Class DateDiscountCurvePair

java.lang.Object
org.drip.service.api.DateDiscountCurvePair

public class DateDiscountCurvePair
extends java.lang.Object
DateDiscountCurvePair contains the COB/Discount Curve Pair, and the corresponding computed outputs. It provides the following Functions:
  • DateDiscountCurvePair Constructor
  • Retrieve the COB Date
  • Retrieve the COB Discount Curve
  • Retrieve the Output Dump

Module Computational Core Module
Library Computation Support
Project Environment, Product/Definition Containers, and Scenario/State Manipulation APIs
Package Horizon Roll Attribution Service API
Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    DateDiscountCurvePair​(JulianDate cob, MergedDiscountForwardCurve cobDiscountCurve, java.util.List<java.lang.String> outputList)
    DateDiscountCurvePair constructor
  • Method Summary

    Modifier and Type Method Description
    JulianDate date()
    Retrieve the COB
    MergedDiscountForwardCurve dc()
    Retrieve the COB Discount Curve
    java.util.List<java.lang.String> output()
    Retrieve the Output Dump

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • DateDiscountCurvePair

      public DateDiscountCurvePair​(JulianDate cob, MergedDiscountForwardCurve cobDiscountCurve, java.util.List<java.lang.String> outputList) throws java.lang.Exception
      DateDiscountCurvePair constructor
      Parameters:
      cob - The COB
      cobDiscountCurve - The COB Discount Curve
      outputList - List of Output String Dump
      Throws:
      java.lang.Exception - Thrown if the Inputs are invalid
  • Method Details

    • date

      public JulianDate date()
      Retrieve the COB
      Returns:
      The COB
    • dc

      Retrieve the COB Discount Curve
      Returns:
      The COB Discount Curve
    • output

      public java.util.List<java.lang.String> output()
      Retrieve the Output Dump
      Returns:
      The Output Dump