java.lang.Object

org.drip.analytics.support.ForwardDecompositionUtil

public class ForwardDecompositionUtil
extends java.lang.Object

ForwardDecompositionUtil contains the utility functions needed to carry out periodic decomposition at MTM sync points for the given stream.

Module = Product Core Module
Library = Fixed Income Analytics
Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities
Package = Assorted Support and Helper Utilities

Method Summary

Modifier and Type	Method	Description
`static CalibratableComponent[]`	`CalibratableFixedIncomeComponentForwardArray(CalibratableComponent rc)`	Decompose the Rates Component into an Array of Single Forward Rates Components
`static CalibratableComponent[]`	`DualStreamForwardArray(DualStreamComponent dsc)`	Decompose the Dual Stream Component into an Array of Single Forward Period Dual Streams
`static Stream[]`	`SinglePeriodStreamDecompose(Stream fs, int iNumPeriodsToAccumulate)`	Decompose the Stream into an Array of Single Forward Period Floating Streams

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

Constructor Details
- ForwardDecompositionUtil
  
  public ForwardDecompositionUtil()
Method Details
- SinglePeriodStreamDecompose
  
  public static final Stream[] SinglePeriodStreamDecompose(Stream fs, int iNumPeriodsToAccumulate)
  
  Decompose the Stream into an Array of Single Forward Period Floating Streams
  
  Parameters:
  
  fs - The Stream
  
  iNumPeriodsToAccumulate - Number of Forward Periods to roll into one
  
  Returns:
  
  The Array of Single Forward Period Streams
- DualStreamForwardArray
  
  public static final CalibratableComponent[] DualStreamForwardArray(DualStreamComponent dsc)
  
  Decompose the Dual Stream Component into an Array of Single Forward Period Dual Streams
  
  Parameters:
  
  dsc - The Dual Stream
  
  Returns:
  
  The Array of Single Forward Period Dual Streams
- CalibratableFixedIncomeComponentForwardArray
  
  public static final CalibratableComponent[] CalibratableFixedIncomeComponentForwardArray(CalibratableComponent rc)
  
  Decompose the Rates Component into an Array of Single Forward Rates Components
  
  Parameters:
  
  rc - The Rates Component
  
  Returns:
  
  The Array of Single Forward Period Rates Components

Class ForwardDecompositionUtil