org.drip.historical.attribution

Class BondMarketSnap

java.lang.Object

org.drip.historical.attribution.PositionMarketSnap

org.drip.historical.attribution.BondMarketSnap

public class BondMarketSnap
extends PositionMarketSnap

BondMarketSnap contains the Metrics Snapshot associated with the relevant Manifest Measures for the given Bond Position.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BondMarketSnap(JulianDate dtSnap, double dblMarketValue) BondMarketSnap Constructor

Method Summary

Modifier and Type	Method and Description
boolean	setYieldMarketFactor(double dblYield, double dblYieldSensitivity, double dblYieldRollDown) Set the Yield Level and Position Sensitivity

Methods inherited from class org.drip.historical.attribution.PositionMarketSnap

addManifestMeasureSnap, c1, content, cumulativeCouponAmount, date, header, manifestMeasures, manifestMeasureSnap, marketMeasureName, marketMeasureValue, marketValue, r1, setC1, setCumulativeCouponAmount, setDate, setMarketMeasureName, setMarketMeasureValue, setR1, setR1, snapDate

Methods inherited from class java.lang.Object

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

Constructor Detail

BondMarketSnap

public BondMarketSnap(JulianDate dtSnap,
                      double dblMarketValue)
               throws java.lang.Exception

BondMarketSnap Constructor

Parameters:

dtSnap - The Snapshot Date

dblMarketValue - The Snapshot Market Value

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

setYieldMarketFactor

public boolean setYieldMarketFactor(double dblYield,
                                    double dblYieldSensitivity,
                                    double dblYieldRollDown)

Set the Yield Level and Position Sensitivity

Parameters:

dblYield - The Yield Level

dblYieldSensitivity - The Position Yield Sensitivity

dblYieldRollDown - The Position Yield Roll Down

Returns:

TRUE - The Yield Level and the Position Sensitivity successfully set