Uses of Class
org.drip.service.scenario.BondReplicator
Package | Description |
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org.drip.service.scenario |
Custom Scenario Service Metric Generator
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Uses of BondReplicator in org.drip.service.scenario
Methods in org.drip.service.scenario that return BondReplicator Modifier and Type Method Description static BondReplicator
BondReplicator. CorporateLoan(double currentPrice, double issuePrice, double issueAmount, JulianDate spotDate, java.lang.String[] depositTenorArray, double[] depositQuoteArray, double[] futuresQuoteArray, java.lang.String[] fixFloatTenorArray, double[] fixFloatQuoteArray, double spreadBump, double spreadDurationMultiplier, java.lang.String govvieCode, java.lang.String[] govvieTenorArray, double[] govvieQuoteArray, java.lang.String[] creditTenorArray, double[] creditQuoteArray, double fx, double resetRate, int settleLag, BondComponent bondComponent)
Generate a Standard Corporate Loan BondReplicator Instancestatic BondReplicator
BondReplicator. CorporateSenior(double currentPrice, double issuePrice, double issueAmount, JulianDate spotDate, java.lang.String[] depositTenorArray, double[] depositQuoteArray, double[] futuresQuoteArray, java.lang.String[] fixFloatTenorArray, double[] fixFloatQuoteArray, double spreadBump, double spreadDurationMultiplier, java.lang.String govvieCode, java.lang.String[] govvieTenorArray, double[] govvieQuoteArray, java.lang.String[] creditTenorArray, double[] creditQuoteArray, double fx, double resetRate, int settleLag, BondComponent bondComponent)
Generate a Standard Senior Corporate BondReplicator Instancestatic BondReplicator
BondReplicator. CorporateSubordinate(double currentPrice, double issuePrice, double issueAmount, JulianDate spotDate, java.lang.String[] depositTenorArray, double[] depositQuoteArray, double[] futuresQuoteArray, java.lang.String[] fixFloatTenorArray, double[] fixFloatQuoteArray, double spreadBump, double spreadDurationMultiplier, java.lang.String govvieCode, java.lang.String[] govvieTenorArray, double[] govvieQuoteArray, java.lang.String[] creditTenorArray, double[] creditQuoteArray, double fx, double resetRate, int settleLag, BondComponent bondComponent)
Generate a Standard Subordinate Corporate BondReplicator Instance