org.drip.portfolioconstruction.alm

Class NetLiabilityStream

java.lang.Object

org.drip.portfolioconstruction.alm.NetLiabilityStream

public class NetLiabilityStream
extends java.lang.Object

NetLiabilityStream holds the Investor's Horizon, Consumption, and Income Settings needed to generate and value the Net Liability Cash Flow Stream.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
NetLiabilityStream(InvestorCliffSettings ics, ExpectedNonFinancialIncome enfi, ExpectedBasicConsumption ebc, double dblAfterTaxIncome) NetLiabilityStream Constructor

Method Summary

Modifier and Type	Method and Description
double	afterTaxIncome() Retrieve the Basic After-Tax Income
ExpectedBasicConsumption	basicConsumption() Retrieve the Investor's Basic Consumption Settings
InvestorCliffSettings	investorCliffSettings() Retrieve the Investor's Time Horizon Settings
NetLiabilityMetrics	metrics(double dblStartAge, double dblEndAge, DiscountRate dr) Generate the NetLiabilityMetrics Instance
ExpectedNonFinancialIncome	nonFinancialIncome() Retrieve the Investor's Non-Financial Income Settings

Methods inherited from class java.lang.Object

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

Constructor Detail

NetLiabilityStream

public NetLiabilityStream(InvestorCliffSettings ics,
                          ExpectedNonFinancialIncome enfi,
                          ExpectedBasicConsumption ebc,
                          double dblAfterTaxIncome)
                   throws java.lang.Exception

NetLiabilityStream Constructor

Parameters:

ics - The Investor's Time Cliff Settings

enfi - The Investor's Non-Financial Income Settings

ebc - The Investor's Basic Consumption Settings

dblAfterTaxIncome - The Basic After-Tax Income

Throws:

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

Method Detail

investorCliffSettings

public InvestorCliffSettings investorCliffSettings()

Retrieve the Investor's Time Horizon Settings

Returns:

The Investor's Time Horizon Settings

basicConsumption

public ExpectedBasicConsumption basicConsumption()

Retrieve the Investor's Basic Consumption Settings

Returns:

The Investor's Basic Consumption Settings

nonFinancialIncome

public ExpectedNonFinancialIncome nonFinancialIncome()

Retrieve the Investor's Non-Financial Income Settings

Returns:

The Investor's Non-Financial Income Settings

afterTaxIncome

public double afterTaxIncome()

Retrieve the Basic After-Tax Income

Returns:

The Basic After-Tax Income

metrics

public NetLiabilityMetrics metrics(double dblStartAge,
                                   double dblEndAge,
                                   DiscountRate dr)

Generate the NetLiabilityMetrics Instance

Parameters:

dblStartAge - The Starting Age

dblEndAge - The Ending Age

dr - The Discount Rate Instance

Returns:

The NetLiabilityMetrics Instance