| Package | Description |
|---|---|
| org.drip.portfolioconstruction.alm |
| Class and Description |
|---|
| DiscountRate
DiscountRate holds the Cash Flow Discount Rate Parameters for each Type, i.e., Discount Rates for Working
Age Income, Pension Benefits, and Basic Consumption.
|
| ExpectedBasicConsumption
ExpectedBasicConsumption holds the Parameters required for estimating the Investor's Basic Consumption
Profile.
|
| ExpectedNonFinancialIncome
ExpectedNonFinancialIncome holds the Parameters required for estimating the Investor's Non-Financial
Income Profile.
|
| InvestorCliffSettings
InvestorCliffSettings contains the Investor's Time Cliff Settings Parameters such as the Retirement and
the Mortality Ages.
|
| NetLiabilityCashFlow
NetLiabilityCashFlow holds the Investor Time Snap's Singular Liability Flow Details.
|
| NetLiabilityMetrics
NetLiabilityMetrics holds the Results of the Computation of the Net Liability Cash Flows and PV Metrics.
|