Package org.drip.analytics.output

Class UnitPeriodConvexityMetrics

java.lang.Object

org.drip.analytics.output.UnitPeriodConvexityMetrics

Direct Known Subclasses:

UnitPeriodMetrics

public class UnitPeriodConvexityMetrics
extends java.lang.Object

UnitPeriodConvexityMetrics holds the results of a unit composable period convexity metrics estimate output.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities
• Package = Period Product Targeted Valuation Measures

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
UnitPeriodConvexityMetrics(int iStartDate, int iEndDate, ConvexityAdjustment convAdj)	UnitPeriodConvexityMetrics constructor

Method Summary

Modifier and Type	Method	Description
ConvexityAdjustment	convAdj()	Retrieve the Convexity Adjustment
int	endDate()	Retrieve the End Date
int	startDate()	Retrieve the Start Date

Methods inherited from class java.lang.Object

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

Constructor Details

UnitPeriodConvexityMetrics

public UnitPeriodConvexityMetrics(int iStartDate,
int iEndDate,
ConvexityAdjustment convAdj)
                           throws java.lang.Exception

UnitPeriodConvexityMetrics constructor

Parameters:

iStartDate - Metric Period Start Date

iEndDate - Metric Period End Date

convAdj - Coupon Period Convexity Adjustment

Throws:

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

Method Details

startDate

public int startDate()

Retrieve the Start Date

Returns:

The Start Date

endDate

public int endDate()

Retrieve the End Date

Returns:

The End Date

convAdj

public ConvexityAdjustment convAdj()

Retrieve the Convexity Adjustment

Returns:

The Convexity Adjustment