com.activeviam.frtb.ref.utils

Class PublisherInterpolationValues

java.lang.Object

com.activeviam.frtb.ref.utils.PublisherInterpolationValues

public class PublisherInterpolationValues
extends Object

Object that holds all required values for vectorisation and interpolation within the Publisher classes.

Constructor Summary

Constructors

Constructor and Description
PublisherInterpolationValues(Object[] initialTuple, List<String> xAxis, List<String> yAxis, List<Double> sensitivities, String sensitivityCurrency) Constructor

Method Summary

Modifier and Type	Method and Description
Object[]	getInitialTuple()
String	getOptionality()
String	getPvApplied()
List<Double>	getSensitivities()
String	getSensitivityCurrency()
List<String>	getXAxis()
List<String>	getYAxis()
void	setOptionality()
void	setPvApplied()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PublisherInterpolationValues

public PublisherInterpolationValues(Object[] initialTuple,
                                    List<String> xAxis,
                                    List<String> yAxis,
                                    List<Double> sensitivities,
                                    String sensitivityCurrency)

Constructor

Parameters:

initialTuple - The initial tuple.

xAxis - The dates on the X axis for a matrix-based sensitivity.

yAxis - The dates on the Y axis for a matrix-based sensitivity.

sensitivities - The list of sensitivities

sensitivityCurrency - The sensitivity currency.

Method Detail

getXAxis

public List<String> getXAxis()

getYAxis

public List<String> getYAxis()

getSensitivities

public List<Double> getSensitivities()

getSensitivityCurrency

public String getSensitivityCurrency()

getOptionality

public String getOptionality()

setOptionality

public void setOptionality()

getPvApplied

public String getPvApplied()

setPvApplied

public void setPvApplied()

getInitialTuple

public Object[] getInitialTuple()