Record Class IsdaCdsModel.Period

java.lang.Object

java.lang.Record

com.quantfinlib.credit.IsdaCdsModel.Period

Record Components:

accrualStart - accrual start (adjusted)

accrualEnd - accrual end (adjusted; maturity + 1 for the last)

paymentDate - payment date (adjusted)

Enclosing class:

IsdaCdsModel

public static record IsdaCdsModel.Period(LocalDate accrualStart, LocalDate accrualEnd, LocalDate paymentDate)
extends Record

One premium period of the coupon schedule.

Constructor Summary

Constructors

Constructor	Description
Period(LocalDate accrualStart, LocalDate accrualEnd, LocalDate paymentDate)	Creates an instance of a Period record class.

Method Summary

Modifier and Type	Method	Description
LocalDate	accrualEnd()	Returns the value of the accrualEnd record component.
LocalDate	accrualStart()	Returns the value of the accrualStart record component.
final boolean	equals(Object o)	Indicates whether some other object is "equal to" this one.
final int	hashCode()	Returns a hash code value for this object.
LocalDate	paymentDate()	Returns the value of the paymentDate record component.
final String	toString()	Returns a string representation of this record class.
double	yearFraction()	ACT/360 accrual fraction.

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Details

Period

public Period(LocalDate accrualStart,
 LocalDate accrualEnd,
 LocalDate paymentDate)

Creates an instance of a Period record class.

Parameters:

accrualStart - the value for the accrualStart record component

accrualEnd - the value for the accrualEnd record component

paymentDate - the value for the paymentDate record component

Method Details

yearFraction

public double yearFraction()

ACT/360 accrual fraction.

toString

public final String toString()

Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.

Specified by:

toString in class Record

Returns:

a string representation of this object

hashCode

public final int hashCode()

Returns a hash code value for this object. The value is derived from the hash code of each of the record components.

Specified by:

hashCode in class Record

Returns:

a hash code value for this object

equals

public final boolean equals(Object o)

Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with Objects::equals(Object,Object).

Specified by:

equals in class Record

Parameters:

o - the object with which to compare

Returns:

true if this object is the same as the o argument; false otherwise.

accrualStart

public LocalDate accrualStart()

Returns the value of the accrualStart record component.

Returns:

the value of the accrualStart record component

accrualEnd

public LocalDate accrualEnd()

Returns the value of the accrualEnd record component.

Returns:

the value of the accrualEnd record component

paymentDate

public LocalDate paymentDate()

Returns the value of the paymentDate record component.

Returns:

the value of the paymentDate record component