Package org.drip.product.params

Class QuoteConvention

java.lang.Object
org.drip.product.params.QuoteConvention
All Implemented Interfaces:
Validatable
public class QuoteConvention
extends java.lang.Object
implements Validatable
QuoteConvention contains the Component Market Convention Parameters - the quote convention, the calculation type, the first settle date, and the redemption amount. It exports serialization into and de- serialization out of byte arrays.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    QuoteConvention​(ValuationCustomizationParams valuationCustomizationParams, java.lang.String strCalculationType, int iFirstSettleDate, double dblRedemptionValue, int iSettleLag, java.lang.String strSettleCalendar, int iSettleAdjustMode)
    Construct the QuoteConvention object from the valuation Customization Parameters, the calculation type, the first settle date, and the redemption value.

  • Method Summary

    Modifier and Type Method Description
    java.lang.String calculationType()
    Retrieve the Calculation Type
    CashSettleParams cashSettleParams()
    Retrieve the Cash Settle Parameters
    int firstSettleDate()
    Retrieve the First Settle Date
    double redemptionValue()
    Retrieve the Redemption Value
    int settleDate​(ValuationParams valParams)
    Compute the Settlement Date
    boolean validate()
    Validate the current object state
    ValuationCustomizationParams valuationCustomizationParams()
    Retrieve the Valuation Customization Parameters

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • QuoteConvention

      public QuoteConvention​(ValuationCustomizationParams valuationCustomizationParams, java.lang.String strCalculationType, int iFirstSettleDate, double dblRedemptionValue, int iSettleLag, java.lang.String strSettleCalendar, int iSettleAdjustMode)
      Construct the QuoteConvention object from the valuation Customization Parameters, the calculation type, the first settle date, and the redemption value.
      Parameters:
      valuationCustomizationParams - Valuation Customization Parameters
      strCalculationType - Calculation Type
      iFirstSettleDate - First Settle Date
      dblRedemptionValue - Redemption Value
      iSettleLag - Settle Lag
      strSettleCalendar - Settlement Calendar
      iSettleAdjustMode - Is Settle date business adjusted

  • Method Details

    • settleDate

      public int settleDate​(ValuationParams valParams) throws java.lang.Exception
      Compute the Settlement Date
      Parameters:
      valParams - Valuation Parameters
      Returns:
      The Settlement Date
      Throws:
      java.lang.Exception - Thrown if the Settlement Date cannot be calculated

    • 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)

    • calculationType

      public java.lang.String calculationType()
      Retrieve the Calculation Type
      Returns:
      The Calculation Type

    • firstSettleDate

      public int firstSettleDate()
      Retrieve the First Settle Date
      Returns:
      The First Settle Date

    • redemptionValue

      public double redemptionValue()
      Retrieve the Redemption Value
      Returns:
      The Redemption Value

    • cashSettleParams

      public CashSettleParams cashSettleParams()
      Retrieve the Cash Settle Parameters
      Returns:
      The Cash Settle Parameters

    • valuationCustomizationParams

      public ValuationCustomizationParams valuationCustomizationParams()
      Retrieve the Valuation Customization Parameters
      Returns:
      The Valuation Customization Parameters