Package org.drip.product.creator

Streams and Products Construction Utilities
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    BondBasketBuilder
    BondBasketBuilder contains the suite of helper functions for creating the bond Basket Product from different kinds of inputs and byte streams.
    BondBuilder
    BondBuilder contains the suite of helper functions for creating simple fixed/floater bonds, user defined bonds, optionally with custom cash flows and embedded option schedules (European or American).
    BondProductBuilder
    BondProductBuilder holds the static parameters of the bond product needed for the full bond valuation.
    BondRefDataBuilder
    BondRefDataBuilder holds the entire set of static parameters for the bond product.
    CDSBasketBuilder
    CDSBasketBuilder contains the suite of helper functions for creating the CDS Basket Product from different kinds of inputs and byte streams.
    CDSBuilder
    CDSBuilder contains the suite of helper functions for creating the CreditDefaultSwap product from the parameters/byte array streams.
    CDXRefDataHolder
    CDXRefDataHolder holds the CDX Reference Data Static Settings.
    ConstantPaymentBondBuilder
    ConstantPaymentBondBuilder contains the Suite of Helper Functions for creating Constant Payments Based Bonds.
    DualStreamComponentBuilder
    DualStreamComponentBuilder contains the suite of helper functions for creating the Stream-based Dual Streams from different kinds of inputs.
    SingleStreamComponentBuilder
    SingleStreamComponentBuilder contains the suite of helper functions for creating the Futures product and product pack from the parameters/codes/byte array streams.
    SingleStreamOptionBuilder
    SingleStreamOptionBuilder contains the suite of helper functions for creating the Options Product Instance off of a single stream underlying.
    StreamBuilder
    StreamBuilder contains Utility Functions to construct Fixed, Floating, and Mixed Streams.