Package org.drip.historical.engine

Class HorizonChangeExplainExecutor

java.lang.Object

org.drip.historical.engine.HorizonChangeExplainExecutor

public class HorizonChangeExplainExecutor
extends java.lang.Object

HorizonChangeExplainExecutor executes the Sequence of Calls for the Calculation of the Component's Horizon Change Explain.

• Module = Computational Core Module
• Library = Computation Support
• Project = Historical State Processing Utilities
• Package = Product Horizon Change Explain Engine

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
HorizonChangeExplainExecutor()

Method Summary

Modifier and Type	Method	Description
static PositionChangeComponents	GenerateAttribution(HorizonChangeExplainProcessor hcep)	Generate the Attribution for the Component's Horizon Change Explain Processor

Methods inherited from class java.lang.Object

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

Constructor Details

HorizonChangeExplainExecutor

public HorizonChangeExplainExecutor()

Method Details

GenerateAttribution

public static final PositionChangeComponents GenerateAttribution(HorizonChangeExplainProcessor hcep)

Generate the Attribution for the Component's Horizon Change Explain Processor

Parameters:

hcep - The Component's Horizon Change Explain Processor

Returns:

The Position Change Components containing the Explains