FixingSetting

java.lang.Object

org.drip.param.period.FixingSetting

public class FixingSetting
extends java.lang.Object

FixingSetting implements the custom setting parameters for the Latent State Fixing Settings.

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

Field Summary

Fields
Modifier and Type	Field	Description
`static int`	`FIXING_COMPOSITE_PERIOD_END`	Fixing Based off of the End of the Composite Period
`static int`	`FIXING_COMPOSITE_PERIOD_START`	Fixing Based off of the Start of the Composite Period
`static int`	`FIXING_PRESET_STATIC`	Fixing Based off of the Start of a Pre-determined Static Date

Constructor Summary

Constructors

Constructor Description

FixingSetting(int iType, DateAdjustParams dap, int iStaticDate)
FixingSetting Constructor

Method Summary

Modifier and Type	Method	Description
`DateAdjustParams`	`dap()`	Retrieve the Fixing DAP
`int`	`staticDate()`	Retrieve the Static Fixing Date
`int`	`type()`	Retrieve the Fixing Type
`static boolean`	`ValidateType(int iType)`	Validate the Type of FX Fixing

Methods inherited from class java.lang.Object

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

Field Details
- FIXING_COMPOSITE_PERIOD_START
  
  public static final int FIXING_COMPOSITE_PERIOD_START
  
  Fixing Based off of the Start of the Composite Period
  
  See Also:
  
  Constant Field Values
- FIXING_COMPOSITE_PERIOD_END
  
  public static final int FIXING_COMPOSITE_PERIOD_END
  
  Fixing Based off of the End of the Composite Period
  
  See Also:
  
  Constant Field Values
- FIXING_PRESET_STATIC
  
  public static final int FIXING_PRESET_STATIC
  
  Fixing Based off of the Start of a Pre-determined Static Date
  
  See Also:
  
  Constant Field Values
Constructor Details
- FixingSetting
  
  public FixingSetting(int iType, DateAdjustParams dap, int iStaticDate) throws java.lang.Exception
  
  FixingSetting Constructor
  
  Parameters:
  
  iType - The Fixing Type
  
  dap - The Fixing DAP
  
  iStaticDate - Static Fixing Date
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are invalid
Method Details
- ValidateType
  
  public static final boolean ValidateType(int iType)
  
  Validate the Type of FX Fixing
  
  Parameters:
  
  iType - The FX Fixing Type
  
  Returns:
  
  TRUE - FX Fixing is One of the Valid Types
- type
  
  public int type()
  
  Retrieve the Fixing Type
  
  Returns:
  
  The Fixing Type
- dap
  
  public DateAdjustParams dap()
  
  Retrieve the Fixing DAP
  
  Returns:
  
  The Fixing DAP
- staticDate
  
  public int staticDate()
  
  Retrieve the Static Fixing Date
  
  Returns:
  
  The Static Fixing Date