Package org.drip.product.credit

Class BondBasket

java.lang.Object

org.drip.product.definition.BasketProduct

org.drip.product.credit.BondBasket

All Implemented Interfaces:

BasketMarketParamRef

public class BondBasket
extends BasketProduct

BondBasket implements the bond basket product contract details. Contains the basket name, basket notional, component bonds, and their weights.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses
• Package = Credit Products - Components and Baskets

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
BondBasket(java.lang.String strName, Bond[] aBond, double[] adblWeights)	BondBasket constructor

Method Summary

Modifier and Type	Method	Description
Component[]	components()	Return the Components in the Basket
int	measureAggregationType(java.lang.String strMeasureName)	Retrieve the Aggregation Type for the specified Measure
java.lang.String	name()	Return the basket name

Methods inherited from class org.drip.product.definition.BasketProduct

coupon, couponCurrency, couponPeriod, creditLabel, customScenarioMeasures, effective, firstCouponDate, forwardLabel, fundingLabel, fxLabel, initialNotional, maturity, measures, measureValue, notional, notional, payCurrency, principalCurrency, value, weights

Methods inherited from class java.lang.Object

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

Constructor Details

BondBasket

public BondBasket(java.lang.String strName,
Bond[] aBond,
double[] adblWeights)
           throws java.lang.Exception

BondBasket constructor

Parameters:

strName - BondBasket Name

aBond - Component bonds

adblWeights - Component Bond weights

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Details

name

public java.lang.String name()

Description copied from class: BasketProduct

Return the basket name

Specified by:

name in interface BasketMarketParamRef

Specified by:

name in class BasketProduct

Returns:

Name of the basket product

components

public Component[] components()

Description copied from class: BasketProduct

Return the Components in the Basket

Specified by:

components in class BasketProduct

Returns:

Components in the Basket

measureAggregationType

public int measureAggregationType(java.lang.String strMeasureName)

Description copied from class: BasketProduct

Retrieve the Aggregation Type for the specified Measure

Specified by:

measureAggregationType in class BasketProduct

Parameters:

strMeasureName - The Specified Measure Name

Returns:

The Aggregation Type