Package org.drip.portfolioconstruction.alm

Class NetLiabilityCashFlow

java.lang.Object
org.drip.portfolioconstruction.alm.NetLiabilityCashFlow
public class NetLiabilityCashFlow
extends java.lang.Object
NetLiabilityCashFlow holds the Investor Time Snap's Singular Liability Flow Details.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    NetLiabilityCashFlow​(double age, boolean isRetired, boolean isAlive, double horizon, double afterTaxIncome, double workingAgeIncome, double pensionBenefits, double basicConsumption, double workingAgeIncomeDF, double pensionBenefitsDF, double basicConsumptionDF)
    NetLiabilityCashFlow Constructor

  • Method Summary

    Modifier and Type Method Description
    double afterTaxIncome()
    Retrieve the Basic After-Tax Income
    double age()
    Retrieve the Investor Age
    double basicConsumption()
    Retrieve the Investor Basic Consumption
    double basicConsumptionDF()
    Retrieve the Investor Basic Consumption Discount Factor
    double horizon()
    Retrieve the Snapshot's Investment Horizon
    boolean isAlive()
    Retrieve the "Is Alive" Indicator Flag
    boolean isRetired()
    Retrieve the Retirement Indicator Flag
    double pensionBenefits()
    Retrieve the Investor Pension Benefits
    double pensionBenefitsDF()
    Retrieve the Investor Pension Benefits Discount Factor
    double workingAgeIncome()
    Retrieve the Investor Working Age Income
    double workingAgeIncomeDF()
    Retrieve the Investor Working Age Income Discount Factor

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • NetLiabilityCashFlow

      public NetLiabilityCashFlow​(double age, boolean isRetired, boolean isAlive, double horizon, double afterTaxIncome, double workingAgeIncome, double pensionBenefits, double basicConsumption, double workingAgeIncomeDF, double pensionBenefitsDF, double basicConsumptionDF) throws java.lang.Exception
      NetLiabilityCashFlow Constructor
      Parameters:
      age - The Investor Age
      isRetired - The Retirement Indicator Flag
      isAlive - The "Is Alive" Indicator Flag
      horizon - The Snapshot's Investment Horizon
      afterTaxIncome - The Basic After-Tax Income
      workingAgeIncome - The Investor Working Age Income
      pensionBenefits - The Investor Pension Benefits
      basicConsumption - The Investor Basic Consumption
      workingAgeIncomeDF - The Investor Working Age Income Discount Factor
      pensionBenefitsDF - The Investor Pension Benefits Discount Factor
      basicConsumptionDF - The Investor Basic Consumption Discount Factor
      Throws:
      java.lang.Exception - Thrown if the Inputs are invalid

  • Method Details

    • age

      public double age()
      Retrieve the Investor Age
      Returns:
      The Investor Age

    • isRetired

      public boolean isRetired()
      Retrieve the Retirement Indicator Flag
      Returns:
      The Retirement Indicator Flag

    • isAlive

      public boolean isAlive()
      Retrieve the "Is Alive" Indicator Flag
      Returns:
      The "Is Alive" Indicator Flag

    • horizon

      public double horizon()
      Retrieve the Snapshot's Investment Horizon
      Returns:
      The Snapshot's Investment Horizon

    • afterTaxIncome

      public double afterTaxIncome()
      Retrieve the Basic After-Tax Income
      Returns:
      The Basic After-Tax Income

    • workingAgeIncome

      public double workingAgeIncome()
      Retrieve the Investor Working Age Income
      Returns:
      The Investor Working Age Income

    • pensionBenefits

      public double pensionBenefits()
      Retrieve the Investor Pension Benefits
      Returns:
      The Investor Pension Benefits

    • basicConsumption

      public double basicConsumption()
      Retrieve the Investor Basic Consumption
      Returns:
      The Investor Basic Consumption

    • workingAgeIncomeDF

      public double workingAgeIncomeDF()
      Retrieve the Investor Working Age Income Discount Factor
      Returns:
      The Investor Working Age Income Discount Factor

    • pensionBenefitsDF

      public double pensionBenefitsDF()
      Retrieve the Investor Pension Benefits Discount Factor
      Returns:
      The Investor Pension Benefits Discount Factor

    • basicConsumptionDF

      public double basicConsumptionDF()
      Retrieve the Investor Basic Consumption Discount Factor
      Returns:
      The Investor Basic Consumption Discount Factor