public class QuoteConvention extends Serializer implements Validatable
Modifier and Type | Field and Description |
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double |
_dblFirstSettle
First Settle Date
|
double |
_dblRedemptionValue
Redemption Value
|
QuotingParams |
_quotingParams
Quoting Parameters
|
CashSettleParams |
_settleParams
Cash Settle parameters
|
java.lang.String |
_strCalculationType
Calculation Type
|
NULL_SER_STRING, VERSION
Constructor and Description |
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QuoteConvention(byte[] ab)
Market Convention de-serialization from input byte array
|
QuoteConvention(QuotingParams quotingParams,
java.lang.String strCalculationType,
double dblFirstSettle,
double dblRedemptionValue,
int iSettleLag,
java.lang.String strSettleCalendar,
int iSettleAdjustMode)
Constructs the Market Convention object from the quoting convention, the calculation type, the
first settle date, and the redemption value.
|
Modifier and Type | Method and Description |
---|---|
Serializer |
deserialize(byte[] ab)
De-serialize from a byte array.
|
double |
getSettleDate(ValuationParams valParams) |
static void |
main(java.lang.String[] astrArgs) |
byte[] |
serialize()
Serialize into a byte array.
|
boolean |
validate()
Validates the current object state
|
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter, getFieldDelimiter, getObjectTrailer
public java.lang.String _strCalculationType
public double _dblFirstSettle
public double _dblRedemptionValue
public QuotingParams _quotingParams
public CashSettleParams _settleParams
public QuoteConvention(QuotingParams quotingParams, java.lang.String strCalculationType, double dblFirstSettle, double dblRedemptionValue, int iSettleLag, java.lang.String strSettleCalendar, int iSettleAdjustMode)
quotingParams
- Quoting ParamsstrCalculationType
- Calculation TypedblFirstSettle
- First Settle DatedblRedemptionValue
- Redemption ValueiSettleLag
- Settle LagstrSettleCalendar
- Settlement CalendariSettleAdjustMode
- Is Settle date business adjustedpublic QuoteConvention(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if Market Convention cannot be properly de-serializedpublic double getSettleDate(ValuationParams valParams) throws java.lang.Exception
java.lang.Exception
public boolean validate()
Validatable
validate
in interface Validatable
public 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