OvernightIndex

java.lang.Object

org.drip.market.definition.FloaterIndex

org.drip.market.definition.OvernightIndex

public class OvernightIndex
extends FloaterIndex

OvernightIndex contains the definitions of the overnight 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
`OvernightIndex(java.lang.String strName, java.lang.String strFamily, java.lang.String strCurrency, java.lang.String strDayCount, java.lang.String strCalendar, java.lang.String strReferenceLag, int iPublicationLag, int iAccrualCompoundingRule)`	OvernightIndex Constructor

Method Summary

Modifier and Type	Method	Description
`int`	`publicationLag()`	Retrieve the Index Publication Lag
`java.lang.String`	`referenceLag()`	Retrieve the Index Reference Lag
`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
- OvernightIndex
  
  public OvernightIndex(java.lang.String strName, java.lang.String strFamily, java.lang.String strCurrency, java.lang.String strDayCount, java.lang.String strCalendar, java.lang.String strReferenceLag, int iPublicationLag, int iAccrualCompoundingRule) throws java.lang.Exception
  
  OvernightIndex Constructor
  
  Parameters:
  
  strName - Index Name
  
  strFamily - Index Family
  
  strCurrency - Index Currency
  
  strDayCount - Index Day Count
  
  strCalendar - Index Holiday Calendar
  
  strReferenceLag - Index Reference Lag
  
  iPublicationLag - Index Publication Lag
  
  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
- referenceLag
  
  public java.lang.String referenceLag()
  
  Retrieve the Index Reference Lag
  
  Returns:
  
  The Index Reference Lag
- publicationLag
  
  public int publicationLag()
  
  Retrieve the Index Publication Lag
  
  Returns:
  
  The Index Publication Lag