org.drip.analytics.output

Class ComponentMeasures

java.lang.Object

org.drip.analytics.output.ComponentMeasures

Direct Known Subclasses:

BasketMeasures

public class ComponentMeasures
extends java.lang.Object

ComponentMeasures is the place holder for analytical single component output measures, optionally across scenarios. It contains measure maps for the following scenarios: - Unadjusted Base IR/credit curves - Flat delta/gamma bump measure maps for IR/credit bump curves - Tenor bump double maps for IR/credit curves - Flat/recovery bumped measure maps for recovery bumped credit curves - Measure Maps generated for Custom Scenarios - Accessor Functions for the above fields - Serialize into and de-serialize out of byte arrays

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ComponentMeasures() Empty constructor - all members initialized to NaN or null

Method Summary

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<java.lang.Double>	baseMeasures() Retrieve the Base Measure Map
double	calcTime() Retrieve the Calculation Time
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>	customMeasures() Retrieve the Custom Double Measure Map
CaseInsensitiveTreeMap<java.lang.Double>	flatCreditDeltaMeasures() Retrieve the Flat Credit Delta Measure Map
CaseInsensitiveTreeMap<java.lang.Double>	flatCreditGammaMeasures() Retrieve the Flat Credit Gamma Measure Map
CaseInsensitiveTreeMap<java.lang.Double>	flatIRDeltaMeasures() Retrieve the Flat IR Delta Measure Map
CaseInsensitiveTreeMap<java.lang.Double>	flatIRGammaMeasures() Retrieve the Flat IR Gamma Measure Map
CaseInsensitiveTreeMap<java.lang.Double>	flatRRDeltaMeasures() Retrieve the Flat RR Delta Measure Map
CaseInsensitiveTreeMap<java.lang.Double>	flatRRGammaMeasures() Retrieve the Flat RR Gamma Measure Map
boolean	setBaseMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapBaseMeasures) Set the Base Measures Map
boolean	setCalcTime(double dblCalcTime) Set the Calculation Time
boolean	setCustomMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmCustomMeasures) Set the Custom Double Measures Map
boolean	setFlatCreditDeltaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatCreditDeltaMeasures) Set the Flat Credit Delta Measures Map
boolean	setFlatCreditGammaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatCreditGammaMeasures) Set the Flat Credit Gamma Measures Map
boolean	setFlatIRDeltaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatIRDeltaMeasures) Set the Flat IR Delta Measures Map
boolean	setFlatIRGammaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatIRGammaMeasures) Set the Flat IR Gamma Measures Map
boolean	setFlatRRDeltaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatRRDeltaMeasures) Set the Flat RR Delta Measures Map
boolean	setFlatRRGammaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatRRGammaMeasures) Set the Flat RR Gamma Measures Map
boolean	setTenorCreditDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorCreditDeltaMeasures) Set the Tenor Credit Delta Double Measures Map
boolean	setTenorCreditGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorCreditGammaMeasures) Set the Tenor Credit Gamma Double Measures Map
boolean	setTenorIRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorIRDeltaMeasures) Set the Tenor IR Delta Double Measures Map
boolean	setTenorIRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorIRGammaMeasures) Set the Tenor IR Gamma Double Measures Map
boolean	setTenorRRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorRRDeltaMeasures) Set the Tenor RR Delta Double Measures Map
boolean	setTenorRRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorRRGammaMeasures) Set the Tenor RR Gamma Double Measures Map
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>	tenorCreditDeltaMeasures() Retrieve the Tenor Credit Delta Double Measure Map
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>	tenorCreditGammaMeasures() Retrieve the Tenor Credit Gamma Double Measure Map
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>	tenorIRDeltaMeasures() Retrieve the Tenor IR Delta Double Measure Map
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>	tenorIRGammaMeasures() Retrieve the Tenor IR Gamma Double Measure Map
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>	tenorRRDeltaMeasures() Retrieve the Tenor RR Delta Double Measure Map
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>	tenorRRGammaMeasures() Retrieve the Tenor RR Gamma Double Measure Map

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ComponentMeasures

public ComponentMeasures()

Empty constructor - all members initialized to NaN or null

Method Detail

calcTime

public double calcTime()

Retrieve the Calculation Time

Returns:

The Calculation Time

setCalcTime

public boolean setCalcTime(double dblCalcTime)

Set the Calculation Time

Parameters:

dblCalcTime - The Calculation Time

Returns:

TRUE - The Calculation Time Successfully Set

baseMeasures

public CaseInsensitiveTreeMap<java.lang.Double> baseMeasures()

Retrieve the Base Measure Map

Returns:

The Base Measure Map

setBaseMeasures

public boolean setBaseMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapBaseMeasures)

Set the Base Measures Map

Parameters:

mapBaseMeasures - The Base Measures Map

Returns:

TRUE - The Base Measures Map Successfully Set

flatIRDeltaMeasures

public CaseInsensitiveTreeMap<java.lang.Double> flatIRDeltaMeasures()

Retrieve the Flat IR Delta Measure Map

Returns:

The Flat IR Delta Measure Map

setFlatIRDeltaMeasures

public boolean setFlatIRDeltaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatIRDeltaMeasures)

Set the Flat IR Delta Measures Map

Parameters:

mapFlatIRDeltaMeasures - The Flat IR Delta Measures Map

Returns:

TRUE - The Flat IR Delta Measures Map Successfully Set

flatIRGammaMeasures

public CaseInsensitiveTreeMap<java.lang.Double> flatIRGammaMeasures()

Retrieve the Flat IR Gamma Measure Map

Returns:

The Flat IR Gamma Measure Map

setFlatIRGammaMeasures

public boolean setFlatIRGammaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatIRGammaMeasures)

Set the Flat IR Gamma Measures Map

Parameters:

mapFlatIRGammaMeasures - The Flat IR Gamma Measures Map

Returns:

TRUE - The Flat IR Gamma Measures Map Successfully Set

flatRRDeltaMeasures

public CaseInsensitiveTreeMap<java.lang.Double> flatRRDeltaMeasures()

Retrieve the Flat RR Delta Measure Map

Returns:

The Flat RR Delta Measure Map

setFlatRRDeltaMeasures

public boolean setFlatRRDeltaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatRRDeltaMeasures)

Set the Flat RR Delta Measures Map

Parameters:

mapFlatRRDeltaMeasures - The Flat RR Delta Measures Map

Returns:

TRUE - The Flat RR Delta Measures Map Successfully Set

flatRRGammaMeasures

public CaseInsensitiveTreeMap<java.lang.Double> flatRRGammaMeasures()

Retrieve the Flat RR Gamma Measure Map

Returns:

The Flat RR Gamma Measure Map

setFlatRRGammaMeasures

public boolean setFlatRRGammaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatRRGammaMeasures)

Set the Flat RR Gamma Measures Map

Parameters:

mapFlatRRGammaMeasures - The Flat RR Gamma Measures Map

Returns:

TRUE - The Flat RR Gamma Measures Map Successfully Set

flatCreditDeltaMeasures

public CaseInsensitiveTreeMap<java.lang.Double> flatCreditDeltaMeasures()

Retrieve the Flat Credit Delta Measure Map

Returns:

The Flat Credit Delta Measure Map

setFlatCreditDeltaMeasures

public boolean setFlatCreditDeltaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatCreditDeltaMeasures)

Set the Flat Credit Delta Measures Map

Parameters:

mapFlatCreditDeltaMeasures - The Flat Credit Delta Measures Map

Returns:

TRUE - The Flat Credit Delta Measures Map Successfully Set

flatCreditGammaMeasures

public CaseInsensitiveTreeMap<java.lang.Double> flatCreditGammaMeasures()

Retrieve the Flat Credit Gamma Measure Map

Returns:

The Flat Credit Gamma Measure Map

setFlatCreditGammaMeasures

public boolean setFlatCreditGammaMeasures(CaseInsensitiveTreeMap<java.lang.Double> mapFlatCreditGammaMeasures)

Set the Flat Credit Gamma Measures Map

Parameters:

mapFlatCreditGammaMeasures - The Flat Credit Gamma Measures Map

Returns:

TRUE - The Flat Credit Gamma Measures Map Successfully Set

tenorIRDeltaMeasures

public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> tenorIRDeltaMeasures()

Retrieve the Tenor IR Delta Double Measure Map

Returns:

The Tenor IR Delta Double Measure Map

setTenorIRDeltaMeasures

public boolean setTenorIRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorIRDeltaMeasures)

Set the Tenor IR Delta Double Measures Map

Parameters:

mmTenorIRDeltaMeasures - The Tenor IR Delta Double Measures Map

Returns:

TRUE - The Tenor IR Delta Double Measures Map Successfully Set

tenorIRGammaMeasures

public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> tenorIRGammaMeasures()

Retrieve the Tenor IR Gamma Double Measure Map

Returns:

The Tenor IR Gamma Double Measure Map

setTenorIRGammaMeasures

public boolean setTenorIRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorIRGammaMeasures)

Set the Tenor IR Gamma Double Measures Map

Parameters:

mmTenorIRGammaMeasures - The Tenor IR Gamma Double Measures Map

Returns:

TRUE - The Tenor IR Gamma Double Measures Map Successfully Set

tenorCreditDeltaMeasures

public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> tenorCreditDeltaMeasures()

Retrieve the Tenor Credit Delta Double Measure Map

Returns:

The Tenor Credit Delta Double Measure Map

setTenorCreditDeltaMeasures

public boolean setTenorCreditDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorCreditDeltaMeasures)

Set the Tenor Credit Delta Double Measures Map

Parameters:

mmTenorCreditDeltaMeasures - The Tenor Credit Delta Double Measures Map

Returns:

TRUE - The Tenor Credit Delta Double Measures Map Successfully Set

tenorCreditGammaMeasures

public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> tenorCreditGammaMeasures()

Retrieve the Tenor Credit Gamma Double Measure Map

Returns:

The Tenor Credit Gamma Double Measure Map

setTenorCreditGammaMeasures

public boolean setTenorCreditGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorCreditGammaMeasures)

Set the Tenor Credit Gamma Double Measures Map

Parameters:

mmTenorCreditGammaMeasures - The Tenor Credit Gamma Double Measures Map

Returns:

TRUE - The Tenor Credit Gamma Double Measures Map Successfully Set

tenorRRDeltaMeasures

public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> tenorRRDeltaMeasures()

Retrieve the Tenor RR Delta Double Measure Map

Returns:

The Tenor RR Delta Double Measure Map

setTenorRRDeltaMeasures

public boolean setTenorRRDeltaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorRRDeltaMeasures)

Set the Tenor RR Delta Double Measures Map

Parameters:

mmTenorRRDeltaMeasures - The Tenor RR Delta Double Measures Map

Returns:

TRUE - The Tenor RR Delta Double Measures Map Successfully Set

tenorRRGammaMeasures

public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> tenorRRGammaMeasures()

Retrieve the Tenor RR Gamma Double Measure Map

Returns:

The Tenor RR Gamma Double Measure Map

setTenorRRGammaMeasures

public boolean setTenorRRGammaMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmTenorRRGammaMeasures)

Set the Tenor RR Gamma Double Measures Map

Parameters:

mmTenorRRGammaMeasures - The Tenor IR Gamma Double Measures Map

Returns:

TRUE - The Tenor RR Gamma Double Measures Map Successfully Set

customMeasures

public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> customMeasures()

Retrieve the Custom Double Measure Map

Returns:

The Custom Double Measure Map

setCustomMeasures

public boolean setCustomMeasures(CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mmCustomMeasures)

Set the Custom Double Measures Map

Parameters:

mmCustomMeasures - The Custom Double Measures Map

Returns:

TRUE - The Custom Double Measures Map Successfully Set