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

Packages that use Component

Package	Description
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.historical.engine	Product Horizon Change Explain Engine
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.definition	Fixed Income Components/Baskets Definitions
org.drip.product.fra	Standard/Market FRAs - Caps/Floors
org.drip.product.fx	FX Forwards, Cross Currency Swaps
org.drip.product.govvie	Treasury Bills, Notes, Bonds, Futures
org.drip.product.option	Options on Fixed Income Components
org.drip.product.rates	Fixed Income Multi-Stream Components
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction
org.drip.state.repo	Latent State Repo Curve Estimator

Uses of Component in org.drip.analytics.support

Methods in org.drip.analytics.support with parameters of type Component

Modifier and Type	Method	Description
static java.util.Set<CompositePeriod>	Helper.AggregateComponentPeriods(Component[] aComp)	Aggregate the period lists for an array of components

Uses of Component in org.drip.historical.engine

Methods in org.drip.historical.engine that return Component

Modifier and Type	Method	Description
Component	HorizonChangeExplainProcessor.component()	Retrieve the Component

Uses of Component in org.drip.param.definition

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

Modifier and Type	Method	Description
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.creditTenorMarketParams(Component comp, boolean bBumpUp)	Get the map of tenor credit bumped Market Parameters corresponding to the component
abstract CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	ScenarioMarketParams.fundingTenorMarketParams(Component comp, boolean bBumpUp)	Get the Map of Funding Tenor Bumped Market Parameters corresponding to the Component
abstract CurveSurfaceQuoteContainer	ScenarioMarketParams.scenarioMarketParams(Component comp, java.lang.String strScenario)	Get the Market Parameters corresponding to the component and the scenario

Uses of Component in org.drip.param.market

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

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.creditTenorMarketParams(Component comp, boolean bBumpUp)
CaseInsensitiveTreeMap<CurveSurfaceQuoteContainer>	CurveSurfaceScenarioContainer.fundingTenorMarketParams(Component comp, boolean bBumpUp)
CurveSurfaceQuoteContainer	CurveSurfaceScenarioContainer.scenarioMarketParams(Component comp, java.lang.String strScenario)

Uses of Component in org.drip.product.creator

Methods in org.drip.product.creator with parameters of type Component

Modifier and Type	Method	Description
static BasketProduct	CDSBasketBuilder.MakeBasketDefaultSwap(Component[] aComp)	Create the basket default swap from an array of the credit components.

Uses of Component in org.drip.product.credit

Subclasses of Component in org.drip.product.credit

Modifier and Type	Class	Description
class	BondComponent	BondComponent is the base class that extends CreditComponent abstract class and implements the functionality behind bonds of all kinds.
class	CDSComponent	CDSComponent implements the credit default swap product contract details.

Methods in org.drip.product.credit that return Component

Modifier and Type	Method	Description
Component[]	BondBasket.components()
Component[]	CDSBasket.components()

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

Constructor	Description
CDSBasket(Component[] aComp, double[] adblWeight, java.lang.String strName)	Construct a CDS Basket from the components and their weights

Uses of Component in org.drip.product.definition

Subclasses of Component in org.drip.product.definition

Modifier and Type	Class	Description
class	Bond	Bond abstract class implements the pricing, the valuation, and the RV analytics functionality for the bond product.
class	CalibratableComponent	CalibratableComponent abstract class provides implementation of Component's calibration interface.
class	CreditComponent	CreditComponent is the base abstract class on top of which all credit components are implemented.
class	CreditDefaultSwap	CreditDefaultSwap is the base abstract class implements the pricing, the valuation, and the RV analytics functionality for the CDS product.

Methods in org.drip.product.definition that return Component

Modifier and Type	Method	Description
abstract Component[]	BasketProduct.components()	Return the Components in the Basket

Uses of Component in org.drip.product.fra

Subclasses of Component in org.drip.product.fra

Modifier and Type	Class	Description
class	FRAMarketComponent	FRAMarketComponent contains the implementation of the Standard Multi-Curve FRA product whose payoff is dictated off of Market FRA Conventions.
class	FRAStandardCapFloor	FRAStandardCapFloor implements the Caps and Floors on the Standard FRA.
class	FRAStandardCapFloorlet	FRAStandardCapFloorlet implements the Standard FRA Caplet and Floorlet.
class	FRAStandardComponent	FRAStandardComponent contains the implementation of the Standard Multi-Curve FRA Component.

Uses of Component in org.drip.product.fx

Subclasses of Component in org.drip.product.fx

Modifier and Type	Class	Description
class	FXForwardComponent	FXForwardComponent contains the Standard FX forward Component contract details - the effective date, the maturity date, the currency pair and the product code.

Methods in org.drip.product.fx that return Component

Modifier and Type	Method	Description
Component[]	ComponentPair.components()

Uses of Component in org.drip.product.govvie

Subclasses of Component in org.drip.product.govvie

Modifier and Type	Class	Description
class	TreasuryComponent	TreasuryComponent implements the Functionality behind a Sovereign/Treasury Bond/Bill/Note.
class	TreasuryFutures	TreasuryFutures implements the Treasury Futures Product Contract Details.

Uses of Component in org.drip.product.option

Subclasses of Component in org.drip.product.option

Modifier and Type	Class	Description
class	CDSEuropeanOption	CDSEuropeanOption implements the Payer/Receiver European Option on a CDS.
class	FixFloatEuropeanOption	FixFloatEuropeanOption implements the Payer/Receiver European Option on the Fix-Float Swap.
class	OptionComponent	OptionComponent extends ComponentMarketParamRef and provides the following methods: Get the component's initial notional, notional, and coupon.

Methods in org.drip.product.option that return Component

Modifier and Type	Method	Description
Component	OptionComponent.underlying()	Retrieve the Underlying Component

Uses of Component in org.drip.product.rates

Subclasses of Component in org.drip.product.rates

Modifier and Type	Class	Description
class	DualStreamComponent	DualStreamComponent is the abstract class that extends the CalibratableFixedIncomeComponent on top of which all the dual stream rates components (fix-float, float-float, IRS etc.) are implemented.
class	FixFloatComponent	FixFloatComponent contains the implementation of the Fix-Float Index Basis Swap product contract/valuation details.
class	FloatFloatComponent	FloatFloatComponent contains the implementation of the Float-Float Index Basis Swap product contract/valuation details.
class	RatesBasket	RatesBasket contains the implementation of the Basket of Rates Component legs.
class	SingleStreamComponent	SingleStreamComponent implements fixed income component that is based off of a single stream.

Uses of Component in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type Component

Modifier and Type	Method	Description
static RepoCurve	ScenarioRepoCurveBuilder.CubicPolynomialRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray)	Create an Instance of the Cubic Polynomial Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.CustomSplineRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.FlatRateRepoCurve(JulianDate spotDate, Component component, double repoRate)	Construct a Repo Curve using the Flat Repo Rate
static RepoCurve	ScenarioRepoCurveBuilder.KaklisPandelisRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray)	Create an Instance of the Kaklis-Pandelis Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKHyperbolicRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, double tension)	Create an Instance of the KLK Hyperbolic Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKRationalLinearRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, double tension)	Create an Instance of the KLK Rational Linear Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.KLKRationalQuadraticRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, double tension)	Create an Instance of the KLK Rational Quadratic Splined Repo Curve
static RepoCurve	ScenarioRepoCurveBuilder.QuarticPolynomialRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray)	Create an Instance of the Quartic Polynomial Splined Repo Curve

Uses of Component in org.drip.state.curve

Constructors in org.drip.state.curve with parameters of type Component

Constructor	Description
BasisSplineRepoCurve(Component component, Span span)	BasisSplineRepoCurve constructor

Uses of Component in org.drip.state.nonlinear

Methods in org.drip.state.nonlinear with parameters of type Component

Modifier and Type	Method	Description
static boolean	NonlinearCurveBuilder.CreditCurve(ValuationParams valuationParams, Component calibrationComponent, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootCreditCurve explicitBootCreditCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, GovvieCurve govvieCurve, CreditPricerParams creditPricerParams, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams, CalibrationParams calibrationParams)	Calibrate a single Hazard Rate Node from the corresponding Component
static boolean	NonlinearCurveBuilder.DiscountCurve(ValuationParams valuationParams, Component[] calibrationComponentArray, double[] calibrationValueArray, java.lang.String[] calibrationMeasureArray, double bump, boolean flat, ExplicitBootDiscountCurve explicitBootDiscountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Boot-strap a Discount Curve from the set of calibration components
static double	NonlinearCurveBuilder.DiscountCurveNode(ValuationParams valuationParams, Component component, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootDiscountCurve explicitBootDiscountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Single Discount Curve Segment from the corresponding Component
static boolean	NonlinearCurveBuilder.VolatilityCurve(ValuationParams valuationParams, Component[] calibrationComponentArray, double[] calibrationValueArray, java.lang.String[] calibrationMeasureArray, double bump, boolean flat, ExplicitBootVolatilityCurve explicitBootVolatilityCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Boot-strap a Volatility Curve from the set of calibration components
static double	NonlinearCurveBuilder.VolatilityCurveNode(ValuationParams valuationParams, Component calibrationComponent, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootVolatilityCurve explicitBootVolatilityCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Single Volatility Curve Segment from the corresponding Component

Constructors in org.drip.state.nonlinear with parameters of type Component

Constructor	Description
FlatForwardRepoCurve(int epochDate, Component repoComponent, int[] pillarDateArray, double[] forwardRepoRateArray)	FlatForwardRepoCurve Constructor

Uses of Component in org.drip.state.repo

Methods in org.drip.state.repo that return Component

Modifier and Type	Method	Description
Component	RepoCurve.component()
Component	RepoEstimator.component()	Retrieve the Repo-able Component