Package org.drip.product.params

Class StandardCDXParams

java.lang.Object

org.drip.product.params.StandardCDXParams

public class StandardCDXParams
extends java.lang.Object

StandardCDXParams implements the parameters used to create the standard CDX - the coupon, the number of components, and the currency.

• 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

Field Summary

Fields

Modifier and Type	Field	Description
double	_dblCoupon	CDX Coupon
int	_iNumComponents	Number of CDX Components
java.lang.String	_strCurrency	Currency

Constructor Summary

Constructors

Constructor	Description
StandardCDXParams(int iNumComponents, java.lang.String strCurrency, double dblCoupon)	Create the Standard CDX Parameters object using the components, the currency, and the coupon

Method Summary

Methods inherited from class java.lang.Object

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

Field Details

_iNumComponents

public int _iNumComponents

Number of CDX Components

_strCurrency

public java.lang.String _strCurrency

Currency

_dblCoupon

public double _dblCoupon

CDX Coupon

Constructor Details

StandardCDXParams

public StandardCDXParams(int iNumComponents,
java.lang.String strCurrency,
double dblCoupon)
                  throws java.lang.Exception

Create the Standard CDX Parameters object using the components, the currency, and the coupon

Parameters:

iNumComponents - CDX Components

strCurrency - CDX Currency

dblCoupon - CDX Coupon

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid