org.drip.dynamics.evolution

Class LSQMPointUpdate

java.lang.Object

org.drip.dynamics.evolution.LSQMPointUpdate

Direct Known Subclasses:

BGMPointUpdate, ContinuousForwardRateUpdate, ForwardRateUpdate, ShortForwardRateUpdate, ShortRateUpdate

public class LSQMPointUpdate
extends java.lang.Object

LSQMPointUpdate contains the Snapshot and the Increment of the Evolving Point Latent State Quantification Metrics.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
LSQMPointUpdate(int iEvolutionStartDate, int iEvolutionFinishDate, int iViewDate, LSQMPointRecord lprSnapshot, LSQMPointRecord lprIncrement) LSQMPointUpdate Constructor

Method Summary

Modifier and Type	Method and Description
int	evolutionFinishDate() Retrieve the Evolution Finish Date
int	evolutionStartDate() Retrieve the Evolution Start Date
LSQMPointRecord	increment() Retrieve the LSQM Point Increment
LSQMPointRecord	snapshot() Retrieve the LSQM Point Snapshot
int	viewDate() Retrieve the View Date

Methods inherited from class java.lang.Object

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

Constructor Detail

LSQMPointUpdate

public LSQMPointUpdate(int iEvolutionStartDate,
                       int iEvolutionFinishDate,
                       int iViewDate,
                       LSQMPointRecord lprSnapshot,
                       LSQMPointRecord lprIncrement)
                throws java.lang.Exception

LSQMPointUpdate Constructor

Parameters:

iEvolutionStartDate - The Evolution Start Date

iEvolutionFinishDate - The Evolution Finish Date

iViewDate - The View Date

lprSnapshot - The LSQM Point Record Snapshot

lprIncrement - The LSQM Point Record Update

Throws:

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

Method Detail

evolutionStartDate

public int evolutionStartDate()

Retrieve the Evolution Start Date

Returns:

The Evolution Start Date

evolutionFinishDate

public int evolutionFinishDate()

Retrieve the Evolution Finish Date

Returns:

The Evolution Finish Date

viewDate

public int viewDate()

Retrieve the View Date

Returns:

The View Date

snapshot

public LSQMPointRecord snapshot()

Retrieve the LSQM Point Snapshot

Returns:

The LSQM Point Snapshot

increment

public LSQMPointRecord increment()

Retrieve the LSQM Point Increment

Returns:

The LSQM Point Increment