BondMarketSnap

java.lang.Object

org.drip.historical.attribution.PositionMarketSnap

org.drip.historical.attribution.BondMarketSnap

public class BondMarketSnap
extends PositionMarketSnap

BondMarketSnap contains the Metrics Snapshot associated with the relevant Manifest Measures for the given Bond Position.

Module = Computational Core Module
Library = Computation Support
Project = Historical State Processing Utilities
Package = Position Market Change Components Attribution

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

BondMarketSnap(JulianDate dtSnap, double dblMarketValue)
BondMarketSnap Constructor
Method Summary

Modifier and Type Method Description

boolean setYieldMarketFactor(double dblYield, double dblYieldSensitivity, double dblYieldRollDown)
Set the Yield Level and Position Sensitivity

Methods inherited from class org.drip.historical.attribution.PositionMarketSnap
addManifestMeasureSnap, c1, content, cumulativeCouponAmount, date, header, manifestMeasures, manifestMeasureSnap, marketMeasureName, marketMeasureValue, marketValue, r1, setC1, setCumulativeCouponAmount, setDate, setMarketMeasureName, setMarketMeasureValue, setR1, setR1, snapDate

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

Constructor Details
- BondMarketSnap
  
  public BondMarketSnap(JulianDate dtSnap, double dblMarketValue) throws java.lang.Exception
  
  BondMarketSnap Constructor
  
  Parameters:
  
  dtSnap - The Snapshot Date
  
  dblMarketValue - The Snapshot Market Value
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- setYieldMarketFactor
  
  public boolean setYieldMarketFactor(double dblYield, double dblYieldSensitivity, double dblYieldRollDown)
  
  Set the Yield Level and Position Sensitivity
  
  Parameters:
  
  dblYield - The Yield Level
  
  dblYieldSensitivity - The Position Yield Sensitivity
  
  dblYieldRollDown - The Position Yield Roll Down
  
  Returns:
  
  TRUE - The Yield Level and the Position Sensitivity successfully set