Package org.drip.param.period

Class ComposableFixedUnitSetting

java.lang.Object

org.drip.param.period.ComposableUnitBuilderSetting

org.drip.param.period.ComposableFixedUnitSetting

public class ComposableFixedUnitSetting
extends ComposableUnitBuilderSetting

ComposableFixedUnitSetting contains the fixed unit details. Currently it holds the coupon currency, the fixed coupon, and the basis.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters
• Package = Composite Composable Period Builder Settings

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
ComposableFixedUnitSetting(java.lang.String strTenor, int iEdgeDateSequenceScheme, DateAdjustParams dapEdge, double dblFixedCoupon, double dblBasis, java.lang.String strCouponCurrency)	ComposableFixedUnitSetting constructor

Method Summary

Modifier and Type	Method	Description
double	basis()	Retrieve the Fixed Coupon Basis
java.lang.String	couponCurrency()	Retrieve the Fixed Coupon Currency
double	fixedCoupon()	Retrieve the Fixed Coupon

Methods inherited from class org.drip.param.period.ComposableUnitBuilderSetting

dapEdge, edgeDateSequenceScheme, tenor

Methods inherited from class java.lang.Object

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

Constructor Details

ComposableFixedUnitSetting

public ComposableFixedUnitSetting(java.lang.String strTenor,
int iEdgeDateSequenceScheme,
DateAdjustParams dapEdge,
double dblFixedCoupon,
double dblBasis,
java.lang.String strCouponCurrency)
                           throws java.lang.Exception

ComposableFixedUnitSetting constructor

Parameters:

strTenor - Unit Tenor

iEdgeDateSequenceScheme - Edge Date Generation Scheme

dapEdge - Date Adjust Parameter Settings for the Edge Dates

dblFixedCoupon - Fixed Coupon (Annualized)

dblBasis - Basis over the Fixed Coupon in the same units

strCouponCurrency - Coupon Currency

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Details

fixedCoupon

public double fixedCoupon()

Retrieve the Fixed Coupon

Returns:

The Fixed Coupon

basis

public double basis()

Retrieve the Fixed Coupon Basis

Returns:

The Fixed Coupon Basis

couponCurrency

public java.lang.String couponCurrency()

Retrieve the Fixed Coupon Currency

Returns:

The Fixed Coupon Currency