Package org.drip.param.definition

Class ManifestMeasureTweak

java.lang.Object

org.drip.param.definition.ManifestMeasureTweak

Direct Known Subclasses:

CreditManifestMeasureTweak

public class ManifestMeasureTweak
extends java.lang.Object

ManifestMeasureTweak contains the place holder for the scenario tweak parameters, for either a specific curve node, or the entire curve (flat). Parameter bumps can be parallel or proportional.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters
• Package = Latent State Quantification Metrics Tweak

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field	Description
static int	FLAT	Flat Manifest Measure Tweak Mode

Constructor Summary

Constructors

Constructor	Description
ManifestMeasureTweak(int iNode, boolean bIsProportional, double dblAmount)	ManifestMeasureTweak constructor

Method Summary

Modifier and Type	Method	Description
double	amount()	Amount to be tweaked by
boolean	isProportional()	Is the Tweak Proportional
int	node()	Index of the Node to be tweaked

Methods inherited from class java.lang.Object

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

Field Details

FLAT

public static final int FLAT

Flat Manifest Measure Tweak Mode

See Also:

Constant Field Values

Constructor Details

ManifestMeasureTweak

public ManifestMeasureTweak(int iNode,
boolean bIsProportional,
double dblAmount)
                     throws java.lang.Exception

ManifestMeasureTweak constructor

Parameters:

iNode - Node to be tweaked - Set to NODE_FLAT_TWEAK for flat curve tweak

bIsProportional - True - Tweak is proportional, False - parallel

dblAmount - Amount to be tweaked - proportional tweaks are represented as percent, parallel tweaks are absolute numbers

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Details

node

public int node()

Index of the Node to be tweaked

Returns:

Index of the Node to be tweaked

amount

public double amount()

Amount to be tweaked by

Returns:

Amount to be tweaked by

isProportional

public boolean isProportional()

Is the Tweak Proportional

Returns:

TRUE - The Tweak is Proportional