NetLiabilityMetrics

java.lang.Object

org.drip.portfolioconstruction.alm.NetLiabilityMetrics

public class NetLiabilityMetrics
extends java.lang.Object

NetLiabilityMetrics holds the Results of the Computation of the Net Liability Cash Flows and PV Metrics.

Module = Portfolio Core Module
Library = Asset Liability Management Analytics
Project = Portfolio Construction under Allocation Constraints
Package = Sharpe-Tint Asset Liability Manager

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor	Description
`NetLiabilityMetrics(java.util.List<NetLiabilityCashFlow> netLiabilityCashFlowList, double workingAgeIncomePV, double pensionBenefitsIncomePV, double basicConsumptionPV)`	NetLiabilityMetrics Constructor

Method Summary

Modifier and Type	Method	Description
`double`	`basicConsumptionPV()`	Retrieve the PV of the Basic Consumption
`java.util.List<NetLiabilityCashFlow>`	`netLiabilityCashFlowList()`	Retrieve the List of Net Liability Cash Flows
`double`	`pensionBenefitsIncomePV()`	Retrieve the PV of the Pension Benefits Income
`double`	`workingAgeIncomePV()`	Retrieve the PV of the Working Age Income

Methods inherited from class java.lang.Object

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

Constructor Details
- NetLiabilityMetrics
  
  public NetLiabilityMetrics(java.util.List<NetLiabilityCashFlow> netLiabilityCashFlowList, double workingAgeIncomePV, double pensionBenefitsIncomePV, double basicConsumptionPV) throws java.lang.Exception
  
  NetLiabilityMetrics Constructor
  
  Parameters:
  
  netLiabilityCashFlowList - List of Net Liability Cash Flows
  
  workingAgeIncomePV - PV of the Working Age Income
  
  pensionBenefitsIncomePV - PV of the Pension Benefits Income
  
  basicConsumptionPV - PV of the Basic Consumption
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- netLiabilityCashFlowList
  
  public java.util.List<NetLiabilityCashFlow> netLiabilityCashFlowList()
  
  Retrieve the List of Net Liability Cash Flows
  
  Returns:
  
  The List of Net Liability Cash Flows
- workingAgeIncomePV
  
  public double workingAgeIncomePV()
  
  Retrieve the PV of the Working Age Income
  
  Returns:
  
  The PV of the Working Age Income
- pensionBenefitsIncomePV
  
  public double pensionBenefitsIncomePV()
  
  Retrieve the PV of the Pension Benefits Income
  
  Returns:
  
  The PV of the Pension Benefits Income
- basicConsumptionPV
  
  public double basicConsumptionPV()
  
  Retrieve the PV of the Basic Consumption
  
  Returns:
  
  The PV of the Basic Consumption