Package org.drip.param.period

Class UnitCouponAccrualSetting

java.lang.Object
org.drip.param.period.UnitCouponAccrualSetting
public class UnitCouponAccrualSetting
extends java.lang.Object
UnitCouponAccrualSetting contains the cash flow periods Coupon/Accrual details. Currently it holds the frequency, the calendar, the coupon/accrual day counts and the EOM adjustment flags, and flag indicating whether the coupon is computed from frequency.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    UnitCouponAccrualSetting​(int iFreq, java.lang.String strCouponDC, boolean bCouponEOMAdjustment, java.lang.String strAccrualDC, boolean bAccrualEOMAdjustment, java.lang.String strCalendar, boolean bCouponDCFOffOfFreq, int iAccrualCompoundingRule)
    UnitCouponAccrualSetting constructor

  • Method Summary

    Modifier and Type Method Description
    int accrualCompoundingRule()
    Retrieve the Accrual Compounding Rule
    java.lang.String accrualDC()
    Retrieve the Accrual Day Count
    boolean accrualEOMAdjustment()
    Retrieve the Accrual EOM Adjustment Flag
    java.lang.String calendar()
    Retrieve the Calendar
    java.lang.String couponDC()
    Retrieve the Coupon Day Count
    boolean couponDCFOffOfFreq()
    Retrieve the Flag indicating whether Coupon DCF is computed off of the DCF Flag
    boolean couponEOMAdjustment()
    Retrieve the Coupon EOM Adjustment Flag
    int freq()
    Retrieve the Coupon Frequency

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • UnitCouponAccrualSetting

      public UnitCouponAccrualSetting​(int iFreq, java.lang.String strCouponDC, boolean bCouponEOMAdjustment, java.lang.String strAccrualDC, boolean bAccrualEOMAdjustment, java.lang.String strCalendar, boolean bCouponDCFOffOfFreq, int iAccrualCompoundingRule) throws java.lang.Exception
      UnitCouponAccrualSetting constructor
      Parameters:
      iFreq - Frequency
      strCouponDC - Coupon Day Count
      bCouponEOMAdjustment - Coupon EOM Adjustment Flag
      strAccrualDC - Accrual Day Count
      bAccrualEOMAdjustment - Accrual EOM Adjustment Flag
      strCalendar - Calendar
      bCouponDCFOffOfFreq - Compute Full Coupon DCF from the Frequency
      iAccrualCompoundingRule - The Accrual Compounding Rule
      Throws:
      java.lang.Exception - Thrown if Inputs are invalid

  • Method Details

    • freq

      public int freq()
      Retrieve the Coupon Frequency
      Returns:
      The Coupon Frequency

    • couponDC

      public java.lang.String couponDC()
      Retrieve the Coupon Day Count
      Returns:
      The Coupon Day Count

    • couponEOMAdjustment

      public boolean couponEOMAdjustment()
      Retrieve the Coupon EOM Adjustment Flag
      Returns:
      The Coupon EOM Adjustment Flag

    • accrualDC

      public java.lang.String accrualDC()
      Retrieve the Accrual Day Count
      Returns:
      The Accrual Day Count

    • accrualEOMAdjustment

      public boolean accrualEOMAdjustment()
      Retrieve the Accrual EOM Adjustment Flag
      Returns:
      The Accrual EOM Adjustment Flag

    • couponDCFOffOfFreq

      public boolean couponDCFOffOfFreq()
      Retrieve the Flag indicating whether Coupon DCF is computed off of the DCF Flag
      Returns:
      TRUE - The Flag indicating whether Coupon DCF is computed off of the DCF Flag

    • calendar

      public java.lang.String calendar()
      Retrieve the Calendar
      Returns:
      The Calendar

    • accrualCompoundingRule

      public int accrualCompoundingRule()
      Retrieve the Accrual Compounding Rule
      Returns:
      The Accrual Compounding Rule