Uses of Package
org.drip.service.api
| Package | Description |
|---|---|
| org.drip.service.api |
Horizon Roll Attribution Service API
|
-
Classes in org.drip.service.api used by org.drip.service.api Class Description ForwardRates ForwardRates contains the array of the forward rates.ProductDailyPnL ProductDailyPnL contains the following daily measures computed:
1D Carry, Roll Down, Curve Shift, and Full Return PnL 3D Carry and Roll Down PnL 3M Carry and Roll Down PnL Current DV01
Module = Computational Core Module Library = Computation Support Project = Environment, Product/Definition Containers, and Scenario/State Manipulation APIs Package = Horizon Roll Attribution Service API