Turn

java.lang.Object

org.drip.analytics.definition.Turn

public class Turn
extends java.lang.Object

Turn implements rate spread at discrete time spans. It contains the turn amount and the start/end turn spans.

Module = Product Core Module
Library = Fixed Income Analytics
Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities
Package = Latent State Curves, Surfaces, Turns

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

Turn(int iStartDate, int iFinishDate, double dblSpread)
Turn Constructor
Method Summary

Modifier and Type Method Description

int finishDate()
Retrieve the Finish Date

double spread()
Retrieve the Spread

int startDate()
Retrieve the Start Date

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- Turn
  
  public Turn(int iStartDate, int iFinishDate, double dblSpread) throws java.lang.Exception
  
  Turn Constructor
  
  Parameters:
  
  iStartDate - Turn Period Start Date
  
  iFinishDate - Turn Period Finish Date
  
  dblSpread - Turn Period Spread
  
  Throws:
  
  java.lang.Exception - Thrown if Inputs are Invalid
Method Details
- startDate
  
  public int startDate()
  
  Retrieve the Start Date
  
  Returns:
  
  The Start Date
- finishDate
  
  public int finishDate()
  
  Retrieve the Finish Date
  
  Returns:
  
  The Finish Date
- spread
  
  public double spread()
  
  Retrieve the Spread
  
  Returns:
  
  The Spread