Uses of Class
org.drip.product.definition.BasketProduct

Packages that use BasketProduct

Package	Description
org.drip.param.definition	Latent State Quantification Metrics Tweak
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.product.creator	Streams and Products Construction Utilities
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.fx	FX Forwards, Cross Currency Swaps
org.drip.service.env	Library Module Loader Environment Manager

Uses of BasketProduct in org.drip.param.definition

Methods in org.drip.param.definition with parameters of type BasketProduct

Modifier and Type	Method	Description
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.creditFlatBump(BasketProduct bp, boolean bBump)	Get the Map of credit Flat Bumped Curves for the given Basket Product
abstract CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>>	ScenarioMarketParams.creditTenorBump(BasketProduct bp, boolean bBump)	Get the double map of credit Tenor bumped curves for each credit curve for the given Basket Product
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.fundingFlatBump(BasketProduct bp, boolean bBump)	Get the Map of Funding Parallel Bumped Curves for the given Basket Product
abstract CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>>	ScenarioMarketParams.fundingTenorBump(BasketProduct bp, boolean bBump)	Get the Double Map of Funding Tenor Bumped Curves for each Funding Curve for the given Basket Product
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.recoveryFlatBump(BasketProduct bp, boolean bBump)	Get the map of Recovery Flat Bumped Curves for the given Basket Product
abstract CurveSurfaceQuoteContainer	ScenarioMarketParams.scenarioMarketParams(BasketProduct bp, java.lang.String strScenario)	Get the Market Parameters for the given basket product and the scenario

Uses of BasketProduct in org.drip.param.market

Methods in org.drip.param.market with parameters of type BasketProduct

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.creditFlatBump(BasketProduct bp, boolean bBump)
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>>	CurveSurfaceScenarioContainer.creditTenorBump(BasketProduct bp, boolean bBump)
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.fundingFlatBump(BasketProduct bp, boolean bBump)
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>>	CurveSurfaceScenarioContainer.fundingTenorBump(BasketProduct bp, boolean bBump)
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.recoveryFlatBump(BasketProduct bp, boolean bBump)
CurveSurfaceQuoteContainer	CurveSurfaceScenarioContainer.scenarioMarketParams(BasketProduct bp, java.lang.String strScenario)

Uses of BasketProduct in org.drip.product.creator

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

Modifier and Type	Method	Description
static BasketProduct	BondBasketBuilder.CreateBondBasket(java.lang.String strName, Bond[] aBond, double[] adblWeights)	BondBasket constructor
static BasketProduct	CDSBasketBuilder.MakeBasketDefaultSwap(Component[] aComp)	Create the basket default swap from an array of the credit components.
static BasketProduct	CDSBasketBuilder.MakeCDX(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strIR, java.lang.String[] astrCC, double[] adblWeight, java.lang.String strName)	Create the named CDX from effective, maturity, coupon, IR curve name, credit curve name set, and their weights.
static BasketProduct	CDSBasketBuilder.MakeCDX(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strIR, java.lang.String[] astrCC, java.lang.String strName)	Create the named CDX from effective, maturity, coupon, IR curve name, credit curve name set.

Uses of BasketProduct in org.drip.product.credit

Subclasses of BasketProduct in org.drip.product.credit

Modifier and Type	Class	Description
class	BondBasket	BondBasket implements the bond basket product contract details.
class	CDSBasket	CDSBasket implements the basket default swap product contract details.

Uses of BasketProduct in org.drip.product.fx

Subclasses of BasketProduct in org.drip.product.fx

Modifier and Type	Class	Description
class	ComponentPair	ComponentPair contains the implementation of the dual cross currency components.

Uses of BasketProduct in org.drip.service.env

Methods in org.drip.service.env that return BasketProduct

Modifier and Type	Method	Description
static BasketProduct	StandardCDXManager.GetOnTheRun(java.lang.String index, JulianDate date, java.lang.String tenor)	Retrieve the on-the-run for the index and tenor corresponding to the specified date
static BasketProduct	StandardCDXManager.MakeIndex(java.lang.String index, int series, java.lang.String tenor)	Create a standard CDX from the index code, the index series, and the tenor