public class PeriodGenerator extends PeriodSet
_bApplyCpnEOMAdj, _dblEffective, _dblFinalMaturity, _dblMaturity, _iFreq, _strAccrualDC, _strCouponDC, _strMaturityType
NULL_SER_STRING, VERSION
Constructor and Description |
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PeriodGenerator(byte[] ab)
PeriodGenerator de-serialization from input byte array
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PeriodGenerator(double dblMaturity,
double dblEffective,
double dblFinalMaturity,
double dblFirstCouponDate,
double dblInterestAccrualStart,
int iFreq,
java.lang.String strCouponDC,
java.lang.String strAccrualDC,
DateAdjustParams dapPay,
DateAdjustParams dapReset,
DateAdjustParams dapMaturity,
DateAdjustParams dapEffective,
DateAdjustParams dapPeriodEnd,
DateAdjustParams dapAccrualEnd,
DateAdjustParams dapPeriodStart,
DateAdjustParams dapAccrualStart,
java.lang.String strMaturityType,
boolean bPeriodsFromForward,
java.lang.String strCalendar)
Generates the coupon periods from the date rules and the date adjustment rules for the different
period dates
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Modifier and Type | Method and Description |
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java.util.List<CouponPeriod> |
getPeriods()
Retrieves a list of the component's coupon periods
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static void |
main(java.lang.String[] astrArgs) |
boolean |
validate()
Validates the current object state
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deserialize, getFieldDelimiter, getFirstPeriod, getLastPeriod, getObjectTrailer, getPeriod, getPeriodIndex, serialize
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter
public PeriodGenerator(double dblMaturity, double dblEffective, double dblFinalMaturity, double dblFirstCouponDate, double dblInterestAccrualStart, int iFreq, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, java.lang.String strMaturityType, boolean bPeriodsFromForward, java.lang.String strCalendar)
dblMaturity
- Maturity DatedblEffective
- Effective DatedblFinalMaturity
- Final Maturity DatedblFirstCouponDate
- First Coupon DatedblInterestAccrualStart
- Interest Accrual Start DateiFreq
- Coupon FrequencystrCouponDC
- Coupon day count conventionstrAccrualDC
- Accrual day count conventiondapPay
- Pay Date Adjustment ParametersdapReset
- Reset Date Adjustment ParametersdapMaturity
- Maturity Date Adjustment ParametersdapEffective
- Effective Date Adjustment ParametersdapPeriodEnd
- Period End Date Adjustment ParametersdapAccrualEnd
- Accrual Date Adjustment ParametersdapPeriodStart
- Period Start Date Adjustment ParametersdapAccrualStart
- Accrual Start Date Adjustment ParametersstrMaturityType
- Maturity TypebPeriodsFromForward
- Generate Periods forward (True) or Backward (False)strCalendar
- Optional Holiday Calendar for accrual calculationspublic PeriodGenerator(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if PeriodGenerator cannot be properly de-serializedpublic boolean validate()
Validatable
validate
in interface Validatable
validate
in class PeriodSet
public java.util.List<CouponPeriod> getPeriods()
PeriodSet
getPeriods
in class PeriodSet
public static void main(java.lang.String[] astrArgs) throws java.lang.Exception
java.lang.Exception