| Package | Description |
|---|---|
| org.drip.service.api |
| Class and Description |
|---|
| ForwardRates
ForwardRates contains the array of the forward rates.
|
| ProductDailyPnL
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
|