public class ProductDailyPnL
extends java.lang.Object
Constructor and Description |
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ProductDailyPnL(double dbl1DReturn,
double dbl1DCarry,
double dbl1DRollDown,
double dbl1DCurveShift,
double dbl1MCarry,
double dbl1MRollDown,
double dbl3MCarry,
double dbl3MRollDown,
double dblDV01)
ProductDailyPnL constructor
|
Modifier and Type | Method and Description |
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double |
carry1D()
Retrieve the 1D Carry
|
double |
carry1M()
Retrieve the 1M Carry
|
double |
carry3M()
Retrieve the 3M Carry
|
double |
curveShift1D()
Retrieve the 1D Curve Shift
|
double |
DV01()
Retrieve the DV01
|
double |
return1D()
Retrieve the 1D Return
|
double |
rollDown1D()
Retrieve the 1D Roll Down
|
double |
rollDown1M()
Retrieve the 1M Roll Down
|
double |
rollDown3M()
Retrieve the 3M Roll Down
|
double[] |
toArray()
Retrieve the Array of Metrics
|
java.lang.String |
toString() |
public ProductDailyPnL(double dbl1DReturn, double dbl1DCarry, double dbl1DRollDown, double dbl1DCurveShift, double dbl1MCarry, double dbl1MRollDown, double dbl3MCarry, double dbl3MRollDown, double dblDV01) throws java.lang.Exception
dbl1DReturn
- 1D Return PnLdbl1DCarry
- 1D Carry PnLdbl1DRollDown
- 1D Roll Down PnLdbl1DCurveShift
- 1D Curve Shift PnLdbl1MCarry
- 1M Carry PnLdbl1MRollDown
- 1M Roll Down PnLdbl3MCarry
- 3M Carry PnLdbl3MRollDown
- 3M Roll Down PnLdblDV01
- DV01java.lang.Exception
- Thrown if inputs are invalidpublic double return1D()
public double carry1D()
public double rollDown1D()
public double curveShift1D()
public double carry1M()
public double rollDown1M()
public double carry3M()
public double rollDown3M()
public double DV01()
public double[] toArray()
public java.lang.String toString()
toString
in class java.lang.Object