public class ValuationParams extends Serializer
Modifier and Type | Field and Description |
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double |
_dblCashPay
Cash Pay Date
|
double |
_dblValue
Valuation Date
|
java.lang.String |
_strCalendar
Cash Pay Date Adjustment Calendar
|
NULL_SER_STRING, VERSION
Constructor and Description |
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ValuationParams(byte[] ab)
ValuationParams de-serialization from input byte array
|
ValuationParams(JulianDate dtValue,
JulianDate dtCashPay,
java.lang.String strCalendar)
Constructs ValuationParams from the Valuation Date and the Cash Pay Date parameters
|
Modifier and Type | Method and Description |
---|---|
static ValuationParams |
CreateSpotValParams(double dblDate)
Create the spot valuation parameters for the given valuation date (uses the T+0 settle)
|
static ValuationParams |
CreateStdValParams(JulianDate dtValue,
java.lang.String strCalendar)
Create the standard T+2B settle parameters for the given valuation date and calendar
|
static ValuationParams |
CreateValParams(JulianDate dtValue,
int iCashSettleLag,
java.lang.String strCalendar,
int iAdjustMode)
Creates the valuation parameters object instance from the valuation date, the cash settle lag, and the
settle calendar.
|
Serializer |
deserialize(byte[] ab)
De-serialize from a byte array.
|
static void |
main(java.lang.String[] astrArgs) |
byte[] |
serialize()
Serialize into a byte array.
|
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter, getFieldDelimiter, getObjectTrailer
public double _dblValue
public double _dblCashPay
public java.lang.String _strCalendar
public ValuationParams(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if ValuationParams cannot be properly de-serializedpublic ValuationParams(JulianDate dtValue, JulianDate dtCashPay, java.lang.String strCalendar) throws java.lang.Exception
dtValue
- Valuation DatedtCashPay
- Cash Pay DatestrCalendar
- Calendar Setjava.lang.Exception
- Thrown if inputs are invalidpublic static final ValuationParams CreateValParams(JulianDate dtValue, int iCashSettleLag, java.lang.String strCalendar, int iAdjustMode)
dtValue
- Valuation DateiCashSettleLag
- Cash settle lagstrCalendar
- Calendar Setpublic static final ValuationParams CreateStdValParams(JulianDate dtValue, java.lang.String strCalendar)
dtValue
- Valuation DatestrCalendar
- Settle Calendarpublic static final ValuationParams CreateSpotValParams(double dblDate)
dblDate
- Valuation Datepublic byte[] serialize()
Serializer
serialize
in class Serializer
public Serializer deserialize(byte[] ab)
Serializer
deserialize
in class Serializer
public static final void main(java.lang.String[] astrArgs) throws java.lang.Exception
java.lang.Exception