CTDEntry

java.lang.Object

org.drip.product.params.CTDEntry

public class CTDEntry
extends java.lang.Object

CTDEntry implements the Bond Futures CTD Entry Details.

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

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

CTDEntry(Bond bond, double dblConversionFactor, double dblForwardPrice)
CTDEntry Constructor

Method Summary

Modifier and Type	Method	Description
`Bond`	`bond()`	Retrieve the CTD Bond Instance
`double`	`conversionFactor()`	Retrieve the CTD Conversion Factor
`double`	`forwardPrice()`	Retrieve the CTD Forward Price

Methods inherited from class java.lang.Object

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

Constructor Details
- CTDEntry
  
  public CTDEntry(Bond bond, double dblConversionFactor, double dblForwardPrice) throws java.lang.Exception
  
  CTDEntry Constructor
  
  Parameters:
  
  bond - The Futures CTD Bond
  
  dblConversionFactor - The CTD Conversion Factor
  
  dblForwardPrice - The CTD Forward Price
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- bond
  
  public Bond bond()
  
  Retrieve the CTD Bond Instance
  
  Returns:
  
  The CTD Bond Instance
- conversionFactor
  
  public double conversionFactor()
  
  Retrieve the CTD Conversion Factor
  
  Returns:
  
  The CTD Conversion Factor
- forwardPrice
  
  public double forwardPrice()
  
  Retrieve the CTD Forward Price
  
  Returns:
  
  The CTD Forward Price