Uses of Class
org.drip.product.fx.ComponentPair

Packages that use ComponentPair

Package	Description
org.drip.market.otc	OTC Dual Stream Option Container
org.drip.state.estimator	Multi-Pass Customized Stretch Curve

Uses of ComponentPair in org.drip.market.otc

Methods in org.drip.market.otc that return ComponentPair

Modifier and Type	Method	Description
ComponentPair	FloatFloatSwapConvention.createFixFloatComponentPair(JulianDate dtSpot, java.lang.String strDerivedTenor, java.lang.String strMaturityTenor, double dblReferenceFixedCoupon, double dblDerivedFixedCoupon, double dblBasis, double dblNotional)	Create an Instance of the Fix-Float Component Pair

Uses of ComponentPair in org.drip.state.estimator

Methods in org.drip.state.estimator with parameters of type ComponentPair

Modifier and Type	Method	Description
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairDiscountStretch(java.lang.String stretchName, ComponentPair[] componentPairArray, ValuationParams valuationParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, double[] referenceComponentBasisArray, double[] swapRateArray, boolean basisOnDerivedLeg)	Construct an instance of LatentStateStretchSpec for the Construction of the Discount Curve from the specified Inputs
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairForwardStretch(java.lang.String stretchName, ComponentPair[] componentPairArray, ValuationParams valuationParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, double[] basisArray, boolean basisOnDerivedComponent, boolean basisOnDerivedStream)	Construct an instance of LatentStateStretchSpec for the Construction of the Forward Curve from the specified Inputs