Uses of Package
org.drip.portfolioconstruction.alm
| Package | Description |
|---|---|
| org.drip.portfolioconstruction.alm |
Sharpe-Tint Asset Liability Manager
|
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Classes in org.drip.portfolioconstruction.alm used by org.drip.portfolioconstruction.alm Class Description DiscountRate DiscountRate holds the Cash Flow Discount Rate Parameters for each Type, i.e., Discount Rates for Working Age Income, Pension Benefits, and Basic Consumption.ExpectedBasicConsumption ExpectedBasicConsumption holds the Parameters required for estimating the Investor's Basic Consumption Profile.ExpectedNonFinancialIncome ExpectedNonFinancialIncome holds the Parameters required for estimating the Investor's Non-Financial Income Profile.InvestorCliffSettings InvestorCliffSettings contains the Investor's Time Cliff Settings Parameters such as the Retirement and the Mortality Ages.NetLiabilityCashFlow NetLiabilityCashFlow holds the Investor Time Snap's Singular Liability Flow Details.NetLiabilityMetrics NetLiabilityMetrics holds the Results of the Computation of the Net Liability Cash Flows and PV Metrics.