Uses of Package
org.drip.product.params
| Package | Description |
|---|---|
| org.drip.market.definition |
IBOR, FX, Overnight Index Container
|
| org.drip.market.exchange |
Deliverable Swap, STIR, Treasury Futures
|
| org.drip.product.creator |
Streams and Products Construction Utilities
|
| org.drip.product.credit |
Credit Products - Components and Baskets
|
| org.drip.product.definition |
Fixed Income Components/Baskets Definitions
|
| org.drip.product.fra |
Standard/Market FRAs - Caps/Floors
|
| org.drip.product.fx |
FX Forwards, Cross Currency Swaps
|
| org.drip.product.govvie |
Treasury Bills, Notes, Bonds, Futures
|
| org.drip.product.option |
Options on Fixed Income Components
|
| org.drip.product.params |
Fixed Income Product Customization Parameters
|
| org.drip.service.template |
Curve Construction Product Builder Templates
|
| org.drip.state.creator |
Scenario State Curve/Surface Builders
|
| org.drip.state.curve |
Basis Spline Based Latent States
|
| org.drip.state.fx |
FX Latent State Curve Estimator
|
| org.drip.state.identifier |
Latent State Identifier Labels
|
| org.drip.state.nonlinear |
Nonlinear (i.e., Boot) Latent State Construction
|
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Classes in org.drip.product.params used by org.drip.market.definition Class Description CurrencyPair CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor. -
Classes in org.drip.product.params used by org.drip.market.exchange Class Description LastTradingDateSetting LastTradingDateSetting contains the Last Trading Date Generation Scheme for the given Option. -
Classes in org.drip.product.params used by org.drip.product.creator Class Description BondStream BondStream is the place-holder for the bond period generation parameters.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.FloaterSetting FloaterSetting contains the component floating rate parameters.IdentifierSet IdentifierSet contains the component identifier parameters - ISIN, CUSIP, ID, and ticker.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.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.Validatable Validatable interface defines the validate function, which validates the current object state. -
Classes in org.drip.product.params used by org.drip.product.credit Class Description BondStream BondStream is the place-holder for the bond period generation parameters.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.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.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.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. -
Classes in org.drip.product.params used by org.drip.product.definition Class Description BondStream BondStream is the place-holder for the bond period generation parameters.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.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.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.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. -
Classes in org.drip.product.params used by org.drip.product.fra Class Description LastTradingDateSetting LastTradingDateSetting contains the Last Trading Date Generation Scheme for the given Option. -
Classes in org.drip.product.params used by org.drip.product.fx Class Description CurrencyPair CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor. -
Classes in org.drip.product.params used by org.drip.product.govvie Class Description CTDEntry CTDEntry implements the Bond Futures CTD Entry Details. -
Classes in org.drip.product.params used by org.drip.product.option Class Description LastTradingDateSetting LastTradingDateSetting contains the Last Trading Date Generation Scheme for the given Option. -
Classes in org.drip.product.params used by org.drip.product.params 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.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.Validatable Validatable interface defines the validate function, which validates the current object state. -
Classes in org.drip.product.params used by org.drip.service.template Class Description CurrencyPair CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor. -
Classes in org.drip.product.params used by org.drip.state.creator Class Description CurrencyPair CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor. -
Classes in org.drip.product.params used by org.drip.state.curve Class Description CurrencyPair CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor. -
Classes in org.drip.product.params used by org.drip.state.fx Class Description CurrencyPair CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor. -
Classes in org.drip.product.params used by org.drip.state.identifier Class Description CurrencyPair CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor. -
Classes in org.drip.product.params used by org.drip.state.nonlinear Class Description CurrencyPair CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor.