Package org.drip.param.period

Class CompositePeriodSetting

java.lang.Object

org.drip.param.period.CompositePeriodSetting

public class CompositePeriodSetting
extends java.lang.Object

CompositePeriodSetting implements the custom setting parameters for the composite coupon period.

• 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
CompositePeriodSetting(int iFreq, java.lang.String strTenor, java.lang.String strPayCurrency, DateAdjustParams dapPay, double dblBaseNotional, Array2D fsCoupon, Array2D fsNotional, FixingSetting fxFixingSetting, EntityCDSLabel creditLabel)	CompositePeriodSetting Constructor

Method Summary

Modifier and Type	Method	Description
double	baseNotional()	Retrieve the Base Notional
Array2D	couponSchedule()	Retrieve the Coupon Schedule
EntityCDSLabel	creditLabel()	Retrieve the Credit Label
DateAdjustParams	dapPay()	Retrieve the Pay DAP
int	freq()	Retrieve the Frequency
FixingSetting	fxFixingSetting()	Retrieve the FX Fixing Setting
Array2D	notionalSchedule()	Retrieve the Notional Schedule
java.lang.String	payCurrency()	Retrieve the Pay Currency
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

CompositePeriodSetting

public CompositePeriodSetting(int iFreq,
java.lang.String strTenor,
java.lang.String strPayCurrency,
DateAdjustParams dapPay,
double dblBaseNotional,
Array2D fsCoupon,
Array2D fsNotional,
FixingSetting fxFixingSetting,
EntityCDSLabel creditLabel)
                       throws java.lang.Exception

CompositePeriodSetting Constructor

Parameters:

iFreq - The Frequency

strTenor - The Period Tenor

strPayCurrency - The Pay Currency

dapPay - Composite Pay Date Adjust Parameters

dblBaseNotional - The Period Base Notional

fsCoupon - The Period Coupon Schedule

fsNotional - The Period Notional Schedule

fxFixingSetting - The FX Fixing Setting

creditLabel - The Period Credit Label

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Details

freq

public int freq()

Retrieve the Frequency

Returns:

The Frequency

tenor

public java.lang.String tenor()

Retrieve the Tenor

Returns:

The Tenor

payCurrency

public java.lang.String payCurrency()

Retrieve the Pay Currency

Returns:

The Pay Currency

dapPay

public DateAdjustParams dapPay()

Retrieve the Pay DAP

Returns:

The Pay DAP

baseNotional

public double baseNotional()

Retrieve the Base Notional

Returns:

The Base Notional

notionalSchedule

public Array2D notionalSchedule()

Retrieve the Notional Schedule

Returns:

The Notional Schedule

couponSchedule

public Array2D couponSchedule()

Retrieve the Coupon Schedule

Returns:

The Coupon Schedule

fxFixingSetting

public FixingSetting fxFixingSetting()

Retrieve the FX Fixing Setting

Returns:

The FX Fixing Setting

creditLabel

public EntityCDSLabel creditLabel()

Retrieve the Credit Label

Returns:

The Credit Label