Uses of Class
org.drip.product.params.CreditSetting
Package | Description |
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org.drip.product.creator |
Streams and Products Construction Utilities
|
org.drip.product.credit |
Credit Products - Components and Baskets
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org.drip.product.definition |
Fixed Income Components/Baskets Definitions
|
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Uses of CreditSetting in org.drip.product.creator
Methods in org.drip.product.creator that return CreditSetting Modifier and Type Method Description CreditSetting
BondProductBuilder. getCRValuationParams()
Get the Bond's Credit Component ParametersMethods in org.drip.product.creator with parameters of type CreditSetting Modifier and Type Method Description static BondComponent
BondBuilder. CreateBondFromParams(TreasuryBenchmarks tsyParams, IdentifierSet idParams, CouponSetting cpnParams, FloaterSetting fltParams, QuoteConvention mktConv, CreditSetting crValParams, TerminationSetting cfteParams, BondStream periodParams, NotionalSetting notlParams)
Create the full generic bond object from the complete set of parametersstatic CreditDefaultSwap
CDSBuilder. CreateCDS(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, CreditSetting cs, java.lang.String strCalendar)
Create the credit default swap from the effective date, tenor, coupon, IR curve name, and component credit valuation parameters.static CreditDefaultSwap
CDSBuilder. CreateCDS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strCurrency, CreditSetting cs, java.lang.String strCalendar, boolean bAdjustDates)
Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and component credit valuation parameters. -
Uses of CreditSetting in org.drip.product.credit
Methods in org.drip.product.credit that return CreditSetting Modifier and Type Method Description CreditSetting
BondComponent. creditSetting()
CreditSetting
BondComponent. creditValuationParams()
CreditSetting
CDSComponent. creditValuationParams()
Methods in org.drip.product.credit with parameters of type CreditSetting Modifier and Type Method Description boolean
BondComponent. setCreditSetting(CreditSetting creditSetting)
Constructors in org.drip.product.credit with parameters of type CreditSetting Constructor Description CDSComponent(int iEffectiveDate, int iMaturityDate, double dblCoupon, int iFreq, java.lang.String strCouponDC, java.lang.String strAccrualDC, java.lang.String strFloatingRateIndex, boolean bConvCDS, DateAdjustParams dapEffective, DateAdjustParams dapMaturity, DateAdjustParams dapPeriodStart, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualStart, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPay, DateAdjustParams dapReset, Array2D notlSchedule, double dblNotional, java.lang.String strCouponCurrency, CreditSetting crValParams, java.lang.String strCalendar)
CDSComponent constructor: Most generic CDS creation functionality -
Uses of CreditSetting in org.drip.product.definition
Methods in org.drip.product.definition that return CreditSetting Modifier and Type Method Description CreditSetting
BondProduct. creditSetting()
Retrieve the bond credit Settingabstract CreditSetting
CreditComponent. creditValuationParams()
Get the credit component's Credit Valuation ParametersMethods in org.drip.product.definition with parameters of type CreditSetting Modifier and Type Method Description boolean
BondProduct. setCreditSetting(CreditSetting creditSetting)
Set the bond Credit Setting