Package org.drip.analytics.cashflow

Class ReferenceIndexPeriod

java.lang.Object

org.drip.analytics.cashflow.ReferenceIndexPeriod

public class ReferenceIndexPeriod
extends java.lang.Object

ReferenceIndexPeriod contains the Cash Flow Period Details. Currently it holds the Start Date, the End Date, the Fixing Date, and the Reference Latent State Label.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities
• Package = Unit and Composite Cash Flow Periods

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
ReferenceIndexPeriod(int iStartDate, int iEndDate, int iFixingDate, double dblDCF, FloaterLabel floaterLabel)	The ReferenceIndexPeriod Constructor

Method Summary

Modifier and Type	Method	Description
double	dcf()	Retrieve the Reference Period Day Count Fraction
int	endDate()	Reference Period End Date
int	fixingDate()	Reference Period Fixing Date
FloaterLabel	floaterLabel()	Retrieve the Floater Label
static ReferenceIndexPeriod	Standard(int iStartDate, int iEndDate, FloaterLabel floaterLabel)	Standard Instance of ReferenceIndexPeriod
int	startDate()	Reference Period Start Date

Methods inherited from class java.lang.Object

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

Constructor Details

ReferenceIndexPeriod

public ReferenceIndexPeriod(int iStartDate,
int iEndDate,
int iFixingDate,
double dblDCF,
FloaterLabel floaterLabel)
                     throws java.lang.Exception

The ReferenceIndexPeriod Constructor

Parameters:

iStartDate - Reference Period Start Date

iEndDate - Reference Period End Date

iFixingDate - Reference Period Fixing Date

dblDCF - Reference Period Day Count Fraction

floaterLabel - Period Floater Label

Throws:

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

Method Details

Standard

public static final ReferenceIndexPeriod Standard(int iStartDate,
int iEndDate,
FloaterLabel floaterLabel)

Standard Instance of ReferenceIndexPeriod

Parameters:

iStartDate - Reference Period Start Date

iEndDate - Reference Period End Date

floaterLabel - Period Forward Label

Returns:

The ReferenceIndexPeriod Instance

startDate

public int startDate()

Reference Period Start Date

Returns:

The Reference Period Start Date

endDate

public int endDate()

Reference Period End Date

Returns:

The Reference Period End Date

fixingDate

public int fixingDate()

Reference Period Fixing Date

Returns:

The Reference Period Fixing Date

floaterLabel

public FloaterLabel floaterLabel()

Retrieve the Floater Label

Returns:

The Floater Label

dcf

public double dcf()

Retrieve the Reference Period Day Count Fraction

Returns:

The Reference Period Day Count Fraction