org.drip.analytics.cashflow

Class ReferenceIndexPeriod

java.lang.Object

org.drip.analytics.cashflow.ReferenceIndexPeriod

public class ReferenceIndexPeriod
extends java.lang.Object

ReferenceIndexPeriod contains the cash flow period details. Currently it holds the start date, the end date, the fixing date, and the reference floating index if any.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ReferenceIndexPeriod(int iStartDate, int iEndDate, ForwardLabel forwardLabel) The ReferenceIndexPeriod constructor

Method Summary

Modifier and Type	Method and Description
double	dcf() Retrieve the Reference Period Day Count Fraction
int	endDate() Reference Period End Date
int	fixingDate() Reference Period Fixing Date
ForwardLabel	forwardLabel() Retrieve the Forward Label
int	startDate() Reference Period Start Date

Methods inherited from class java.lang.Object

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

Constructor Detail

ReferenceIndexPeriod

public ReferenceIndexPeriod(int iStartDate,
                            int iEndDate,
                            ForwardLabel forwardLabel)
                     throws java.lang.Exception

The ReferenceIndexPeriod constructor

Parameters:

iStartDate - The Reference Period Start Date

iEndDate - The Reference Period End Date

forwardLabel - The Period Forward Label

Throws:

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

Method Detail

startDate

public int startDate()

Reference Period Start Date

Returns:

The Reference Period Start Date

endDate

public int endDate()

Reference Period End Date

Returns:

The Reference Period End Date

fixingDate

public int fixingDate()

Reference Period Fixing Date

Returns:

The Reference Period Fixing Date

forwardLabel

public ForwardLabel forwardLabel()

Retrieve the Forward Label

Returns:

The Forward Label

dcf

public double dcf()

Retrieve the Reference Period Day Count Fraction

Returns:

The Reference Period Day Count Fraction