Package org.drip.param.market

Class LatentStateFixingsContainer

java.lang.Object
org.drip.param.market.LatentStateFixingsContainer
public class LatentStateFixingsContainer
extends java.lang.Object
LatentStateFixingsContainer holds the explicit fixings for a specified Latent State Quantification along the date ordinate.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    LatentStateFixingsContainer()
    Empty LatentStateFixingsContainer Instance Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean add​(int iDate, LatentStateLabel lsl, double dblFixing)
    Add the Latent State Fixing corresponding to the Date/Label Pair
    boolean add​(JulianDate dt, LatentStateLabel lsl, double dblFixing)
    Add the Fixing corresponding to the Date/Label Pair
    boolean available​(int iDate, LatentStateLabel lsl)
    Indicate the Availability of the Fixing for the Specified LSL on the specified Date
    boolean available​(JulianDate dt, LatentStateLabel lsl)
    Indicate the Availability of the Fixing for the Specified LSL Label on the specified Date
    double fixing​(int iDate, LatentStateLabel lsl)
    Retrieve the Latent State Fixing for the Specified Date
    double fixing​(JulianDate dt, LatentStateLabel lsl)
    Retrieve the Latent State Fixing for the Specified Date/LSL Combination
    boolean remove​(int iDate, LatentStateLabel lsl)
    Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
    boolean remove​(JulianDate dt, LatentStateLabel lsl)
    Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • LatentStateFixingsContainer

      public LatentStateFixingsContainer()
      Empty LatentStateFixingsContainer Instance Constructor

  • Method Details

    • add

      public boolean add​(JulianDate dt, LatentStateLabel lsl, double dblFixing)
      Add the Fixing corresponding to the Date/Label Pair
      Parameters:
      dt - The Fixing Date
      lsl - The Latent State Label
      dblFixing - The Fixing Amount
      Returns:
      TRUE - Entry successfully added

    • add

      public boolean add​(int iDate, LatentStateLabel lsl, double dblFixing)
      Add the Latent State Fixing corresponding to the Date/Label Pair
      Parameters:
      iDate - The Fixing Date
      lsl - The Latent State Fixing Label
      dblFixing - The Fixing Amount
      Returns:
      TRUE - Entry successfully added

    • remove

      public boolean remove​(JulianDate dt, LatentStateLabel lsl)
      Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
      Parameters:
      dt - The Fixing Date
      lsl - The Latent State Fixing Label
      Returns:
      TRUE - Entry successfully removed if it existed

    • remove

      public boolean remove​(int iDate, LatentStateLabel lsl)
      Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
      Parameters:
      iDate - The Fixing Date
      lsl - The Latent State Fixing Label
      Returns:
      TRUE - Entry successfully removed if it existed

    • fixing

      public double fixing​(JulianDate dt, LatentStateLabel lsl) throws java.lang.Exception
      Retrieve the Latent State Fixing for the Specified Date/LSL Combination
      Parameters:
      dt - Date
      lsl - The Latent State Latent State Label
      Returns:
      The Latent State Fixing for the Specified Date
      Throws:
      java.lang.Exception - Thrown if the Fixing cannot be found

    • fixing

      public double fixing​(int iDate, LatentStateLabel lsl) throws java.lang.Exception
      Retrieve the Latent State Fixing for the Specified Date
      Parameters:
      iDate - Date
      lsl - The Latent State Label
      Returns:
      The Fixing for the Specified Date
      Throws:
      java.lang.Exception - Thrown if the Fixing cannot be found

    • available

      public boolean available​(JulianDate dt, LatentStateLabel lsl)
      Indicate the Availability of the Fixing for the Specified LSL Label on the specified Date
      Parameters:
      dt - The Date
      lsl - The Label
      Returns:
      TRUE - The Fixing for the Specified LSL Label on the specified Date

    • available

      public boolean available​(int iDate, LatentStateLabel lsl)
      Indicate the Availability of the Fixing for the Specified LSL on the specified Date
      Parameters:
      iDate - The Date
      lsl - The Label
      Returns:
      TRUE - The Fixing for the Specified LSL on the specified Date