Package | Description |
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org.drip.service.state |
Modifier and Type | Method and Description |
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static CreditCurveMetrics |
CreditCurveAPI.DailyMetrics(JulianDate dtSpot,
java.lang.String[] astrFundingFixingMaturityTenor,
double[] adblFundingFixingQuote,
java.lang.String strFullCreditIndexName,
double dblCreditIndexQuotedSpread,
java.lang.String[] astrForTenor)
Generate the Horizon Metrics for the Specified Inputs
|
Modifier and Type | Method and Description |
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static java.util.TreeMap<JulianDate,CreditCurveMetrics> |
CreditCurveAPI.HorizonMetrics(JulianDate[] adtSpot,
java.lang.String[] astrFundingFixingMaturityTenor,
double[][] aadblFundingFixingQuote,
java.lang.String[] astrFullCreditIndexName,
double[] adblCreditIndexQuotedSpread,
java.lang.String[] astrForTenor)
Generate the Horizon Metrics for the Specified Inputs
|