InstrMetric

java.lang.Object

org.drip.service.api.InstrMetric

public class InstrMetric
extends java.lang.Object

InstrMetric contains the fields that hold the result of the PnL metric calculations.

Module = Computational Core Module
Library = Computation Support
Project = Environment, Product/Definition Containers, and Scenario/State Manipulation APIs
Package = Horizon Roll Attribution Service API

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

InstrMetric(ForwardRates fwdMetric, ProductDailyPnL pnlMetric)
InstrMetric constructor

Method Summary

Modifier and Type	Method	Description
`ForwardRates`	`fwdMetric()`	Retrieve the Forward Metric
`ProductDailyPnL`	`pnlMetric()`	Retrieve the PnL Metric
`double[]`	`toArray()`	Reduce the PnL/forward metrics to an array
`java.lang.String`	`toString()`

Methods inherited from class java.lang.Object

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

Constructor Details
- InstrMetric
  
  public InstrMetric(ForwardRates fwdMetric, ProductDailyPnL pnlMetric) throws java.lang.Exception
  
  InstrMetric constructor
  
  Parameters:
  
  fwdMetric - The Forward Rates Metric
  
  pnlMetric - The Daily Carry/Roll PnL Metric
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- fwdMetric
  
  public ForwardRates fwdMetric()
  
  Retrieve the Forward Metric
  
  Returns:
  
  The Forward Metric
- pnlMetric
  
  public ProductDailyPnL pnlMetric()
  
  Retrieve the PnL Metric
  
  Returns:
  
  The PnL Metric
- toArray
  
  public double[] toArray()
  
  Reduce the PnL/forward metrics to an array
  
  Returns:
  
  The Array containing the PnL/forward metrics
- toString
  
  public java.lang.String toString()
  
  Overrides:
  
  toString in class java.lang.Object