Package org.jquantlib.cashflow
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Class Summary Class Description AverageBMACoupon Average BMA coupon Coupon paying a BMA index, where the coupon rate is a weighted average of relevant fixings.AverageBMACouponPricer AverageBMALeg Helper class building a sequence of average BMA couponsBlackIborCouponPricer Callability Callability.Price CappedFlooredCmsCoupon CappedFlooredCoupon Coupon paying a variable index-based rateCappedFlooredIborCoupon CashFlow CashFlows Cashflow-analysis functionsCmsCoupon CMS coupon classCmsCouponPricer Base pricer for vanilla CMS couponsCmsLeg Helper class building a sequence of capped/floored cms-rate couponsCoupon Coupon accruing over a fixed periodDividend Predetermined cash flowEvent This class is the base class for all financial events.FixedDividend Predetermined cash flowFixedRateCoupon FixedRateLeg FloatingLeg<InterestRateIndexType extends InterestRateIndex,FloatingCouponType extends FloatingRateCoupon,CappedFlooredCouponType> Cash flow vector builderFloatingRateCoupon FloatingRateCouponPricer FractionalDividend Predetermined cash flowIborCoupon IborCouponPricer IborLeg Helper class building a sequence of capped/floored ibor-rate couponsLeg PricerSetter Coupon selector to PricerSetterSimpleCashFlow Predetermined cash flow -
Enum Summary Enum Description Callability.Price.Type Callability.Type CashFlows.Duration Duration type
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