Uses of Class
org.drip.analytics.output.ConvexityAdjustment

Packages that use ConvexityAdjustment

Package	Description
org.drip.analytics.cashflow	Unit/Composite Cash Flow Periods.
org.drip.analytics.output	Period Product Targeted Valuation Measures

Uses of ConvexityAdjustment in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow that return ConvexityAdjustment

Modifier and Type	Method	Description
ConvexityAdjustment	CompositePeriod.terminalConvexityAdjustment(int iValueDate, CurveSurfaceQuoteContainer csqc)	Compute the Convexity Adjustment for the Composable Periods that use geometric Compounding using the specified Value Date using the Market Data provided

Methods in org.drip.analytics.cashflow that return types with arguments of type ConvexityAdjustment

Modifier and Type	Method	Description
java.util.List<ConvexityAdjustment>	CompositePeriod.periodWiseConvexityAdjustment(int iValueDate, CurveSurfaceQuoteContainer csqc)	Compute the Convexity Adjustment for the Composable Periods that use Arithmetic Compounding using the specified Value Date using the Market Data provided

Uses of ConvexityAdjustment in org.drip.analytics.output

Methods in org.drip.analytics.output that return ConvexityAdjustment

Modifier and Type	Method	Description
ConvexityAdjustment	UnitPeriodConvexityMetrics.convAdj()	Retrieve the Convexity Adjustment
ConvexityAdjustment	BulletMetrics.convexityAdjustment()	Retrieve the Terminal Convexity Adjustment

Constructors in org.drip.analytics.output with parameters of type ConvexityAdjustment

Constructor	Description
BulletMetrics(int iTerminalDate, int iPayDate, double dblNotional, double dblSurvival, double dblDF, double dblFX, ConvexityAdjustment convAdj, EntityCDSLabel creditLabel, FundingLabel fundingLabel, FXLabel fxLabel)	BulletMetrics Constructor
UnitPeriodConvexityMetrics(int iStartDate, int iEndDate, ConvexityAdjustment convAdj)	UnitPeriodConvexityMetrics constructor
UnitPeriodMetrics(int iStartDate, int iEndDate, double dblDCF, double dblRate, ConvexityAdjustment convAdj)	UnitPeriodMetrics constructor