public class BondRVMeasures extends Serializer
Modifier and Type | Field and Description |
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double |
_dblAssetSwapSpread
Asset swap spread
|
double |
_dblBondBasis
Bond Basis
|
double |
_dblConvexity
Convexity
|
double |
_dblCreditBasis
Credit Basis
|
double |
_dblDiscountMargin
Discount Margin
|
double |
_dblGSpread
G Spread
|
double |
_dblISpread
I Spread
|
double |
_dblMacaulayDuration
Macaulay Duration
|
double |
_dblModifiedDuration
Modified Duration
|
double |
_dblOASpread
Option Adjusted Spread
|
double |
_dblPECS
PECS
|
double |
_dblPrice
Price
|
double |
_dblTSYSpread
Treasury Spread
|
double |
_dblYield01
Yield 01
|
double |
_dblZSpread
Z Spread
|
WorkoutInfo |
_wi
Work-out info
|
NULL_SER_STRING, VERSION
Constructor and Description |
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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 dblYield01,
double dblModifiedDuration,
double dblMacaulayDuration,
double dblConvexity,
WorkoutInfo wi)
BondRVMeasures ctr
|
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
|
byte[] |
serialize()
Serialize into a byte array.
|
CaseInsensitiveTreeMap<java.lang.Double> |
toMap(java.lang.String strPrefix)
Return 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 _dblYield01
public double _dblMacaulayDuration
public double _dblModifiedDuration
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 dblYield01, double dblModifiedDuration, double dblMacaulayDuration, 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 PECSdblYield01
- BondRV Yield01dblModifiedDuration
- BondRV Modified DurationdblMacaulayDuration
- BondRV Macaulay DurationdblConvexity
- BondRV Convexitywi
- BondRV work-out infojava.lang.Exception
- Thrown if inputs are invalidpublic CaseInsensitiveTreeMap<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