Uses of Class
org.drip.historical.attribution.PositionChangeComponents

Packages that use PositionChangeComponents

Package	Description
org.drip.feed.metric
org.drip.historical.engine
org.drip.service.product

Uses of PositionChangeComponents in org.drip.feed.metric

Methods in org.drip.feed.metric that return types with arguments of type PositionChangeComponents

Modifier and Type	Method and Description
static java.util.List<PositionChangeComponents>	TreasuryBondPnLAttributor.TenorHorizonExplainComponents(java.lang.String strMaturityTenor, java.lang.String strCode, int iHorizonGap, java.lang.String strFeedTranformLocation, java.lang.String[] astrGovvieTreasuryTenor, int[] aiGovvieTreasuryColumn, java.lang.String[] astrRollDownHorizonTenor) Generate the Explain Components for the specified Treasury Bond
static java.util.List<PositionChangeComponents>	FixFloatPnLAttributor.TenorHorizonExplainComponents(java.lang.String strCurrency, java.lang.String strMaturityTenor, int iHorizonGap, java.lang.String strFeedTranformLocation, java.lang.String[] astrFundingDepositTenor, int[] aiFundingDepositColumn, java.lang.String[] astrFundingFixFloatTenor, int[] aiFundingFixFloatColumn, java.lang.String[] astrRollDownHorizonTenor) Generate the Explain Components for the specified Fix Float Product

Uses of PositionChangeComponents in org.drip.historical.engine

Methods in org.drip.historical.engine that return PositionChangeComponents

Modifier and Type	Method and Description
static PositionChangeComponents	HorizonChangeExplainExecutor.GenerateAttribution(HorizonChangeExplainProcessor hcep) Generate the Attribution for the Component's Horizon Change Explain Processor

Uses of PositionChangeComponents in org.drip.service.product

Methods in org.drip.service.product that return PositionChangeComponents

Modifier and Type	Method and Description
static PositionChangeComponents	CreditIndexAPI.HorizonChangeAttribution(DiscountCurve dcFirst, CreditCurve ccFirst, DiscountCurve dcSecond, CreditCurve ccSecond, java.lang.String strFullCreditIndexName) Generate the CDS Horizon Change Attribution
static PositionChangeComponents	TreasuryAPI.HorizonChangeAttribution(GovvieCurve gcFirst, GovvieCurve gcSecond, CaseInsensitiveHashMap<GovvieCurve> mapRollDownGovvieCurve, java.lang.String strMaturityTenor, java.lang.String strCode) Compute the Horizon Change Attribution Details for the Specified Treasury Bond
static PositionChangeComponents	FixFloatAPI.HorizonChangeAttribution(JulianDate dtFirst, JulianDate dtSecond, java.lang.String[] astrFundingDepositInstrumentTenor, double[] adblFirstFundingDepositInstrument, double[] adblSecondFundingDepositInstrument, java.lang.String[] astrFundingFixFloatTenor, double[] adblFirstFundingFixFloat, double[] adblSecondFundingFixFloat, java.lang.String strCurrency, java.lang.String strMaturityTenor, java.lang.String[] astrRollDownHorizon, int iLatentStateType) Generate the Funding Curve Horizon Metrics
static PositionChangeComponents	TreasuryAPI.HorizonChangeAttribution(JulianDate dtFirst, JulianDate dtSecond, java.lang.String[] astrGovvieTreasuryInstrumentTenor, double[] adblFirstGovvieTreasuryInstrument, double[] adblSecondGovvieTreasuryInstrument, java.lang.String strMaturityTenor, java.lang.String strCode, java.lang.String[] astrRollDownHorizon, int iLatentStateType) Generate the Govvie Curve Horizon Metrics
static PositionChangeComponents	FixFloatAPI.HorizonChangeAttribution(MergedDiscountForwardCurve dcFirst, MergedDiscountForwardCurve dcSecond, CaseInsensitiveHashMap<MergedDiscountForwardCurve> mapRollDownDiscountCurve, java.lang.String strMaturityTenor) Compute the Horizon Change Attribution Details for the Specified Fix-Float Swap
static PositionChangeComponents	FundingFuturesAPI.HorizonMetrics(JulianDate dtPrevious, JulianDate dtSpot, JulianDate dtExpiry, double dblPreviousQuote, double dblSpotQuote, java.lang.String strCurrency) Generate the Funding Futures Horizon Metrics

Methods in org.drip.service.product that return types with arguments of type PositionChangeComponents

Modifier and Type	Method and Description
static java.util.List<PositionChangeComponents>	CreditIndexAPI.HorizonChangeAttribution(JulianDate[] adtSpot, int iHorizonGap, java.lang.String[] astrFundingFixingMaturityTenor, double[][] aadblFundingFixingQuote, java.lang.String[] astrFullCreditIndexName, double[] adblCreditIndexQuotedSpread) Generate the Funding/Credit Curve Horizon Metrics
static java.util.List<PositionChangeComponents>	FixFloatAPI.HorizonChangeAttribution(JulianDate[] adtSpot, int iHorizonGap, java.lang.String[] astrFundingDepositInstrumentTenor, double[][] aadblFundingDepositInstrumentQuote, java.lang.String[] astrFundingFixFloatTenor, double[][] aadblFundingFixFloatQuote, java.lang.String strCurrency, java.lang.String strMaturityTenor, java.lang.String[] astrRollDownHorizon, int iLatentStateType) Generate the Funding Curve Horizon Metrics
static java.util.List<PositionChangeComponents>	TreasuryAPI.HorizonChangeAttribution(JulianDate[] adtSpot, int iHorizonGap, java.lang.String[] astrGovvieTreasuryInstrumentTenor, double[][] aadblGovvieTreasuryInstrumentQuote, java.lang.String strMaturityTenor, java.lang.String strCode, java.lang.String[] astrRollDownHorizon, int iLatentStateType) Generate the Govvie Curve Horizon Metrics
static java.util.List<PositionChangeComponents>	FundingFuturesAPI.HorizonChangeAttribution(JulianDate[] adt, JulianDate[] adtExpiry, double[] adblFuturesQuote, java.lang.String strCurrency) Generate the Funding Futures Horizon Metrics
static java.util.List<PositionChangeComponents>	FixedBondAPI.HorizonChangeAttribution(java.lang.String strIssuerName, int iBondEffectiveDate, int iBondMaturityDate, double dblBondCoupon, int iBondCouponFrequency, java.lang.String strBondCouponDayCount, java.lang.String strBondCouponCurrency, JulianDate[] adtSpot, double[] adblCleanPrice) Returns Attribution for the Specified Bond Instance
static java.util.List<PositionChangeComponents>	TreasuryFuturesAPI.HorizonChangeAttribution(java.lang.String strTreasuryCode, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, double[] adblConversionFactor) Returns Attribution for the Treasury Futures