Uses of Class
org.drip.historical.state.CreditCurveMetrics
Package | Description |
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org.drip.service.state |
Curve Based State Metric Generator
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Uses of CreditCurveMetrics in org.drip.service.state
Methods in org.drip.service.state that return CreditCurveMetrics Modifier and Type Method Description static CreditCurveMetrics
CreditCurveAPI. DailyMetrics(JulianDate spotDate, java.lang.String[] fundingFixingMaturityTenorArray, double[] fundingFixingQuoteArray, java.lang.String fullCreditIndexName, double creditIndexQuotedSpread, java.lang.String[] forTenorArray)
Generate the Daily Metrics for the Specified InputsMethods in org.drip.service.state that return types with arguments of type CreditCurveMetrics Modifier and Type Method Description static java.util.TreeMap<JulianDate,CreditCurveMetrics>
CreditCurveAPI. HorizonMetrics(JulianDate[] spotDateArray, java.lang.String[] fundingFixingMaturityTenorArray, double[][] fundingFixingQuoteArray, java.lang.String[] fullCreditIndexNameArray, double[] creditIndexQuotedSpreadArray, java.lang.String[] forTenorArray)
Generate the Horizon Metrics for the Specified Inputs