Uses of Class
org.drip.product.fra.FRAStandardCapFloorlet
| Package | Description |
|---|---|
| org.drip.product.creator |
Streams and Products Construction Utilities
|
| org.drip.product.fra |
Standard/Market FRAs - Caps/Floors
|
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Uses of FRAStandardCapFloorlet in org.drip.product.creator
Methods in org.drip.product.creator that return FRAStandardCapFloorlet Modifier and Type Method Description static FRAStandardCapFloorletSingleStreamOptionBuilder. ExchangeTradedFuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, java.lang.String strTradingMode, java.lang.String strExchange)Create an Exchange-traded Standard Futures Optionstatic FRAStandardCapFloorletSingleStreamOptionBuilder. FuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, CashSettleParams csp)Create a Standard Futures Option -
Uses of FRAStandardCapFloorlet in org.drip.product.fra
Methods in org.drip.product.fra that return types with arguments of type FRAStandardCapFloorlet Modifier and Type Method Description java.util.List<FRAStandardCapFloorlet>FRAStandardCapFloor. capFloorlets()Retrieve the List of the Underlying Caplets/Floorlets