Package org.drip.analytics.output

Class UnitPeriodMetrics

java.lang.Object

org.drip.analytics.output.UnitPeriodConvexityMetrics

org.drip.analytics.output.UnitPeriodMetrics

public class UnitPeriodMetrics
extends UnitPeriodConvexityMetrics

UnitPeriodMetrics holds the results of a unit composable period 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
UnitPeriodMetrics(int iStartDate, int iEndDate, double dblDCF, double dblRate, ConvexityAdjustment convAdj)	UnitPeriodMetrics constructor

Method Summary

Modifier and Type	Method	Description
double	dcf()	Retrieve the Day Count Fraction
double	rate()	Retrieve the Coupon Rate

Methods inherited from class org.drip.analytics.output.UnitPeriodConvexityMetrics

convAdj, endDate, startDate

Methods inherited from class java.lang.Object

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

Constructor Details

UnitPeriodMetrics

public UnitPeriodMetrics(int iStartDate,
int iEndDate,
double dblDCF,
double dblRate,
ConvexityAdjustment convAdj)
                  throws java.lang.Exception

UnitPeriodMetrics constructor

Parameters:

iStartDate - Metric Period Start Date

iEndDate - Metric Period End Date

dblDCF - Coupon Period Coupon DCF

dblRate - Coupon Period Coupon Rate

convAdj - Coupon Period Convexity Adjustment

Throws:

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

Method Details

dcf

public double dcf()

Retrieve the Day Count Fraction

Returns:

The DCF

rate

public double rate()

Retrieve the Coupon Rate

Returns:

The Coupon Rate