org.drip.market.exchange

Class DeliverableSwapFutures

java.lang.Object

org.drip.market.exchange.DeliverableSwapFutures

public class DeliverableSwapFutures
extends java.lang.Object

DeliverableSwapFutures contains the details of the exchange-traded Deliverable Swap Futures Contracts.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
DeliverableSwapFutures(java.lang.String strCurrency, java.lang.String strTenor, double dblNominal, double dblRateIncrement, LastTradingDateSetting ltds) DeliverableSwapFutures constructor

Method Summary

Modifier and Type	Method and Description
FixFloatComponent	Create(JulianDate dtSpot, double dblFixedCoupon) Create an Instance of the Deliverable Swaps Futures
java.lang.String	currency() Retrieve the Currency
LastTradingDateSetting	ltds() Retrieve the Last Trading Date Setting
double	nominal() Retrieve the Nominal
double	rateIncrement() Retrieve the Rate Increment
java.lang.String	tenor() Retrieve the Tenor

Methods inherited from class java.lang.Object

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

Constructor Detail

DeliverableSwapFutures

public DeliverableSwapFutures(java.lang.String strCurrency,
                              java.lang.String strTenor,
                              double dblNominal,
                              double dblRateIncrement,
                              LastTradingDateSetting ltds)
                       throws java.lang.Exception

DeliverableSwapFutures constructor

Parameters:

strCurrency - Currency

strTenor - Tenor

dblNominal - Nominal

dblRateIncrement - Rate Increment

ltds - Late Trading Date Setting

Throws:

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

Method Detail

currency

public java.lang.String currency()

Retrieve the Currency

Returns:

The Currency

tenor

public java.lang.String tenor()

Retrieve the Tenor

Returns:

The Tenor

nominal

public double nominal()

Retrieve the Nominal

Returns:

The Nominal

rateIncrement

public double rateIncrement()

Retrieve the Rate Increment

Returns:

The Rate Increment

ltds

public LastTradingDateSetting ltds()

Retrieve the Last Trading Date Setting

Returns:

The Last Trading Date Setting

Create

public FixFloatComponent Create(JulianDate dtSpot,
                                double dblFixedCoupon)

Create an Instance of the Deliverable Swaps Futures

Parameters:

dtSpot - Spot Date

dblFixedCoupon - Fixed Coupon

Returns:

Instance of the Deliverable Swaps Futures