Uses of Class
org.drip.historical.sensitivity.TenorDurationNodeMetrics

Packages that use TenorDurationNodeMetrics

Package	Description
org.drip.service.product

Uses of TenorDurationNodeMetrics in org.drip.service.product

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

Modifier and Type	Method and Description
static java.util.List<TenorDurationNodeMetrics>	TreasuryFuturesAPI.HorizonKeyRateDuration(java.lang.String strTreasuryType, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, java.lang.String[] astrBenchmarkTenor, double[][] aadblGovvieCurveTreasuryYield) Generate the Horizon Treasury Curve Tenor Key Rate Sensitivity/Duration