org.drip.param.period

Class UnitCouponAccrualSetting

java.lang.Object

org.drip.param.period.UnitCouponAccrualSetting

public class UnitCouponAccrualSetting
extends java.lang.Object

UnitCouponAccrualSetting contains the cash flow periods' Coupon/Accrual details. Currently it holds the frequency, the calendar, the coupon/accrual day counts and the EOM adjustment flags, and flag indicating whether the coupon is computed from frequency.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
UnitCouponAccrualSetting(int iFreq, java.lang.String strCouponDC, boolean bCouponEOMAdjustment, java.lang.String strAccrualDC, boolean bAccrualEOMAdjustment, java.lang.String strCalendar, boolean bCouponDCFOffOfFreq, int iAccrualCompoundingRule) UnitCouponAccrualSetting constructor

Method Summary

Modifier and Type	Method and Description
int	accrualCompoundingRule() Retrieve the Accrual Compounding Rule
java.lang.String	accrualDC() Retrieve the Accrual Day Count
boolean	accrualEOMAdjustment() Retrieve the Accrual EOM Adjustment Flag
java.lang.String	calendar() Retrieve the Calendar
java.lang.String	couponDC() Retrieve the Coupon Day Count
boolean	couponDCFOffOfFreq() Retrieve the Flag indicating whether Coupon DCF is computed off of the DCF Flag
boolean	couponEOMAdjustment() Retrieve the Coupon EOM Adjustment Flag
int	freq() Retrieve the Coupon Frequency

Methods inherited from class java.lang.Object

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

Constructor Detail

UnitCouponAccrualSetting

public UnitCouponAccrualSetting(int iFreq,
                                java.lang.String strCouponDC,
                                boolean bCouponEOMAdjustment,
                                java.lang.String strAccrualDC,
                                boolean bAccrualEOMAdjustment,
                                java.lang.String strCalendar,
                                boolean bCouponDCFOffOfFreq,
                                int iAccrualCompoundingRule)
                         throws java.lang.Exception

UnitCouponAccrualSetting constructor

Parameters:

iFreq - Frequency

strCouponDC - Coupon Day Count

bCouponEOMAdjustment - Coupon EOM Adjustment Flag

strAccrualDC - Accrual Day Count

bAccrualEOMAdjustment - Accrual EOM Adjustment Flag

strCalendar - Calendar

bCouponDCFOffOfFreq - Compute Full Coupon DCF from the Frequency

iAccrualCompoundingRule - The Accrual Compounding Rule

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Detail

freq

public int freq()

Retrieve the Coupon Frequency

Returns:

The Coupon Frequency

couponDC

public java.lang.String couponDC()

Retrieve the Coupon Day Count

Returns:

The Coupon Day Count

couponEOMAdjustment

public boolean couponEOMAdjustment()

Retrieve the Coupon EOM Adjustment Flag

Returns:

The Coupon EOM Adjustment Flag

accrualDC

public java.lang.String accrualDC()

Retrieve the Accrual Day Count

Returns:

The Accrual Day Count

accrualEOMAdjustment

public boolean accrualEOMAdjustment()

Retrieve the Accrual EOM Adjustment Flag

Returns:

The Accrual EOM Adjustment Flag

couponDCFOffOfFreq

public boolean couponDCFOffOfFreq()

Retrieve the Flag indicating whether Coupon DCF is computed off of the DCF Flag

Returns:

TRUE - The Flag indicating whether Coupon DCF is computed off of the DCF Flag

calendar

public java.lang.String calendar()

Retrieve the Calendar

Returns:

The Calendar

accrualCompoundingRule

public int accrualCompoundingRule()

Retrieve the Accrual Compounding Rule

Returns:

The Accrual Compounding Rule