Package org.drip.service.api
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
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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 COBMergedDiscountForwardCurve
dc()
Retrieve the COB Discount Curvejava.util.List<java.lang.String>
output()
Retrieve the Output DumpMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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DateDiscountCurvePair
public DateDiscountCurvePair(JulianDate cob, MergedDiscountForwardCurve cobDiscountCurve, java.util.List<java.lang.String> outputList) throws java.lang.ExceptionDateDiscountCurvePair constructor- Parameters:
cob
- The COBcobDiscountCurve
- The COB Discount CurveoutputList
- List of Output String Dump- Throws:
java.lang.Exception
- Thrown if the Inputs are invalid
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Method Details
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date
Retrieve the COB- Returns:
- The COB
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dc
Retrieve the COB Discount Curve- Returns:
- The COB Discount Curve
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output
public java.util.List<java.lang.String> output()Retrieve the Output Dump- Returns:
- The Output Dump
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