Uses of Class
org.drip.product.govvie.TreasuryComponent
| Package | Description |
|---|---|
| org.drip.historical.engine |
Product Horizon Change Explain Engine
|
| org.drip.product.creator |
Streams and Products Construction Utilities
|
| org.drip.service.template |
Curve Construction Product Builder Templates
|
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Uses of TreasuryComponent in org.drip.historical.engine
Constructors in org.drip.historical.engine with parameters of type TreasuryComponent Constructor Description TreasuryBondExplainProcessor(TreasuryComponent tsyComponent, java.lang.String strMarketMeasureName, double dblMarketMeasureValue, JulianDate dtFirst, JulianDate dtSecond, CurveSurfaceQuoteContainer csqcFirst, CurveSurfaceQuoteContainer csqcSecond, CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> mapCSQCRollDown)TreasuryBondExplainProcessor Constructor -
Uses of TreasuryComponent in org.drip.product.creator
Methods in org.drip.product.creator that return TreasuryComponent Modifier and Type Method Description static TreasuryComponentBondBuilder. Treasury(java.lang.String strTreasuryCode, JulianDate dtEffective, JulianDate dtMaturity, java.lang.String strCurrency, double dblCoupon, int iFreq, java.lang.String strDayCount)Creates a Treasury Bond from the Parameters -
Uses of TreasuryComponent in org.drip.service.template
Methods in org.drip.service.template that return TreasuryComponent Modifier and Type Method Description static TreasuryComponentTreasuryBuilder. AGB(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the Australian Treasury AUD AGB Bondstatic TreasuryComponentTreasuryBuilder. BTPS(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the Italian Treasury EUR BTPS Bondstatic TreasuryComponentTreasuryBuilder. CAN(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the Canadian Government CAD CAN Bondstatic TreasuryComponentTreasuryBuilder. DBR(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the German Treasury EUR DBR Bondstatic TreasuryComponent[]TreasuryBuilder. FromCode(java.lang.String treasuryCode, JulianDate[] effectiveDateArray, JulianDate[] maturityDateArray, double[] couponArray)Construct an Array of the Treasury Instances from the Codestatic TreasuryComponentTreasuryBuilder. FromCode(java.lang.String strCode, JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the Treasury Bond From the Codestatic TreasuryComponentTreasuryBuilder. FRTR(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the French Treasury EUR FRTR Bondstatic TreasuryComponentTreasuryBuilder. GGB(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the Greek Treasury EUR GGB Bondstatic TreasuryComponentTreasuryBuilder. GILT(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the UK Treasury GBP GILT Bondstatic TreasuryComponentTreasuryBuilder. JGB(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the Japanese Treasury JPY JGB Bondstatic TreasuryComponentTreasuryBuilder. MBONO(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the Mexican Treasury MXN MBONO Bondstatic TreasuryComponentTreasuryBuilder. SPGB(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the Spanish Treasury EUR SPGB Bondstatic TreasuryComponentTreasuryBuilder. UST(JulianDate effectiveDate, JulianDate maturityDate, double coupon)Construct an Instance of the US Treasury USD UST Bond