Package org.drip.historical.sensitivity

Class TenorDurationNodeMetrics

java.lang.Object
org.drip.historical.sensitivity.TenorDurationNodeMetrics
public class TenorDurationNodeMetrics
extends java.lang.Object
TenorDurationNodeMetrics holds the KRD Duration Nodes and associated Metrics.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    TenorDurationNodeMetrics​(JulianDate dtSnap)
    TenorDurationNodeMetrics Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean addKRDNode​(java.lang.String strKRDNode, double dblKRDValue)
    Insert a KRD Node
    java.lang.String c1​(java.lang.String strKey)
    Retrieve the Custom C^1 Entry corresponding to the Specified Key
    JulianDate date​(java.lang.String strKey)
    Retrieve the Custom Date Entry corresponding to the Specified Key
    JulianDate dateSnap()
    Retrieve the KRD Date Snap
    CaseInsensitiveTreeMap<java.lang.Double> krdMap()
    Retrieve the KRD Map
    double r1​(java.lang.String strKey)
    Retrieve the Custom R^1 Entry corresponding to the Specified Key
    boolean setC1​(java.lang.String strKey, java.lang.String strC1)
    Set the Custom C^1 Entry corresponding to the Specified Key
    boolean setDate​(java.lang.String strKey, JulianDate dtCustom)
    Set the Custom Date Entry corresponding to the Specified Key
    boolean setR1​(java.lang.String strKey, double dblR1)
    Set the Custom R^1 Entry corresponding to the Specified Key

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • TenorDurationNodeMetrics

      public TenorDurationNodeMetrics​(JulianDate dtSnap) throws java.lang.Exception
      TenorDurationNodeMetrics Constructor
      Parameters:
      dtSnap - The Date Snap
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • dateSnap

      public JulianDate dateSnap()
      Retrieve the KRD Date Snap
      Returns:
      The KRD Date Snap

    • addKRDNode

      public boolean addKRDNode​(java.lang.String strKRDNode, double dblKRDValue)
      Insert a KRD Node
      Parameters:
      strKRDNode - KRD Node Key
      dblKRDValue - KRD Node Value
      Returns:
      TRUE - The KRD Entry successfully inserted

    • krdMap

      public CaseInsensitiveTreeMap<java.lang.Double> krdMap()
      Retrieve the KRD Map
      Returns:
      The KRD Map

    • setDate

      public boolean setDate​(java.lang.String strKey, JulianDate dtCustom)
      Set the Custom Date Entry corresponding to the Specified Key
      Parameters:
      strKey - The Key
      dtCustom - The Custom Date Entry
      Returns:
      TRUE - Custom Date successfully set

    • date

      public JulianDate date​(java.lang.String strKey)
      Retrieve the Custom Date Entry corresponding to the Specified Key
      Parameters:
      strKey - The Key
      Returns:
      The Custom Date Entry

    • setC1

      public boolean setC1​(java.lang.String strKey, java.lang.String strC1)
      Set the Custom C^1 Entry corresponding to the Specified Key
      Parameters:
      strKey - The Key
      strC1 - The Custom C^1 Entry
      Returns:
      TRUE - Custom C^1 Entry successfully set

    • c1

      public java.lang.String c1​(java.lang.String strKey)
      Retrieve the Custom C^1 Entry corresponding to the Specified Key
      Parameters:
      strKey - The Key
      Returns:
      The Custom C^1 Entry

    • setR1

      public boolean setR1​(java.lang.String strKey, double dblR1)
      Set the Custom R^1 Entry corresponding to the Specified Key
      Parameters:
      strKey - The Key
      dblR1 - The Custom R^1 Entry
      Returns:
      TRUE - Custom Number successfully set

    • r1

      public double r1​(java.lang.String strKey) throws java.lang.Exception
      Retrieve the Custom R^1 Entry corresponding to the Specified Key
      Parameters:
      strKey - The Key
      Returns:
      The Custom R^1 Entry
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid