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 dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtSpot, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblSpreadBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, BondComponent bond)
Generate a Standard Corporate Loan BondReplicator Instancestatic BondReplicator
BondReplicator. CorporateSenior(double dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtSpot, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblSpreadBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, BondComponent bond)
Generate a Standard Senior Corporate BondReplicator Instancestatic BondReplicator
BondReplicator. CorporateSubordinate(double dblCurrentPrice, double dblIssuePrice, double dblIssueAmount, JulianDate dtSpot, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, double[] adblFuturesQuote, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, double dblSpreadBump, double dblSpreadDurationMultiplier, java.lang.String strGovvieCode, java.lang.String[] astrGovvieTenor, double[] adblGovvieQuote, java.lang.String[] astrCreditTenor, double[] adblCreditQuote, double dblFX, double dblResetRate, int iSettleLag, BondComponent bond)
Generate a Standard Subordinate Corporate BondReplicator Instance