org.drip.historical.sensitivity

Class TenorDurationNodeMetrics

java.lang.Object

org.drip.historical.sensitivity.TenorDurationNodeMetrics

public class TenorDurationNodeMetrics
extends java.lang.Object

TenorDurationNodeMetrics holds the KRD Duration Nodes and associated Metrics.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
TenorDurationNodeMetrics(JulianDate dtSnap) TenorDurationNodeMetrics Constructor

Method Summary

Modifier and Type	Method and Description
boolean	addKRDNode(java.lang.String strKRDNode, double dblKRDValue) Insert a KRD Node
java.lang.String	c1(java.lang.String strKey) Retrieve the Custom C^1 Entry corresponding to the Specified Key
JulianDate	date(java.lang.String strKey) Retrieve the Custom Date Entry corresponding to the Specified Key
JulianDate	dateSnap() Retrieve the KRD Date Snap
CaseInsensitiveTreeMap<java.lang.Double>	krdMap() Retrieve the KRD Map
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	setDate(java.lang.String strKey, JulianDate dtCustom) Set the Custom Date Entry corresponding to the Specified Key
boolean	setR1(java.lang.String strKey, double dblR1) Set the Custom R^1 Entry corresponding to the Specified Key

Methods inherited from class java.lang.Object

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

Constructor Detail

TenorDurationNodeMetrics

public TenorDurationNodeMetrics(JulianDate dtSnap)
                         throws java.lang.Exception

TenorDurationNodeMetrics Constructor

Parameters:

dtSnap - The Date Snap

Throws:

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

Method Detail

dateSnap

public JulianDate dateSnap()

Retrieve the KRD Date Snap

Returns:

The KRD Date Snap

addKRDNode

public boolean addKRDNode(java.lang.String strKRDNode,
                          double dblKRDValue)

Insert a KRD Node

Parameters:

strKRDNode - KRD Node Key

dblKRDValue - KRD Node Value

Returns:

TRUE - The KRD Entry successfully inserted

krdMap

public CaseInsensitiveTreeMap<java.lang.Double> krdMap()

Retrieve the KRD Map

Returns:

The KRD Map

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)

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