org.drip.state.discount

Class TurnListDiscountFactor

java.lang.Object

org.drip.state.discount.TurnListDiscountFactor

public class TurnListDiscountFactor
extends java.lang.Object

TurnListDiscountFactor implements the discounting based off of the turns list. Its functions add a turn instance to the current set, and concurrently apply the discount factor inside the range to each relevant turn.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
TurnListDiscountFactor() Empty TurnListDiscountFactor constructor

Method Summary

Modifier and Type	Method and Description
boolean	addTurn(Turn turn) Add a Turn Instance to the Discount Curve
double	turnAdjust(int iStartDate, int iFinishDate) Apply the Turns' DF Adjustment

Methods inherited from class java.lang.Object

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

Constructor Detail

TurnListDiscountFactor

public TurnListDiscountFactor()

Empty TurnListDiscountFactor constructor

Method Detail

addTurn

public boolean addTurn(Turn turn)

Add a Turn Instance to the Discount Curve

Parameters:

turn - The Turn Instance to be added

Returns:

TRUE - Successfully added

turnAdjust

public double turnAdjust(int iStartDate,
                         int iFinishDate)
                  throws java.lang.Exception

Apply the Turns' DF Adjustment

Parameters:

iStartDate - Turn Start Date

iFinishDate - Turn Finish Date

Returns:

Turns' DF Adjustment

Throws:

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