HorizonChangeExplainProcessor

java.lang.Object
- org.drip.historical.engine.HorizonChangeExplainProcessor

Direct Known Subclasses:

FixFloatExplainProcessor, TreasuryBondExplainProcessor
```
public abstract class HorizonChangeExplainProcessor
extends java.lang.Object
```
HorizonChangeExplainProcessor holds the Stubs associated with the Computation of the Horizon Position Change Components for the given Product.

Author:

Lakshmi Krishnamurthy

Method Summary

All Methods Instance Methods Abstract Methods Concrete Methods
Modifier and Type	Method and Description
`Component`	`component()` Retrieve the Component
`abstract CaseInsensitiveHashMap<java.lang.Double>`	`crossHorizonDifferentialMetrics(PositionMarketSnap pmsFirst, PositionMarketSnap pmsSecond)` Generate the Horizon Differential Metrics Map
`JulianDate`	`firstDate()` Retrieve the First Date of the Horizon Change
`CurveSurfaceQuoteContainer`	`firstMarketParameters()` Retrieve the First Date's Market Parameters
`java.lang.String`	`marketMeasureName()` Retrieve the Component Market Measure Name
`double`	`marketMeasureValue()` Retrieve the Component Market Measure Value
`double`	`metricRollUp()` Generate the Roll Up Version of the Quote Metric
`CaseInsensitiveHashMap<CurveSurfaceQuoteContainer>`	`rollDownMarketParameters()` Retrieve the Map of the Roll Down Market Parameters
`MarketMeasureRollDown`	`rollDownMeasureMap()` Generate the Map of the Roll Down Market Quote Metrics
`JulianDate`	`secondDate()` Retrieve the Second Date of the Horizon Change
`CurveSurfaceQuoteContainer`	`secondMarketParameters()` Retrieve the Second Date's Market Parameters
`int`	`settleLag()` Retrieve the Component Settle Lag
`abstract PositionMarketSnap`	`snapFirstMarketValue()` Generate and Snap Relevant Fields from the First Market Valuation Parameters
`abstract PositionMarketSnap`	`snapSecondMarketValue()` Generate and Snap Relevant Fields from the Second Market Valuation Parameters
`abstract boolean`	`updateFixings()` Update the Fixings (if any) to the Second Market Parameters

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Method Detail
  - component
```
public Component component()
```
    Retrieve the Component
    
    Returns:
    
    The Component
  - settleLag
```
public int settleLag()
```
    Retrieve the Component Settle Lag
    
    Returns:
    
    The Component Settle Lag
  - marketMeasureName
```
public java.lang.String marketMeasureName()
```
    Retrieve the Component Market Measure Name
    
    Returns:
    
    The Component Market Measure Name
  - marketMeasureValue
```
public double marketMeasureValue()
```
    Retrieve the Component Market Measure Value
    
    Returns:
    
    The Component Market Measure Value
  - firstDate
```
public JulianDate firstDate()
```
    Retrieve the First Date of the Horizon Change
    
    Returns:
    
    The First Date of the Horizon Change
  - firstMarketParameters
```
public CurveSurfaceQuoteContainer firstMarketParameters()
```
    Retrieve the First Date's Market Parameters
    
    Returns:
    
    The First Date's Market Parameters
  - secondDate
```
public JulianDate secondDate()
```
    Retrieve the Second Date of the Horizon Change
    
    Returns:
    
    The Second Date of the Horizon Change
  - secondMarketParameters
```
public CurveSurfaceQuoteContainer secondMarketParameters()
```
    Retrieve the Second Date's Market Parameters
    
    Returns:
    
    The Second Date's Market Parameters
  - rollDownMarketParameters
```
public CaseInsensitiveHashMap<CurveSurfaceQuoteContainer> rollDownMarketParameters()
```
    Retrieve the Map of the Roll Down Market Parameters
    
    Returns:
    
    Map of the Roll Down Market Parameters
  - rollDownMeasureMap
```
public MarketMeasureRollDown rollDownMeasureMap()
```
    Generate the Map of the Roll Down Market Quote Metrics
    
    Returns:
    
    Map of the Roll Down Market Quote Metrics
  - metricRollUp
```
public double metricRollUp()
                    throws java.lang.Exception
```
    Generate the Roll Up Version of the Quote Metric
    
    Returns:
    
    The Roll Up Version of the Quote Metric
    
    Throws:
    
    java.lang.Exception - Thrown if the Inputs are Invalid
  - snapFirstMarketValue
```
public abstract PositionMarketSnap snapFirstMarketValue()
```
    Generate and Snap Relevant Fields from the First Market Valuation Parameters
    
    Returns:
    
    The First Market Parameters Valuation Snapshot
  - updateFixings
```
public abstract boolean updateFixings()
```
    Update the Fixings (if any) to the Second Market Parameters
    
    Returns:
    
    TRUE - The Fixings were successfully updated to the Second Market Parameters
  - snapSecondMarketValue
```
public abstract PositionMarketSnap snapSecondMarketValue()
```
    Generate and Snap Relevant Fields from the Second Market Valuation Parameters
    
    Returns:
    
    The Second Market Parameters Valuation Snapshot
  - crossHorizonDifferentialMetrics
```
public abstract CaseInsensitiveHashMap<java.lang.Double> crossHorizonDifferentialMetrics(PositionMarketSnap pmsFirst,
                                                                                         PositionMarketSnap pmsSecond)
```
    Generate the Horizon Differential Metrics Map
    
    Parameters:
    
    pmsFirst - The First Position Market Snap
    
    pmsSecond - The Second Position Market Snap
    
    Returns:
    
    The Horizon Differential Metrics Map

Class HorizonChangeExplainProcessor

Method Summary

Methods inherited from class java.lang.Object

Method Detail

component

settleLag

marketMeasureName

marketMeasureValue

firstDate

firstMarketParameters

secondDate

secondMarketParameters

rollDownMarketParameters

rollDownMeasureMap

metricRollUp

snapFirstMarketValue

updateFixings

snapSecondMarketValue

crossHorizonDifferentialMetrics