public class BondWorkoutMeasures extends Serializer
Modifier and Type | Field and Description |
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BondCouponMeasures |
_bcmCreditRisklessClean
Clean Credit Risk-less Bond Coupon Measures
|
BondCouponMeasures |
_bcmCreditRisklessDirty
Dirty Credit Risk-less Bond Coupon Measures
|
BondCouponMeasures |
_bcmCreditRiskyClean
Clean Credit Risky Bond Coupon Measures
|
BondCouponMeasures |
_bcmCreditRiskyDirty
Dirty Credit Risky Bond Coupon Measures
|
double |
_dblAccrued01
Accrued 01
|
double |
_dblCreditRisklessParPV
Credit Risk-less Par PV
|
double |
_dblCreditRisklessPrincipalPV
Credit Risk-less Principal PV
|
double |
_dblCreditRiskyParPV
Credit Risky Par PV
|
double |
_dblCreditRiskyPrincipalPV
Credit Risky Principal PV
|
double |
_dblDefaultExposure
Default Exposure - Same as PV on instantaneous default
|
double |
_dblDefaultExposureNoRec
Default Exposure without recovery - Same as PV on instantaneous default without recovery
|
double |
_dblExpectedRecovery
Expected Recovery
|
double |
_dblFirstCouponRate
First Coupon Rate
|
double |
_dblFirstIndexRate
First Index Rate
|
double |
_dblLossOnInstantaneousDefault
Loss On Instantaneous Default
|
double |
_dblRecoveryPV
Recovery PV
|
NULL_SER_STRING, VERSION
Constructor and Description |
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BondWorkoutMeasures(BondCouponMeasures bcmCreditRiskyDirty,
BondCouponMeasures bcmCreditRisklessDirty,
double dblCreditRiskyParPV,
double dblCreditRisklessParPV,
double dblCreditRiskyPrincipalPV,
double dblCreditRisklessPrincipalPV,
double dblRecoveryPV,
double dblExpectedRecovery,
double dblDefaultExposure,
double dblDefaultExposureNoRec,
double dblLossOnInstantaneousDefault,
double dblAccrued01,
double dblFirstCouponRate,
double dblFirstIndexRate,
double dblCashPayDF)
BondWorkoutMeasures constructor
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BondWorkoutMeasures(byte[] ab)
BondWorkoutMeasures de-serialization from input byte array
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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
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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 BondCouponMeasures _bcmCreditRiskyClean
public BondCouponMeasures _bcmCreditRiskyDirty
public BondCouponMeasures _bcmCreditRisklessClean
public BondCouponMeasures _bcmCreditRisklessDirty
public double _dblCreditRiskyParPV
public double _dblCreditRisklessParPV
public double _dblCreditRiskyPrincipalPV
public double _dblCreditRisklessPrincipalPV
public double _dblRecoveryPV
public double _dblExpectedRecovery
public double _dblDefaultExposure
public double _dblDefaultExposureNoRec
public double _dblLossOnInstantaneousDefault
public double _dblAccrued01
public double _dblFirstCouponRate
public double _dblFirstIndexRate
public BondWorkoutMeasures(BondCouponMeasures bcmCreditRiskyDirty, BondCouponMeasures bcmCreditRisklessDirty, double dblCreditRiskyParPV, double dblCreditRisklessParPV, double dblCreditRiskyPrincipalPV, double dblCreditRisklessPrincipalPV, double dblRecoveryPV, double dblExpectedRecovery, double dblDefaultExposure, double dblDefaultExposureNoRec, double dblLossOnInstantaneousDefault, double dblAccrued01, double dblFirstCouponRate, double dblFirstIndexRate, double dblCashPayDF) throws java.lang.Exception
bcmCreditRiskyDirty
- Dirty credit risky BondMeasuresCouponbcmCreditRisklessDirty
- Dirty credit risk-less BondMeasuresCoupondblCreditRiskyParPV
- Credit risky Par PVdblCreditRisklessParPV
- Credit risk-less par PVdblCreditRiskyPrincipalPV
- Credit Risky Principal PVdblCreditRisklessPrincipalPV
- Credit Risk-less Principal PVdblRecoveryPV
- Recovery PVdblExpectedRecovery
- Expected RecoverydblDefaultExposure
- PV on instantaneous defaultdblDefaultExposureNoRec
- PV on instantaneous default with zero recoverydblLossOnInstantaneousDefault
- Loss On Instantaneous DefaultdblAccrued01
- Accrued01dblFirstCouponRate
- First Coupon RatedblFirstIndexRate
- First Index RatedblCashPayDF
- Cash Pay Discount Factorjava.lang.Exception
public BondWorkoutMeasures(byte[] ab) throws java.lang.Exception
ab
- Byte Arrayjava.lang.Exception
- Thrown if BondWorkoutMeasures cannot be properly de-serializedpublic 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 java.util.Map<java.lang.String,java.lang.Double> toMap(java.lang.String strPrefix)
strPrefix
- Measure name prefixpublic 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