org.drip.service.api

Class InstrMetric

java.lang.Object

org.drip.service.api.InstrMetric

public class InstrMetric
extends java.lang.Object

InstrMetric contains the fields that hold the result of the PnL metric calculations.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
InstrMetric(ForwardRates fwdMetric, ProductDailyPnL pnlMetric) InstrMetric constructor

Method Summary

Modifier and Type	Method and Description
ForwardRates	fwdMetric() Retrieve the Forward Metric
ProductDailyPnL	pnlMetric() Retrieve the PnL Metric
double[]	toArray() Reduce the PnL/forward metrics to an array
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Constructor Detail

InstrMetric

public InstrMetric(ForwardRates fwdMetric,
                   ProductDailyPnL pnlMetric)
            throws java.lang.Exception

InstrMetric constructor

Parameters:

fwdMetric - The Forward Rates Metric

pnlMetric - The Daily Carry/Roll PnL Metric

Throws:

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

Method Detail

fwdMetric

public ForwardRates fwdMetric()

Retrieve the Forward Metric

Returns:

The Forward Metric

pnlMetric

public ProductDailyPnL pnlMetric()

Retrieve the PnL Metric

Returns:

The PnL Metric

toArray

public double[] toArray()

Reduce the PnL/forward metrics to an array

Returns:

The Array containing the PnL/forward metrics

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object