Uses of Class
org.drip.service.scenario.BondReplicator

Packages that use BondReplicator
Package Description
org.drip.service.scenario
Custom Scenario Service Metric Generator
  • 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 Instance
    static 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 Instance
    static 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