IBORIndex

java.lang.Object

org.drip.market.definition.FloaterIndex

org.drip.market.definition.IBORIndex

public class IBORIndex
extends FloaterIndex

IBORIndex contains the definitions of the IBOR indexes of different jurisdictions.

Module = Product Core Module
Library = Fixed Income Analytics Library
Project = Static Market Fields - the Definitions, the OTC/Exchange Traded Products, and Treasury Settings
Package = IBOR, FX, Overnight Index Container

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor	Description
`IBORIndex(java.lang.String strName, java.lang.String strFamily, java.lang.String strCurrency, java.lang.String strDayCount, java.lang.String strCalendar, int iSpotLag, java.lang.String strShortestMaturity, java.lang.String strLongestMaturity, int iAccrualCompoundingRule)`	IBORIndex Constructor

Method Summary

Modifier and Type	Method	Description
`java.lang.String`	`longestMaturity()`	Retrieve the Longest Maturity
`java.lang.String`	`shortestMaturity()`	Retrieve the Index Shortest Maturity
`int`	`spotLag()`	Retrieve the Index Spot Lag

Methods inherited from class org.drip.market.definition.FloaterIndex

accrualCompoundingRule, calendar, currency, dayCount, family, name, spotLagDAPBackward, spotLagDAPForward

Methods inherited from class java.lang.Object

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

Constructor Details
- IBORIndex
  
  public IBORIndex(java.lang.String strName, java.lang.String strFamily, java.lang.String strCurrency, java.lang.String strDayCount, java.lang.String strCalendar, int iSpotLag, java.lang.String strShortestMaturity, java.lang.String strLongestMaturity, int iAccrualCompoundingRule) throws java.lang.Exception
  
  IBORIndex Constructor
  
  Parameters:
  
  strName - Index Name
  
  strFamily - Index Family
  
  strCurrency - Index Currency
  
  strDayCount - Index Day Count
  
  strCalendar - Index Holiday Calendar
  
  iSpotLag - The Spot Lag
  
  strShortestMaturity - Index Shortest Maturity
  
  strLongestMaturity - Index Longest Maturity
  
  iAccrualCompoundingRule - Accrual Compounding Rule
  
  Throws:
  
  java.lang.Exception - Thrown if Inputs are invalid
Method Details
- spotLag
  
  public int spotLag()
  
  Description copied from class: FloaterIndex
  
  Retrieve the Index Spot Lag
  
  Specified by:
  
  spotLag in class FloaterIndex
  
  Returns:
  
  The Index Spot Lag
- shortestMaturity
  
  public java.lang.String shortestMaturity()
  
  Retrieve the Index Shortest Maturity
  
  Returns:
  
  The Index Shortest Maturity
- longestMaturity
  
  public java.lang.String longestMaturity()
  
  Retrieve the Longest Maturity
  
  Returns:
  
  The Index Longest Maturity