Package org.drip.product.params

Class FloaterSetting

java.lang.Object
org.drip.product.params.FloaterSetting
All Implemented Interfaces:
Validatable
public class FloaterSetting
extends java.lang.Object
implements Validatable
FloaterSetting contains the component floating rate parameters. It holds the rate index, floater day count, and one of either the coupon spread or the full current coupon. It also provides for serialization into and de-serialization out of byte arrays.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    FloaterSetting​(FloaterLabel floaterLabel, java.lang.String strDayCount, double dblSpread, double dblCurrentFullCoupon)
    Construct the FloaterSetting from the Floater Label, the Day Count, the Spread, and the Current Full CSoupon

  • Method Summary

    Modifier and Type Method Description
    double currentFullCoupon()
    Retrieve the Full Current Coupon
    java.lang.String dayCount()
    Retrieve the Floating Day Count
    FloaterLabel fri()
    Retrieve the Floater Label
    double spread()
    Retrieve the Floating Spread
    boolean validate()
    Validate the current object state

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • FloaterSetting

      public FloaterSetting​(FloaterLabel floaterLabel, java.lang.String strDayCount, double dblSpread, double dblCurrentFullCoupon)
      Construct the FloaterSetting from the Floater Label, the Day Count, the Spread, and the Current Full CSoupon
      Parameters:
      floaterLabel - Floater Label
      strDayCount - Floating Day Count
      dblSpread - Floating Spread
      dblCurrentFullCoupon - Current Full Coupon

  • Method Details

    • validate

      public boolean validate()
      Description copied from interface: Validatable
      Validate the current object state
      Specified by:
      validate in interface Validatable
      Returns:
      Validation successful (true) or failed (false)

    • fri

      public FloaterLabel fri()
      Retrieve the Floater Label
      Returns:
      The Floater Label

    • dayCount

      public java.lang.String dayCount()
      Retrieve the Floating Day Count
      Returns:
      The Floating Day Count

    • spread

      public double spread()
      Retrieve the Floating Spread
      Returns:
      The Floating Spread

    • currentFullCoupon

      public double currentFullCoupon()
      Retrieve the Full Current Coupon
      Returns:
      The Full Current Coupon