org.drip.param.period

Class FixingSetting

java.lang.Object

org.drip.param.period.FixingSetting

public class FixingSetting
extends java.lang.Object

FixingSetting implements the custom setting parameters for the Latent State Fixing Settings.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	FIXING_COMPOSITE_PERIOD_END Fixing Based off of the End of the Composite Period
static int	FIXING_COMPOSITE_PERIOD_START Fixing Based off of the Start of the Composite Period
static int	FIXING_PRESET_STATIC Fixing Based off of the Start of a Pre-determined Static Date

Constructor Summary

Constructors

Constructor and Description
FixingSetting(int iType, DateAdjustParams dap, int iStaticDate) FixingSetting Constructor

Method Summary

Modifier and Type	Method and Description
DateAdjustParams	dap() Retrieve the Fixing DAP
int	staticDate() Retrieve the Static Fixing Date
int	type() Retrieve the Fixing Type
static boolean	ValidateType(int iType) Validate the Type of FX Fixing

Methods inherited from class java.lang.Object

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

Field Detail

FIXING_COMPOSITE_PERIOD_START

public static final int FIXING_COMPOSITE_PERIOD_START

Fixing Based off of the Start of the Composite Period

See Also:

Constant Field Values

FIXING_COMPOSITE_PERIOD_END

public static final int FIXING_COMPOSITE_PERIOD_END

Fixing Based off of the End of the Composite Period

See Also:

Constant Field Values

FIXING_PRESET_STATIC

public static final int FIXING_PRESET_STATIC

Fixing Based off of the Start of a Pre-determined Static Date

See Also:

Constant Field Values

Constructor Detail

FixingSetting

public FixingSetting(int iType,
                     DateAdjustParams dap,
                     int iStaticDate)
              throws java.lang.Exception

FixingSetting Constructor

Parameters:

iType - The Fixing Type

dap - The Fixing DAP

iStaticDate - Static Fixing Date

Throws:

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

Method Detail

ValidateType

public static final boolean ValidateType(int iType)

Validate the Type of FX Fixing

Parameters:

iType - The FX Fixing Type

Returns:

TRUE - FX Fixing is One of the Valid Types

type

public int type()

Retrieve the Fixing Type

Returns:

The Fixing Type

dap

public DateAdjustParams dap()

Retrieve the Fixing DAP

Returns:

The Fixing DAP

staticDate

public int staticDate()

Retrieve the Static Fixing Date

Returns:

The Static Fixing Date