org.drip.service.api

Class FixFloatFundingInstrument

java.lang.Object

org.drip.service.api.FixFloatFundingInstrument

public class FixFloatFundingInstrument
extends java.lang.Object

FixFloatFundingInstrument contains the Fix Float Instrument Inputs for the Funding Curve Construction Purposes.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FixFloatFundingInstrument(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor, double[] adblQuote, int iLatentStateType) FixFloatFundingInstrument Constructor

Method Summary

Modifier and Type	Method and Description
java.lang.String	currency() Retrieve the Currency
DiscountCurve	fundingState() Retrieve the Funding State
int	latentStateType() Retrieve the Latent State Type
java.lang.String[]	maturityTenors() Retrieve the Array of the Maturity Tenors
double[]	quotes() Retrieve the Array of Quotes
JulianDate	spotDate() Retrieve the Spot Date

Methods inherited from class java.lang.Object

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

Constructor Detail

FixFloatFundingInstrument

public FixFloatFundingInstrument(JulianDate dtSpot,
                                 java.lang.String strCurrency,
                                 java.lang.String[] astrMaturityTenor,
                                 double[] adblQuote,
                                 int iLatentStateType)
                          throws java.lang.Exception

FixFloatFundingInstrument Constructor

Parameters:

dtSpot - Spot Date

strCurrency - Currency

astrMaturityTenor - Array of the Maturity Tenors

adblQuote - Array of Quotes

iLatentStateType - Latent State Type

Throws:

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

Method Detail

spotDate

public JulianDate spotDate()

Retrieve the Spot Date

Returns:

The Spot Date

currency

public java.lang.String currency()

Retrieve the Currency

Returns:

The Currency

latentStateType

public int latentStateType()

Retrieve the Latent State Type

Returns:

The Latent State Type

maturityTenors

public java.lang.String[] maturityTenors()

Retrieve the Array of the Maturity Tenors

Returns:

Array of Maturity Tenors

quotes

public double[] quotes()

Retrieve the Array of Quotes

Returns:

Array of Quotes

fundingState

public DiscountCurve fundingState()

Retrieve the Funding State

Returns:

The Funding State Instance