org.drip.analytics.output

Class CompositePeriodAccrualMetrics

java.lang.Object

org.drip.analytics.output.CompositePeriodCouponMetrics

org.drip.analytics.output.CompositePeriodAccrualMetrics

public class CompositePeriodAccrualMetrics
extends CompositePeriodCouponMetrics

CompositePeriodAccrualMetrics holds the results of the compounded Composed period Accrual Metrics Estimate Output.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
static CompositePeriodAccrualMetrics	Create(int iResetDate, java.util.List<UnitPeriodMetrics> lsUPM) CompositePeriodAccrualMetrics Instance from the list of the composite period metrics
int	resetDate() Retrieve the Reset Date

Methods inherited from class org.drip.analytics.output.CompositePeriodCouponMetrics

collateralCredit, collateralForward, collateralFunding, collateralFX, compounding, Create, creditForward, creditFunding, creditFX, cumulative, dcf, forwardFunding, forwardFX, fundingFX, rate, unitMetrics

Methods inherited from class java.lang.Object

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

Method Detail

Create

public static final CompositePeriodAccrualMetrics Create(int iResetDate,
                                                         java.util.List<UnitPeriodMetrics> lsUPM)

CompositePeriodAccrualMetrics Instance from the list of the composite period metrics

Parameters:

iResetDate - Reset Date

lsUPM - List of Unit Period Metrics

Returns:

Instance of CompositePeriodAccrualMetrics

resetDate

public int resetDate()

Retrieve the Reset Date

Returns:

The Reset Date