Package org.drip.portfolioconstruction.alm

Class NetLiabilityStream

java.lang.Object

org.drip.portfolioconstruction.alm.NetLiabilityStream

public class NetLiabilityStream
extends java.lang.Object

NetLiabilityStream holds the Investor's Horizon, Consumption, and Income Settings needed to generate and value the Net Liability Cash Flow Stream.

• 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
NetLiabilityStream(InvestorCliffSettings investorCliffSettings, ExpectedNonFinancialIncome expectedNonFinancialIncome, ExpectedBasicConsumption expectedBasicConsumption, double afterTaxIncome)	NetLiabilityStream Constructor

Method Summary

Modifier and Type	Method	Description
double	afterTaxIncome()	Retrieve the Basic After-Tax Income
ExpectedBasicConsumption	basicConsumption()	Retrieve the Investor's Basic Consumption Settings
NetLiabilityMetrics	generateMetrics(double startAge, double endAge, DiscountRate discountRate)	Generate the NetLiabilityMetrics Instance
InvestorCliffSettings	investorCliffSettings()	Retrieve the Investor's Time Horizon Settings
ExpectedNonFinancialIncome	nonFinancialIncome()	Retrieve the Investor's Non-Financial Income Settings

Methods inherited from class java.lang.Object

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

Constructor Details

NetLiabilityStream

public NetLiabilityStream(InvestorCliffSettings investorCliffSettings,
ExpectedNonFinancialIncome expectedNonFinancialIncome,
ExpectedBasicConsumption expectedBasicConsumption,
double afterTaxIncome)
                   throws java.lang.Exception

NetLiabilityStream Constructor

Parameters:

investorCliffSettings - The Investor's Time Cliff Settings

expectedNonFinancialIncome - The Investor's Non-Financial Income Settings

expectedBasicConsumption - The Investor's Basic Consumption Settings

afterTaxIncome - The Basic After-Tax Income

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

investorCliffSettings

public InvestorCliffSettings investorCliffSettings()

Retrieve the Investor's Time Horizon Settings

Returns:

The Investor's Time Horizon Settings

basicConsumption

public ExpectedBasicConsumption basicConsumption()

Retrieve the Investor's Basic Consumption Settings

Returns:

The Investor's Basic Consumption Settings

nonFinancialIncome

public ExpectedNonFinancialIncome nonFinancialIncome()

Retrieve the Investor's Non-Financial Income Settings

Returns:

The Investor's Non-Financial Income Settings

afterTaxIncome

public double afterTaxIncome()

Retrieve the Basic After-Tax Income

Returns:

The Basic After-Tax Income

generateMetrics

public NetLiabilityMetrics generateMetrics(double startAge,
double endAge,
DiscountRate discountRate)

Generate the NetLiabilityMetrics Instance

Parameters:

startAge - The Starting Age

endAge - The Ending Age

discountRate - The Discount Rate Instance

Returns:

The NetLiabilityMetrics Instance