Package org.drip.product.params

Class LastTradingDateSetting

java.lang.Object
org.drip.product.params.LastTradingDateSetting
public class LastTradingDateSetting
extends java.lang.Object
LastTradingDateSetting contains the Last Trading Date Generation Scheme for the given Option.



Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static int MID_CURVE_OPTION
    Generic Mid-Curve Option
    static int MID_CURVE_OPTION_QUARTERLY
    Quarterly Mid-Curve Option
    static int MID_CURVE_OPTION_SERIAL
    Serial Mid-Curve Option

  • Constructor Summary

    Constructors
    Constructor Description
    LastTradingDateSetting​(int iMidCurveOptionType, java.lang.String strLastTradeExerciseLag, int iLastTradingDate)
    LastTradingDateSetting Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String lastTradeExerciseLag()
    Retrieve the Lag between the Last Trading and Exercise Date
    double lastTradingDate()
    Retrieve the Last Trading Date
    int lastTradingDate​(int iUnderlyingLastTradingDate, java.lang.String strCalendar)
    Compute the Last Trading Date
    static java.lang.String MidCurveOptionString​(int iMidCurveOptionType)
    Retrieve the String Version of the Mid Curve Option Setting
    int midCurveOptionType()
    Retrieve the Mid-Curve Option Type
    java.lang.String toString()  

    Methods inherited from class java.lang.Object

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

  • Field Details

    • MID_CURVE_OPTION_QUARTERLY

      public static final int MID_CURVE_OPTION_QUARTERLY
      Quarterly Mid-Curve Option
      See Also:
      Constant Field Values

    • MID_CURVE_OPTION_SERIAL

      public static final int MID_CURVE_OPTION_SERIAL
      Serial Mid-Curve Option
      See Also:
      Constant Field Values

    • MID_CURVE_OPTION

      public static final int MID_CURVE_OPTION
      Generic Mid-Curve Option
      See Also:
      Constant Field Values

  • Constructor Details

    • LastTradingDateSetting

      public LastTradingDateSetting​(int iMidCurveOptionType, java.lang.String strLastTradeExerciseLag, int iLastTradingDate) throws java.lang.Exception
      LastTradingDateSetting Constructor
      Parameters:
      iMidCurveOptionType - Mid Curve Option Type
      strLastTradeExerciseLag - Lag between the Exercise Date and the Last Option Trading Date
      iLastTradingDate - The Last Trading Date
      Throws:
      java.lang.Exception - Thrown if the Inputs are invalid

  • Method Details

    • MidCurveOptionString

      public static final java.lang.String MidCurveOptionString​(int iMidCurveOptionType)
      Retrieve the String Version of the Mid Curve Option Setting
      Parameters:
      iMidCurveOptionType - The Mid Curve Option Type
      Returns:
      String Version of the Mid Curve Option Setting

    • midCurveOptionType

      public int midCurveOptionType()
      Retrieve the Mid-Curve Option Type
      Returns:
      The Mid-Curve Option Type

    • lastTradeExerciseLag

      public java.lang.String lastTradeExerciseLag()
      Retrieve the Lag between the Last Trading and Exercise Date
      Returns:
      The Lag between the Last Trading and Exercise Date

    • lastTradingDate

      public double lastTradingDate()
      Retrieve the Last Trading Date
      Returns:
      The Last Trading Date

    • lastTradingDate

      public int lastTradingDate​(int iUnderlyingLastTradingDate, java.lang.String strCalendar)
      Compute the Last Trading Date
      Parameters:
      iUnderlyingLastTradingDate - The Last Trading Date for the Underlying
      strCalendar - The Calendar
      Returns:
      The Last Trading Date

    • toString

      public java.lang.String toString()
      Overrides:
      toString in class java.lang.Object