FixFloatFundingInstrument

java.lang.Object

org.drip.service.api.FixFloatFundingInstrument

public class FixFloatFundingInstrument
extends java.lang.Object

FixFloatFundingInstrument contains the Fix Float Instrument Inputs for the Funding Curve Construction Purposes.

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
`FixFloatFundingInstrument(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor, double[] adblQuote, int iLatentStateType)`	FixFloatFundingInstrument Constructor

Method Summary

Modifier and Type	Method	Description
`java.lang.String`	`currency()`	Retrieve the Currency
`DiscountCurve`	`fundingState()`	Retrieve the Funding State
`int`	`latentStateType()`	Retrieve the Latent State Type
`java.lang.String[]`	`maturityTenors()`	Retrieve the Array of the Maturity Tenors
`double[]`	`quotes()`	Retrieve the Array of Quotes
`JulianDate`	`spotDate()`	Retrieve the Spot Date

Methods inherited from class java.lang.Object

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

Constructor Details
- FixFloatFundingInstrument
  
  public FixFloatFundingInstrument(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrMaturityTenor, double[] adblQuote, int iLatentStateType) throws java.lang.Exception
  
  FixFloatFundingInstrument Constructor
  
  Parameters:
  
  dtSpot - Spot Date
  
  strCurrency - Currency
  
  astrMaturityTenor - Array of the Maturity Tenors
  
  adblQuote - Array of Quotes
  
  iLatentStateType - Latent State Type
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- spotDate
  
  public JulianDate spotDate()
  
  Retrieve the Spot Date
  
  Returns:
  
  The Spot Date
- currency
  
  public java.lang.String currency()
  
  Retrieve the Currency
  
  Returns:
  
  The Currency
- latentStateType
  
  public int latentStateType()
  
  Retrieve the Latent State Type
  
  Returns:
  
  The Latent State Type
- maturityTenors
  
  public java.lang.String[] maturityTenors()
  
  Retrieve the Array of the Maturity Tenors
  
  Returns:
  
  Array of Maturity Tenors
- quotes
  
  public double[] quotes()
  
  Retrieve the Array of Quotes
  
  Returns:
  
  Array of Quotes
- fundingState
  
  public DiscountCurve fundingState()
  
  Retrieve the Funding State
  
  Returns:
  
  The Funding State Instance