Package org.drip.product.params

Fixed Income Product Customization Parameters

Author:

Lakshmi Krishnamurthy

Interface Summary

Interface	Description
Validatable	Validatable interface defines the validate function, which validates the current object state.

Class Summary

Class	Description
BondStream	BondStream is the place-holder for the bond period generation parameters.
CDXIdentifier	CDXIdentifier implements the creation and the static details of the all the NA, EU, SovX, EMEA, and ASIA standardized CDS indexes.
CDXRefDataParams	CDXRefDataParams contains the complete set of reference data that corresponds to the contract of a standard CDX.
CouponSetting	CouponSetting contains the coupon type, schedule, and the coupon amount for the component.
CreditSetting	CreditSetting contains the credit related valuation parameters - use default pay lag, use curve or the component recovery, component recovery, credit curve name, and whether there is accrual on default.
CTDEntry	CTDEntry implements the Bond Futures CTD Entry Details.
CurrencyPair	CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor.
EmbeddedOptionSchedule	EmbeddedOptionSchedule is a place holder for the embedded option schedule for the component.
FloaterSetting	FloaterSetting contains the component floating rate parameters.
IdentifierSet	IdentifierSet contains the component identifier parameters - ISIN, CUSIP, ID, and ticker.
LastTradingDateSetting	LastTradingDateSetting contains the Last Trading Date Generation Scheme for the given Option.
NotionalSetting	NotionalSetting contains the product's notional schedule and the amount.
QuoteConvention	QuoteConvention contains the Component Market Convention Parameters - the quote convention, the calculation type, the first settle date, and the redemption amount.
StandardCDXParams	StandardCDXParams implements the parameters used to create the standard CDX - the coupon, the number of components, and the currency.
TerminationSetting	TerminationSetting class contains the current "liveness" state of the component, and, if inactive, how it entered that state.
TreasuryBenchmarks	TreasuryBenchmarks contains the treasury benchmark set - the primary treasury benchmark, and an array of secondary treasury benchmarks.