org.drip.service.api

Class DiscountCurveInputInstrument

java.lang.Object

org.drip.service.api.DiscountCurveInputInstrument

public class DiscountCurveInputInstrument
extends java.lang.Object

DiscountCuveInputInstrument contains the input instruments and their quotes.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
DiscountCurveInputInstrument(JulianDate dt, java.util.List<java.lang.String> lsCashTenor, java.util.List<java.lang.Double> lsCashQuote, java.util.List<java.lang.String> lsFutureTenor, java.util.List<java.lang.Double> lsFutureQuote, java.util.List<java.lang.String> lsSwapTenor, java.util.List<java.lang.Double> lsSwapQuote) DiscountCurveInputInstrument constructor

Method Summary

Modifier and Type	Method and Description
double[]	cashQuote() Retrieve the Array of Cash Quotes
java.lang.String[]	cashTenor() Retrieve the Array of Cash Tenors
JulianDate	date() Retrieve the Curve Epoch Date
double[]	futureQuote() Retrieve the Array of Future Quotes
java.lang.String[]	futureTenor() Retrieve the Array of Future Tenors
double[]	swapQuote() Retrieve the Array of Swap Quotes
java.lang.String[]	swapTenor() Retrieve the Array of Swap Tenors

Methods inherited from class java.lang.Object

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

Constructor Detail

DiscountCurveInputInstrument

public DiscountCurveInputInstrument(JulianDate dt,
                                    java.util.List<java.lang.String> lsCashTenor,
                                    java.util.List<java.lang.Double> lsCashQuote,
                                    java.util.List<java.lang.String> lsFutureTenor,
                                    java.util.List<java.lang.Double> lsFutureQuote,
                                    java.util.List<java.lang.String> lsSwapTenor,
                                    java.util.List<java.lang.Double> lsSwapQuote)
                             throws java.lang.Exception

DiscountCurveInputInstrument constructor

Parameters:

dt - Curve Epoch Date

lsCashTenor - List of Cash Tenors

lsCashQuote - List of Cash Quotes

lsFutureTenor - List of Future Tenors

lsFutureQuote - List of Future Quotes

lsSwapTenor - List of Swap Tenors

lsSwapQuote - List of Swap Quotes

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Detail

date

public JulianDate date()

Retrieve the Curve Epoch Date

Returns:

The Curve Epoch Date

cashQuote

public double[] cashQuote()

Retrieve the Array of Cash Quotes

Returns:

The Array of Cash Quotes

cashTenor

public java.lang.String[] cashTenor()

Retrieve the Array of Cash Tenors

Returns:

The Array of Cash Tenors

futureQuote

public double[] futureQuote()

Retrieve the Array of Future Quotes

Returns:

The Array of Future Quotes

futureTenor

public java.lang.String[] futureTenor()

Retrieve the Array of Future Tenors

Returns:

The Array of Future Tenors

swapQuote

public double[] swapQuote()

Retrieve the Array of Swap Quotes

Returns:

The Array of Swap Quotes

swapTenor

public java.lang.String[] swapTenor()

Retrieve the Array of Swap Tenors

Returns:

The Array of Swap Tenors