Package org.drip.product.creator

Class DualStreamComponentBuilder

java.lang.Object

org.drip.product.creator.DualStreamComponentBuilder

public class DualStreamComponentBuilder
extends java.lang.Object

DualStreamComponentBuilder contains the suite of helper functions for creating the Stream-based Dual Streams from different kinds of inputs. In particular, it exposes the following functionality:

• Construction of the fix-float swap component.
• Construction of the float-float swap component.
• Construction of the generic dual stream component.

• 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
DualStreamComponentBuilder()

Method Summary

Modifier and Type	Method	Description
static FixFloatComponent	MakeFixFloat(Stream fixReference, Stream floatDerived, CashSettleParams csp)	Make the FixFloatComponent Instance from the Reference Fixed and the Derived Floating Streams
static FloatFloatComponent	MakeFloatFloat(Stream floatReference, Stream floatDerived, CashSettleParams csp)	Make the FloatFloatComponent Instance from the Reference and the Derived Floating Streams

Methods inherited from class java.lang.Object

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

Constructor Details

DualStreamComponentBuilder

public DualStreamComponentBuilder()

Method Details

MakeFixFloat

public static final FixFloatComponent MakeFixFloat(Stream fixReference,
Stream floatDerived,
CashSettleParams csp)

Make the FixFloatComponent Instance from the Reference Fixed and the Derived Floating Streams

Parameters:

fixReference - The Reference Fixed Stream

floatDerived - The Derived Floating Stream

csp - Cash Settle Parameters

Returns:

The FixFloatComponent Instance

MakeFloatFloat

public static final FloatFloatComponent MakeFloatFloat(Stream floatReference,
Stream floatDerived,
CashSettleParams csp)

Make the FloatFloatComponent Instance from the Reference and the Derived Floating Streams

Parameters:

floatReference - The Reference Floating Stream

floatDerived - The Derived Floating Stream

csp - Cash Settle Parameters

Returns:

The FloatFloatComponent Instance