public class LossPeriodCurveFactors extends Period
NULL_SER_STRING, VERSION
Constructor and Description |
---|
LossPeriodCurveFactors(byte[] ab)
De-serialization of LossPeriodCurveFactors from byte stream
|
LossPeriodCurveFactors(double dblStart,
double dblEnd,
double dblAccrualStart,
double dblAccrualEnd,
double dblPay,
double dblEffectiveDCF,
double dblStartSurvival,
double dblEndSurvival,
double dblEffectiveNotional,
double dblEffectiveRecovery,
double dblEffectiveDF)
Elaborate LossPeriodCurveFactors constructor
|
Modifier and Type | Method and Description |
---|---|
double |
accrualDCF()
Get the period's accrual day count factor
|
double |
effectiveDF()
Get the period's effective discount factor
|
double |
effectiveNotional()
Get the period's effective notional
|
double |
effectiveRecovery()
Get the period's effective recovery
|
double |
endSurvival()
Survival at the period end
|
java.lang.String |
getFieldDelimiter()
Returns the Field Delimiter String
|
java.lang.String |
getObjectTrailer()
Returns the Object Trailer String
|
static LossPeriodCurveFactors |
MakeDefaultPeriod(double dblStart,
double dblEnd,
double dblEffectiveDCF,
double dblEffectiveNotional,
DiscountCurve dc,
CreditCurve cc,
int iDefaultLag)
Create a LossPeriodCurveFactors instance from the period dates and the curve measures
|
static LossPeriodCurveFactors |
MakeDefaultPeriod(double dblStart,
double dblEnd,
double dblEffectiveDCF,
double dblEffectiveNotional,
double dblEffectiveRecovery,
DiscountCurve dc,
CreditCurve cc,
int iDefaultLag)
Create an instance of the LossPeriodCurveFactors class using the period's dates and curves to
generate the curve measures
|
byte[] |
serialize()
Serialize into a byte array.
|
double |
startSurvival()
Survival at the period beginning
|
compareTo, contains, deserialize, getAccrualDCF, getAccrualEndDate, getAccrualStartDate, getCouponDCF, getEndDate, getPayDate, getResetDate, getStartDate, hashCode, setAccrualStartDate, setPayDate
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter
public LossPeriodCurveFactors(double dblStart, double dblEnd, double dblAccrualStart, double dblAccrualEnd, double dblPay, double dblEffectiveDCF, double dblStartSurvival, double dblEndSurvival, double dblEffectiveNotional, double dblEffectiveRecovery, double dblEffectiveDF) throws java.lang.Exception
dblStart
- Start DatedblEnd
- End DatedblAccrualStart
- Accrual Start DatedblAccrualEnd
- Accrual End DatedblPay
- Pay DatedblEffectiveDCF
- Effective period DCFdblStartSurvival
- Period Start SurvivaldblEndSurvival
- Period End SurvivaldblEffectiveNotional
- Period Effective NotionaldblEffectiveRecovery
- Period Effective RecoverydblEffectiveDF
- Period Effective Discount Factorjava.lang.Exception
- Thrown if inputs are invalidpublic LossPeriodCurveFactors(byte[] ab) throws java.lang.Exception
ab
- Byte streamjava.lang.Exception
- Thrown if cannot properly de-serialize LossPeriodCurveFactorspublic static final LossPeriodCurveFactors MakeDefaultPeriod(double dblStart, double dblEnd, double dblEffectiveDCF, double dblEffectiveNotional, double dblEffectiveRecovery, DiscountCurve dc, CreditCurve cc, int iDefaultLag)
dblStart
- Period Start DatedblEnd
- Period End DatedblEffectiveDCF
- Period's effective day count fractiondblEffectiveNotional
- Period's effective notionaldblEffectiveRecovery
- Period's effective recoverydc
- Discount Curvecc
- Credit CurveiDefaultLag
- Default Pay Lagpublic static final LossPeriodCurveFactors MakeDefaultPeriod(double dblStart, double dblEnd, double dblEffectiveDCF, double dblEffectiveNotional, DiscountCurve dc, CreditCurve cc, int iDefaultLag)
dblStart
- Period Start DatedblEnd
- Period End DatedblEffectiveDCF
- Period effective day count fractiondblEffectiveNotional
- Period effective notionaldc
- Discount Curvecc
- Credit CurveiDefaultLag
- Default Pay Lagpublic double startSurvival()
public double endSurvival()
public double effectiveNotional()
public double effectiveRecovery()
public double effectiveDF()
public double accrualDCF()
public java.lang.String getFieldDelimiter()
Serializer
getFieldDelimiter
in class Period
public java.lang.String getObjectTrailer()
Serializer
getObjectTrailer
in class Period
public byte[] serialize()
Serializer