Uses of Class
org.drip.product.fra.FRAStandardComponent

Packages that use FRAStandardComponent

Package	Description
org.drip.product.creator	Streams and Products Construction Utilities
org.drip.product.fra	Standard/Market FRAs - Caps/Floors
org.drip.service.template	Curve Construction Product Builder Templates

Uses of FRAStandardComponent in org.drip.product.creator

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

Modifier and Type	Method	Description
static FRAStandardComponent	SingleStreamComponentBuilder.ForwardRateFutures(JulianDate dtSpot, ForwardLabel fri)	Create a Forward Rate Futures Product Instance from the Spot Date and the Forward Label
static FRAStandardComponent	SingleStreamComponentBuilder.FRAStandard(JulianDate dtForwardStart, ForwardLabel forwardLabel, double dblStrike)	Create a Standard FRA from the Spot Date, the Forward Label, and the Strike

Uses of FRAStandardComponent in org.drip.product.fra

Subclasses of FRAStandardComponent 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.

Methods in org.drip.product.fra that return FRAStandardComponent

Modifier and Type	Method	Description
FRAStandardComponent	FRAStandardCapFloorlet.fra()	Retrieve the Underlying FRA Instance

Constructors in org.drip.product.fra with parameters of type FRAStandardComponent

Constructor	Description
FRAStandardCapFloorlet(java.lang.String strName, FRAStandardComponent fra, java.lang.String strManifestMeasure, boolean bIsCaplet, double dblStrike, double dblNotional, LastTradingDateSetting ltds, FokkerPlanckGenerator fpg, CashSettleParams csp)	FRAStandardCapFloorlet constructor

Uses of FRAStandardComponent in org.drip.service.template

Methods in org.drip.service.template that return FRAStandardComponent

Modifier and Type	Method	Description
static FRAStandardComponent[]	OTCInstrumentBuilder.FRAStandard(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor, double[] adblFRAStrike)	Create an Array of Standard FRAs from the Spot Date, the Forward Label, and the Strike
static FRAStandardComponent	OTCInstrumentBuilder.FRAStandard(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor, double dblStrike)	Create a Standard FRA from the Spot Date, the Forward Label, and the Strike