org.drip.param.valuation

Class ValuationCustomizationParams

java.lang.Object

org.drip.param.valuation.ValuationCustomizationParams

public class ValuationCustomizationParams
extends java.lang.Object

ValuationCustomizationParams holds the parameters needed to interpret the input quotes. It contains the quote day count, the quote frequency, the quote EOM Adjustment, the quote Act/Act parameters, the quote Calendar, the Core Collateralization Parameters, and the Switchable Alternate Collateralization Parameters. It also indicates if the native quote is spread based.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ValuationCustomizationParams(java.lang.String strDC, int iFrequency, boolean bApplyEOMAdj, ActActDCParams aap, java.lang.String strCalendar, boolean bSpreadQuoted) Construct ValuationCustomizationParams from the Day Count and the Frequency parameters

Method Summary

Modifier and Type	Method and Description
boolean	applyYieldEOMAdj() Indicate if EOM Adjustment is to be made for the Yield Calculation
boolean	spreadQuoted() Indicate if spread Quoted
ActActDCParams	yieldAAP() Retrieve the Yield Act Act Day Count Parameters
java.lang.String	yieldCalendar() Retrieve the Yield Calendar
java.lang.String	yieldDayCount() Retrieve the Yield Day Count
int	yieldFreq() Retrieve the Yield Frequency

Methods inherited from class java.lang.Object

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

Constructor Detail

ValuationCustomizationParams

public ValuationCustomizationParams(java.lang.String strDC,
                                    int iFrequency,
                                    boolean bApplyEOMAdj,
                                    ActActDCParams aap,
                                    java.lang.String strCalendar,
                                    boolean bSpreadQuoted)
                             throws java.lang.Exception

Construct ValuationCustomizationParams from the Day Count and the Frequency parameters

Parameters:

strDC - Quoting Day Count

iFrequency - Quoting Frequency

bApplyEOMAdj - TRUE - Apply the EOM Adjustment

aap - - Quoting Act/Act Parameters

strCalendar - - Quoting Calendar

bSpreadQuoted - - TRUE - Market Quotes are Spread Quoted

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Detail

yieldAAP

public ActActDCParams yieldAAP()

Retrieve the Yield Act Act Day Count Parameters

Returns:

The Yield Act Act Day Count Parameters

yieldDayCount

public java.lang.String yieldDayCount()

Retrieve the Yield Day Count

Returns:

The Yield Day Count

yieldFreq

public int yieldFreq()

Retrieve the Yield Frequency

Returns:

The Yield Frequency

spreadQuoted

public boolean spreadQuoted()

Indicate if spread Quoted

Returns:

TRUE - Spread Quoted

yieldCalendar

public java.lang.String yieldCalendar()

Retrieve the Yield Calendar

Returns:

The Yield Calendar

applyYieldEOMAdj

public boolean applyYieldEOMAdj()

Indicate if EOM Adjustment is to be made for the Yield Calculation

Returns:

TRUE - EOM Adjustment is to be made for the Yield Calculation