public class BondRVMeasures extends Serializer
Modifier and Type | Field and Description |
---|---|
double |
_dblAssetSwapSpread
Asset swap spread
|
double |
_dblBondBasis
Bond Basis
|
double |
_dblConvexity
Convexity
|
double |
_dblCreditBasis
Credit Basis
|
double |
_dblDiscountMargin
Discount Margin
|
double |
_dblDuration
Duration
|
double |
_dblGSpread
G Spread
|
double |
_dblISpread
I Spread
|
double |
_dblOASpread
Option Adjusted Spread
|
double |
_dblPECS
PECS
|
double |
_dblPrice
Price
|
double |
_dblTSYSpread
Treasury Spread
|
double |
_dblZSpread
Z Spread
|
WorkoutInfo |
_wi
Work-out info
|
NULL_SER_STRING, VERSION
Constructor and Description |
---|
BondRVMeasures(byte[] ab)
BondRVMeasures de-serialization from input byte array
|
BondRVMeasures(double dblPrice,
double dblBondBasis,
double dblZSpread,
double dblGSpread,
double dblISpread,
double dblOASpread,
double dblTSYSpread,
double dblDiscountMargin,
double dblAssetSwapSpread,
double dblCreditBasis,
double dblPECS,
double dblDuration,
double dblConvexity,
WorkoutInfo wi)
BondRVMeasures constructor
|
Modifier and Type | Method and Description |
---|---|
Serializer |
deserialize(byte[] ab)
De-serialize from a byte array.
|
java.lang.String |
getFieldDelimiter()
Returns the Field Delimiter String
|
java.lang.String |
getObjectTrailer()
Returns the Object Trailer String
|
static void |
main(java.lang.String[] astrArgs) |
byte[] |
serialize()
Serialize into a byte array.
|
java.util.Map<java.lang.String,java.lang.Double> |
toMap(java.lang.String strPrefix)
Returns the state as a measure map
|
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter
public double _dblPrice
public double _dblBondBasis
public double _dblZSpread
public double _dblGSpread
public double _dblISpread
public double _dblOASpread
public double _dblTSYSpread
public double _dblDiscountMargin
public double _dblAssetSwapSpread
public double _dblCreditBasis
public double _dblPECS
public double _dblDuration
public double _dblConvexity
public WorkoutInfo _wi
public BondRVMeasures(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if BondRVMeasures cannot be properly de-serializedpublic BondRVMeasures(double dblPrice, double dblBondBasis, double dblZSpread, double dblGSpread, double dblISpread, double dblOASpread, double dblTSYSpread, double dblDiscountMargin, double dblAssetSwapSpread, double dblCreditBasis, double dblPECS, double dblDuration, double dblConvexity, WorkoutInfo wi) throws java.lang.Exception
dblPrice
- BondRV Clean PricedblBondBasis
- BondRV Bond BasisdblZSpread
- BondRV Z SpreaddblGSpread
- BondRV G SpreaddblISpread
- BondRV I SpreaddblOASpread
- BondRV OASdblTSYSpread
- BondRV TSY SpreaddblDiscountMargin
- BondRV Asset Swap SpreaddblAssetSwapSpread
- BondRV Asset Swap SpreaddblCreditBasis
- BondRV Credit BasisdblPECS
- BondRV PECSdblDuration
- BondRV DurationdblConvexity
- BondRV Convexitywi
- BondRV work-out infojava.lang.Exception
public java.util.Map<java.lang.String,java.lang.Double> toMap(java.lang.String strPrefix)
strPrefix
- RV Measure name prefixpublic java.lang.String getFieldDelimiter()
Serializer
getFieldDelimiter
in class Serializer
public java.lang.String getObjectTrailer()
Serializer
getObjectTrailer
in class Serializer
public byte[] serialize()
Serializer
serialize
in class Serializer
public Serializer deserialize(byte[] ab)
Serializer
deserialize
in class Serializer
public static final void main(java.lang.String[] astrArgs) throws java.lang.Exception
java.lang.Exception