org.drip.param.period

Class ComposableFloatingUnitSetting

java.lang.Object

org.drip.param.period.ComposableUnitBuilderSetting

org.drip.param.period.ComposableFloatingUnitSetting

public class ComposableFloatingUnitSetting
extends ComposableUnitBuilderSetting

ComposableFloatingUnitSetting contains the cash flow periods' composable sub period details.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ComposableFloatingUnitSetting(java.lang.String strTenor, int iEdgeDateSequenceScheme, DateAdjustParams dapEdge, ForwardLabel forwardLabel, int iReferencePeriodArrearsType, double dblSpread) ComposableFloatingUnitSetting constructor

Method Summary

Modifier and Type	Method and Description
ForwardLabel	forwardLabel() Retrieve the Forward Label
int	referencePeriodArrearsType() Retrieve the Reference Period Arrears Type
double	spread() Retrieve the Floating Unit Spread

Methods inherited from class org.drip.param.period.ComposableUnitBuilderSetting

dapEdge, edgeDateSequenceScheme, tenor

Methods inherited from class java.lang.Object

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

Constructor Detail

ComposableFloatingUnitSetting

public ComposableFloatingUnitSetting(java.lang.String strTenor,
                                     int iEdgeDateSequenceScheme,
                                     DateAdjustParams dapEdge,
                                     ForwardLabel forwardLabel,
                                     int iReferencePeriodArrearsType,
                                     double dblSpread)
                              throws java.lang.Exception

ComposableFloatingUnitSetting constructor

Parameters:

strTenor - Unit Tenor

iEdgeDateSequenceScheme - Edge Date Generation Scheme

dapEdge - Date Adjust Parameter Settings for the Edge Dates

forwardLabel - Forward Label

iReferencePeriodArrearsType - Reference Period Arrears Type

dblSpread - Floater Spread

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Detail

forwardLabel

public ForwardLabel forwardLabel()

Retrieve the Forward Label

Returns:

The Forward Label

referencePeriodArrearsType

public int referencePeriodArrearsType()

Retrieve the Reference Period Arrears Type

Returns:

The Reference Period Arrears Type

spread

public double spread()

Retrieve the Floating Unit Spread

Returns:

The Floating Unit Spread