Package org.drip.service.api
Class 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. It provides the following Functions:
- FixFloatFundingInstrument Constructor
- Retrieve the Spot Date
- Retrieve the Currency
- Retrieve the Latent State Type
- Retrieve the Array of the Maturity Tenors
- Retrieve the Array of Quotes
- Retrieve the Funding State
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 FixFloatFundingInstrument(JulianDate spotDate, java.lang.String currency, java.lang.String[] maturityTenorArray, double[] quoteArray, int latentStateType)
FixFloatFundingInstrument Constructor -
Method Summary
Modifier and Type Method Description java.lang.String
currency()
Retrieve the CurrencyDiscountCurve
fundingState()
Retrieve the Funding Stateint
latentStateType()
Retrieve the Latent State Typejava.lang.String[]
maturityTenors()
Retrieve the Array of the Maturity Tenorsdouble[]
quotes()
Retrieve the Array of QuotesJulianDate
spotDate()
Retrieve the Spot DateMethods 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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FixFloatFundingInstrument
public FixFloatFundingInstrument(JulianDate spotDate, java.lang.String currency, java.lang.String[] maturityTenorArray, double[] quoteArray, int latentStateType) throws java.lang.ExceptionFixFloatFundingInstrument Constructor- Parameters:
spotDate
- Spot Datecurrency
- CurrencymaturityTenorArray
- Array of the Maturity TenorsquoteArray
- Array of QuoteslatentStateType
- Latent State Type- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
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Method Details
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spotDate
Retrieve the Spot Date- Returns:
- The Spot Date
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currency
public java.lang.String currency()Retrieve the Currency- Returns:
- The Currency
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latentStateType
public int latentStateType()Retrieve the Latent State Type- Returns:
- The Latent State Type
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maturityTenors
public java.lang.String[] maturityTenors()Retrieve the Array of the Maturity Tenors- Returns:
- Array of Maturity Tenors
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quotes
public double[] quotes()Retrieve the Array of Quotes- Returns:
- Array of Quotes
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fundingState
Retrieve the Funding State- Returns:
- The Funding State Instance
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