Uses of Class
org.drip.product.credit.BondComponent

Packages that use BondComponent

Package	Description
org.drip.product.creator	Streams and Products Construction Utilities
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.govvie	Treasury Bills, Notes, Bonds, Futures
org.drip.service.scenario	Custom Scenario Service Metric Generator

Uses of BondComponent in org.drip.product.creator

Methods in org.drip.product.creator that return BondComponent

Modifier and Type	Method	Description
static BondComponent	BondBuilder.CreateBondFromCF(java.lang.String strName, JulianDate dtEffective, java.lang.String strCurrency, java.lang.String strCreditCurveName, java.lang.String strDayCount, double dblInitialNotional, double dblCouponRate, int iCouponFrequency, JulianDate[] adtPeriodEnd, double[] adblCouponAmount, double[] adblPrincipalAmount, boolean bIsPrincipalPayDown)	Create a bond from custom/user-defined cash flows and coupon conventions
static BondComponent	BondBuilder.CreateBondFromParams(TreasuryBenchmarks tsyParams, IdentifierSet idParams, CouponSetting cpnParams, FloaterSetting fltParams, QuoteConvention mktConv, CreditSetting crValParams, TerminationSetting cfteParams, BondStream periodParams, NotionalSetting notlParams)	Create the full generic bond object from the complete set of parameters
static BondComponent	BondBuilder.CreateSimpleFixed(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a simple fixed bond from parameters
static BondComponent	BondBuilder.CreateSimpleFixedF(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Fixed Coupon Bond from the First Coupon Date and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFixedFP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Fixed Coupon Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFixedP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strCreditCurveName, double dblCoupon, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Fixed Coupon Bond from the Penultimate Coupon Date and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFloater(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a simple floating rate bond
static BondComponent	BondBuilder.CreateSimpleFloaterF(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFloaterFP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleFloaterP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloater(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a Simple OTF Fix Float Floating Rate Bond
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloaterF(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a OTC Fix Float Index Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloaterFP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iFirstCouponDate, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a OTC Fix Float Index Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.CreateSimpleOTCIRSFloaterP(java.lang.String strName, java.lang.String strCurrency, java.lang.String strRateIndex, java.lang.String strCreditCurveName, double dblSpread, int iFreq, java.lang.String strDayCount, JulianDate dtEffective, JulianDate dtMaturity, int iPenultimateCouponDate, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, Array2D fsPrincipalOutstanding, Array2D fsCoupon)	Create a OTC Fix-Float Index Floating Rate Bond from the First and Penultimate Coupon Dates, and the other Parameters
static BondComponent	BondBuilder.FixedFPToFloatFP(java.lang.String strName, java.lang.String strCreditCurveName, int iEffectiveDate, int iFixedStreamEndDate, int iFixedFirstCouponDate, int iFixedPenultimateCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iMaturityDate, int iFloatFirstCouponDate, int iFloatPenultimateCouponDate, int iFloatFreq, double dblFloatSpread, java.lang.String strFloatIndex, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart)	Construct a Fixed To Float Bond Component
static BondComponent	BondBuilder.FixedFToFloatF(java.lang.String strName, java.lang.String strCreditCurveName, int iEffectiveDate, int iFixedStreamEndDate, int iFixedFirstCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iMaturityDate, int iFloatFirstCouponDate, int iFloatFreq, double dblFloatSpread, java.lang.String strFloatIndex, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart)	Construct a Fixed To Float Bond Component
static BondComponent	BondBuilder.FixedFToFloatP(java.lang.String strName, java.lang.String strCreditCurveName, int iEffectiveDate, int iFixedStreamEndDate, int iFixedFirstCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iMaturityDate, int iFloatPenultimateCouponDate, int iFloatFreq, double dblFloatSpread, java.lang.String strFloatIndex, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart)	Construct a Fixed To Float Bond Component
static BondComponent	BondBuilder.FixedPToFloatF(java.lang.String strName, java.lang.String strCreditCurveName, int iEffectiveDate, int iFixedStreamEndDate, int iFixedPenultimateCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iMaturityDate, int iFloatFirstCouponDate, int iFloatFreq, double dblFloatSpread, java.lang.String strFloatIndex, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart)	Construct a Fixed To Float Bond Component
static BondComponent	BondBuilder.FixedPToFloatP(java.lang.String strName, java.lang.String strCreditCurveName, int iEffectiveDate, int iFixedStreamEndDate, int iFixedPenultimateCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iMaturityDate, int iFloatPenultimateCouponDate, int iFloatFreq, double dblFloatSpread, java.lang.String strFloatIndex, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart)	Construct a Fixed To Float Bond Component
static BondComponent	ConstantPaymentBondBuilder.Prepay(java.lang.String strName, JulianDate dtEffective, java.lang.String strCurrency, int iNumPayment, java.lang.String strDayCount, int iPayFrequency, double dblCouponRate, double dblFeeRate, double dblCPR, double dblConstantAmount, double dblInitialNotional)	Construct an Instance of the Constant Payment Bond with a Deterministic Pre-payment Rate
static BondComponent	ConstantPaymentBondBuilder.Standard(java.lang.String strName, JulianDate dtEffective, java.lang.String strCurrency, int iNumPayment, java.lang.String strDayCount, int iPayFrequency, double dblCouponRate, double dblFeeRate, double dblConstantAmount, double dblInitialNotional)	Construct an Instance of the Constant Payment Bond

Uses of BondComponent in org.drip.product.credit

Constructors in org.drip.product.credit with parameters of type BondComponent

Constructor	Description
BondCalibrator(BondComponent bond, boolean bApplyCouponExtension)	Constructor: Construct the calibrator from the parent bond.

Uses of BondComponent in org.drip.product.govvie

Subclasses of BondComponent in org.drip.product.govvie

Modifier and Type	Class	Description
class	TreasuryComponent	TreasuryComponent implements the Functionality behind a Sovereign/Treasury Bond/Bill/Note.

Uses of BondComponent in org.drip.service.scenario

Methods in org.drip.service.scenario that return BondComponent

Modifier and Type	Method	Description
BondComponent	BondReplicator.bond()	Retrieve the Bond Component Instance
BondComponent	EOSMetricsReplicator.bond()	Retrieve the Underlying Bond

Methods in org.drip.service.scenario with parameters of type BondComponent

Modifier and Type	Method	Description
static BondReplicator	BondReplicator.CorporateLoan(double dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtSpot, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblSpreadBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, BondComponent bond)	Generate a Standard Corporate Loan BondReplicator Instance
static BondReplicator	BondReplicator.CorporateSenior(double dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtSpot, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblSpreadBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, BondComponent bond)	Generate a Standard Senior Corporate BondReplicator Instance
static BondReplicator	BondReplicator.CorporateSubordinate(double dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtSpot, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblSpreadBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, BondComponent bond)	Generate a Standard Subordinate Corporate BondReplicator Instance
static EOSMetricsReplicator	EOSMetricsReplicator.Standard(BondComponent bond, ValuationParams valParams, CurveSurfaceQuoteContainer csqc, GovvieBuilderSettings gbs, double dblLogNormalVolatility, double dblPrice)	Standard Static EOSMetricsReplicator Creator

Constructors in org.drip.service.scenario with parameters of type BondComponent

Constructor	Description
BondReplicator(double dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtValue, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblCustomYieldBump, double dblCustomCreditBasisBump, double dblZSpreadBump, double dblTenorBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, boolean bMarketPriceCreditMetrics, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, double dblRecoveryRate, BondComponent bond)	BondReplicator Constructor
EOSMetricsReplicator(BondComponent bond, ValuationParams valParams, CurveSurfaceQuoteContainer csqc, GovvieBuilderSettings gbs, DiffusionEvolver de, int iNumPath, double dblPrice)	EOSMetricsReplicator Constructor