Uses of Class
org.drip.product.rates.SingleStreamComponent

Packages that use SingleStreamComponent

Package	Description
org.drip.product.creator	Streams and Products Construction Utilities
org.drip.product.fra	Standard/Market FRAs - Caps/Floors
org.drip.service.template	Curve Construction Product Builder Templates

Uses of SingleStreamComponent in org.drip.product.creator

Methods in org.drip.product.creator that return SingleStreamComponent

Modifier and Type	Method	Description
static SingleStreamComponent	SingleStreamComponentBuilder.Deposit(JulianDate dtEffective, JulianDate dtMaturity, ForwardLabel fri)	Create a Deposit Product from the Effective and the Maturity Dates, and the Forward Label
static SingleStreamComponent[]	SingleStreamComponentBuilder.ForwardRateFuturesPack(JulianDate dtSpot, int iNumContract, java.lang.String strCurrency)	Generate a Forward Rate Futures Pack corresponding to the Specified Number of Contracts

Uses of SingleStreamComponent in org.drip.product.fra

Subclasses of SingleStreamComponent in org.drip.product.fra

Modifier and Type	Class	Description
class	FRAMarketComponent	FRAMarketComponent contains the implementation of the Standard Multi-Curve FRA product whose payoff is dictated off of Market FRA Conventions.
class	FRAStandardComponent	FRAStandardComponent contains the implementation of the Standard Multi-Curve FRA Component.

Uses of SingleStreamComponent in org.drip.service.template

Methods in org.drip.service.template that return SingleStreamComponent

Modifier and Type	Method	Description
static SingleStreamComponent[]	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate spotDate, java.lang.String[] maturityTenorArray, ForwardLabel forwardLabel)	Construct an Array of OTC Forward Deposit Instruments from the corresponding Maturity Tenors
static SingleStreamComponent	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate spotDate, java.lang.String maturityTenor, ForwardLabel forwardLabel)	Construct an OTC Forward Deposit Instrument from Spot Date and the Maturity Tenor
static SingleStreamComponent	ExchangeInstrumentBuilder.ForwardRateFutures(JulianDate spotDate, java.lang.String currency)	Generate a Forward Rate Futures Contract corresponding to the Spot Date
static SingleStreamComponent[]	ExchangeInstrumentBuilder.ForwardRateFuturesPack(JulianDate spotDate, int contractCount, java.lang.String strCurrency)	Generate a Forward Rate Futures Pack corresponding to the Spot Date and the Specified Number of Contracts
static SingleStreamComponent	OTCInstrumentBuilder.FundingDeposit(JulianDate spotDate, java.lang.String currency, java.lang.String maturityTenor)	Construct an OTC Funding Deposit Instrument from the Spot Date and the Maturity Tenor
static SingleStreamComponent[]	OTCInstrumentBuilder.FundingDeposit(JulianDate spotDate, java.lang.String currency, java.lang.String[] maturityTenorArray)	Construct an Array of OTC Funding Deposit Instruments from their corresponding Maturity Tenors
static SingleStreamComponent[]	OTCInstrumentBuilder.FundingDepositFutures(JulianDate spotDate, java.lang.String currency, java.lang.String[] depositMaturityTenorArray, int futuresCount)	Construct an Array of OTC Funding Deposit and Futures Instruments
static SingleStreamComponent	OTCInstrumentBuilder.OvernightDeposit(JulianDate spotDate, java.lang.String currency, java.lang.String maturityTenor)	Construct an OTC Overnight Deposit Instrument from the Spot Date and the Maturity Tenor
static SingleStreamComponent[]	OTCInstrumentBuilder.OvernightDeposit(JulianDate spotDate, java.lang.String currency, java.lang.String[] maturityTenorArray)	Construct an Array of OTC Overnight Deposit Instrument from their Maturity Tenors