Uses of Class
org.drip.portfolioconstruction.alm.InvestorCliffSettings

Packages that use InvestorCliffSettings

Package	Description
org.drip.portfolioconstruction.alm	Sharpe-Tint Asset Liability Manager

Uses of InvestorCliffSettings in org.drip.portfolioconstruction.alm

Methods in org.drip.portfolioconstruction.alm that return InvestorCliffSettings

Modifier and Type	Method	Description
InvestorCliffSettings	NetLiabilityStream.investorCliffSettings()	Retrieve the Investor's Time Horizon Settings

Methods in org.drip.portfolioconstruction.alm with parameters of type InvestorCliffSettings

Modifier and Type	Method	Description
double	ExpectedBasicConsumption.rate(double age, InvestorCliffSettings investorCliffSettings)	Compute the Expected Consumption Rate
double	ExpectedNonFinancialIncome.rate(double age, InvestorCliffSettings investorCliffSettings)	Compute the Retirement Age Income Replacement Rate

Constructors in org.drip.portfolioconstruction.alm with parameters of type InvestorCliffSettings

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