Uses of Class
org.drip.analytics.daycount.DateAdjustParams

Packages that use DateAdjustParams

Package	Description
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.market.definition	IBOR, FX, Overnight Index Container
org.drip.param.period	Composite Composable Period Builder Settings
org.drip.product.creator	Streams and Products Construction Utilities
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.params	Fixed Income Product Customization Parameters

Uses of DateAdjustParams in org.drip.analytics.support

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

Modifier and Type	Method	Description
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.BackwardEdgeDates(int iEffective, int iMaturity, java.lang.String strTenor, DateAdjustParams dap, int iPSEC)	Generate a list of period edge dates backward from the end.
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 java.util.List<java.lang.Integer>	CompositePeriodBuilder.ForwardEdgeDates(int iEffective, int iMaturity, java.lang.String strTenor, DateAdjustParams dap, int iPSEC)	Generate a list of period edge dates forward from the start.
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 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.RegularEdgeDates(int iStartDate, int iEndDate, java.lang.String strPeriodTenor, DateAdjustParams dap)	Generate a list of regular period edge dates forward from the start.
static java.util.List<java.lang.Integer>	CompositePeriodBuilder.RegularEdgeDates(int iEffective, java.lang.String strPeriodTenor, java.lang.String strMaturityTenor, DateAdjustParams dap)	Generate a list of regular period edge dates forward from the start.
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.

Uses of DateAdjustParams in org.drip.market.definition

Methods in org.drip.market.definition that return DateAdjustParams

Modifier and Type	Method	Description
DateAdjustParams	FloaterIndex.spotLagDAPBackward()	Retrieve the Spot Lag DAP with Date Roll Previous
DateAdjustParams	FloaterIndex.spotLagDAPForward()	Retrieve the Spot Lag DAP with Date Roll Following

Uses of DateAdjustParams in org.drip.param.period

Methods in org.drip.param.period that return DateAdjustParams

Modifier and Type	Method	Description
DateAdjustParams	FixingSetting.dap()	Retrieve the Fixing DAP
DateAdjustParams	ComposableUnitBuilderSetting.dapEdge()	Retrieve the Edge Date Adjust Parameters
DateAdjustParams	CompositePeriodSetting.dapPay()	Retrieve the Pay DAP

Constructors in org.drip.param.period with parameters of type DateAdjustParams

Constructor	Description
ComposableFixedUnitSetting(java.lang.String strTenor, int iEdgeDateSequenceScheme, DateAdjustParams dapEdge, double dblFixedCoupon, double dblBasis, java.lang.String strCouponCurrency)	ComposableFixedUnitSetting constructor
ComposableFloatingUnitSetting(java.lang.String strTenor, int iEdgeDateSequenceScheme, DateAdjustParams dapEdge, FloaterLabel floaterLabel, int iReferencePeriodArrearsType, double dblSpread)	ComposableFloatingUnitSetting constructor
CompositePeriodSetting(int iFreq, java.lang.String strTenor, java.lang.String strPayCurrency, DateAdjustParams dapPay, double dblBaseNotional, Array2D fsCoupon, Array2D fsNotional, FixingSetting fxFixingSetting, EntityCDSLabel creditLabel)	CompositePeriodSetting Constructor
FixingSetting(int iType, DateAdjustParams dap, int iStaticDate)	FixingSetting Constructor

Uses of DateAdjustParams in org.drip.product.creator

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

Modifier and Type	Method	Description
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.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.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 java.util.List<CompositePeriod>	StreamBuilder.FirstPenultimateDateFixedFloat(int iStreamStartDate, int iFixedStreamEndDate, int iFixedFirstCouponDate, int iFixedPenultimateCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iFloatStreamEndDate, int iFloatFirstCouponDate, int iFloatPenultimateCouponDate, int iFloatFreq, double dblFloatSpread, DateAdjustParams dapPay, DateAdjustParams dapStreamEnd, DateAdjustParams dapAccrualEnd, ForwardLabel forwardLabel, EntityCDSLabel creditLabel)	Generate Mixed Fixed-Float Stream off of the specified Parameters
static java.util.List<CompositePeriod>	StreamBuilder.FirstPenultimateDateFixedStream(int iStreamStartDate, int iStreamEndDate, int iFirstCouponDate, int iPenultimateCouponDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapStreamEnd, DateAdjustParams dapAccrualEnd, java.lang.String strCurrency, EntityCDSLabel creditLabel)	Generate the Fixed Stream Off of the specified Parameters
static java.util.List<CompositePeriod>	StreamBuilder.FirstPenultimateDateFloatStream(int iStreamStartDate, int iStreamEndDate, int iFirstCouponDate, int iPenultimateCouponDate, int iFreq, double dblSpread, DateAdjustParams dapPay, DateAdjustParams dapStreamEnd, DateAdjustParams dapAccrualEnd, FloaterLabel floaterLabel, EntityCDSLabel creditLabel)	Generate the Float Stream off of the specified Parameters
static BondComponent	BondBuilder.FixedFPToFloatFP(java.lang.String strName, java.lang.String strCreditCurveName, int iEffectiveDate, int iFixedStreamEndDate, int iFixedFirstCouponDate, int iFixedPenultimateCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iMaturityDate, int iFloatFirstCouponDate, int iFloatPenultimateCouponDate, int iFloatFreq, double dblFloatSpread, java.lang.String strFloatIndex, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart)	Construct a Fixed To Float Bond Component
static BondComponent	BondBuilder.FixedFToFloatF(java.lang.String strName, java.lang.String strCreditCurveName, int iEffectiveDate, int iFixedStreamEndDate, int iFixedFirstCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iMaturityDate, int iFloatFirstCouponDate, int iFloatFreq, double dblFloatSpread, java.lang.String strFloatIndex, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart)	Construct a Fixed To Float Bond Component
static BondComponent	BondBuilder.FixedFToFloatP(java.lang.String strName, java.lang.String strCreditCurveName, int iEffectiveDate, int iFixedStreamEndDate, int iFixedFirstCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iMaturityDate, int iFloatPenultimateCouponDate, int iFloatFreq, double dblFloatSpread, java.lang.String strFloatIndex, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart)	Construct a Fixed To Float Bond Component
static BondComponent	BondBuilder.FixedPToFloatF(java.lang.String strName, java.lang.String strCreditCurveName, int iEffectiveDate, int iFixedStreamEndDate, int iFixedPenultimateCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iMaturityDate, int iFloatFirstCouponDate, int iFloatFreq, double dblFloatSpread, java.lang.String strFloatIndex, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart)	Construct a Fixed To Float Bond Component
static BondComponent	BondBuilder.FixedPToFloatP(java.lang.String strName, java.lang.String strCreditCurveName, int iEffectiveDate, int iFixedStreamEndDate, int iFixedPenultimateCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iMaturityDate, int iFloatPenultimateCouponDate, int iFloatFreq, double dblFloatSpread, java.lang.String strFloatIndex, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart)	Construct a Fixed To Float Bond Component

Uses of DateAdjustParams in org.drip.product.credit

Constructors in org.drip.product.credit with parameters of type DateAdjustParams

Constructor

Description

CDSComponent(int iEffectiveDate, int iMaturityDate, double dblCoupon, int iFreq, java.lang.String strCouponDC, java.lang.String strAccrualDC, java.lang.String strFloatingRateIndex, boolean bConvCDS, DateAdjustParams dapEffective, DateAdjustParams dapMaturity, DateAdjustParams dapPeriodStart, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualStart, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPay, DateAdjustParams dapReset, Array2D notlSchedule, double dblNotional, java.lang.String strCouponCurrency, CreditSetting crValParams, java.lang.String strCalendar)

CDSComponent constructor: Most generic CDS creation functionality

Uses of DateAdjustParams in org.drip.product.params

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

Modifier and Type	Method	Description
DateAdjustParams	TerminationSetting.dap()	Retrieve the Termination Setting Date Adjustment Parameters

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

Modifier and Type	Method	Description
static BondStream	BondStream.Create(int iMaturityDate, int iEffectiveDate, int iFinalMaturityDate, int iFirstCouponDate, int iInterestAccrualStartDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, java.lang.String strMaturityType, boolean bPeriodsFromForward, java.lang.String strCalendar, java.lang.String strCurrency, FloaterLabel floaterLabel, EntityCDSLabel creditLabel)	Construct and Instance of BondStream from the specified Parameters
static BondStream	BondStream.FromFirstPenultimateCouponDate(int iMaturityDate, int iEffectiveDate, int iFinalMaturityDate, int iFirstCouponDate, int iPenultimateCouponDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, java.lang.String strMaturityType, boolean bPeriodsFromForward, java.lang.String strCalendar, java.lang.String strCurrency, FloaterLabel floaterLabel, EntityCDSLabel creditLabel)	Construct an Instance of BondStream from the First/Penultimate Dates using the specified Parameters

Constructors in org.drip.product.params with parameters of type DateAdjustParams

Constructor	Description
TerminationSetting(boolean bIsPerpetual, boolean bIsDefaulted, boolean bHasBeenExercised, DateAdjustParams dap)	Construct the TerminationSetting object from the perpetual flag, defaulted flag, and the has been exercised flag.