Package org.drip.param.period

Class ComposableFloatingUnitSetting

java.lang.Object

org.drip.param.period.ComposableUnitBuilderSetting

org.drip.param.period.ComposableFloatingUnitSetting

public class ComposableFloatingUnitSetting
extends ComposableUnitBuilderSetting

ComposableFloatingUnitSetting contains the cash flow period composable sub period details.

• 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
ComposableFloatingUnitSetting(java.lang.String strTenor, int iEdgeDateSequenceScheme, DateAdjustParams dapEdge, FloaterLabel floaterLabel, int iReferencePeriodArrearsType, double dblSpread)	ComposableFloatingUnitSetting constructor

Method Summary

Modifier and Type	Method	Description
FloaterLabel	floaterLabel()	Retrieve the Floater Label
int	referencePeriodArrearsType()	Retrieve the Reference Period Arrears Type
double	spread()	Retrieve the Floating Unit Spread

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

ComposableFloatingUnitSetting

public ComposableFloatingUnitSetting(java.lang.String strTenor,
int iEdgeDateSequenceScheme,
DateAdjustParams dapEdge,
FloaterLabel floaterLabel,
int iReferencePeriodArrearsType,
double dblSpread)
                              throws java.lang.Exception

ComposableFloatingUnitSetting constructor

Parameters:

strTenor - Unit Tenor

iEdgeDateSequenceScheme - Edge Date Generation Scheme

dapEdge - Date Adjust Parameter Settings for the Edge Dates

floaterLabel - Floater Label

iReferencePeriodArrearsType - Reference Period Arrears Type

dblSpread - Floater Spread

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Details

floaterLabel

public FloaterLabel floaterLabel()

Retrieve the Floater Label

Returns:

The Floater Label

referencePeriodArrearsType

public int referencePeriodArrearsType()

Retrieve the Reference Period Arrears Type

Returns:

The Reference Period Arrears Type

spread

public double spread()

Retrieve the Floating Unit Spread

Returns:

The Floating Unit Spread