org.drip.analytics.cashflow

Class ComposableUnitFixedPeriod

java.lang.Object

org.drip.analytics.cashflow.ComposableUnitPeriod

org.drip.analytics.cashflow.ComposableUnitFixedPeriod

public class ComposableUnitFixedPeriod
extends ComposableUnitPeriod

ComposableUnitFixedPeriod contains the fixed cash flow periods' composable sub period details. Currently it holds the accrual start date, the accrual end date, the fixed coupon, the basis spread, coupon and accrual day counts, and the EOM adjustment flags.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields inherited from class org.drip.analytics.cashflow.ComposableUnitPeriod

NODE_INSIDE_SEGMENT, NODE_LEFT_OF_SEGMENT, NODE_RIGHT_OF_SEGMENT

Constructor Summary

Constructors

Constructor and Description
ComposableUnitFixedPeriod(int iStartDate, int iEndDate, UnitCouponAccrualSetting ucas, ComposableFixedUnitSetting cufs) The ComposableUnitFixedPeriod constructor

Method Summary

Modifier and Type	Method and Description
double	baseRate(CurveSurfaceQuoteContainer csqs) Get the Period Base Coupon Rate
double	basis() Get the Period Coupon Basis
java.lang.String	couponCurrency() Get the Period Coupon Currency

Methods inherited from class org.drip.analytics.cashflow.ComposableUnitPeriod

accrualCompoundingRule, accrualDC, accrualDCF, accrualEOMAdjustment, calendar, couponDC, couponDCFOffOfFreq, couponEOMAdjustment, dateLocation, endDate, freq, fullCouponDCF, fullCouponRate, startDate, tenor

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ComposableUnitFixedPeriod

public ComposableUnitFixedPeriod(int iStartDate,
                                 int iEndDate,
                                 UnitCouponAccrualSetting ucas,
                                 ComposableFixedUnitSetting cufs)
                          throws java.lang.Exception

The ComposableUnitFixedPeriod constructor

Parameters:

iStartDate - Accrual Start Date

iEndDate - Accrual End Date

ucas - Unit Coupon/Accrual Setting

cufs - Composable Unit Fixed Setting

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

baseRate

public double baseRate(CurveSurfaceQuoteContainer csqs)
                throws java.lang.Exception

Description copied from class: ComposableUnitPeriod

Get the Period Base Coupon Rate

Specified by:

baseRate in class ComposableUnitPeriod

Parameters:

csqs - The Market Curve and Surface

Returns:

The Period Base Coupon Rate

Throws:

java.lang.Exception - Thrown if the base Coupon Rate cannot be calculated

basis

public double basis()

Description copied from class: ComposableUnitPeriod

Get the Period Coupon Basis

Specified by:

basis in class ComposableUnitPeriod

Returns:

The Period Coupon Basis

couponCurrency

public java.lang.String couponCurrency()

Description copied from class: ComposableUnitPeriod

Get the Period Coupon Currency

Specified by:

couponCurrency in class ComposableUnitPeriod

Returns:

The Period Coupon Currency