Package org.drip.service.api
Class 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. It provides
the following Functions:
- InstrMetric Constructor
- Retrieve the Forward Metric
- Retrieve the PnL Metric
- Reduce the PnL/forward metrics to an array
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
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Constructor Summary
Constructors Constructor Description InstrMetric(ForwardRates forwardRates, ProductDailyPnL productDailyPnL)
InstrMetric constructor -
Method Summary
Modifier and Type Method Description ForwardRates
fwdMetric()
Retrieve the Forward MetricProductDailyPnL
pnlMetric()
Retrieve the PnL Metricdouble[]
toArray()
Reduce the PnL/forward metrics to an arrayjava.lang.String
toString()
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
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Constructor Details
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InstrMetric
public InstrMetric(ForwardRates forwardRates, ProductDailyPnL productDailyPnL) throws java.lang.ExceptionInstrMetric constructor- Parameters:
forwardRates
- The Forward Rates MetricproductDailyPnL
- The Daily Carry/Roll PnL Metric- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
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Method Details
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fwdMetric
Retrieve the Forward Metric- Returns:
- The Forward Metric
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pnlMetric
Retrieve the PnL Metric- Returns:
- The PnL Metric
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toArray
public double[] toArray()Reduce the PnL/forward metrics to an array- Returns:
- The Array containing the PnL/forward metrics
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toString
public java.lang.String toString()- Overrides:
toString
in classjava.lang.Object
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