DeliverableSwapFutures

java.lang.Object

org.drip.market.exchange.DeliverableSwapFutures

public class DeliverableSwapFutures
extends java.lang.Object

DeliverableSwapFutures contains the details of the exchange-traded Deliverable Swap Futures Contracts.

Module = Product Core Module
Library = Fixed Income Analytics Library
Project = Static Market Fields - the Definitions, the OTC/Exchange Traded Products, and Treasury Settings
Package = Deliverable Swap, STIR, Treasury Futures

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor	Description
`DeliverableSwapFutures(java.lang.String strCurrency, java.lang.String strTenor, double dblNominal, double dblRateIncrement, LastTradingDateSetting ltds)`	DeliverableSwapFutures constructor

Method Summary

Modifier and Type	Method	Description
`FixFloatComponent`	`Create(JulianDate dtSpot, double dblFixedCoupon)`	Create an Instance of the Deliverable Swaps Futures
`java.lang.String`	`currency()`	Retrieve the Currency
`LastTradingDateSetting`	`ltds()`	Retrieve the Last Trading Date Setting
`double`	`nominal()`	Retrieve the Nominal
`double`	`rateIncrement()`	Retrieve the Rate Increment
`java.lang.String`	`tenor()`	Retrieve the Tenor

Methods inherited from class java.lang.Object

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

Constructor Details
- DeliverableSwapFutures
  
  public DeliverableSwapFutures(java.lang.String strCurrency, java.lang.String strTenor, double dblNominal, double dblRateIncrement, LastTradingDateSetting ltds) throws java.lang.Exception
  
  DeliverableSwapFutures constructor
  
  Parameters:
  
  strCurrency - Currency
  
  strTenor - Tenor
  
  dblNominal - Nominal
  
  dblRateIncrement - Rate Increment
  
  ltds - Late Trading Date Setting
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- currency
  
  public java.lang.String currency()
  
  Retrieve the Currency
  
  Returns:
  
  The Currency
- tenor
  
  public java.lang.String tenor()
  
  Retrieve the Tenor
  
  Returns:
  
  The Tenor
- nominal
  
  public double nominal()
  
  Retrieve the Nominal
  
  Returns:
  
  The Nominal
- rateIncrement
  
  public double rateIncrement()
  
  Retrieve the Rate Increment
  
  Returns:
  
  The Rate Increment
- ltds
  
  public LastTradingDateSetting ltds()
  
  Retrieve the Last Trading Date Setting
  
  Returns:
  
  The Last Trading Date Setting
- Create
  
  public FixFloatComponent Create(JulianDate dtSpot, double dblFixedCoupon)
  
  Create an Instance of the Deliverable Swaps Futures
  
  Parameters:
  
  dtSpot - Spot Date
  
  dblFixedCoupon - Fixed Coupon
  
  Returns:
  
  Instance of the Deliverable Swaps Futures