org.drip.state.representation

Class MergeSubStretchManager

java.lang.Object

org.drip.state.representation.MergeSubStretchManager

public class MergeSubStretchManager
extends java.lang.Object

MergeSubStretchManager manages the different discount-forward merge stretches. It provides functionality to create, expand, or contract the merge stretches.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
MergeSubStretchManager() Empty MergeSubStretchManager constructor

Method Summary

Modifier and Type	Method and Description
boolean	addMergeStretch(LatentStateMergeSubStretch lsms) Add the Specified Merge Stretch
boolean	partOfMergeState(double dblDate, LatentStateLabel lsl) Indicates whether the specified Latent State Label is Part of the Merge Stretch

Methods inherited from class java.lang.Object

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

Constructor Detail

MergeSubStretchManager

public MergeSubStretchManager()

Empty MergeSubStretchManager constructor

Method Detail

partOfMergeState

public boolean partOfMergeState(double dblDate,
                                LatentStateLabel lsl)

Indicates whether the specified Latent State Label is Part of the Merge Stretch

Parameters:

dblDate - The Date Node

lsl - The Latent State Label

Returns:

TRUE - The specified Latent State Label is Part of the Merge Stretch

addMergeStretch

public boolean addMergeStretch(LatentStateMergeSubStretch lsms)

Add the Specified Merge Stretch

Parameters:

lsms - The Merge Stretch

Returns:

TRUE - Successfully added