Uses of Class
org.drip.param.period.UnitCouponAccrualSetting
Package | Description |
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org.drip.analytics.cashflow |
Unit/Composite Cash Flow Periods.
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org.drip.analytics.support |
Assorted Support and Helper Utilities
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org.drip.state.identifier |
Latent State Identifier Labels
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Uses of UnitCouponAccrualSetting in org.drip.analytics.cashflow
Constructors in org.drip.analytics.cashflow with parameters of type UnitCouponAccrualSetting Constructor Description ComposableUnitFixedPeriod(int iStartDate, int iEndDate, UnitCouponAccrualSetting ucas, ComposableFixedUnitSetting cfus)
The ComposableUnitFixedPeriod constructor -
Uses of UnitCouponAccrualSetting in org.drip.analytics.support
Methods in org.drip.analytics.support with parameters of type UnitCouponAccrualSetting Modifier and Type Method Description static java.util.List<CompositePeriod>
CompositePeriodBuilder. FixedCompositeUnit(java.util.List<java.lang.Integer> lsCompositeEdgeDate, CompositePeriodSetting cps, UnitCouponAccrualSetting ucas, ComposableFixedUnitSetting cfus)
Construct the List of Composite Fixed Periods from the corresponding Composable Fixed Period Unitsstatic java.util.List<ComposableUnitPeriod>
CompositePeriodBuilder. FixedUnits(int iUnitPeriodStartDate, int iUnitPeriodEndDate, UnitCouponAccrualSetting ucas, ComposableFixedUnitSetting cfus)
Construct the List of Composable Fixed Units from the inputs -
Uses of UnitCouponAccrualSetting in org.drip.state.identifier
Methods in org.drip.state.identifier that return UnitCouponAccrualSetting Modifier and Type Method Description UnitCouponAccrualSetting
FloaterLabel. ucas()
Retrieve a Unit Coupon Accrual SettingUnitCouponAccrualSetting
OvernightLabel. ucas()
Retrieve the Unit Coupon Accrual Setting