Package org.drip.feed.metric

Feed Horizon - PnL Explain/Attribution
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    FixFloatPnLAttributor
    FixFloatPnLAttributor generates the Date Valuation and Position Change PnL Explain Attributions for the Standard OTC Fix Float Swap.
    TreasuryBondPnLAttributor
    TreasuryBondPnLAttributor generates the Date Valuation and Position Change PnL Explain Attributions for the Specified Treasury Bond.