org.drip.portfolioconstruction.alm

Class NetLiabilityMetrics

java.lang.Object

org.drip.portfolioconstruction.alm.NetLiabilityMetrics

public class NetLiabilityMetrics
extends java.lang.Object

NetLiabilityMetrics holds the Results of the Computation of the Net Liability Cash Flows and PV Metrics.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
NetLiabilityMetrics(java.util.List<NetLiabilityCashFlow> lsNLCF, double dblWorkingAgeIncomePV, double dblPensionBenefitsIncomePV, double dblBasicConsumptionPV) NetLiabilityMetrics Constructor

Method Summary

Modifier and Type	Method and Description
double	basicConsumptionPV() Retrieve the PV of the Basic Consumption
java.util.List<NetLiabilityCashFlow>	cashFlowList() Retrieve the List of Net Liability Cash Flows
double	pensionBenefitsIncomePV() Retrieve the PV of the Pension Benefits Income
double	workingAgeIncomePV() Retrieve the PV of the Working Age Income

Methods inherited from class java.lang.Object

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

Constructor Detail

NetLiabilityMetrics

public NetLiabilityMetrics(java.util.List<NetLiabilityCashFlow> lsNLCF,
                           double dblWorkingAgeIncomePV,
                           double dblPensionBenefitsIncomePV,
                           double dblBasicConsumptionPV)
                    throws java.lang.Exception

NetLiabilityMetrics Constructor

Parameters:

lsNLCF - List of Net Liability Cash Flows

dblWorkingAgeIncomePV - PV of the Working Age Income

dblPensionBenefitsIncomePV - PV of the Pension Benefits Income

dblBasicConsumptionPV - PV of the Basic Consumption

Throws:

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

Method Detail

cashFlowList

public java.util.List<NetLiabilityCashFlow> cashFlowList()

Retrieve the List of Net Liability Cash Flows

Returns:

The List of Net Liability Cash Flows

workingAgeIncomePV

public double workingAgeIncomePV()

Retrieve the PV of the Working Age Income

Returns:

The PV of the Working Age Income

pensionBenefitsIncomePV

public double pensionBenefitsIncomePV()

Retrieve the PV of the Pension Benefits Income

Returns:

The PV of the Pension Benefits Income

basicConsumptionPV

public double basicConsumptionPV()

Retrieve the PV of the Basic Consumption

Returns:

The PV of the Basic Consumption