Package com.activeviam.generator.tradesandbooks.builder

Class SensitivityVectorBuilder

java.lang.Object

com.activeviam.generator.tradesandbooks.builder.SensitivityVectorBuilder

public class SensitivityVectorBuilder
extends Object

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	SensitivityVectorBuilder.SensiVectorType

Constructor Summary

Constructors

Constructor	Description
SensitivityVectorBuilder(List<String> staticTenors, List<String> staticMaturities, Integer[] nbTenorValRange)

Method Summary

Modifier and Type	Method	Description
SensitivityVector	build(String rawVector, SensitivityVectorBuilder.SensiVectorType sensiVectorType)

Methods inherited from class java.lang.Object

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

Constructor Detail

SensitivityVectorBuilder

public SensitivityVectorBuilder(List<String> staticTenors,
                                List<String> staticMaturities,
                                Integer[] nbTenorValRange)

Method Detail

build

public SensitivityVector build(String rawVector,
                               SensitivityVectorBuilder.SensiVectorType sensiVectorType)