public class CouponPeriodCurveFactors extends Period
NULL_SER_STRING, VERSION
Constructor and Description |
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CouponPeriodCurveFactors(byte[] ab)
De-serialization of CouponPeriodCurveFactors from byte stream
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CouponPeriodCurveFactors(double dblStart,
double dblEnd,
double dblAccrualStart,
double dblAccrualEnd,
double dblPay,
double dblDCF,
double dblFullCouponRate,
double dblStartNotional,
double dblEndNotional,
double dblStartDF,
double dblEndDF,
double dblStartSurvival,
double dblEndSurvival,
double dblSpread,
double dblIndexRate)
Constructs the CouponPeriodCurveFactors class using the corresponding period curve measures.
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Modifier and Type | Method and Description |
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double |
getEndDF()
Gets the period end discount factor
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double |
getEndNotional()
Gets the period end Notional
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double |
getEndSurvival()
Gets the period end survival probability
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java.lang.String |
getFieldDelimiter()
Returns the Field Delimiter String
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double |
getFullCouponRate()
Gets the period full coupon rate (annualized quote)
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double |
getIndexRate()
Gets the period index rate
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java.lang.String |
getObjectTrailer()
Returns the Object Trailer String
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double |
getSpread()
Gets the period spread over the floating index
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double |
getStartNotional()
Gets the period start Notional
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static void |
main(java.lang.String[] astrArgs) |
byte[] |
serialize()
Serialize into a byte array.
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contains, deserialize, getAccrualDCF, getAccrualEndDate, getAccrualStartDate, getCouponDCF, getEndDate, getPayDate, getResetDate, getStartDate, setAccrualStartDate, setPayDate
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter
public CouponPeriodCurveFactors(double dblStart, double dblEnd, double dblAccrualStart, double dblAccrualEnd, double dblPay, double dblDCF, double dblFullCouponRate, double dblStartNotional, double dblEndNotional, double dblStartDF, double dblEndDF, double dblStartSurvival, double dblEndSurvival, double dblSpread, double dblIndexRate) throws java.lang.Exception
dblStart
- Period Start datedblEnd
- Period end datedblAccrualStart
- Period accrual Start datedblAccrualEnd
- Period Accrual End datedblPay
- Period Pay datedblDCF
- Period day count fractiondblFullCouponRate
- Period Full (i.e., annualized Coupon RatedblStartNotional
- Period Start NotionaldblEndNotional
- Period End NotionaldblStartDF
- Period Start discount factordblEndDF
- Period End discount factordblStartSurvival
- Period Start SurvivaldblEndSurvival
- Period End SurvivaldblSpread
- Period floater spread (Optional)dblIndexRate
- Period floating reference rate (Optional)java.lang.Exception
- Thrown if the inputs are invalidpublic CouponPeriodCurveFactors(byte[] ab) throws java.lang.Exception
ab
- Byte streamjava.lang.Exception
- Thrown if cannot properly de-serialize CouponPeriodCurveFactorspublic double getFullCouponRate()
public double getSpread()
public double getIndexRate()
public double getStartNotional()
public double getEndNotional()
public double getEndDF()
public double getEndSurvival()
public java.lang.String getFieldDelimiter()
Serializer
getFieldDelimiter
in class Period
public java.lang.String getObjectTrailer()
Serializer
getObjectTrailer
in class Period
public byte[] serialize()
Serializer
public static final void main(java.lang.String[] astrArgs) throws java.lang.Exception
java.lang.Exception