CompositePeriodCouponMetrics

java.lang.Object
- org.drip.analytics.output.CompositePeriodCouponMetrics

Direct Known Subclasses:

CompositePeriodAccrualMetrics
```
public class CompositePeriodCouponMetrics
extends java.lang.Object
```
CompositePeriodCouponMetrics holds the results of the compounded Composed period Full Coupon Metrics Estimate Output.

Author:

Lakshmi Krishnamurthy

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`double`	`collateralCredit()` Retrieve the Collateral/Credit Convexity Adjustment
`double`	`collateralForward()` Retrieve the Collateral/Forward Convexity Adjustment
`double`	`collateralFunding()` Retrieve the Collateral/Funding Convexity Adjustment
`double`	`collateralFX()` Retrieve the Collateral/FX Convexity Adjustment
`double`	`compounding()` Retrieve the Compounding Convexity Correction
`static CompositePeriodCouponMetrics`	`Create(java.util.List<UnitPeriodMetrics> lsUPM)` CompositePeriodCouponMetrics Instance from the list of the composite period metrics
`double`	`creditForward()` Retrieve the Credit/Forward Convexity Adjustment
`double`	`creditFunding()` Retrieve the Credit/Funding Convexity Adjustment
`double`	`creditFX()` Retrieve the Credit/FX Convexity Adjustment
`double`	`cumulative()` Retrieve the Cumulative Convexity Correction
`double`	`dcf()` Retrieve the Composite DCF
`double`	`forwardFunding()` Retrieve the Forward/Funding Convexity Adjustment
`double`	`forwardFX()` Retrieve the Forward/FX Convexity Adjustment
`double`	`fundingFX()` Retrieve the Funding/FX Convexity Adjustment
`double`	`rate()` Retrieve the Composite Rate
`java.util.List<UnitPeriodMetrics>`	`unitMetrics()` Retrieve the List of the Unit Period Metrics

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Method Detail
  - Create
```
public static final CompositePeriodCouponMetrics Create(java.util.List<UnitPeriodMetrics> lsUPM)
```
    CompositePeriodCouponMetrics Instance from the list of the composite period metrics
    
    Parameters:
    
    lsUPM - List of Unit Period Metrics
    
    Returns:
    
    Instance of CompositePeriodCouponMetrics
  - dcf
```
public double dcf()
```
    Retrieve the Composite DCF
    
    Returns:
    
    The Composite DCF
  - rate
```
public double rate()
```
    Retrieve the Composite Rate
    
    Returns:
    
    The Composite Rate
  - collateralCredit
```
public double collateralCredit()
```
    Retrieve the Collateral/Credit Convexity Adjustment
    
    Returns:
    
    The Collateral/Credit Convexity Adjustment
  - collateralForward
```
public double collateralForward()
```
    Retrieve the Collateral/Forward Convexity Adjustment
    
    Returns:
    
    The Collateral/Forward Convexity Adjustment
  - collateralFunding
```
public double collateralFunding()
```
    Retrieve the Collateral/Funding Convexity Adjustment
    
    Returns:
    
    The Collateral/Funding Convexity Adjustment
  - collateralFX
```
public double collateralFX()
```
    Retrieve the Collateral/FX Convexity Adjustment
    
    Returns:
    
    The Collateral/FX Convexity Adjustment
  - creditForward
```
public double creditForward()
```
    Retrieve the Credit/Forward Convexity Adjustment
    
    Returns:
    
    The Credit/Forward Convexity Adjustment
  - creditFunding
```
public double creditFunding()
```
    Retrieve the Credit/Funding Convexity Adjustment
    
    Returns:
    
    The Credit/Funding Convexity Adjustment
  - creditFX
```
public double creditFX()
```
    Retrieve the Credit/FX Convexity Adjustment
    
    Returns:
    
    The Credit/FX Convexity Adjustment
  - forwardFunding
```
public double forwardFunding()
```
    Retrieve the Forward/Funding Convexity Adjustment
    
    Returns:
    
    The Forward/Funding Convexity Adjustment
  - forwardFX
```
public double forwardFX()
```
    Retrieve the Forward/FX Convexity Adjustment
    
    Returns:
    
    The Forward/FX Convexity Adjustment
  - fundingFX
```
public double fundingFX()
```
    Retrieve the Funding/FX Convexity Adjustment
    
    Returns:
    
    The Funding/FX Convexity Adjustment
  - compounding
```
public double compounding()
```
    Retrieve the Compounding Convexity Correction
    
    Returns:
    
    The Compounding Convexity Correction
  - cumulative
```
public double cumulative()
```
    Retrieve the Cumulative Convexity Correction
    
    Returns:
    
    The Cumulative Convexity Correction
  - unitMetrics
```
public java.util.List<UnitPeriodMetrics> unitMetrics()
```
    Retrieve the List of the Unit Period Metrics
    
    Returns:
    
    The List of the Unit Period Metrics

Class CompositePeriodCouponMetrics

Method Summary

Methods inherited from class java.lang.Object

Method Detail

Create

dcf

rate

collateralCredit

collateralForward

collateralFunding

collateralFX

creditForward

creditFunding

creditFX

forwardFunding

forwardFX

fundingFX

compounding

cumulative

unitMetrics