Uses of Class
org.drip.historical.sensitivity.TenorDurationNodeMetrics

Packages that use TenorDurationNodeMetrics

Package	Description
org.drip.service.product	Product Horizon PnL Attribution Decomposition

Uses of TenorDurationNodeMetrics in org.drip.service.product

Methods in org.drip.service.product that return types with arguments of type TenorDurationNodeMetrics

Modifier and Type	Method	Description
static java.util.List<TenorDurationNodeMetrics>	TreasuryFuturesAPI.HorizonKeyRateDuration(java.lang.String treasuryType, JulianDate[] effectiveDateArray, JulianDate[] maturityDateArray, double[] couponArray, JulianDate[] expiryDateArray, JulianDate[] spotDateArray, double[] cleanPriceArray, java.lang.String[] benchmarkTenorArray, double[][] govvieCurveTreasuryYieldArray)	Generate the Horizon Treasury Curve Tenor Key Rate Sensitivity/Duration