Package org.drip.product.creator

Class BondBasketBuilder

java.lang.Object

org.drip.product.creator.BondBasketBuilder

public class BondBasketBuilder
extends java.lang.Object

BondBasketBuilder contains the suite of helper functions for creating the bond Basket Product from different kinds of inputs and byte streams.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses
• Package = Streams and Products Construction Utilities

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
BondBasketBuilder()

Method Summary

Modifier and Type	Method	Description
static BasketProduct	CreateBondBasket(java.lang.String strName, Bond[] aBond, double[] adblWeights)	BondBasket constructor

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

BondBasketBuilder

public BondBasketBuilder()

Method Details

CreateBondBasket

public static final BasketProduct CreateBondBasket(java.lang.String strName,
Bond[] aBond,
double[] adblWeights)

BondBasket constructor

Parameters:

strName - BondBasket Name

aBond - Component bonds

adblWeights - Component Bond weights

Returns:

The BasketProduct Instance