org.drip.product.params

Class LastTradingDateSetting

java.lang.Object

org.drip.product.params.LastTradingDateSetting

public class LastTradingDateSetting
extends java.lang.Object

LastTradingDateSeting contains the Last Trading Date Generation Scheme for the given Option.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	MID_CURVE_OPTION Generic Mid-Curve Option
static int	MID_CURVE_OPTION_QUARTERLY Quarterly Mid-Curve Option
static int	MID_CURVE_OPTION_SERIAL Serial Mid-Curve Option

Constructor Summary

Constructors

Constructor and Description
LastTradingDateSetting(int iMidCurveOptionType, java.lang.String strLastTradeExerciseLag, int iLastTradingDate) LastTradingDateSetting Constructor

Method Summary

Modifier and Type	Method and Description
java.lang.String	lastTradeExerciseLag() Retrieve the Lag between the Last Trading and Exercise Date
double	lastTradingDate() Retrieve the Last Trading Date
int	lastTradingDate(int iUnderlyingLastTradingDate, java.lang.String strCalendar) Compute the Last Trading Date
static java.lang.String	MidCurveOptionString(int iMidCurveOptionType) Retrieve the String Version of the Mid Curve Option Setting
int	midCurveOptionType() Retrieve the Mid-Curve Option Type
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Field Detail

MID_CURVE_OPTION_QUARTERLY

public static final int MID_CURVE_OPTION_QUARTERLY

Quarterly Mid-Curve Option

See Also:

Constant Field Values

MID_CURVE_OPTION_SERIAL

public static final int MID_CURVE_OPTION_SERIAL

Serial Mid-Curve Option

See Also:

Constant Field Values

MID_CURVE_OPTION

public static final int MID_CURVE_OPTION

Generic Mid-Curve Option

See Also:

Constant Field Values

Constructor Detail

LastTradingDateSetting

public LastTradingDateSetting(int iMidCurveOptionType,
                              java.lang.String strLastTradeExerciseLag,
                              int iLastTradingDate)
                       throws java.lang.Exception

LastTradingDateSetting Constructor

Parameters:

iMidCurveOptionType - Mid Curve Option Type

strLastTradeExerciseLag - Lag between the Exercise Date and the Last Option Trading Date

iLastTradingDate - The Last Trading Date

Throws:

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

Method Detail

MidCurveOptionString

public static final java.lang.String MidCurveOptionString(int iMidCurveOptionType)

Retrieve the String Version of the Mid Curve Option Setting

Parameters:

iMidCurveOptionType - The Mid Curve Option Type

Returns:

String Version of the Mid Curve Option Setting

midCurveOptionType

public int midCurveOptionType()

Retrieve the Mid-Curve Option Type

Returns:

The Mid-Curve Option Type

lastTradeExerciseLag

public java.lang.String lastTradeExerciseLag()

Retrieve the Lag between the Last Trading and Exercise Date

Returns:

The Lag between the Last Trading and Exercise Date

lastTradingDate

public double lastTradingDate()

Retrieve the Last Trading Date

Returns:

The Last Trading Date

lastTradingDate

public int lastTradingDate(int iUnderlyingLastTradingDate,
                           java.lang.String strCalendar)

Compute the Last Trading Date

Parameters:

iUnderlyingLastTradingDate - The Last Trading Date for the Underlying

strCalendar - The Calendar

Returns:

The Last Trading Date

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object