Uses of Package
org.drip.analytics.output
| Package | Description |
|---|---|
| org.drip.analytics.cashflow |
Unit/Composite Cash Flow Periods.
|
| org.drip.analytics.output |
Period Product Targeted Valuation Measures
|
| org.drip.product.credit |
Credit Products - Components and Baskets
|
| org.drip.product.definition |
Fixed Income Components/Baskets Definitions
|
| 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.rates |
Fixed Income Multi-Stream Components
|
| org.drip.service.product |
Product Horizon PnL Attribution Decomposition
|
| org.drip.service.scenario |
Custom Scenario Service Metric Generator
|
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Classes in org.drip.analytics.output used by org.drip.analytics.cashflow Class Description BulletMetrics BulletMetrics holds the results of the Bullet Cash flow metrics estimate output.CompositePeriodAccrualMetrics CompositePeriodAccrualMetrics holds the results of the compounded Composed period Accrual Metrics Estimate Output.CompositePeriodCouponMetrics CompositePeriodCouponMetrics holds the results of the compounded Composed period Full Coupon Metrics Estimate Output.ConvexityAdjustment ConvexityAdjustment holds the dynamical convexity Adjustments between the Latent States.UnitPeriodConvexityMetrics UnitPeriodConvexityMetrics holds the results of a unit composable period convexity metrics estimate output. -
Classes in org.drip.analytics.output used by org.drip.analytics.output Class Description BondCouponMeasures BondCouponMeasures encapsulates the parsimonious but complete set of the cash-flow oriented coupon measures generated out of a full bond analytics run to a given work-out.ComponentMeasures ComponentMeasures is the place holder for analytical single component output measures, optionally across scenarios.CompositePeriodAccrualMetrics CompositePeriodAccrualMetrics holds the results of the compounded Composed period Accrual Metrics Estimate Output.CompositePeriodCouponMetrics CompositePeriodCouponMetrics holds the results of the compounded Composed period Full Coupon Metrics Estimate Output.ConvexityAdjustment ConvexityAdjustment holds the dynamical convexity Adjustments between the Latent States.UnitPeriodConvexityMetrics UnitPeriodConvexityMetrics holds the results of a unit composable period convexity metrics estimate output.UnitPeriodMetrics UnitPeriodMetrics holds the results of a unit composable period metrics estimate output. -
Classes in org.drip.analytics.output used by org.drip.product.credit Class Description BondEOSMetrics BondEOSMetrics carries the Option Adjusted Metrics for a Bond with Embedded Options.BondRVMeasures BondRVMeasures encapsulates the comprehensive set of RV measures calculated for the bond to the appropriate exercise:
Work-out Information Price, Yield, and Yield01 Spread Measures: Asset Swap/Credit/G/I/OAS/PECS/TSY/Z Basis Measures: Bond Basis, Credit Basis, Yield Basis Duration Measures: Macaulay/Modified Duration, Convexity
Module = Product Core Module Library = Fixed Income Analytics Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities Package = Period Product Targeted Valuation MeasuresCompositePeriodCouponMetrics CompositePeriodCouponMetrics holds the results of the compounded Composed period Full Coupon Metrics Estimate Output.ExerciseInfo ExerciseInfo is a place-holder for the set of exercise information. -
Classes in org.drip.analytics.output used by org.drip.product.definition Class Description BasketMeasures BasketMeasures is the place holder for the analytical basket measures, optionally across scenarios.BondRVMeasures BondRVMeasures encapsulates the comprehensive set of RV measures calculated for the bond to the appropriate exercise:
Work-out Information Price, Yield, and Yield01 Spread Measures: Asset Swap/Credit/G/I/OAS/PECS/TSY/Z Basis Measures: Bond Basis, Credit Basis, Yield Basis Duration Measures: Macaulay/Modified Duration, Convexity
Module = Product Core Module Library = Fixed Income Analytics Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities Package = Period Product Targeted Valuation MeasuresComponentMeasures ComponentMeasures is the place holder for analytical single component output measures, optionally across scenarios.CompositePeriodCouponMetrics CompositePeriodCouponMetrics holds the results of the compounded Composed period Full Coupon Metrics Estimate Output.ExerciseInfo ExerciseInfo is a place-holder for the set of exercise information. -
Classes in org.drip.analytics.output used by org.drip.product.fx Class Description CompositePeriodCouponMetrics CompositePeriodCouponMetrics holds the results of the compounded Composed period Full Coupon Metrics Estimate Output. -
Classes in org.drip.analytics.output used by org.drip.product.govvie Class Description CompositePeriodCouponMetrics CompositePeriodCouponMetrics holds the results of the compounded Composed period Full Coupon Metrics Estimate Output. -
Classes in org.drip.analytics.output used by org.drip.product.option Class Description CompositePeriodCouponMetrics CompositePeriodCouponMetrics holds the results of the compounded Composed period Full Coupon Metrics Estimate Output. -
Classes in org.drip.analytics.output used by org.drip.product.rates Class Description CompositePeriodCouponMetrics CompositePeriodCouponMetrics holds the results of the compounded Composed period Full Coupon Metrics Estimate Output. -
Classes in org.drip.analytics.output used by org.drip.service.product Class Description BondRVMeasures BondRVMeasures encapsulates the comprehensive set of RV measures calculated for the bond to the appropriate exercise:
Work-out Information Price, Yield, and Yield01 Spread Measures: Asset Swap/Credit/G/I/OAS/PECS/TSY/Z Basis Measures: Bond Basis, Credit Basis, Yield Basis Duration Measures: Macaulay/Modified Duration, Convexity
Module = Product Core Module Library = Fixed Income Analytics Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities Package = Period Product Targeted Valuation Measures -
Classes in org.drip.analytics.output used by org.drip.service.scenario Class Description BondEOSMetrics BondEOSMetrics carries the Option Adjusted Metrics for a Bond with Embedded Options.