LSQMPointUpdate

java.lang.Object

org.drip.dynamics.evolution.LSQMPointUpdate

Direct Known Subclasses:: BGMPointUpdate, ContinuousForwardRateUpdate, ForwardRateUpdate, ShortForwardRateUpdate, ShortRateUpdate

public class LSQMPointUpdate
extends java.lang.Object

LSQMPointUpdate contains the Snapshot and the Increment of the Evolving Point 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
`LSQMPointUpdate(int iEvolutionStartDate, int iEvolutionFinishDate, int iViewDate, LSQMPointRecord lprSnapshot, LSQMPointRecord lprIncrement)`	LSQMPointUpdate Constructor

Method Summary

Modifier and Type	Method	Description
`int`	`evolutionFinishDate()`	Retrieve the Evolution Finish Date
`int`	`evolutionStartDate()`	Retrieve the Evolution Start Date
`LSQMPointRecord`	`increment()`	Retrieve the LSQM Point Increment
`LSQMPointRecord`	`snapshot()`	Retrieve the LSQM Point Snapshot
`int`	`viewDate()`	Retrieve the View Date

Methods inherited from class java.lang.Object

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

Constructor Details
- LSQMPointUpdate
  
  public LSQMPointUpdate(int iEvolutionStartDate, int iEvolutionFinishDate, int iViewDate, LSQMPointRecord lprSnapshot, LSQMPointRecord lprIncrement) throws java.lang.Exception
  
  LSQMPointUpdate Constructor
  
  Parameters:
  
  iEvolutionStartDate - The Evolution Start Date
  
  iEvolutionFinishDate - The Evolution Finish Date
  
  iViewDate - The View Date
  
  lprSnapshot - The LSQM Point Record Snapshot
  
  lprIncrement - The LSQM Point Record Update
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are invalid
Method Details
- evolutionStartDate
  
  public int evolutionStartDate()
  
  Retrieve the Evolution Start Date
  
  Returns:
  
  The Evolution Start Date
- evolutionFinishDate
  
  public int evolutionFinishDate()
  
  Retrieve the Evolution Finish Date
  
  Returns:
  
  The Evolution Finish Date
- viewDate
  
  public int viewDate()
  
  Retrieve the View Date
  
  Returns:
  
  The View Date
- snapshot
  
  public LSQMPointRecord snapshot()
  
  Retrieve the LSQM Point Snapshot
  
  Returns:
  
  The LSQM Point Snapshot
- increment
  
  public LSQMPointRecord increment()
  
  Retrieve the LSQM Point Increment
  
  Returns:
  
  The LSQM Point Increment