Package org.drip.product.rates

Class DualStreamComponent

java.lang.Object

org.drip.product.definition.Component

org.drip.product.definition.CalibratableComponent

org.drip.product.rates.DualStreamComponent

All Implemented Interfaces:

ComponentMarketParamRef

Direct Known Subclasses:

FixFloatComponent, FloatFloatComponent

public abstract class DualStreamComponent
extends CalibratableComponent

DualStreamComponent is the abstract class that extends the CalibratableFixedIncomeComponent on top of which all the dual stream rates components (fix-float, float-float, IRS etc.) are implemented.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses
• Package = Fixed Income Multi-Stream Components

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
DualStreamComponent()

Method Summary

Modifier and Type	Method	Description
abstract Stream	derivedStream()	Retrieve the Derived Stream
abstract Stream	referenceStream()	Retrieve the Reference Stream

Methods inherited from class org.drip.product.definition.CalibratableComponent

calibMeasures, calibPRWC, calibQuoteSet, forwardPRWC, fundingForwardPRWC, fundingPRWC, fxPRWC, govviePRWC, jackDDirtyPVDManifestMeasure, manifestMeasureDFMicroJack, primaryCode, secondaryCode, setPrimaryCode, volatilityPRWC

Methods inherited from class org.drip.product.definition.Component

cashSettleParams, couponMetrics, couponPeriods, customScenarioMeasures, effectiveDate, firstCouponDate, freq, initialNotional, maturityDate, maturityPayDate, measureNames, measures, measureValue, notional, notional, pv, tenor, value

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.drip.product.definition.ComponentMarketParamRef

couponCurrency, creditLabel, forwardLabel, fundingLabel, fxLabel, govvieLabel, name, otcFixFloatLabel, payCurrency, principalCurrency, volatilityLabel

Constructor Details

DualStreamComponent

public DualStreamComponent()

Method Details

referenceStream

public abstract Stream referenceStream()

Retrieve the Reference Stream

Returns:

The Reference Stream

derivedStream

public abstract Stream derivedStream()

Retrieve the Derived Stream

Returns:

The Derived Stream