Uses of Class
org.drip.product.params.EmbeddedOptionSchedule
Package | Description |
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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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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 EmbeddedOptionSchedule
BondComponent. callSchedule()
EmbeddedOptionSchedule
BondComponent. putSchedule()
Methods in org.drip.product.credit with parameters of type EmbeddedOptionSchedule Modifier and Type Method Description void
BondComponent. setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)
void
BondComponent. setEmbeddedPutSchedule(EmbeddedOptionSchedule eos)
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Uses of EmbeddedOptionSchedule in org.drip.product.definition
Methods in org.drip.product.definition that return EmbeddedOptionSchedule Modifier and Type Method Description abstract EmbeddedOptionSchedule
Bond. callSchedule()
Return the bond's embedded call scheduleabstract EmbeddedOptionSchedule
Bond. putSchedule()
Return the bond's embedded put scheduleMethods in org.drip.product.definition with parameters of type EmbeddedOptionSchedule Modifier and Type Method Description void
BondProduct. setEmbeddedCallSchedule(EmbeddedOptionSchedule eos)
Set the bond's embedded call schedulevoid
BondProduct. 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 EmbeddedOptionSchedule
EmbeddedOptionSchedule. 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 EmbeddedOptionSchedule
EmbeddedOptionSchedule. 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 EmbeddedOptionSchedule
EmbeddedOptionSchedule. 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