Package org.drip.dynamics.evolution

Class LSQMCurveUpdate

java.lang.Object

org.drip.dynamics.evolution.LSQMCurveUpdate

Direct Known Subclasses:

BGMCurveUpdate

public class LSQMCurveUpdate
extends java.lang.Object

LSQMCurveUpdate contains the Snapshot and the Increment of the Evolving Curve Latent State Quantification Metrics.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = HJM, Hull White, LMM, and SABR Dynamic Evolution Models
• Package = Latent State Evolution Edges/Vertexes

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
LSQMCurveUpdate(int iInitialDate, int iFinalDate, LSQMCurveSnapshot snapshot, LSQMCurveIncrement increment)	LSQMCurveUpdate Constructor

Method Summary

Modifier and Type	Method	Description
int	finalDate()	Retrieve the Final Date
LSQMCurveIncrement	increment()	Retrieve the LSQM Curve Increment
int	initialDate()	Retrieve the Initial Date
LSQMCurveSnapshot	snapshot()	Retrieve the LSQM Curve Snapshot

Methods inherited from class java.lang.Object

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

Constructor Details

LSQMCurveUpdate

public LSQMCurveUpdate(int iInitialDate,
int iFinalDate,
LSQMCurveSnapshot snapshot,
LSQMCurveIncrement increment)
                throws java.lang.Exception

LSQMCurveUpdate Constructor

Parameters:

iInitialDate - The Initial Date

iFinalDate - The Final Date

snapshot - The LSQM Curve Snapshot

increment - The LSQM Curve Increment

Throws:

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

Method Details

initialDate

public int initialDate()

Retrieve the Initial Date

Returns:

The Initial Date

finalDate

public int finalDate()

Retrieve the Final Date

Returns:

The Final Date

snapshot

public LSQMCurveSnapshot snapshot()

Retrieve the LSQM Curve Snapshot

Returns:

The LSQM Curve Snapshot

increment

public LSQMCurveIncrement increment()

Retrieve the LSQM Curve Increment

Returns:

The LSQM Curve Increment