PositionManifestMeasureSnap

java.lang.Object

org.drip.historical.attribution.PositionManifestMeasureSnap

public class PositionManifestMeasureSnap
extends java.lang.Object

PositionManifestMeasureSnap contains the Metrics Snapshot associated with a Specified Manifest Measure for a given 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

PositionManifestMeasureSnap(double dblRealization, double dblSensitivity, double dblRollDown)
PositionManifestMeasureSnap Constructor

Method Summary

Modifier and Type	Method	Description
`double`	`realization()`	Retrieve the Realized Manifest Measure Value
`double`	`rollDown()`	Retrieve the Manifest Measure Roll Down
`double`	`sensitivity()`	Retrieve the Manifest Measure Sensitivity

Methods inherited from class java.lang.Object

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

Constructor Details
- PositionManifestMeasureSnap
  
  public PositionManifestMeasureSnap(double dblRealization, double dblSensitivity, double dblRollDown) throws java.lang.Exception
  
  PositionManifestMeasureSnap Constructor
  
  Parameters:
  
  dblRealization - Manifest Measure Instance Realization
  
  dblSensitivity - First-Order Sensitivity of the Position to the Manifest Measure
  
  dblRollDown - Manifest Measure Roll Down
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- realization
  
  public double realization()
  
  Retrieve the Realized Manifest Measure Value
  
  Returns:
  
  The Manifest Measure Realization
- sensitivity
  
  public double sensitivity()
  
  Retrieve the Manifest Measure Sensitivity
  
  Returns:
  
  The Manifest Measure Sensitivity
- rollDown
  
  public double rollDown()
  
  Retrieve the Manifest Measure Roll Down
  
  Returns:
  
  The Manifest Measure Roll Down