vertex Anchor Dates
JulianDate[]	GroupPathExposureAdjustment.vertexDates()
JulianDate[]	MonoPathExposureAdjustment.vertexDates()
JulianDate[]	PathExposureAdjustment.vertexDates()	Retrieve the Array of the Vertex Anchor Dates

Uses of JulianDate in org.drip.xva.hypothecation

Methods in org.drip.xva.hypothecation that return JulianDate

Modifier and Type	Method	Description
JulianDate	CollateralGroupVertex.vertexDate()	Retrieve the Vertex Date

Uses of JulianDate in org.drip.xva.netting

Methods in org.drip.xva.netting that return JulianDate

Modifier and Type	Method	Description
JulianDate[]	CollateralGroupPath.vertexDates()	Retrieve the Array of the Vertex Anchor Dates
JulianDate[]	CreditDebtGroupPath.vertexDates()	Retrieve the Array of the Vertex Anchor Dates
JulianDate[]	FundingGroupPath.vertexDates()	Retrieve the Array of the Vertex Anchor Dates

Uses of JulianDate in org.drip.xva.vertex

Methods in org.drip.xva.vertex with parameters of type JulianDate

Modifier and Type	Method	Description
static BurgardKjaer	BurgardKjaerBuilder.DealerPortfolioBuilder(JulianDate anchorDate, CollateralGroupVertexExposure collateralGroupVertexExposure, MarketEdge marketEdge, CollateralGroupVertexCloseOut collateralGroupVertexCloseOut, BurgardKjaerExposure burgardKjaerVertexExposure)	Construct a Path-wise Dynamic Dealer Portfolio
static BurgardKjaer	BurgardKjaerBuilder.GoldPlatedTwoWayCSA(JulianDate anchorDate, double exposure, double realizedCashFlow, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using a Fully Collateralized Strategy, i.e., also referred to as the 2 Way Gold Plated CSA
static BurgardKjaer	BurgardKjaerBuilder.HedgeErrorDualBond(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, double hedgeError, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using the specified Hedge Error with Two Dealer Bonds
static BurgardKjaer	BurgardKjaerBuilder.Initial(JulianDate anchorDate, double forward, MarketVertex marketVertex, CloseOut closeOutScheme)	Construct the Initial Dynamic Dealer Portfolio
static BurgardKjaer	BurgardKjaerBuilder.OneWayCSA(JulianDate anchorDate, double exposure, double realizedCashFlow, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using One Way CSA
static BurgardKjaer	BurgardKjaerBuilder.SemiReplicationDualBond(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using semi-replication with no Short-fall at own Default using Two Bonds
static BurgardKjaer	BurgardKjaerBuilder.SetOff(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, MarketEdge marketEdge)	Construct a Standard Instance of BurgardKjaerVertex using the "Set Off" Legal Agreement Scheme

Constructors in org.drip.xva.vertex with parameters of type JulianDate

Constructor	Description
AlbaneseAndersen(JulianDate vertexDate, double variationMarginEstimate, double tradePayment, double variationMarginPosting)	AlbaneseAndersen Constructor
BurgardKjaer(JulianDate anchorDate, double forward, double accrued, BurgardKjaerExposure burgardKjaerVertexExposure, CollateralGroupVertexCloseOut collateralGroupCloseOut, ReplicationPortfolioVertexDealer dealerReplicationPortfolioVertex)	BurgardKjaer Constructor