org.drip.historical.attribution

Class PositionMarketSnap

java.lang.Object

org.drip.historical.attribution.PositionMarketSnap

Direct Known Subclasses:

BondMarketSnap, CDSMarketSnap, TreasuryFuturesMarketSnap

public class PositionMarketSnap
extends java.lang.Object

PositionMarketSnap contains the Metrics Snapshot associated with the relevant Manifest Measures for a given Position.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
boolean	addManifestMeasureSnap(java.lang.String strManifestMeasure, double dblManifestMeasureRealization, double dblManifestMeasureSensitivity, double dblManifestMeasureRollDown) Add an Instance of the Position Manifest Measure Snap from the Specified Inputs
java.lang.String	c1(java.lang.String strKey) Retrieve the Custom C^1 Entry corresponding to the Specified Key
java.lang.String	content() Retrieve the Row of Content Fields
double	cumulativeCouponAmount() Retrieve the Cumulative Coupon Amount
JulianDate	date(java.lang.String strKey) Retrieve the Custom Date Entry corresponding to the Specified Key
java.lang.String	header(java.lang.String strPrefix) Retrieve the Row of Header Fields
java.util.Set<java.lang.String>	manifestMeasures() Retrieve the Set of Manifest Measures
PositionManifestMeasureSnap	manifestMeasureSnap(java.lang.String strManifestMeasure) Retrieve the Snapshot associated with the specified Manifest Measure
java.lang.String	marketMeasureName() Retrieve the Market Measure Name
double	marketMeasureValue() Retrieve the Market Measure Value
double	marketValue() Retrieve the Position Market Value
double	r1(java.lang.String strKey) Retrieve the Custom R^1 Entry corresponding to the Specified Key
boolean	setC1(java.lang.String strKey, java.lang.String strC1) Set the Custom C^1 Entry corresponding to the Specified Key
boolean	setCumulativeCouponAmount(double dblCumulativeCouponAmount) Set the Cumulative Coupon Amount
boolean	setDate(java.lang.String strKey, JulianDate dtCustom) Set the Custom Date Entry corresponding to the Specified Key
boolean	setMarketMeasureName(java.lang.String strMarketMeasureName) Set the Market Measure Name
boolean	setMarketMeasureValue(double dblMarketMeasureValue) Set the Market Measure Value
boolean	setR1(java.lang.String strKey, double dblR1) Set the Custom R^1 Entry corresponding to the Specified Key
boolean	setR1(java.lang.String strKey, double dblR1, boolean bIgnoreNaN) Set the Custom R^1 Entry corresponding to the Specified Key
JulianDate	snapDate() Retrieve the Date of the Snap

Methods inherited from class java.lang.Object

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

Constructor Detail

PositionMarketSnap

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

PositionMarketSnap Constructor

Parameters:

dtSnap - The Snapshot Date

dblMarketValue - The Snapshot Market Value

Throws:

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

Method Detail

snapDate

public JulianDate snapDate()

Retrieve the Date of the Snap

Returns:

Date of the Snap

marketValue

public double marketValue()

Retrieve the Position Market Value

Returns:

The Position Market Value

addManifestMeasureSnap

public boolean addManifestMeasureSnap(java.lang.String strManifestMeasure,
                                      double dblManifestMeasureRealization,
                                      double dblManifestMeasureSensitivity,
                                      double dblManifestMeasureRollDown)

Add an Instance of the Position Manifest Measure Snap from the Specified Inputs

Parameters:

strManifestMeasure - The Manifest Measure

dblManifestMeasureRealization - The Manifest Measure Realization

dblManifestMeasureSensitivity - The Manifest Measure Sensitivity

dblManifestMeasureRollDown - The Manifest Measure Roll Down

Returns:

TRUE - The Manifest Measure Snap Metrics successfully added

manifestMeasureSnap

public PositionManifestMeasureSnap manifestMeasureSnap(java.lang.String strManifestMeasure)

Retrieve the Snapshot associated with the specified Manifest Measure

Parameters:

strManifestMeasure - The Manifest Measure

Returns:

The Snapshot associated with the specified Manifest Measure

manifestMeasures

public java.util.Set<java.lang.String> manifestMeasures()

Retrieve the Set of Manifest Measures

Returns:

The Set of Manifest Measures

setDate

public boolean setDate(java.lang.String strKey,
                       JulianDate dtCustom)

Set the Custom Date Entry corresponding to the Specified Key

Parameters:

strKey - The Key

dtCustom - The Custom Date Entry

Returns:

TRUE - Custom Date successfully set

date

public JulianDate date(java.lang.String strKey)

Retrieve the Custom Date Entry corresponding to the Specified Key

Parameters:

strKey - The Key

Returns:

The Custom Date Entry

setC1

public boolean setC1(java.lang.String strKey,
                     java.lang.String strC1)

Set the Custom C^1 Entry corresponding to the Specified Key

Parameters:

strKey - The Key

strC1 - The Custom C^1 Entry

Returns:

TRUE - Custom C^1 Entry successfully set

c1

public java.lang.String c1(java.lang.String strKey)

Retrieve the Custom C^1 Entry corresponding to the Specified Key

Parameters:

strKey - The Key

Returns:

The Custom C^1 Entry

setR1

public boolean setR1(java.lang.String strKey,
                     double dblR1,
                     boolean bIgnoreNaN)

Set the Custom R^1 Entry corresponding to the Specified Key

Parameters:

strKey - The Key

dblR1 - The Custom R^1 Entry

bIgnoreNaN - TRUE - Ignore NaN Entry

Returns:

TRUE - Custom Number successfully set

setR1

public boolean setR1(java.lang.String strKey,
                     double dblR1)

Set the Custom R^1 Entry corresponding to the Specified Key

Parameters:

strKey - The Key

dblR1 - The Custom R^1 Entry

Returns:

TRUE - Custom Number successfully set

r1

public double r1(java.lang.String strKey)
          throws java.lang.Exception

Retrieve the Custom R^1 Entry corresponding to the Specified Key

Parameters:

strKey - The Key

Returns:

The Custom R^1 Entry

Throws:

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

setMarketMeasureName

public boolean setMarketMeasureName(java.lang.String strMarketMeasureName)

Set the Market Measure Name

Parameters:

strMarketMeasureName - The Market Measure Name

Returns:

The Market Measure Name successfully set

marketMeasureName

public java.lang.String marketMeasureName()

Retrieve the Market Measure Name

Returns:

The Market Measure Name

setMarketMeasureValue

public boolean setMarketMeasureValue(double dblMarketMeasureValue)

Set the Market Measure Value

Parameters:

dblMarketMeasureValue - The Market Measure Value

Returns:

The Market Measure Value successfully set

marketMeasureValue

public double marketMeasureValue()
                          throws java.lang.Exception

Retrieve the Market Measure Value

Returns:

The Market Measure Value

Throws:

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

setCumulativeCouponAmount

public boolean setCumulativeCouponAmount(double dblCumulativeCouponAmount)

Set the Cumulative Coupon Amount

Parameters:

dblCumulativeCouponAmount - The Cumulative Coupon Amount

Returns:

TRUE - The Cumulative Coupon Amount successfully set

cumulativeCouponAmount

public double cumulativeCouponAmount()
                              throws java.lang.Exception

Retrieve the Cumulative Coupon Amount

Returns:

The Cumulative Coupon Amount

Throws:

java.lang.Exception - Thrown if the Cumulative Coupon Amount cannot be obtained

header

public java.lang.String header(java.lang.String strPrefix)

Retrieve the Row of Header Fields

Parameters:

strPrefix - The Prefix that precedes each Header Field

Returns:

The Row of Header Fields

content

public java.lang.String content()

Retrieve the Row of Content Fields

Returns:

The Row of Content Fields