Package org.drip.product.params

Class TreasuryBenchmarks

java.lang.Object

org.drip.product.params.TreasuryBenchmarks

public class TreasuryBenchmarks
extends java.lang.Object

TreasuryBenchmarks contains the treasury benchmark set - the primary treasury benchmark, and an array of secondary treasury benchmarks. It exports serialization into and de-serialization out of byte arrays.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses
• Package = Fixed Income Product Customization Parameters

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
TreasuryBenchmarks(java.lang.String strPrimary, java.lang.String[] astrSecondary)	Construct the treasury benchmark set from the primary treasury benchmark, and an array of secondary treasury benchmarks

Method Summary

Modifier and Type	Method	Description
java.lang.String	primary()	Return the Primary Treasury Benchmark
java.lang.String[]	secondary()	Return an Array of Secondary Treasury Benchmarks

Methods inherited from class java.lang.Object

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

Constructor Details

TreasuryBenchmarks

public TreasuryBenchmarks(java.lang.String strPrimary,
java.lang.String[] astrSecondary)

Construct the treasury benchmark set from the primary treasury benchmark, and an array of secondary treasury benchmarks

Parameters:

strPrimary - Primary Treasury Benchmark

astrSecondary - Array of Secondary Treasury Benchmarks

Method Details

primary

public java.lang.String primary()

Return the Primary Treasury Benchmark

Returns:

Primary Treasury Benchmark

secondary

public java.lang.String[] secondary()

Return an Array of Secondary Treasury Benchmarks

Returns:

Array of Secondary Treasury Benchmarks