Package org.drip.product.rates

Fixed Income Multi-Stream Components

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
DualStreamComponent	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.
FixFloatComponent	FixFloatComponent contains the implementation of the Fix-Float Index Basis Swap product contract/valuation details.
FloatFloatComponent	FloatFloatComponent contains the implementation of the Float-Float Index Basis Swap product contract/valuation details.
RatesBasket	RatesBasket contains the implementation of the Basket of Rates Component legs.
SingleStreamComponent	SingleStreamComponent implements fixed income component that is based off of a single stream.
Stream	Stream implements the fixed and the floating streams.