Uses of Class
org.drip.state.identifier.FloaterLabel

Packages that use FloaterLabel

Package	Description
org.drip.analytics.cashflow	Unit/Composite Cash Flow Periods.
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.param.period	Composite Composable Period Builder Settings
org.drip.product.creator	Streams and Products Construction Utilities
org.drip.product.params	Fixed Income Product Customization Parameters
org.drip.product.rates	Fixed Income Multi-Stream Components
org.drip.state.identifier	Latent State Identifier Labels

Uses of FloaterLabel in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow that return FloaterLabel

Modifier and Type	Method	Description
FloaterLabel	CompositePeriod.floaterLabel()	Return the Floater Label
FloaterLabel	ReferenceIndexPeriod.floaterLabel()	Retrieve the Floater Label

Methods in org.drip.analytics.cashflow with parameters of type FloaterLabel

Modifier and Type	Method	Description
static ReferenceIndexPeriod	ReferenceIndexPeriod.Standard(int iStartDate, int iEndDate, FloaterLabel floaterLabel)	Standard Instance of ReferenceIndexPeriod

Constructors in org.drip.analytics.cashflow with parameters of type FloaterLabel

Constructor	Description
ReferenceIndexPeriod(int iStartDate, int iEndDate, int iFixingDate, double dblDCF, FloaterLabel floaterLabel)	The ReferenceIndexPeriod Constructor

Uses of FloaterLabel in org.drip.analytics.support

Methods in org.drip.analytics.support with parameters of type FloaterLabel

Modifier and Type	Method	Description
static ReferenceIndexPeriod	CompositePeriodBuilder.ReferencePeriod(int iStartDate, int iEndDate, FloaterLabel floaterLabel, int iReferencePeriodArrearsType)	Construct a Reference Index Period using the Start/End Dates, the Floater Label, and the Reference Period Arrears Type
static ReferenceIndexPeriod	CompositePeriodBuilder.ReferencePeriod(JulianDate dtStart, JulianDate dtEnd, FloaterLabel floaterLabel, int iReferencePeriodArrearsType)	Construct a Reference Period using the Start/End Dates, the Floater Label, and the Reference Period Arrears Type

Uses of FloaterLabel in org.drip.param.period

Methods in org.drip.param.period that return FloaterLabel

Modifier and Type	Method	Description
FloaterLabel	ComposableFloatingUnitSetting.floaterLabel()	Retrieve the Floater Label

Constructors in org.drip.param.period with parameters of type FloaterLabel

Constructor	Description
ComposableFloatingUnitSetting(java.lang.String strTenor, int iEdgeDateSequenceScheme, DateAdjustParams dapEdge, FloaterLabel floaterLabel, int iReferencePeriodArrearsType, double dblSpread)	ComposableFloatingUnitSetting constructor

Uses of FloaterLabel in org.drip.product.creator

Methods in org.drip.product.creator with parameters of type FloaterLabel

Modifier and Type	Method	Description
static java.util.List<CompositePeriod>	StreamBuilder.FirstPenultimateDateFloatStream(int iStreamStartDate, int iStreamEndDate, int iFirstCouponDate, int iPenultimateCouponDate, int iFreq, double dblSpread, DateAdjustParams dapPay, DateAdjustParams dapStreamEnd, DateAdjustParams dapAccrualEnd, FloaterLabel floaterLabel, EntityCDSLabel creditLabel)	Generate the Float Stream off of the specified Parameters

Uses of FloaterLabel in org.drip.product.params

Methods in org.drip.product.params that return FloaterLabel

Modifier and Type	Method	Description
FloaterLabel	FloaterSetting.fri()	Retrieve the Floater Label

Methods in org.drip.product.params with parameters of type FloaterLabel

Modifier and Type	Method	Description
static BondStream	BondStream.Create(int iMaturityDate, int iEffectiveDate, int iFinalMaturityDate, int iFirstCouponDate, int iInterestAccrualStartDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, java.lang.String strMaturityType, boolean bPeriodsFromForward, java.lang.String strCalendar, java.lang.String strCurrency, FloaterLabel floaterLabel, EntityCDSLabel creditLabel)	Construct and Instance of BondStream from the specified Parameters
static BondStream	BondStream.FromFirstPenultimateCouponDate(int iMaturityDate, int iEffectiveDate, int iFinalMaturityDate, int iFirstCouponDate, int iPenultimateCouponDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, java.lang.String strMaturityType, boolean bPeriodsFromForward, java.lang.String strCalendar, java.lang.String strCurrency, FloaterLabel floaterLabel, EntityCDSLabel creditLabel)	Construct an Instance of BondStream from the First/Penultimate Dates using the specified Parameters

Constructors in org.drip.product.params with parameters of type FloaterLabel

Constructor	Description
FloaterSetting(FloaterLabel floaterLabel, java.lang.String strDayCount, double dblSpread, double dblCurrentFullCoupon)	Construct the FloaterSetting from the Floater Label, the Day Count, the Spread, and the Current Full CSoupon

Uses of FloaterLabel in org.drip.product.rates

Methods in org.drip.product.rates that return FloaterLabel

Modifier and Type	Method	Description
FloaterLabel	Stream.floaterLabel()	Retrieve the Floater Label

Uses of FloaterLabel in org.drip.state.identifier

Subclasses of FloaterLabel in org.drip.state.identifier

Modifier and Type	Class	Description
class	ForwardLabel	ForwardLabel contains the Index Parameters referencing a payment on a Forward Index.
class	OTCFixFloatLabel	OTCFixFloatLabel contains the Index Parameters referencing a Payment on an OTC Fix/Float IRS Par Rate Index.
class	OvernightLabel	OvernightLabel contains the Index Parameters referencing an Overnight Index.