BondWorkoutMeasures

java.lang.Object
- org.drip.analytics.output.BondWorkoutMeasures

```
public class BondWorkoutMeasures
extends java.lang.Object
```
BondWorkoutMeasures encapsulates the parsimonius yet complete set of measures generated out of a full bond analytics run to a given work-out. It contains the following: - Credit Risky/Credit Riskless Clean/Dirty Coupon Measures - Credit Risky/Credit Riskless Par/Principal PV - Loss Measures such as expected Recovery, Loss on instantaneous default, and default exposure with/without recovery - Unit Coupon measures such as Accrued 01, first coupon/index rate

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor and Description
`BondWorkoutMeasures(BondCouponMeasures bcmCreditRiskyDirty, BondCouponMeasures bcmCreditRisklessDirty, double dblCreditRiskyParPV, double dblCreditRisklessParPV, double dblCreditRiskyPrincipalPV, double dblCreditRisklessPrincipalPV, double dblRecoveryPV, double dblExpectedRecovery, double dblDefaultExposure, double dblDefaultExposureNoRec, double dblLossOnInstantaneousDefault, double dblAccrued01, double dblFirstCouponRate, double dblFirstIndexRate, double dblCashPayDF)` BondWorkoutMeasures constructor

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`double`	`accrued01()` Retrieve the Accrued01
`BondCouponMeasures`	`creditRisklessCleanbcm()` Retrieve the Credit Risk-less Clean Bond Coupon Measures
`BondCouponMeasures`	`creditRisklessDirtybcm()` Retrieve the Credit Risk-less Dirty Bond Coupon Measures
`double`	`creditRisklessParPV()` Retrieve the Credit Risk-less Par PV
`double`	`creditRisklessPrincipalPV()` Retrieve the Credit Risk-less Principal PV
`BondCouponMeasures`	`creditRiskyCleanbcm()` Retrieve the Credit Risky Clean Bond Coupon Measures
`BondCouponMeasures`	`creditRiskyDirtybcm()` Retrieve the Credit Risky Dirty Bond Coupon Measures
`double`	`creditRiskyParPV()` Retrieve the Credit Risky Par PV
`double`	`creditRiskyPrincipalPV()` Retrieve the Credit Risky Principal PV
`double`	`defaultExposure()` Retrieve Default Exposure - Same as PV on instantaneous default
`double`	`defaultExposureNoRec()` Retrieve the Default Exposure without recovery - Same as PV on instantaneous default without recovery
`double`	`expectedRecovery()` Retrieve the Expected Recovery
`double`	`firstCouponRate()` Retrieve the First Coupon Rate
`double`	`firstIndexRate()` Retrieve the First Index Rate
`double`	`lossOnInstantaneousDefault()` Retrieve the Loss On Instantaneous Default
`double`	`recoveryPV()` Retrieve the Recovery PV
`CaseInsensitiveTreeMap<java.lang.Double>`	`toMap(java.lang.String strPrefix)` Return the state as a measure map

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - BondWorkoutMeasures
```
public BondWorkoutMeasures(BondCouponMeasures bcmCreditRiskyDirty,
                           BondCouponMeasures bcmCreditRisklessDirty,
                           double dblCreditRiskyParPV,
                           double dblCreditRisklessParPV,
                           double dblCreditRiskyPrincipalPV,
                           double dblCreditRisklessPrincipalPV,
                           double dblRecoveryPV,
                           double dblExpectedRecovery,
                           double dblDefaultExposure,
                           double dblDefaultExposureNoRec,
                           double dblLossOnInstantaneousDefault,
                           double dblAccrued01,
                           double dblFirstCouponRate,
                           double dblFirstIndexRate,
                           double dblCashPayDF)
                    throws java.lang.Exception
```
    BondWorkoutMeasures constructor
    
    Parameters:
    
    bcmCreditRiskyDirty - Dirty credit risky BondMeasuresCoupon
    
    bcmCreditRisklessDirty - Dirty credit risk-less BondMeasuresCoupon
    
    dblCreditRiskyParPV - Credit risky Par PV
    
    dblCreditRisklessParPV - Credit risk-less par PV
    
    dblCreditRiskyPrincipalPV - Credit Risky Principal PV
    
    dblCreditRisklessPrincipalPV - Credit Risk-less Principal PV
    
    dblRecoveryPV - Recovery PV
    
    dblExpectedRecovery - Expected Recovery
    
    dblDefaultExposure - PV on instantaneous default
    
    dblDefaultExposureNoRec - PV on instantaneous default with zero recovery
    
    dblLossOnInstantaneousDefault - Loss On Instantaneous Default
    
    dblAccrued01 - Accrued01
    
    dblFirstCouponRate - First Coupon Rate
    
    dblFirstIndexRate - First Index Rate
    
    dblCashPayDF - Cash Pay Discount Factor
    
    Throws:
    
    java.lang.Exception - Thrown if inputs are invalid
- Method Detail
  - creditRiskyCleanbcm
```
public BondCouponMeasures creditRiskyCleanbcm()
```
    Retrieve the Credit Risky Clean Bond Coupon Measures
    
    Returns:
    
    Credit Risky Clean Bond Coupon Measures
  - creditRisklessCleanbcm
```
public BondCouponMeasures creditRisklessCleanbcm()
```
    Retrieve the Credit Risk-less Clean Bond Coupon Measures
    
    Returns:
    
    Credit Risk-less Clean Bond Coupon Measures
  - creditRiskyDirtybcm
```
public BondCouponMeasures creditRiskyDirtybcm()
```
    Retrieve the Credit Risky Dirty Bond Coupon Measures
    
    Returns:
    
    Credit Risky Dirty Bond Coupon Measures
  - creditRisklessDirtybcm
```
public BondCouponMeasures creditRisklessDirtybcm()
```
    Retrieve the Credit Risk-less Dirty Bond Coupon Measures
    
    Returns:
    
    Credit Risk-less Dirty Bond Coupon Measures
  - accrued01
```
public double accrued01()
```
    Retrieve the Accrued01
    
    Returns:
    
    Accrued01
  - firstCouponRate
```
public double firstCouponRate()
```
    Retrieve the First Coupon Rate
    
    Returns:
    
    First Coupon Rate
  - firstIndexRate
```
public double firstIndexRate()
```
    Retrieve the First Index Rate
    
    Returns:
    
    First Index Rate
  - creditRiskyParPV
```
public double creditRiskyParPV()
```
    Retrieve the Credit Risky Par PV
    
    Returns:
    
    The Credit Risky Par PV
  - creditRisklessParPV
```
public double creditRisklessParPV()
```
    Retrieve the Credit Risk-less Par PV
    
    Returns:
    
    The Credit Risk-less Par PV
  - creditRiskyPrincipalPV
```
public double creditRiskyPrincipalPV()
```
    Retrieve the Credit Risky Principal PV
    
    Returns:
    
    The Credit Risky Principal PV
  - creditRisklessPrincipalPV
```
public double creditRisklessPrincipalPV()
```
    Retrieve the Credit Risk-less Principal PV
    
    Returns:
    
    The Credit Risk-less Principal PV
  - recoveryPV
```
public double recoveryPV()
```
    Retrieve the Recovery PV
    
    Returns:
    
    The Recovery PV
  - expectedRecovery
```
public double expectedRecovery()
```
    Retrieve the Expected Recovery
    
    Returns:
    
    The Expected Recovery
  - defaultExposure
```
public double defaultExposure()
```
    Retrieve Default Exposure - Same as PV on instantaneous default
    
    Returns:
    
    The Default Exposure
  - defaultExposureNoRec
```
public double defaultExposureNoRec()
```
    Retrieve the Default Exposure without recovery - Same as PV on instantaneous default without recovery
    
    Returns:
    
    The Default Exposure without recovery
  - lossOnInstantaneousDefault
```
public double lossOnInstantaneousDefault()
```
    Retrieve the Loss On Instantaneous Default
    
    Returns:
    
    Loss On Instantaneous Default
  - toMap
```
public CaseInsensitiveTreeMap<java.lang.Double> toMap(java.lang.String strPrefix)
```
    Return the state as a measure map
    
    Parameters:
    
    strPrefix - Measure name prefix
    
    Returns:
    
    Map of the measures

Class BondWorkoutMeasures

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

BondWorkoutMeasures

Method Detail

creditRiskyCleanbcm

creditRisklessCleanbcm

creditRiskyDirtybcm

creditRisklessDirtybcm

accrued01

firstCouponRate

firstIndexRate

creditRiskyParPV

creditRisklessParPV

creditRiskyPrincipalPV

creditRisklessPrincipalPV

recoveryPV

expectedRecovery

defaultExposure

defaultExposureNoRec

lossOnInstantaneousDefault

toMap