org.drip.product.params

Class CTDEntry

java.lang.Object

org.drip.product.params.CTDEntry

public class CTDEntry
extends java.lang.Object

CTDEntry implements the Bond Futures CTD Entry Details.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CTDEntry(Bond bond, double dblConversionFactor, double dblForwardPrice) CTDEntry Constructor

Method Summary

Modifier and Type	Method and Description
Bond	bond() Retrieve the CTD Bond Instance
double	conversionFactor() Retrieve the CTD Conversion Factor
double	forwardPrice() Retrieve the CTD Forward Price

Methods inherited from class java.lang.Object

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

Constructor Detail

CTDEntry

public CTDEntry(Bond bond,
                double dblConversionFactor,
                double dblForwardPrice)
         throws java.lang.Exception

CTDEntry Constructor

Parameters:

bond - The Futures CTD Bond

dblConversionFactor - The CTD Conversion Factor

dblForwardPrice - The CTD Forward Price

Throws:

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

Method Detail

bond

public Bond bond()

Retrieve the CTD Bond Instance

Returns:

The CTD Bond Instance

conversionFactor

public double conversionFactor()

Retrieve the CTD Conversion Factor

Returns:

The CTD Conversion Factor

forwardPrice

public double forwardPrice()

Retrieve the CTD Forward Price

Returns:

The CTD Forward Price