org.drip.analytics.definition

Class LatentStateStatic

java.lang.Object

org.drip.analytics.definition.LatentStateStatic

public class LatentStateStatic
extends java.lang.Object

LatentStateStatic contains the Analytics Latent STate Static/Textual Identifiers.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static java.lang.String	DISCOUNT_QM_COMPOUNDED_SHORT_RATE Discount Latent State Quantification Metric - Compounded Short Rate
static java.lang.String	DISCOUNT_QM_DISCOUNT_FACTOR Discount Latent State Quantification Metric - Discount Factor
static java.lang.String	DISCOUNT_QM_FORWARD_RATE Discount Latent State Quantification Metric - Forward Rate
static java.lang.String	DISCOUNT_QM_ZERO_RATE Discount Latent State Quantification Metric - Zero Rate
static java.lang.String	FORWARD_QM_CONTINUOUSLY_COMPOUNDED_FORWARD_RATE Forward Latent State Quantification Metric - Continuously Compounded Forward Rate
static java.lang.String	FORWARD_QM_FORWARD_RATE Forward Latent State Quantification Metric - Forward Rate
static java.lang.String	FORWARD_QM_INSTANTANEOUS_EFFECTIVE_FORWARD_RATE Forward Latent State Quantification Metric - Instantaneous Effective Annual Forward Rate
static java.lang.String	FORWARD_QM_INSTANTANEOUS_FORWARD_RATE Forward Latent State Quantification Metric - Instantaneous Forward Rate
static java.lang.String	FORWARD_QM_INSTANTANEOUS_NOMINAL_FORWARD_RATE Forward Latent State Quantification Metric - Instantaneous Nominal Annual Forward Rate
static java.lang.String	FORWARD_QM_LIBOR_RATE Forward Latent State Quantification Metric - LIBOR Rate
static java.lang.String	FORWARD_QM_SHIFTED_FORWARD_RATE Forward Latent State Quantification Metric - Shifted Forward Rate
static java.lang.String	FX_QM_FORWARD_OUTRIGHT FX Latent State Quantification Metric - FX Forward Outright
static java.lang.String	GOVVIE_QM_YIELD Govvie Latent State Quantification Metric - Treasury Benchmark Yield
static java.lang.String	LATENT_STATE_FORWARD Forward Latent State
static java.lang.String	LATENT_STATE_FUNDING Funding Latent State
static java.lang.String	LATENT_STATE_FX FX Latent State
static java.lang.String	LATENT_STATE_GOVVIE Govvie Latent State
static java.lang.String	LATENT_STATE_VOLATILITY Volatility Latent State
static java.lang.String	VOLATILITY_QM_LOGNORMAL_VOLATILITY Volatility Latent State Quantification Metric - Lognormal Volatility
static java.lang.String	VOLATILITY_QM_NORMAL_VOLATILITY Volatility Latent State Quantification Metric - Normal Volatility
static java.lang.String	VOLATILITY_QM_SABR_VOLATILITY Volatility Latent State Quantification Metric - SABR Volatility

Constructor Summary

Constructors

Constructor and Description
LatentStateStatic()

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

LATENT_STATE_FORWARD

public static final java.lang.String LATENT_STATE_FORWARD

Forward Latent State

See Also:

Constant Field Values

FORWARD_QM_FORWARD_RATE

public static final java.lang.String FORWARD_QM_FORWARD_RATE

Forward Latent State Quantification Metric - Forward Rate

See Also:

Constant Field Values

FORWARD_QM_LIBOR_RATE

public static final java.lang.String FORWARD_QM_LIBOR_RATE

Forward Latent State Quantification Metric - LIBOR Rate

See Also:

Constant Field Values

FORWARD_QM_SHIFTED_FORWARD_RATE

public static final java.lang.String FORWARD_QM_SHIFTED_FORWARD_RATE

Forward Latent State Quantification Metric - Shifted Forward Rate

See Also:

Constant Field Values

FORWARD_QM_INSTANTANEOUS_FORWARD_RATE

public static final java.lang.String FORWARD_QM_INSTANTANEOUS_FORWARD_RATE

Forward Latent State Quantification Metric - Instantaneous Forward Rate

See Also:

Constant Field Values

FORWARD_QM_CONTINUOUSLY_COMPOUNDED_FORWARD_RATE

public static final java.lang.String FORWARD_QM_CONTINUOUSLY_COMPOUNDED_FORWARD_RATE

Forward Latent State Quantification Metric - Continuously Compounded Forward Rate

See Also:

Constant Field Values

FORWARD_QM_INSTANTANEOUS_EFFECTIVE_FORWARD_RATE

public static final java.lang.String FORWARD_QM_INSTANTANEOUS_EFFECTIVE_FORWARD_RATE

Forward Latent State Quantification Metric - Instantaneous Effective Annual Forward Rate

See Also:

Constant Field Values

FORWARD_QM_INSTANTANEOUS_NOMINAL_FORWARD_RATE

public static final java.lang.String FORWARD_QM_INSTANTANEOUS_NOMINAL_FORWARD_RATE

Forward Latent State Quantification Metric - Instantaneous Nominal Annual Forward Rate

See Also:

Constant Field Values

LATENT_STATE_FUNDING

public static final java.lang.String LATENT_STATE_FUNDING

Funding Latent State

See Also:

Constant Field Values

DISCOUNT_QM_DISCOUNT_FACTOR

public static final java.lang.String DISCOUNT_QM_DISCOUNT_FACTOR

Discount Latent State Quantification Metric - Discount Factor

See Also:

Constant Field Values

DISCOUNT_QM_ZERO_RATE

public static final java.lang.String DISCOUNT_QM_ZERO_RATE

Discount Latent State Quantification Metric - Zero Rate

See Also:

Constant Field Values

DISCOUNT_QM_COMPOUNDED_SHORT_RATE

public static final java.lang.String DISCOUNT_QM_COMPOUNDED_SHORT_RATE

Discount Latent State Quantification Metric - Compounded Short Rate

See Also:

Constant Field Values

DISCOUNT_QM_FORWARD_RATE

public static final java.lang.String DISCOUNT_QM_FORWARD_RATE

Discount Latent State Quantification Metric - Forward Rate

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Constant Field Values

LATENT_STATE_GOVVIE

public static final java.lang.String LATENT_STATE_GOVVIE

Govvie Latent State

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Constant Field Values

GOVVIE_QM_YIELD

public static final java.lang.String GOVVIE_QM_YIELD

Govvie Latent State Quantification Metric - Treasury Benchmark Yield

See Also:

Constant Field Values

LATENT_STATE_FX

public static final java.lang.String LATENT_STATE_FX

FX Latent State

See Also:

Constant Field Values

FX_QM_FORWARD_OUTRIGHT

public static final java.lang.String FX_QM_FORWARD_OUTRIGHT

FX Latent State Quantification Metric - FX Forward Outright

See Also:

Constant Field Values

LATENT_STATE_VOLATILITY

public static final java.lang.String LATENT_STATE_VOLATILITY

Volatility Latent State

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Constant Field Values

VOLATILITY_QM_SABR_VOLATILITY

public static final java.lang.String VOLATILITY_QM_SABR_VOLATILITY

Volatility Latent State Quantification Metric - SABR Volatility

See Also:

Constant Field Values

VOLATILITY_QM_LOGNORMAL_VOLATILITY

public static final java.lang.String VOLATILITY_QM_LOGNORMAL_VOLATILITY

Volatility Latent State Quantification Metric - Lognormal Volatility

See Also:

Constant Field Values

VOLATILITY_QM_NORMAL_VOLATILITY

public static final java.lang.String VOLATILITY_QM_NORMAL_VOLATILITY

Volatility Latent State Quantification Metric - Normal Volatility

See Also:

Constant Field Values

Constructor Detail

LatentStateStatic

public LatentStateStatic()