Uses of Class
org.drip.product.params.EmbeddedOptionSchedule
| Package | Description |
|---|---|
| org.drip.product.credit |
Credit Products - Components and Baskets
|
| org.drip.product.definition |
Fixed Income Components/Baskets Definitions
|
| org.drip.product.params |
Fixed Income Product Customization Parameters
|
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Uses of EmbeddedOptionSchedule in org.drip.product.credit
Methods in org.drip.product.credit that return EmbeddedOptionSchedule Modifier and Type Method Description EmbeddedOptionScheduleBondComponent. callSchedule()EmbeddedOptionScheduleBondComponent. putSchedule()Methods in org.drip.product.credit with parameters of type EmbeddedOptionSchedule Modifier and Type Method Description voidBondComponent. setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)voidBondComponent. setEmbeddedPutSchedule(EmbeddedOptionSchedule eos) -
Uses of EmbeddedOptionSchedule in org.drip.product.definition
Methods in org.drip.product.definition that return EmbeddedOptionSchedule Modifier and Type Method Description abstract EmbeddedOptionScheduleBond. callSchedule()Return the bond's embedded call scheduleabstract EmbeddedOptionScheduleBond. putSchedule()Return the bond's embedded put scheduleMethods in org.drip.product.definition with parameters of type EmbeddedOptionSchedule Modifier and Type Method Description voidBondProduct. setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)Set the bond's embedded call schedulevoidBondProduct. setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)Set the bond's embedded put schedule -
Uses of EmbeddedOptionSchedule in org.drip.product.params
Methods in org.drip.product.params that return EmbeddedOptionSchedule Modifier and Type Method Description static EmbeddedOptionScheduleEmbeddedOptionSchedule. CreateFromDateFactorSet(java.lang.String strDates, java.lang.String strFactors, int iNoticePeriod, boolean bIsPut, boolean bIsDiscrete, int iScheduleStart, boolean bFixToFloatOnExercise, double dblFixToFloatExerciseDate, java.lang.String strFloatIndex, double dblFixToFloatSpread)Create the EOS from the dates/factors string arraysstatic EmbeddedOptionScheduleEmbeddedOptionSchedule. FromAmerican(int iValDate, int[] aiDate, double[] adblFactor, boolean bIsPut, int iNoticePeriod, boolean bFixToFloatOnExercise, double dblFixToFloatExerciseDate, java.lang.String strFloatIndex, double dblFixToFloatSpread)Create the discretized American EOS schedule from the array of dates and factorsstatic EmbeddedOptionScheduleEmbeddedOptionSchedule. FromAmerican(int iValDate, int[] aiDate, double[] adblFactor, boolean bIsPut, int iNoticePeriod, int iCallDiscretization, boolean bFixToFloatOnExercise, double dblFixToFloatExerciseDate, java.lang.String strFloatIndex, double dblFixToFloatSpread)Create the discretized American EOS schedule from the array of dates and factorsConstructors in org.drip.product.params with parameters of type EmbeddedOptionSchedule Constructor Description EmbeddedOptionSchedule(EmbeddedOptionSchedule eosOther)Construct a Deep Copy EOS from another EOS