Package | Description |
---|---|
org.drip.analytics.output | |
org.drip.product.definition |
Modifier and Type | Class and Description |
---|---|
class |
BasketMeasures
BasketMeasures is the place holder for the analytical basket measures, optionally across scenarios.
|
Modifier and Type | Method and Description |
---|---|
ComponentMeasures |
Component.measures(ValuationParams valParams,
CreditPricerParams pricerParams,
ScenarioMarketParams mpc,
ValuationCustomizationParams vcp)
Generate a full list of the Product's measures for the set of scenario market parameters present in
the org.drip.param.definition.MarketParams
|