org.drip.product.params

Class QuoteConvention

java.lang.Object

org.drip.product.params.QuoteConvention

All Implemented Interfaces:

Validatable

public class QuoteConvention
extends java.lang.Object
implements Validatable

QuoteConvention contains the Component Market Convention Parameters - the quote convention, the calculation type, the first settle date, and the redemption amount. It exports serialization into and de-serialization out of byte arrays.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
QuoteConvention(ValuationCustomizationParams valuationCustomizationParams, java.lang.String strCalculationType, int iFirstSettleDate, double dblRedemptionValue, int iSettleLag, java.lang.String strSettleCalendar, int iSettleAdjustMode) Construct the QuoteConvention object from the valuation Customization Parameters, the calculation type, the first settle date, and the redemption value.

Method Summary

Modifier and Type	Method and Description
java.lang.String	calculationType() Retrieve the Calculation Type
CashSettleParams	cashSettleParams() Retrieve the Cash Settle Parameters
int	firstSettleDate() Retrieve the First Settle Date
double	redemptionValue() Retrieve the Redemption Value
int	settleDate(ValuationParams valParams)
boolean	validate() Validate the current object state
ValuationCustomizationParams	valuationCustomizationParams() Retrieve the Valuation Customization Parameters

Methods inherited from class java.lang.Object

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

Constructor Detail

QuoteConvention

public QuoteConvention(ValuationCustomizationParams valuationCustomizationParams,
                       java.lang.String strCalculationType,
                       int iFirstSettleDate,
                       double dblRedemptionValue,
                       int iSettleLag,
                       java.lang.String strSettleCalendar,
                       int iSettleAdjustMode)

Construct the QuoteConvention object from the valuation Customization Parameters, the calculation type, the first settle date, and the redemption value.

Parameters:

valuationCustomizationParams - Valuation Customization Parameters

strCalculationType - Calculation Type

iFirstSettleDate - First Settle Date

dblRedemptionValue - Redemption Value

iSettleLag - Settle Lag

strSettleCalendar - Settlement Calendar

iSettleAdjustMode - Is Settle date business adjusted

Method Detail

settleDate

public int settleDate(ValuationParams valParams)
               throws java.lang.Exception

Throws:

java.lang.Exception

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)

calculationType

public java.lang.String calculationType()

Retrieve the Calculation Type

Returns:

The Calculation Type

firstSettleDate

public int firstSettleDate()

Retrieve the First Settle Date

Returns:

The First Settle Date

redemptionValue

public double redemptionValue()

Retrieve the Redemption Value

Returns:

The Redemption Value

cashSettleParams

public CashSettleParams cashSettleParams()

Retrieve the Cash Settle Parameters

Returns:

The Cash Settle Parameters

valuationCustomizationParams

public ValuationCustomizationParams valuationCustomizationParams()

Retrieve the Valuation Customization Parameters

Returns:

The Valuation Customization Parameters