org.drip.historical.attribution

Class PositionManifestMeasureSnap

java.lang.Object

org.drip.historical.attribution.PositionManifestMeasureSnap

public class PositionManifestMeasureSnap
extends java.lang.Object

PositionManifestMeasureSnap contains the Metrics Snapshot associated with a Specified Manifest Measure for a given Position.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
PositionManifestMeasureSnap(double dblRealization, double dblSensitivity, double dblRollDown) PositionManifestMeasureSnap Constructor

Method Summary

Modifier and Type	Method and Description
double	realization() Retrieve the Realized Manifest Measure Value
double	rollDown() Retrieve the Manifest Measure Roll Down
double	sensitivity() Retrieve the Manifest Measure Sensitivity

Methods inherited from class java.lang.Object

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

Constructor Detail

PositionManifestMeasureSnap

public PositionManifestMeasureSnap(double dblRealization,
                                   double dblSensitivity,
                                   double dblRollDown)
                            throws java.lang.Exception

PositionManifestMeasureSnap Constructor

Parameters:

dblRealization - Manifest Measure Instance Realization

dblSensitivity - First-Order Sensitivity of the Position to the Manifest Measure

dblRollDown - Manifest Measure Roll Down

Throws:

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

Method Detail

realization

public double realization()

Retrieve the Realized Manifest Measure Value

Returns:

The Manifest Measure Realization

sensitivity

public double sensitivity()

Retrieve the Manifest Measure Sensitivity

Returns:

The Manifest Measure Sensitivity

rollDown

public double rollDown()

Retrieve the Manifest Measure Roll Down

Returns:

The Manifest Measure Roll Down