Uses of Class
org.drip.historical.sensitivity.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 strTreasuryType, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, JulianDate[] adtExpiry, JulianDate[] adtSpot, double[] adblCleanPrice, java.lang.String[] astrBenchmarkTenor, double[][] aadblGovvieCurveTreasuryYield)
Generate the Horizon Treasury Curve Tenor Key Rate Sensitivity/Duration