Package org.drip.portfolioconstruction.alm

Class InvestorCliffSettings

java.lang.Object
org.drip.portfolioconstruction.alm.InvestorCliffSettings
public class InvestorCliffSettings
extends java.lang.Object
InvestorCliffSettings contains the Investor's Time Cliff Settings Parameters such as the Retirement and the Mortality Ages.

Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static int DATE_PHASE_AFTER_MORTALITY
    Date Phase - After Death
    static int DATE_PHASE_AFTER_RETIREMENT
    Date Phase - After Retirement
    static int DATE_PHASE_BEFORE_RETIREMENT
    Date Phase - Before Retirement

  • Constructor Summary

    Constructors
    Constructor Description
    InvestorCliffSettings​(double retirementAge, double maximumAge)
    InvestorCliffSettings Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean isAlive​(double age)
    Retrieve the Investor "Is Alive" Indicator Flag corresponding to the specified Age
    double maximumAge()
    Retrieve the Investor Maximum Age
    int phase​(double age)
    Retrieve the Investment Phase corresponding to the specified Age
    double retirementAge()
    Retrieve the Investor Retirement Age
    boolean retirementIndicator​(double age)
    Retrieve the Investor Retirement Indicator Flag corresponding to the specified Age

    Methods inherited from class java.lang.Object

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

  • Field Details

    • DATE_PHASE_BEFORE_RETIREMENT

      public static final int DATE_PHASE_BEFORE_RETIREMENT
      Date Phase - Before Retirement
      See Also:
      Constant Field Values

    • DATE_PHASE_AFTER_RETIREMENT

      public static final int DATE_PHASE_AFTER_RETIREMENT
      Date Phase - After Retirement
      See Also:
      Constant Field Values

    • DATE_PHASE_AFTER_MORTALITY

      public static final int DATE_PHASE_AFTER_MORTALITY
      Date Phase - After Death
      See Also:
      Constant Field Values

  • Constructor Details

    • InvestorCliffSettings

      public InvestorCliffSettings​(double retirementAge, double maximumAge) throws java.lang.Exception
      InvestorCliffSettings Constructor
      Parameters:
      retirementAge - The Investor Retirement Age
      maximumAge - The Investor Maximum Age
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • retirementAge

      public double retirementAge()
      Retrieve the Investor Retirement Age
      Returns:
      The Investor Retirement Age

    • maximumAge

      public double maximumAge()
      Retrieve the Investor Maximum Age
      Returns:
      The Investor Maximum Age

    • phase

      public int phase​(double age) throws java.lang.Exception
      Retrieve the Investment Phase corresponding to the specified Age
      Parameters:
      age - The Age whose Investment Phase is needed
      Returns:
      The Investment Phase
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • retirementIndicator

      public boolean retirementIndicator​(double age) throws java.lang.Exception
      Retrieve the Investor Retirement Indicator Flag corresponding to the specified Age
      Parameters:
      age - The Age whose Retirement Indicator is needed
      Returns:
      TRUE - The Age indicates that the Investor has retired
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • isAlive

      public boolean isAlive​(double age) throws java.lang.Exception
      Retrieve the Investor "Is Alive" Indicator Flag corresponding to the specified Age
      Parameters:
      age - The Age whose "Is Alive" Indicator is needed
      Returns:
      TRUE - The Age indicates that the Investor "Is Alive"
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid