MarketMeasureRollDown

java.lang.Object

org.drip.historical.engine.MarketMeasureRollDown

public class MarketMeasureRollDown
extends java.lang.Object

MarketMeasureRollDown holds the Map of the Market Measure Roll Down Values for the Native as well as the Additional Horizon Tenors.

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

MarketMeasureRollDown(double dblInnate)
MarketMeasureRollDown Constructor

Method Summary

Modifier and Type	Method	Description
`boolean`	`add(java.lang.String strHorizon, double dblHorizonRollDown)`	Add the Custom Horizon Market Measure Roll Down Metric Value
`CaseInsensitiveHashMap<java.lang.Double>`	`horizon()`	Retrieve the Roll Down Horizon Metric Map
`double`	`horizon(java.lang.String strHorizon)`	Retrieve the Horizon Market Metric
`double`	`innate()`	Retrieve the Innate Roll Down Market Measure

Methods inherited from class java.lang.Object

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

Constructor Details
- MarketMeasureRollDown
  
  public MarketMeasureRollDown(double dblInnate) throws java.lang.Exception
  
  MarketMeasureRollDown Constructor
  
  Parameters:
  
  dblInnate - The Native Roll Down Market Metric
  
  Throws:
  
  java.lang.Exception - Thrown if Inputs are Invalid
Method Details
- innate
  
  public double innate()
  
  Retrieve the Innate Roll Down Market Measure
  
  Returns:
  
  The Innate Roll Down Market Measure
- add
  
  public boolean add(java.lang.String strHorizon, double dblHorizonRollDown)
  
  Add the Custom Horizon Market Measure Roll Down Metric Value
  
  Parameters:
  
  strHorizon - The Custom Horizon
  
  dblHorizonRollDown - The Custom Horizon Market Measure Roll Down Metric Value
  
  Returns:
  
  TRUE - The Custom Horizon Market Measure Roll Down Metric Value successfully set
- horizon
  
  public double horizon(java.lang.String strHorizon) throws java.lang.Exception
  
  Retrieve the Horizon Market Metric
  
  Parameters:
  
  strHorizon - The Horizon
  
  Returns:
  
  The Roll Down Market Metric corresponding to the Horizon
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
- horizon
  
  public CaseInsensitiveHashMap<java.lang.Double> horizon()
  
  Retrieve the Roll Down Horizon Metric Map
  
  Returns:
  
  The Roll Down Horizon Metric Map