Package org.drip.sample.securitysuite

Custom Security Relative Value Demonstration
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    Ahmednagar
    Ahmednagar generates the Full Suite of Replication Metrics for Bond Ahmednagar.
    Berhampur
    Berhampur generates the Full Suite of Replication Metrics for Bond Berhampur.
    Bhilwara
    Bhilwara generates the Full Suite of Replication Metrics for Bond Bhilwara.
    CMEFixFloat
    CMEFixFloat demonstrates the Analytics Calculation/Reconciliation for the CME Cleared Fix-Float IRS.
    CreditDefaultSwapIndex
    CreditDefaultSwapIndex demonstrates the Analytics Calculation/Reconciliation for a CDX.
    Dhule
    Dhule generates the Full Suite of Replication Metrics for Bond Dhule.
    FXSwap
    FXSwap demonstrates the Analytics Calculation/Reconciliation for an FX Swap.
    Kamarhati
    Kamarhati demonstrates the Analytics Calculation/Reconciliation for the Bond Kamarhati.
    Korba
    Korba generates the Full Suite of Replication Metrics for Bond Korba.
    Mathura
    Mathura demonstrates the Analytics Calculation/Reconciliation for the Bond Mathura.
    Repo
    Repo generates the Full Suite of Replication Metrics for a Sample Repo Instrument.
    Rohtak
    Rohtak generates the Full Suite of Replication Metrics for Bond Rohtak.
    Tirupati
    Tirupati generates the Full Suite of Replication Metrics for Bond Tirupati.