public class BasketMeasures extends Serializer
Modifier and Type | Field and Description |
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double |
_dblCalcTime
Basket output calculation time
|
CaseInsensitiveTreeMap<java.lang.Double> |
_mBase
Map of the base measures
|
CaseInsensitiveTreeMap<java.lang.Double> |
_mFlatCreditDelta
Map of the parallel credit delta measures
|
CaseInsensitiveTreeMap<java.lang.Double> |
_mFlatCreditGamma
Map of the parallel credit gamma measures
|
CaseInsensitiveTreeMap<java.lang.Double> |
_mFlatIRDelta
Map of the parallel IR delta measures
|
CaseInsensitiveTreeMap<java.lang.Double> |
_mFlatIRGamma
Map of the parallel IR gamma measures
|
CaseInsensitiveTreeMap<java.lang.Double> |
_mFlatRRDelta
Map of the parallel RR delta measures
|
CaseInsensitiveTreeMap<java.lang.Double> |
_mFlatRRGamma
Map of the parallel RR gamma measures
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> |
_mmCreditDelta
Map of the component credit delta measure map
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> |
_mmCreditGamma
Map of the component credit gamma measure map
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> |
_mmCustom
Map of the custom scenario measure map
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> |
_mmIRDelta
Map of the component IR delta measure map
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> |
_mmIRGamma
Map of the component IR gamma measure map
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>> |
_mmmCreditTenorDelta
Triple Map of the component, credit tenor, measure, and delta value
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>> |
_mmmCreditTenorGamma
Triple Map of the component, credit tenor, measure, and gamma value
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>> |
_mmmIRTenorDelta
Triple Map of the component, IR tenor, measure, and delta value
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>> |
_mmmIRTenorGamma
Triple Map of the component, IR tenor, measure, and gamma value
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> |
_mmRRDelta
Map of the component RR delta measure map
|
CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> |
_mmRRGamma
Map of the component RR gamma measure map
|
NULL_SER_STRING, VERSION
Constructor and Description |
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BasketMeasures()
Empty constructor - all members initialized to NaN or null
|
BasketMeasures(byte[] ab)
BasketMeasures de-serialization from input byte array
|
Modifier and Type | Method and Description |
---|---|
Serializer |
deserialize(byte[] ab)
De-serialize from a byte array.
|
byte[] |
serialize()
Serialize into a byte array.
|
getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter, getFieldDelimiter, getObjectTrailer
public double _dblCalcTime
public CaseInsensitiveTreeMap<java.lang.Double> _mBase
public CaseInsensitiveTreeMap<java.lang.Double> _mFlatIRDelta
public CaseInsensitiveTreeMap<java.lang.Double> _mFlatIRGamma
public CaseInsensitiveTreeMap<java.lang.Double> _mFlatRRDelta
public CaseInsensitiveTreeMap<java.lang.Double> _mFlatRRGamma
public CaseInsensitiveTreeMap<java.lang.Double> _mFlatCreditDelta
public CaseInsensitiveTreeMap<java.lang.Double> _mFlatCreditGamma
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> _mmIRDelta
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> _mmIRGamma
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> _mmCreditDelta
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> _mmCreditGamma
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> _mmRRDelta
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> _mmRRGamma
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>> _mmmIRTenorDelta
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>> _mmmIRTenorGamma
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>> _mmmCreditTenorDelta
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>>> _mmmCreditTenorGamma
public CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> _mmCustom
public BasketMeasures()
public BasketMeasures(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if BasketMeasures cannot be properly de-serializedpublic byte[] serialize()
Serializer
serialize
in class Serializer
public Serializer deserialize(byte[] ab)
Serializer
deserialize
in class Serializer