ProductDailyPnL

java.lang.Object
- org.drip.service.api.ProductDailyPnL

```
public class ProductDailyPnL
extends java.lang.Object
```
ProductDailyPnL contains the following daily measures computed: - 1D Carry, Roll Down, Curve Shift, and Full Return PnL - 3D Carry and Roll Down PnL - 3M Carry and Roll Down PnL - Current DV01

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor and Description
ProductDailyPnL(double dbl1DTotalPnL, double dbl1DCleanPnL, double dbl1DDirtyPnL, double dbl1DTotalPnLWithFixing, double dbl1DCleanPnLWithFixing, double dbl1DDirtyPnLWithFixing, double dbl1DCarryPnL, double dbl1DTimeRollPnL, double dbl1DMaturityRollDownSwapRatePnL, double dbl1DMaturityRollUpSwapRatePnL, double dbl1DMaturityRollUpFairPremiumPnL, double dbl1DMaturityRollUpFairPremiumWithFixingPnL, double dbl1DCurveShiftPnL, double dbl1MCarryPnL, double dbl1MMaturityRollDownSwapRatePnL, double dbl3MCarryPnL, double dbl3MMaturityRollDownSwapRatePnL, double dblDV01, double dblDV01WithFixing, double dblCleanFixedDV01, double dblCleanFloatDV01, double dblCleanFloatDV01WithFixing, double dblBaselineSwapRate, double dbl1DTimeRollSwapRate, double dbl1DMaturityRollDownSwapRate, double dbl1MMaturityRollDownSwapRate, double dbl3MMaturityRollDownSwapRate, double dbl1DMaturityRollUpSwapRate, double dbl1DMaturityRollUpFairPremium, double dbl1DMaturityRollUpFairPremiumWithFixing, double dbl1DCurveShiftSwapRate, double dblPeriodFixedRate, double dblPeriodCurveFloatingRate, double dblPeriodProductFloatingRate, double dblPeriodFloatingRateUsed, int i1DFixedAccrualDays, int i1DFloatingAccrualDays, double dbl1DFixedDCF, double dbl1DFloatingDCF, double dbl1MFixedDCF, double dbl1MFloatingDCF, double dbl3MFixedDCF, double dbl3MFloatingDCF) ProductDailyPnL constructor

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`double`	`baselineSwapRate()` Retrieve the Baseline Swap Rate
`double`	`carry1DPnL()` Retrieve the 1D Carry PnL
`double`	`carry1MPnL()` Retrieve the 1M Carry PnL
`double`	`carry3MPnL()` Retrieve the 3M Carry PnL
`double`	`clean1DPnL()` Retrieve the 1D Clean PnL
`double`	`clean1DPnLWithFixing()` Retrieve the 1D Clean PnL With Fixing
`double`	`cleanFixedDV01()` Retrieve the Clean Fixed DV01
`double`	`cleanFloatDV01()` Retrieve the Clean Float DV01
`double`	`cleanFloatDV01WithFixing()` Retrieve the Clean Float DV01 With Fixing
`double`	`curveShift1DPnL()` Retrieve the 1D Curve Shift PnL
`double`	`curveShiftSwapRate1D()` Retrieve the 1D Curve Shift Swap Rate
`double`	`dirty1DPnL()` Retrieve the 1D Dirty PnL
`double`	`dirty1DPnLWithFixing()` Retrieve the 1D Dirty PnL With Fixing
`double`	`DV01()` Retrieve the DV01
`double`	`DV01WithFixing()` Retrieve the DV01 With Fixing
`int`	`fixed1DAccrualDays()` Retrieve the 1D Fixed Accrual Period
`double`	`fixed1DDCF()` Retrieve the Period 1D Fixed DCF
`double`	`fixed1MDCF()` Retrieve the Period 1M Fixed DCF
`double`	`fixed3MDCF()` Retrieve the Period 3M Fixed DCF
`int`	`floating1DAccrualDays()` Retrieve the 1D Floating Accrual Period
`double`	`floating1DDCF()` Retrieve the Period 1D Floating DCF
`double`	`floating1MDCF()` Retrieve the Period 1M Floating DCF
`double`	`floating3MDCF()` Retrieve the Period 3M Floating DCF
`double`	`maturityRollDownSwapRate1D()` Retrieve the 1D Maturity Roll Down Swap Rate
`double`	`maturityRollDownSwapRate1DPnL()` Retrieve the 1D Maturity Roll Down Swap Rate PnL
`double`	`maturityRollDownSwapRate1M()` Retrieve the 1M Maturity Roll Down Swap Rate
`double`	`maturityRollDownSwapRate1MPnL()` Retrieve the 1M Maturity Roll Down Swap Rate PnL
`double`	`maturityRollDownSwapRate3M()` Retrieve the 3M Maturity Roll Down Swap Rate
`double`	`maturityRollDownSwapRate3MPnL()` Retrieve the 3M Maturity Roll Down Swap Rate PnL
`double`	`maturityRollUpFairPremium1D()` Retrieve the 1D Maturity Roll Up Fair Premium
`double`	`maturityRollUpFairPremium1DPnL()` Retrieve the 1D Maturity Roll Up Fair Premium PnL
`double`	`maturityRollUpFairPremiumWithFixing1D()` Retrieve the 1D Maturity Roll Up Fair Premium With Fixing
`double`	`maturityRollUpFairPremiumWithFixing1DPnL()` Retrieve the 1D Maturity Roll Up Fair Premium With Fixing PnL
`double`	`maturityRollUpSwapRate1D()` Retrieve the 1D Maturity Roll Up Swap Rate
`double`	`maturityRollUpSwapRate1DPnL()` Retrieve the 1D Maturity Roll Up Swap Rate PnL
`double`	`periodCurveFloatingRate()` Retrieve the Period Curve Floating Rate
`double`	`periodFixedRate()` Retrieve the Period Fixed Rate
`double`	`periodFloatingRateUsed()` Retrieve the Period Floating Rate Used
`double`	`periodProductFloatingRate()` Retrieve the Period Product Floating Rate
`double`	`timeRoll1DPnL()` Retrieve the 1D Time Roll PnL
`double`	`timeRollSwapRate1D()` Retrieve the 1D Time Roll Swap Rate
`double[]`	`toArray()` Retrieve the Array of Metrics
`java.lang.String`	`toString()`
`double`	`total1DPnL()` Retrieve the 1D Total PnL
`double`	`total1DPnLWithFixing()` Retrieve the 1D Total PnL With Fixing

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

- Constructor Detail
  - ProductDailyPnL
```
public ProductDailyPnL(double dbl1DTotalPnL,
                       double dbl1DCleanPnL,
                       double dbl1DDirtyPnL,
                       double dbl1DTotalPnLWithFixing,
                       double dbl1DCleanPnLWithFixing,
                       double dbl1DDirtyPnLWithFixing,
                       double dbl1DCarryPnL,
                       double dbl1DTimeRollPnL,
                       double dbl1DMaturityRollDownSwapRatePnL,
                       double dbl1DMaturityRollUpSwapRatePnL,
                       double dbl1DMaturityRollUpFairPremiumPnL,
                       double dbl1DMaturityRollUpFairPremiumWithFixingPnL,
                       double dbl1DCurveShiftPnL,
                       double dbl1MCarryPnL,
                       double dbl1MMaturityRollDownSwapRatePnL,
                       double dbl3MCarryPnL,
                       double dbl3MMaturityRollDownSwapRatePnL,
                       double dblDV01,
                       double dblDV01WithFixing,
                       double dblCleanFixedDV01,
                       double dblCleanFloatDV01,
                       double dblCleanFloatDV01WithFixing,
                       double dblBaselineSwapRate,
                       double dbl1DTimeRollSwapRate,
                       double dbl1DMaturityRollDownSwapRate,
                       double dbl1MMaturityRollDownSwapRate,
                       double dbl3MMaturityRollDownSwapRate,
                       double dbl1DMaturityRollUpSwapRate,
                       double dbl1DMaturityRollUpFairPremium,
                       double dbl1DMaturityRollUpFairPremiumWithFixing,
                       double dbl1DCurveShiftSwapRate,
                       double dblPeriodFixedRate,
                       double dblPeriodCurveFloatingRate,
                       double dblPeriodProductFloatingRate,
                       double dblPeriodFloatingRateUsed,
                       int i1DFixedAccrualDays,
                       int i1DFloatingAccrualDays,
                       double dbl1DFixedDCF,
                       double dbl1DFloatingDCF,
                       double dbl1MFixedDCF,
                       double dbl1MFloatingDCF,
                       double dbl3MFixedDCF,
                       double dbl3MFloatingDCF)
                throws java.lang.Exception
```
    ProductDailyPnL constructor
    
    Parameters:
    
    dbl1DTotalPnL - 1D Total PnL
    
    dbl1DCleanPnL - 1D Clean PnL
    
    dbl1DDirtyPnL - 1D Dirty PnL
    
    dbl1DTotalPnLWithFixing - 1D Total PnL With Fixing
    
    dbl1DCleanPnLWithFixing - 1D Clean PnL With Fixing
    
    dbl1DDirtyPnLWithFixing - 1D Dirty PnL With Fixing
    
    dbl1DCarryPnL - 1D Carry PnL
    
    dbl1DTimeRollPnL - 1D Time Roll PnL
    
    dbl1DMaturityRollDownSwapRatePnL - 1D Curve Maturity Roll Down implied Par Swap rate PnL
    
    dbl1DMaturityRollUpSwapRatePnL - 1D Curve Maturity Roll Up implied Par Swap rate PnL
    
    dbl1DMaturityRollUpFairPremiumPnL - 1D Curve Maturity Roll Up implied Fair Premium PnL
    
    dbl1DMaturityRollUpFairPremiumWithFixingPnL - 1D Curve Maturity Roll Up implied Fair Premium With Fixing PnL
    
    dbl1DCurveShiftPnL - 1D Curve Shift PnL
    
    dbl1MCarryPnL - 1M Carry PnL
    
    dbl1MMaturityRollDownSwapRatePnL - 1M Curve Maturity Roll Down implied Par Swap rate PnL
    
    dbl3MCarryPnL - 3M Carry PnL
    
    dbl3MMaturityRollDownSwapRatePnL - 3M Curve Maturity Roll Down implied Par Swap rate PnL
    
    dblDV01 - DV01
    
    dblDV01WithFixing - DV01 With Fixing
    
    dblCleanFixedDV01 - Clean Fixed DV01
    
    dblCleanFloatDV01 - Clean Float DV01
    
    dblCleanFloatDV01WithFixing - Clean Float DV01 With Fixing
    
    dblBaselineSwapRate - Baseline Par Swap Rate
    
    dbl1DTimeRollSwapRate - 1D Curve Time Roll implied Par Swap rate
    
    dbl1DMaturityRollDownSwapRate - 1D Curve Maturity Roll Down Implied Par Swap rate
    
    dbl1MMaturityRollDownSwapRate - 1M Curve Maturity Roll Down implied Par Swap rate
    
    dbl3MMaturityRollDownSwapRate - 3M Curve Maturity Roll Down implied Par Swap rate
    
    dbl1DMaturityRollUpSwapRate - 1D Curve Maturity Roll Up Implied Par Swap rate
    
    dbl1DMaturityRollUpFairPremium - 1D Curve Maturity Roll Up Implied Fair Premium
    
    dbl1DMaturityRollUpFairPremiumWithFixing - 1D Curve Maturity Roll Up Implied Fair Premium With Fixing
    
    dbl1DCurveShiftSwapRate - 1D Day-to-Day Curve Shift implied Par Swap rate
    
    dblPeriodFixedRate - The Period Fixed Rate
    
    dblPeriodCurveFloatingRate - The Period Curve Floating Rate
    
    dblPeriodProductFloatingRate - The Period Product Floating Rate
    
    dblPeriodFloatingRateUsed - The Period Floating Rate Used
    
    i1DFixedAccrualDays - 1D Fixed Accrual Days
    
    i1DFloatingAccrualDays - 1D Floating Accrual Days
    
    dbl1DFixedDCF - 1D Fixed Coupon DCF
    
    dbl1DFloatingDCF - 1D Floating Coupon DCF
    
    dbl1MFixedDCF - 1M Fixed Coupon DCF
    
    dbl1MFloatingDCF - 1M Floating Coupon DCF
    
    dbl3MFixedDCF - 3M Fixed Coupon DCF
    
    dbl3MFloatingDCF - 3M Floating Coupon DCF
    
    Throws:
    
    java.lang.Exception - Thrown if inputs are invalid
- Method Detail
  - clean1DPnL
```
public double clean1DPnL()
```
    Retrieve the 1D Clean PnL
    
    Returns:
    
    The 1D Clean PnL
  - dirty1DPnL
```
public double dirty1DPnL()
```
    Retrieve the 1D Dirty PnL
    
    Returns:
    
    The 1D Dirty PnL
  - total1DPnL
```
public double total1DPnL()
```
    Retrieve the 1D Total PnL
    
    Returns:
    
    The 1D Total PnL
  - clean1DPnLWithFixing
```
public double clean1DPnLWithFixing()
```
    Retrieve the 1D Clean PnL With Fixing
    
    Returns:
    
    The 1D Clean PnL With Fixing
  - dirty1DPnLWithFixing
```
public double dirty1DPnLWithFixing()
```
    Retrieve the 1D Dirty PnL With Fixing
    
    Returns:
    
    The 1D Dirty PnL With Fixing
  - total1DPnLWithFixing
```
public double total1DPnLWithFixing()
```
    Retrieve the 1D Total PnL With Fixing
    
    Returns:
    
    The 1D Total PnL With Fixing
  - carry1DPnL
```
public double carry1DPnL()
```
    Retrieve the 1D Carry PnL
    
    Returns:
    
    The 1D Carry PnL
  - timeRoll1DPnL
```
public double timeRoll1DPnL()
```
    Retrieve the 1D Time Roll PnL
    
    Returns:
    
    The 1D Time Roll PnL
  - maturityRollDownSwapRate1DPnL
```
public double maturityRollDownSwapRate1DPnL()
```
    Retrieve the 1D Maturity Roll Down Swap Rate PnL
    
    Returns:
    
    The 1D Maturity Roll Down Swap Rate PnL
  - maturityRollUpSwapRate1DPnL
```
public double maturityRollUpSwapRate1DPnL()
```
    Retrieve the 1D Maturity Roll Up Swap Rate PnL
    
    Returns:
    
    The 1D Maturity Roll Up Swap Rate PnL
  - maturityRollUpFairPremium1DPnL
```
public double maturityRollUpFairPremium1DPnL()
```
    Retrieve the 1D Maturity Roll Up Fair Premium PnL
    
    Returns:
    
    The 1D Maturity Roll Up Fair Premium PnL
  - maturityRollUpFairPremiumWithFixing1DPnL
```
public double maturityRollUpFairPremiumWithFixing1DPnL()
```
    Retrieve the 1D Maturity Roll Up Fair Premium With Fixing PnL
    
    Returns:
    
    The 1D Maturity Roll Up Fair Premium With Fixing PnL
  - curveShift1DPnL
```
public double curveShift1DPnL()
```
    Retrieve the 1D Curve Shift PnL
    
    Returns:
    
    The 1D Curve Shift PnL
  - carry1MPnL
```
public double carry1MPnL()
```
    Retrieve the 1M Carry PnL
    
    Returns:
    
    The 1M Carry PnL
  - maturityRollDownSwapRate1MPnL
```
public double maturityRollDownSwapRate1MPnL()
```
    Retrieve the 1M Maturity Roll Down Swap Rate PnL
    
    Returns:
    
    The 1M Maturity Roll Down Swap Rate PnL
  - carry3MPnL
```
public double carry3MPnL()
```
    Retrieve the 3M Carry PnL
    
    Returns:
    
    The 3M Carry PnL
  - maturityRollDownSwapRate3MPnL
```
public double maturityRollDownSwapRate3MPnL()
```
    Retrieve the 3M Maturity Roll Down Swap Rate PnL
    
    Returns:
    
    The 3M Maturity Roll Down Swap Rate PnL
  - DV01
```
public double DV01()
```
    Retrieve the DV01
    
    Returns:
    
    The DV01
  - DV01WithFixing
```
public double DV01WithFixing()
```
    Retrieve the DV01 With Fixing
    
    Returns:
    
    The DV01 With Fixing
  - cleanFixedDV01
```
public double cleanFixedDV01()
```
    Retrieve the Clean Fixed DV01
    
    Returns:
    
    The Clean Fixed DV01
  - cleanFloatDV01
```
public double cleanFloatDV01()
```
    Retrieve the Clean Float DV01
    
    Returns:
    
    The Clean Float DV01
  - cleanFloatDV01WithFixing
```
public double cleanFloatDV01WithFixing()
```
    Retrieve the Clean Float DV01 With Fixing
    
    Returns:
    
    The Clean Float DV01 With Fixing
  - baselineSwapRate
```
public double baselineSwapRate()
```
    Retrieve the Baseline Swap Rate
    
    Returns:
    
    The Baseline Swap Rate
  - timeRollSwapRate1D
```
public double timeRollSwapRate1D()
```
    Retrieve the 1D Time Roll Swap Rate
    
    Returns:
    
    The 1D Time Roll Swap Rate
  - maturityRollDownSwapRate1D
```
public double maturityRollDownSwapRate1D()
```
    Retrieve the 1D Maturity Roll Down Swap Rate
    
    Returns:
    
    The 1D Maturity Roll Down Swap Rate
  - maturityRollDownSwapRate1M
```
public double maturityRollDownSwapRate1M()
```
    Retrieve the 1M Maturity Roll Down Swap Rate
    
    Returns:
    
    The 1M Maturity Roll Down Swap Rate
  - maturityRollDownSwapRate3M
```
public double maturityRollDownSwapRate3M()
```
    Retrieve the 3M Maturity Roll Down Swap Rate
    
    Returns:
    
    The 3M Maturity Roll Down Swap Rate
  - maturityRollUpSwapRate1D
```
public double maturityRollUpSwapRate1D()
```
    Retrieve the 1D Maturity Roll Up Swap Rate
    
    Returns:
    
    The 1D Maturity Roll Up Swap Rate
  - maturityRollUpFairPremium1D
```
public double maturityRollUpFairPremium1D()
```
    Retrieve the 1D Maturity Roll Up Fair Premium
    
    Returns:
    
    The 1D Maturity Roll Up Fair Premium
  - maturityRollUpFairPremiumWithFixing1D
```
public double maturityRollUpFairPremiumWithFixing1D()
```
    Retrieve the 1D Maturity Roll Up Fair Premium With Fixing
    
    Returns:
    
    The 1D Maturity Roll Up Fair Premium With Fixing
  - curveShiftSwapRate1D
```
public double curveShiftSwapRate1D()
```
    Retrieve the 1D Curve Shift Swap Rate
    
    Returns:
    
    The 1D Curve Shift Swap Rate
  - periodFixedRate
```
public double periodFixedRate()
```
    Retrieve the Period Fixed Rate
    
    Returns:
    
    The Period Fixed Rate
  - periodCurveFloatingRate
```
public double periodCurveFloatingRate()
```
    Retrieve the Period Curve Floating Rate
    
    Returns:
    
    The Period Curve Floating Rate
  - periodProductFloatingRate
```
public double periodProductFloatingRate()
```
    Retrieve the Period Product Floating Rate
    
    Returns:
    
    The Period Product Floating Rate
  - periodFloatingRateUsed
```
public double periodFloatingRateUsed()
```
    Retrieve the Period Floating Rate Used
    
    Returns:
    
    The Period Floating Rate Used
  - fixed1DAccrualDays
```
public int fixed1DAccrualDays()
```
    Retrieve the 1D Fixed Accrual Period
    
    Returns:
    
    The 1D Fixed Accrual Period
  - floating1DAccrualDays
```
public int floating1DAccrualDays()
```
    Retrieve the 1D Floating Accrual Period
    
    Returns:
    
    The 1D Floating Accrual Period
  - fixed1DDCF
```
public double fixed1DDCF()
```
    Retrieve the Period 1D Fixed DCF
    
    Returns:
    
    The Period 1D Fixed DCF
  - floating1DDCF
```
public double floating1DDCF()
```
    Retrieve the Period 1D Floating DCF
    
    Returns:
    
    The Period 1D Floating DCF
  - fixed1MDCF
```
public double fixed1MDCF()
```
    Retrieve the Period 1M Fixed DCF
    
    Returns:
    
    The Period 1M Fixed DCF
  - floating1MDCF
```
public double floating1MDCF()
```
    Retrieve the Period 1M Floating DCF
    
    Returns:
    
    The Period 1M Floating DCF
  - fixed3MDCF
```
public double fixed3MDCF()
```
    Retrieve the Period 3M Fixed DCF
    
    Returns:
    
    The Period 3M Fixed DCF
  - floating3MDCF
```
public double floating3MDCF()
```
    Retrieve the Period 3M Floating DCF
    
    Returns:
    
    The Period 3M Floating DCF
  - toArray
```
public double[] toArray()
```
    Retrieve the Array of Metrics
    
    Returns:
    
    The Array of Metrics
  - toString
```
public java.lang.String toString()
```
    Overrides:
    
    toString in class java.lang.Object

Class ProductDailyPnL

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

ProductDailyPnL

Method Detail

clean1DPnL

dirty1DPnL

total1DPnL

clean1DPnLWithFixing

dirty1DPnLWithFixing

total1DPnLWithFixing

carry1DPnL

timeRoll1DPnL

maturityRollDownSwapRate1DPnL

maturityRollUpSwapRate1DPnL

maturityRollUpFairPremium1DPnL

maturityRollUpFairPremiumWithFixing1DPnL

curveShift1DPnL

carry1MPnL

maturityRollDownSwapRate1MPnL

carry3MPnL

maturityRollDownSwapRate3MPnL

DV01

DV01WithFixing

cleanFixedDV01

cleanFloatDV01

cleanFloatDV01WithFixing

baselineSwapRate

timeRollSwapRate1D

maturityRollDownSwapRate1D

maturityRollDownSwapRate1M

maturityRollDownSwapRate3M

maturityRollUpSwapRate1D

maturityRollUpFairPremium1D

maturityRollUpFairPremiumWithFixing1D

curveShiftSwapRate1D

periodFixedRate

periodCurveFloatingRate

periodProductFloatingRate

periodFloatingRateUsed

fixed1DAccrualDays

floating1DAccrualDays

fixed1DDCF

floating1DDCF

fixed1MDCF

floating1MDCF

fixed3MDCF

floating3MDCF

toArray

toString