Package org.drip.sample.service

Curve Product Portfolio Valuation Services
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    BlackLittermanBayesianClient
    BlackLittermanBayesianClient demonstrates the Invocation and Examination of the JSON-based Bayesian Black-Litterman Service Client.
    BondClientCashFlow
    BondClientCashFlow demonstrates the Invocation and Examination of the JSON-based Bond Valuation Service for generating the Bond Cash Flows.
    BondClientCurve
    BondClientCurve demonstrates the Invocation and Examination of the JSON-based Bond Valuation Service for generating the Curve Metrics.
    BondClientSecular
    BondClientSecular demonstrates the Invocation and Examination of the JSON-based Bond Valuation Service for generating the Secular Metrics.
    BudgetConstrainedAllocationClient
    BudgetConstrainedAllocationClient demonstrates the Invocation and Examination of the JSON-based Budget Constrained Portfolio Allocation Service Client.
    CreditDefaultSwapClient
    CreditDefaultSwapClient demonstrates the Invocation and Examination of the JSON-based CDS Service Client.
    CreditStateClient
    CreditStateClient demonstrates the Invocation and Examination of the JSON-based Credit Service Client.
    DateManipulationClient
    DateManipulationClient demonstrates the Invocation and Examination of the JSON-based Date Manipulation Service Client.
    DepositClient
    DepositClient demonstrates the Invocation and Examination of the JSON-based Deposit Valuation Service Client.
    FixedAssetBackedClient
    FixedAssetBackedClient demonstrates the Invocation and Examination of the JSON-based Fixed Payment Asset Backed Loan Service Client.
    FixFloatClient
    FixFloatClient demonstrates the Invocation and Examination of the JSON-based Fix Float Valuation Service Client.
    ForwardRateFuturesClient
    ForwardRateFuturesClient demonstrates the Invocation and Examination of the JSON-based Forward Rate Futures Valuation Service Client.
    FundingStateClient
    FundingStateClient demonstrates the Invocation and Examination of the JSON-based Funding Service Client.
    PrepayAssetBackedClient
    PrepayAssetBackedClient demonstrates the Invocation and Examination of the JSON-based Pre-payable Constant Payment Asset Backed Loan Service Client.
    ReturnsConstrainedAllocationClient
    ReturnsConstrainedAllocationClient demonstrates the Invocation and Examination of the JSON-based Weight Normalized/Returns Constrained Portfolio Allocation Service Client.
    TreasuryBondClient
    TreasuryBondClient demonstrates the Invocation and Examination of the JSON-based Treasury Bond Service Client.