Uses of Class
org.drip.product.params.CTDEntry

Packages that use CTDEntry

Package	Description
org.drip.product.govvie	Treasury Bills, Notes, Bonds, Futures

Uses of CTDEntry in org.drip.product.govvie

Methods in org.drip.product.govvie that return CTDEntry

Modifier and Type	Method	Description
CTDEntry	TreasuryFutures.cheapestToDeliver(int iValueDate, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double[] adblCleanPrice, int iForwardPriceMethod)	Extract the Cheapest-to-deliver Entry in the Basket Using the Current Market Parameters
CTDEntry	TreasuryFutures.cheapestToDeliverCreditBasis(int iValueDate, CurveSurfaceQuoteContainer csqc, double[] adblCleanPrice)	Extract the Cheapest-to-deliver Entry in the Basket Using Bond Credit Basis Metric
CTDEntry	TreasuryFutures.cheapestToDeliverOAS(int iValueDate, CurveSurfaceQuoteContainer csqc, double[] adblCleanPrice)	Extract the Cheapest-to-deliver Entry in the Basket Using Bond OAS Metric
CTDEntry	TreasuryFutures.cheapestToDeliverYield(int iValueDate, double[] adblCleanPrice)	Extract the Cheapest-to-deliver Entry in the Basket Using the Current Market Prices Alone
CTDEntry	TreasuryFutures.cheapestToDeliverZSpread(int iValueDate, CurveSurfaceQuoteContainer csqc, double[] adblCleanPrice)	Extract the Cheapest-to-deliver Entry in the Basket Using Bond Z Spread Metric