org.drip.product.params

Class FloaterSetting

java.lang.Object

org.drip.product.params.FloaterSetting

All Implemented Interfaces:

Validatable

public class FloaterSetting
extends java.lang.Object
implements Validatable

FloaterSetting contains the component's floating rate parameters. It holds the rate index, floater day count, and one of either the coupon spread or the full current coupon. It also provides for serialization into and de-serialization out of byte arrays.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FloaterSetting(java.lang.String strRateIndex, java.lang.String strDayCount, double dblSpread, double dblCurrentFullCoupon) Construct the FloaterSetting from rate index, floating day count, float spread, and current Full coupon

Method Summary

Modifier and Type	Method and Description
double	currentFullCoupon() Retrieve the Full Current Coupon
java.lang.String	dayCount() Retrieve the Floating Day Count
ForwardLabel	fri() Retrieve the Floating Rate Index
double	spread() Retrieve the Floating Spread
boolean	validate() Validate the current object state

Methods inherited from class java.lang.Object

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

Constructor Detail

FloaterSetting

public FloaterSetting(java.lang.String strRateIndex,
                      java.lang.String strDayCount,
                      double dblSpread,
                      double dblCurrentFullCoupon)

Construct the FloaterSetting from rate index, floating day count, float spread, and current Full coupon

Parameters:

strRateIndex - Fully Qualified Floating Rate Index

strDayCount - Floating Day Count

dblSpread - Floating Spread

dblCurrentFullCoupon - Current Full Coupon

Method Detail

validate

public boolean validate()

Description copied from interface: Validatable

Validate the current object state

Specified by:

validate in interface Validatable

Returns:

Validation successful (true) or failed (false)

fri

public ForwardLabel fri()

Retrieve the Floating Rate Index

Returns:

Tyhe Floating Rate Index

dayCount

public java.lang.String dayCount()

Retrieve the Floating Day Count

Returns:

The Floating Day Count

spread

public double spread()

Retrieve the Floating Spread

Returns:

The Floating Spread

currentFullCoupon

public double currentFullCoupon()

Retrieve the Full Current Coupon

Returns:

The Full Current Coupon