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 dtSpot, java.lang.String[] astrMaturityTenor, ForwardLabel forwardLabel)	Construct an Array of OTC Forward Deposit Instruments from the corresponding Maturity Tenors
static SingleStreamComponent	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate dtSpot, java.lang.String strMaturityTenor, ForwardLabel forwardLabel)	Construct an OTC Forward Deposit Instrument from Spot Date and the Maturity Tenor
static SingleStreamComponent	ExchangeInstrumentBuilder.ForwardRateFutures(JulianDate dtSpot, java.lang.String strCurrency)	Generate a Forward Rate Futures Contract corresponding to the Spot Date
static SingleStreamComponent[]	ExchangeInstrumentBuilder.ForwardRateFuturesPack(JulianDate dtSpot, int iNumContract, 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 dtSpot, java.lang.String strCurrency, java.lang.String strMaturityTenor)	Construct an OTC Funding Deposit Instrument from the Spot Date and the Maturity Tenor
static SingleStreamComponent[]	OTCInstrumentBuilder.FundingDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor)	Construct an Array of OTC Funding Deposit Instruments from their corresponding Maturity Tenors
static SingleStreamComponent[]	OTCInstrumentBuilder.FundingDepositFutures(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, int iNumFutures)	Construct an Array of OTC Funding Deposit and Futures Instruments
static SingleStreamComponent	OTCInstrumentBuilder.OvernightDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strMaturityTenor)	Construct an OTC Overnight Deposit Instrument from the Spot Date and the Maturity Tenor
static SingleStreamComponent[]	OTCInstrumentBuilder.OvernightDeposit(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor)	Construct an Array of OTC Overnight Deposit Instrument from their Maturity Tenors