org.drip.param.valuation

Class CashSettleParams

java.lang.Object

org.drip.param.valuation.CashSettleParams

public class CashSettleParams
extends java.lang.Object

CashSettleParams is the place-holder for the cash settlement parameters for a given product. It contains the cash settle lag, the calendar, and the date adjustment mode.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CashSettleParams(int iLag, java.lang.String strCalendar, int iAdjustMode) Construct the CashSettleParams object from the settle lag and the settle calendar objects

Method Summary

Modifier and Type	Method and Description
int	adjustMode() Retrieve the Adjustment Mode
java.lang.String	calendar() Retrieve the Settle Calendar
int	cashSettleDate(int iValueDate) Construct and return the cash settle date from the valuation date
int	lag() Retrieve the Settle Lag

Methods inherited from class java.lang.Object

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

Constructor Detail

CashSettleParams

public CashSettleParams(int iLag,
                        java.lang.String strCalendar,
                        int iAdjustMode)

Construct the CashSettleParams object from the settle lag and the settle calendar objects

Parameters:

iLag - Cash Settle Lag

iAdjustMode - Settle adjust Mode

strCalendar - Settlement Calendar

Method Detail

lag

public int lag()

Retrieve the Settle Lag

Returns:

The Settle Lag

calendar

public java.lang.String calendar()

Retrieve the Settle Calendar

Returns:

The Settle Calendar

adjustMode

public int adjustMode()

Retrieve the Adjustment Mode

Returns:

The Adjustment Mode

cashSettleDate

public int cashSettleDate(int iValueDate)

Construct and return the cash settle date from the valuation date

Parameters:

iValueDate - Valuation Date

Returns:

Cash settle date