org.drip.historical.engine

Class MarketMeasureRollDown

java.lang.Object

org.drip.historical.engine.MarketMeasureRollDown

public class MarketMeasureRollDown
extends java.lang.Object

MarketMeasureRollDown holds the Map of the Market Measure Roll Down Values for the Native as well as the Additional Horizon Tenors.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
MarketMeasureRollDown(double dblInnate) MarketMeasureRollDown Constructor

Method Summary

Modifier and Type	Method and Description
boolean	add(java.lang.String strHorizon, double dblHorizonRollDown) Add the Custom Horizon Market Measure Roll Down Metric Value
CaseInsensitiveHashMap<java.lang.Double>	horizon() Retrieve the Roll Down Horizon Metric Map
double	horizon(java.lang.String strHorizon) Retrieve the Horizon Market Metric
double	innate() Retrieve the Innate Roll Down Market Measure

Methods inherited from class java.lang.Object

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

Constructor Detail

MarketMeasureRollDown

public MarketMeasureRollDown(double dblInnate)
                      throws java.lang.Exception

MarketMeasureRollDown Constructor

Parameters:

dblInnate - The Native Roll Down Market Metric

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

Method Detail

innate

public double innate()

Retrieve the Innate Roll Down Market Measure

Returns:

The Innate Roll Down Market Measure

add

public boolean add(java.lang.String strHorizon,
                   double dblHorizonRollDown)

Add the Custom Horizon Market Measure Roll Down Metric Value

Parameters:

strHorizon - The Custom Horizon

dblHorizonRollDown - The Custom Horizon Market Measure Roll Down Metric Value

Returns:

TRUE - The Custom Horizon Market Measure Roll Down Metric Value successfully set

horizon

public double horizon(java.lang.String strHorizon)
               throws java.lang.Exception

Retrieve the Horizon Market Metric

Parameters:

strHorizon - The Horizon

Returns:

The Roll Down Market Metric corresponding to the Horizon

Throws:

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

horizon

public CaseInsensitiveHashMap<java.lang.Double> horizon()

Retrieve the Roll Down Horizon Metric Map

Returns:

The Roll Down Horizon Metric Map