public class BondCouponMeasures extends Serializer
Modifier and Type | Field and Description |
---|---|
double |
_dblCouponPV
Coupon PV
|
double |
_dblDV01
Coupon DV01
|
double |
_dblIndexCouponPV
Index Coupon PV
|
double |
_dblPV
PV
|
NULL_SER_STRING, VERSION
Constructor and Description |
---|
BondCouponMeasures(byte[] ab)
BondCouponMeasures de-serialization from input byte array
|
BondCouponMeasures(double dblDV01,
double dblIndexCouponPV,
double dblCouponPV,
double dblPV)
BondCouponMeasures constructor
|
Modifier and Type | Method and Description |
---|---|
boolean |
adjustForAccrual(double dblAccrued01,
double dblCoupon,
double dblIndex,
boolean bDirtyFromClean)
Adjust Measures for accrued
|
boolean |
adjustForSettlement(double dblCashPayDF)
Adjusts the bond coupon measures by a cash settlement discount factor
|
Serializer |
deserialize(byte[] ab)
De-serialize from a byte array.
|
byte[] |
serialize()
Serialize into a byte array.
|
CaseInsensitiveTreeMap<java.lang.Double> |
toMap(java.lang.String strPrefix)
Returns the state as a named measure map
|
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter, getFieldDelimiter, getObjectTrailer
public double _dblDV01
public double _dblIndexCouponPV
public double _dblCouponPV
public double _dblPV
public BondCouponMeasures(double dblDV01, double dblIndexCouponPV, double dblCouponPV, double dblPV) throws java.lang.Exception
dblDV01
- DV01dblIndexCouponPV
- Index Coupon PVdblCouponPV
- Coupon PVdblPV
- PVjava.lang.Exception
- Thrown if inputs are invalidpublic BondCouponMeasures(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if BondCouponMeasures cannot be properly de-serializedpublic boolean adjustForSettlement(double dblCashPayDF)
dblCashPayDF
- Cash Pay discount factorpublic boolean adjustForAccrual(double dblAccrued01, double dblCoupon, double dblIndex, boolean bDirtyFromClean)
dblAccrued01
- Accrued 01dblCoupon
- Coupon during the accrued phasedblIndex
- Index Rate during the accrued phasebDirtyFromClean
- True => Change measures from Clean to Dirtypublic byte[] serialize()
Serializer
serialize
in class Serializer
public CaseInsensitiveTreeMap<java.lang.Double> toMap(java.lang.String strPrefix)
strPrefix
- Measure name prefixpublic Serializer deserialize(byte[] ab)
Serializer
deserialize
in class Serializer