Package org.drip.historical.engine

Product Horizon Change Explain Engine
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    FixFloatExplainProcessor
    FixFloatExplainProcessor contains the Functionality associated with the Horizon Analysis of the Fix Float Swap.
    HorizonChangeExplainExecutor
    HorizonChangeExplainExecutor executes the Sequence of Calls for the Calculation of the Component's Horizon Change Explain.
    HorizonChangeExplainProcessor
    HorizonChangeExplainProcessor holds the Stubs associated with the Computation of the Horizon Position Change Components for the given Product.
    MarketMeasureRollDown
    MarketMeasureRollDown holds the Map of the Market Measure Roll Down Values for the Native as well as the Additional Horizon Tenors.
    TreasuryBondExplainProcessor
    TreasuryBondExplainProcessor contains the Functionality associated with the Horizon Analysis of the Treasury Bond.