public class Overnights extends Object implements Serializable
Modifier and Type | Field and Description |
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Map<Instrument,Double> |
longValues |
Map<Instrument,Double> |
shortValues |
Constructor and Description |
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Overnights()
Creates Overnights object with all values set to 0.0
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Overnights(boolean institutional)
Creates Overnights object with default values (prices taken at 26.04.2010)
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Modifier and Type | Method and Description |
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Map<Instrument,Double> |
getLongOvernights()
Returns Map with overnight long values for all instruments.
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Map<Instrument,Double> |
getShortOvernights()
Returns Map with overnight short values for all instruments.
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boolean |
isInstitutional()
Returns true if object contains institutional overnights
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void |
setOvernights(Instrument instrument,
double longValue,
double shortValue)
Sets overnights for instrument
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public Map<Instrument,Double> longValues
public Map<Instrument,Double> shortValues
public Overnights()
public Overnights(boolean institutional)
institutional
- if true, then institutional prices will be filled in as defaultspublic void setOvernights(Instrument instrument, double longValue, double shortValue)
instrument
- instrumentlongValue
- long valueshortValue
- short valuepublic Map<Instrument,Double> getLongOvernights()
public Map<Instrument,Double> getShortOvernights()
public boolean isInstitutional()
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