public class CurveSurfaceQuoteContainer
extends java.lang.Object
Constructor and Description |
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CurveSurfaceQuoteContainer()
Empty CurveSurfaceQuoteSet Constructor
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Modifier and Type | Method and Description |
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boolean |
available(int iDate,
LatentStateLabel lsl)
Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
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boolean |
available(JulianDate dt,
LatentStateLabel lsl)
Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
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MergedDiscountForwardCurve |
collateralChoiceDiscountCurve(java.lang.String strPayCurrency)
Retrieve the Collateral Choice Discount Curve for the specified Pay Currency
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R1ToR1 |
collateralCollateralCorrelation(java.lang.String strCurrency1,
java.lang.String strCurrency2)
Retrieve the Correlation Surface for the specified Collateral Currency Pair
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R1ToR1 |
collateralCreditCorrelation(java.lang.String strCollateralCurrency,
CreditLabel creditLabel)
Retrieve the Correlation Surface between the Collateral and the Credit Latent States
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R1ToR1 |
collateralCustomCorrelation(java.lang.String strCollateralCurrency,
CustomLabel customLabel)
Retrieve the Correlation Surface between the Collateral and the Custom Metric Latent States
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R1ToR1 |
collateralEquityCorrelation(java.lang.String strCollateralCurrency,
EquityLabel equityLabel)
Retrieve the Correlation Surface between the Collateral and the Equity Latent States
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R1ToR1 |
collateralForwardCorrelation(java.lang.String strCollateralCurrency,
ForwardLabel forwardLabel)
Retrieve the Correlation Surface between the Collateral and the Forward Latent States
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R1ToR1 |
collateralFundingCorrelation(java.lang.String strCollateralCurrency,
FundingLabel fundingLabel)
Retrieve the Correlation Surface between the Collateral and the Funding Latent States
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R1ToR1 |
collateralFXCorrelation(java.lang.String strCollateralCurrency,
FXLabel fxLabel)
Retrieve the Correlation Surface for the specified Collateral and the FX Latent State Label
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R1ToR1 |
collateralGovvieCorrelation(java.lang.String strCollateralCurrency,
GovvieLabel govvieLabel)
Retrieve the Correlation Surface for the specified Collateral and Govvie Latent State Labels
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R1ToR1 |
collateralOvernightCorrelation(java.lang.String strCollateralCurrency,
OvernightLabel overnightLabel)
Retrieve the Correlation Surface between the Collateral and the Overnight Latent States
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R1ToR1 |
collateralPaydownCorrelation(java.lang.String strCollateralCurrency,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
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R1ToR1 |
collateralRatingCorrelation(java.lang.String strCollateralCurrency,
RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified Collateral and Rating Latent State Labels
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R1ToR1 |
collateralRecoveryCorrelation(java.lang.String strCollateralCurrency,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Collateral and Recovery Latent State Labels
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R1ToR1 |
collateralRepoCorrelation(java.lang.String strCollateralCurrency,
RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Collateral and Repo Latent State Labels
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VolatilityCurve |
collateralVolatility(CollateralLabel collateralLabel)
Retrieve the Volatility Curve for the specified Collateral Label
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R1ToR1 |
creditCreditCorrelation(CreditLabel creditLabel1,
CreditLabel creditLabel2)
Retrieve the Correlation Surface between the Pair of Credit Latent States
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R1ToR1 |
creditCustomMetricCorrelation(CreditLabel creditLabel,
CustomLabel customLabel)
Retrieve the Correlation Surface between the Credit and the Custom Metric Latent States
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R1ToR1 |
creditEquityCorrelation(CreditLabel creditLabel,
EquityLabel equityLabel)
Retrieve the Correlation Surface between the Credit and the Equity Latent States
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R1ToR1 |
creditForwardCorrelation(CreditLabel creditLabel,
ForwardLabel forwardLabel)
Retrieve the Correlation Surface between the Credit and the Forward Latent States
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R1ToR1 |
creditFundingCorrelation(CreditLabel creditLabel,
FundingLabel fundingLabel)
Retrieve the Correlation Surface between the Credit and the Funding Latent States
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R1ToR1 |
creditFXCorrelation(CreditLabel creditLabel,
FXLabel fxLabel)
Retrieve the Correlation Surface between the Credit and the FX Latent State Labels
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R1ToR1 |
creditGovvieCorrelation(CreditLabel creditLabel,
GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Credit and the Govvie Latent State Labels
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R1ToR1 |
creditOvernightCorrelation(CreditLabel creditLabel,
OvernightLabel overnightLabel)
Retrieve the Correlation Surface between the Credit and the Overnight Latent States
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R1ToR1 |
creditPaydownCorrelation(CreditLabel creditLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Credit and the Pay-down Latent State Labels
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R1ToR1 |
creditRatingCorrelation(CreditLabel creditLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Credit and the Rating Latent State Labels
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R1ToR1 |
creditRecoveryCorrelation(CreditLabel creditLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Credit and the Recovery Latent State Labels
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R1ToR1 |
creditRepoCorrelation(CreditLabel creditLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface between the Credit and the Repo Latent State Labels
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CreditCurve |
creditState(CreditLabel creditLabel)
Retrieve the Credit Latent State from the Label
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VolatilityCurve |
creditVolatility(CreditLabel creditLabel)
Retrieve the Volatility Curve for the Credit Latent State
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R1ToR1 |
customCustomCorrelation(CustomLabel customLabel1,
CustomLabel customLabel2)
Retrieve the Correlation Surface between the Custom Metric Latent State Pair
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R1ToR1 |
customEquityCorrelation(CustomLabel customLabel,
EquityLabel equityLabel)
Retrieve the Correlation Surface between the Custom Metric and the Equity Latent States
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R1ToR1 |
customForwardCorrelation(CustomLabel customLabel,
ForwardLabel forwardLabel)
Retrieve the Correlation Surface between the Custom Metric and the Forward Latent States
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R1ToR1 |
customFXCorrelation(CustomLabel customLabel,
FXLabel fxLabel)
Retrieve the Correlation Surface between the Custom Metric and the FX Latent States
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R1ToR1 |
customGovvieCorrelation(CustomLabel customLabel,
GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Custom Metric and the Govvie Latent States
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R1ToR1 |
customMetricFundingCorrelation(CustomLabel customLabel,
FundingLabel fundingLabel)
Retrieve the Correlation Surface between Custom Metric and the Funding Latent States
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R1ToR1 |
customOvernightCorrelation(CustomLabel customLabel,
OvernightLabel overnightLabel)
Retrieve the Correlation Surface between the Custom Metric and the Overnight Latent States
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R1ToR1 |
customPaydownCorrelation(CustomLabel customLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Custom Metric and the Pay-down Latent States
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R1ToR1 |
customRatingCorrelation(CustomLabel customLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Custom Metric and the Rating Latent States
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R1ToR1 |
customRecoveryCorrelation(CustomLabel customLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Custom Metric and the Recovery Latent States
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R1ToR1 |
customRepoCorrelation(CustomLabel customLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface between the Custom Metric and the Repo Latent States
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VolatilityCurve |
customVolatility(CustomLabel customLabel)
Retrieve the Volatility Curve for the Custom Metric Latent State
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R1ToR1 |
equityEquityCorrelation(EquityLabel equityLabel1,
EquityLabel equityLabel2)
Retrieve the Correlation Surface between the Pair of Equity Latent States
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R1ToR1 |
equityForwardCorrelation(EquityLabel equityLabel,
ForwardLabel forwardLabel)
Retrieve the Correlation Surface between the Equity and the Forward Latent States
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R1ToR1 |
equityFundingCorrelation(EquityLabel equityLabel,
FundingLabel fundingLabel)
Retrieve the Correlation Surface between Equity and the Funding Latent States
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R1ToR1 |
equityFXCorrelation(EquityLabel equityLabel,
FXLabel fxLabel)
Retrieve the Correlation Surface between the Equity and the FX Latent States
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R1ToR1 |
equityGovvieCorrelation(EquityLabel equityLabel,
GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Equity and the Govvie Latent States
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R1ToR1 |
equityOvernightCorrelation(EquityLabel equityLabel,
OvernightLabel overnightLabel)
Retrieve the Correlation Surface between Equity and the Overnight Latent States
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R1ToR1 |
equityPaydownCorrelation(EquityLabel equityLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Equity and the Pay-down Latent States
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R1ToR1 |
equityRatingCorrelation(EquityLabel equityLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Equity and the Rating Latent States
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R1ToR1 |
equityRecoveryCorrelation(EquityLabel equityLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Equity and the Recovery Latent States
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R1ToR1 |
equityRepoCorrelation(EquityLabel equityLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface between the Equity and the Repo Latent States
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R1ToR1 |
equityState(EquityLabel equityLabel)
Retrieve the Equity State for the specified Equity Latent State Label
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VolatilityCurve |
equityVolatility(EquityLabel equityLabel)
Retrieve the Volatility Curve for the Equity Latent State
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double |
fixing(int iDate,
LatentStateLabel lsl)
Retrieve the Fixing for the Specified Date/LSL Combination
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double |
fixing(JulianDate dt,
LatentStateLabel lsl)
Retrieve the Fixing for the Specified Date/LSL Combination
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LatentStateFixingsContainer |
fixings()
Retrieve the Latent State Fixings
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R1ToR1 |
forwardForwardCorrelation(ForwardLabel forwardLabel1,
ForwardLabel forwardLabel2)
Retrieve the Correlation Surface between the Pair of Forward Latent States
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R1ToR1 |
forwardFundingCorrelation(ForwardLabel forwardLabel,
FundingLabel fundingLabel)
Retrieve the Correlation Surface between the Forward and the Funding Latent States
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R1ToR1 |
forwardFXCorrelation(ForwardLabel forwardLabel,
FXLabel fxLabel)
Retrieve the Correlation Surface between the Forward and the FX Latent State Labels
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R1ToR1 |
forwardGovvieCorrelation(ForwardLabel forwardLabel,
GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Forward and the Govvie Latent States
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R1ToR1 |
forwardOvernightCorrelation(ForwardLabel forwardLabel,
OvernightLabel overnightLabel)
Retrieve the Correlation Surface between the Forward and the Overnight Latent States
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R1ToR1 |
forwardPaydownCorrelation(ForwardLabel forwardLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Forward and the Pay-down Latent States
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R1ToR1 |
forwardRatingCorrelation(ForwardLabel forwardLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Forward and the Rating Latent States
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R1ToR1 |
forwardRecoveryCorrelation(ForwardLabel forwardLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Forward and the Recovery Latent States
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R1ToR1 |
forwardRepoCorrelation(ForwardLabel forwardLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface between the Forward and the Repo Latent States
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ForwardCurve |
forwardState(ForwardLabel forwardLabel)
Retrieve the Forward State corresponding to the Label
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VolatilityCurve |
forwardVolatility(ForwardLabel forwardLabel)
Retrieve the Volatility Curve for the specified Forward Latent State Label
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R1ToR1 |
fundingFundingCorrelation(FundingLabel fundingLabel1,
FundingLabel fundingLabel2)
Retrieve the Correlation Surface between the Pair of Funding Latent States
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R1ToR1 |
fundingFXCorrelation(FundingLabel fundingLabel,
FXLabel fxLabel)
Retrieve the Correlation Surface between the Funding and the FX Latent States
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R1ToR1 |
fundingGovvieCorrelation(FundingLabel fundingLabel,
GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Funding and the Govvie Latent States
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R1ToR1 |
fundingOvernightCorrelation(FundingLabel fundingLabel,
OvernightLabel overnightLabel)
Retrieve the Correlation Surface between the Funding and the Overnight Latent States
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R1ToR1 |
fundingPaydownCorrelation(FundingLabel fundingLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Funding and the Pay-down Latent States
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R1ToR1 |
fundingRatingCorrelation(FundingLabel fundingLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Funding and the Rating Latent States
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R1ToR1 |
fundingRecoveryCorrelation(FundingLabel fundingLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Funding and the Recovery Latent States
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R1ToR1 |
fundingRepoCorrelation(FundingLabel fundingLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface between the Funding and the Repo Latent States
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MergedDiscountForwardCurve |
fundingState(FundingLabel fundingLabel)
Retrieve the Funding Latent State Corresponding to the Label
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VolatilityCurve |
fundingVolatility(FundingLabel fundingLabel)
Retrieve the Volatility Curve for the Funding Latent State Label
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R1ToR1 |
fxFXCorrelation(FXLabel fxLabel1,
FXLabel fxLabel2)
Retrieve the Correlation Surface for the specified FX Latent State Label Set
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R1ToR1 |
fxGovvieCorrelation(FXLabel fxLabel,
GovvieLabel govvieLabel)
Retrieve the Correlation Surface for the specified FX and the Govvie Latent States
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R1ToR1 |
fxOvernightCorrelation(FXLabel fxLabel,
OvernightLabel overnightLabel)
Retrieve the Correlation Surface for the specified FX and the Overnight Latent States
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R1ToR1 |
fxPaydownCorrelation(FXLabel fxLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified FX and the Pay-down Latent States
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R1ToR1 |
fxRatingCorrelation(FXLabel fxLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified FX and the Rating Latent States
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R1ToR1 |
fxRecoveryCorrelation(FXLabel fxLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified FX and the Recovery Latent States
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R1ToR1 |
fxRepoCorrelation(FXLabel fxLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified FX and the Repo Latent States
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FXCurve |
fxState(FXLabel fxLabel)
Retrieve the FX State for the specified FX Latent State Label
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VolatilityCurve |
fxVolatility(FXLabel fxLabel)
Retrieve the Volatility Curve for the specified FX Latent State Label
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R1ToR1 |
govvieGovvieCorrelation(GovvieLabel govvieLabel1,
GovvieLabel govvieLabel2)
Retrieve the Correlation Surface for the specified Govvie Latent State Pair
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R1ToR1 |
govvieOvernightCorrelation(GovvieLabel govvieLabel,
OvernightLabel overnightLabel)
Retrieve the Correlation Surface for the specified Govvie and the Overnight Latent States
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R1ToR1 |
govviePaydownCorrelation(GovvieLabel govvieLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Govvie and the Pay-down Latent States
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R1ToR1 |
govvieRecoveryCorrelation(GovvieLabel govvieLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified Govvie and the Rating Latent States
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R1ToR1 |
govvieRecoveryCorrelation(GovvieLabel govvieLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Govvie and the Recovery Latent States
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R1ToR1 |
govvieRepoCorrelation(GovvieLabel govvieLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Govvie and the Repo Latent States
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GovvieCurve |
govvieState(GovvieLabel govvieLabel)
Retrieve the Government State for the specified Label
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VolatilityCurve |
govvieVolatility(GovvieLabel govvieLabel)
Retrieve the Volatility Curve for the specified Govvie Latent State
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R1ToR1 |
overnightOvernightCorrelation(OvernightLabel overnightLabel1,
OvernightLabel overnightLabel2)
Retrieve the Correlation Surface between the Pair of Overnight Latent States
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R1ToR1 |
overnightPaydownCorrelation(OvernightLabel overnightLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Overnight and the Pay-down Latent States
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R1ToR1 |
overnightRatingCorrelation(OvernightLabel overnightLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified Overnight and the Rating Latent States
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R1ToR1 |
overnightRecoveryCorrelation(OvernightLabel overnightLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Overnight and the Recovery Latent States
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R1ToR1 |
overnightRepoCorrelation(OvernightLabel overnightLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Overnight and the Repo Latent States
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MergedDiscountForwardCurve |
overnightState(OvernightLabel overnightLabel)
Retrieve the Overnight Latent State Corresponding to the Label
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VolatilityCurve |
overnightVolatility(OvernightLabel overnightLabel)
Retrieve the Volatility Curve for the Overnight Latent State Label
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MergedDiscountForwardCurve |
payCurrencyCollateralCurrencyCurve(java.lang.String strPayCurrency,
java.lang.String strCollateralCurrency)
Retrieve the Discount Curve associated with the Pay Cash-flow Collateralized using a different
Collateral Currency Numeraire
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R1ToR1 |
paydownPaydownCorrelation(PaydownLabel paydownLabel1,
PaydownLabel paydownLabel2)
Retrieve the Correlation Surface for the specified Pay-down Latent State Pair
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R1ToR1 |
paydownRatingCorrelation(PaydownLabel paydownLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Rating Latent States
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R1ToR1 |
paydownRecoveryCorrelation(PaydownLabel paydownLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Recovery Latent States
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R1ToR1 |
paydownRepoCorrelation(PaydownLabel paydownLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Repo Latent States
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R1ToR1 |
paydownState(PaydownLabel paydownLabel)
Retrieve the Pay-down State for the specified Pay-down Latent State Label
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VolatilityCurve |
paydownVolaitlity(PaydownLabel paydownLabel)
Retrieve the Volatility Curve for the specified Pay-down Latent State
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ProductQuote |
productQuote(java.lang.String strProductCode)
Retrieve the Product Quote
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CaseInsensitiveTreeMap<ProductQuote> |
quoteMap()
Retrieve the Full Set of Quotes
|
R1ToR1 |
ratingRatingCorrelation(RatingLabel ratingLabel1,
RatingLabel ratingLabel2)
Retrieve the Correlation Surface for the specified Rating and the Rating Latent States
|
R1ToR1 |
ratingRecoveryCorrelation(RatingLabel ratingLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Rating and Recovery Latent States
|
R1ToR1 |
ratingRepoCorrelation(RatingLabel ratingLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Rating and Repo Latent States
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MergedDiscountForwardCurve |
ratingState(RatingLabel ratingLabel)
Retrieve the Rating State for the specified Rating Latent State Label
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VolatilityCurve |
ratingVolaitlity(RatingLabel ratingLabel)
Retrieve the Volatility Curve for the specified Rating Latent State
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R1ToR1 |
recoveryRecoveryCorrelation(RecoveryLabel recoveryLabel1,
RecoveryLabel recoveryLabel2)
Retrieve the Correlation Surface for the specified Recovery Latent State Pair
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R1ToR1 |
recoveryRepoCorrelation(RecoveryLabel recoveryLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Recovery and the Repo Latent States
|
CreditCurve |
recoveryState(RecoveryLabel recoveryLabel)
Retrieve the Recovery Latent State from the Label
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VolatilityCurve |
recoveryVolatility(RecoveryLabel recoveryLabel)
Retrieve the Volatility Curve for the specified Recovery Latent State
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boolean |
removeFixing(int iDate,
LatentStateLabel lsl)
Remove the Fixing corresponding to the Date/Label Pair it if exists
|
boolean |
removeFixing(JulianDate dt,
LatentStateLabel lsl)
Remove the Fixing corresponding to the Date/Label Pair it if exists
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R1ToR1 |
repoRepoCorrelation(RepoLabel repoLabel1,
RepoLabel repoLabel2)
Retrieve the Correlation Surface between the Pair of Repo Latent States
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RepoCurve |
repoState(RepoLabel repoLabel)
Retrieve the Repo Latent State Corresponding to the Label
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VolatilityCurve |
repoVolatility(RepoLabel repoLabel)
Retrieve the Volatility Curve for the Repo Latent State Label
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boolean |
setCollateralCollateralCorrelation(java.lang.String strCurrency1,
java.lang.String strCurrency2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral Currency Pair
|
boolean |
setCollateralCreditCorrelation(java.lang.String strCollateralCurrency,
CreditLabel creditLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Credit Latent States
|
boolean |
setCollateralCustomCorrelation(java.lang.String strCollateralCurrency,
CustomLabel customLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Custom Metric Latent States
|
boolean |
setCollateralEquityCorrelation(java.lang.String strCollateralCurrency,
EquityLabel equityLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Equity Latent States
|
boolean |
setCollateralForwardCorrelation(java.lang.String strCollateralCurrency,
ForwardLabel forwardLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Forward Latent States
|
boolean |
setCollateralFundingCorrelation(java.lang.String strCollateralCurrency,
FundingLabel fundingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Funding Latent States
|
boolean |
setCollateralFXCorrelation(java.lang.String strCollateralCurrency,
FXLabel fxLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and FX Latent States
|
boolean |
setCollateralGovvieCorrelation(java.lang.String strCollateralCurrency,
GovvieLabel govvieLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Govvie Latent State Labels
|
boolean |
setCollateralOvernightCorrelation(java.lang.String strCollateralCurrency,
OvernightLabel overnightLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Overnight Latent States
|
boolean |
setCollateralPaydownCorrelation(java.lang.String strCollateralCurrency,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
|
boolean |
setCollateralRatingCorrelation(java.lang.String strCollateralCurrency,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Rating Latent State Labels
|
boolean |
setCollateralRecoveryCorrelation(java.lang.String strCollateralCurrency,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Recovery Latent State Labels
|
boolean |
setCollateralRepoCorrelation(java.lang.String strCollateralCurrency,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Repo Latent State Labels
|
boolean |
setCollateralVolatility(VolatilityCurve vcCollateral)
(Re)-set the Volatility Curve for the specified Collateral Label
|
boolean |
setCreditCreditCorrelation(CreditLabel creditLabel1,
CreditLabel creditLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Credit Latent States
|
boolean |
setCreditCustomCorrelation(CreditLabel creditLabel,
CustomLabel customLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Custom Metric Latent States
|
boolean |
setCreditEquityCorrelation(CreditLabel creditLabel,
EquityLabel equityLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Equity Latent States
|
boolean |
setCreditForwardCorrelation(CreditLabel creditLabel,
ForwardLabel forwardLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Forward Latent States
|
boolean |
setCreditFundingCorrelation(CreditLabel creditLabel,
FundingLabel fundingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Funding Latent States
|
boolean |
setCreditFXCorrelation(CreditLabel creditLabel,
FXLabel fxLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the FX Latent States
|
boolean |
setCreditGovvieCorrelation(CreditLabel creditLabel,
GovvieLabel govvieLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Govvie Latent States
|
boolean |
setCreditOvernightCorrelation(CreditLabel creditLabel,
OvernightLabel overnightLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Overnight Latent States
|
boolean |
setCreditPaydownCorrelation(CreditLabel creditLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Pay-down Latent States
|
boolean |
setCreditRatingCorrelation(CreditLabel creditLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Rating Latent States
|
boolean |
setCreditRecoveryCorrelation(CreditLabel creditLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Recovery Latent States
|
boolean |
setCreditRepoCorrelation(CreditLabel creditLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Repo Latent States
|
boolean |
setCreditState(CreditCurve cc)
(Re)-set the Credit State
|
boolean |
setCreditVolatility(VolatilityCurve vcCredit)
(Re)-set the Volatility Curve for the Credit Latent State
|
boolean |
setCustomCustomCorrelation(CustomLabel customLabel1,
CustomLabel customLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric Latent State Pair
|
boolean |
setCustomEquityCorrelation(CustomLabel customLabel,
EquityLabel equityLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Equity Latent States
|
boolean |
setCustomForwardCorrelation(CustomLabel customLabel,
ForwardLabel forwardLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Forward Latent States
|
boolean |
setCustomFundingCorrelation(CustomLabel customLabel,
FundingLabel fundingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Funding Latent States
|
boolean |
setCustomFXCorrelation(CustomLabel customLabel,
FXLabel fxLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the FX Latent States
|
boolean |
setCustomGovvieCorrelation(CustomLabel customLabel,
GovvieLabel govvieLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Govvie Latent States
|
boolean |
setCustomOvernightCorrelation(CustomLabel customLabel,
OvernightLabel overnightLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Overnight Latent States
|
boolean |
setCustomPaydownCorrelation(CustomLabel customLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Pay-down Latent States
|
boolean |
setCustomRatingCorrelation(CustomLabel customLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Rating Latent States
|
boolean |
setCustomRecoveryCorrelation(CustomLabel customLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Recovery Latent States
|
boolean |
setCustomRepoCorrelation(CustomLabel customLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Repo Latent States
|
boolean |
setCustomVolatility(VolatilityCurve vcCustom)
(Re)-set the Custom Metric Volatility Curve
|
boolean |
setEquityEquityCorrelation(EquityLabel equityLabel1,
EquityLabel equityLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Equity Latent States
|
boolean |
setEquityForwardCorrelation(EquityLabel equityLabel,
ForwardLabel forwardLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Forward Latent States
|
boolean |
setEquityFundingCorrelation(EquityLabel equityLabel,
FundingLabel fundingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Funding Latent States
|
boolean |
setEquityFXCorrelation(EquityLabel equityLabel,
FXLabel fxLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the FX Latent States
|
boolean |
setEquityGovvieCorrelation(EquityLabel equityLabel,
GovvieLabel govvieLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Govvie Latent States
|
boolean |
setEquityOvernightCorrelation(EquityLabel equityLabel,
OvernightLabel overnightLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Overnight Latent States
|
boolean |
setEquityPaydownCorrelation(EquityLabel equityLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Pay-down Latent States
|
boolean |
setEquityRatingCorrelation(EquityLabel equityLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Rating Latent States
|
boolean |
setEquityRecoveryCorrelation(EquityLabel equityLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Recovery Latent States
|
boolean |
setEquityRepoCorrelation(EquityLabel equityLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Repo Latent States
|
boolean |
setEquityState(EquityLabel equityLabel,
R1ToR1 auEquity)
(Re)-set the Equity State for the specified Equity Latent State Label
|
boolean |
setEquityVolatility(VolatilityCurve vcEquity)
(Re)-set the Volatility Curve for the Equity Latent State
|
boolean |
setFixing(int iDate,
LatentStateLabel lsl,
double dblFixing)
Set the Fixing corresponding to the Date/Label Pair
|
boolean |
setFixing(JulianDate dt,
LatentStateLabel lsl,
double dblFixing)
Set the Fixing corresponding to the Date/Label Pair
|
boolean |
setFixings(LatentStateFixingsContainer lsfc)
Set the Latent State Fixings Container Instance
|
boolean |
setForwardForwardCorrelation(ForwardLabel forwardLabel1,
ForwardLabel forwardLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Forward Latent States
|
boolean |
setForwardFundingCorrelation(ForwardLabel forwardLabel,
FundingLabel fundingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Funding Latent States
|
boolean |
setForwardFXCorrelation(ForwardLabel forwardLabel,
FXLabel fxLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the FX Latent State Labels
|
boolean |
setForwardGovvieCorrelation(ForwardLabel forwardLabel,
GovvieLabel govvieLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Govvie Latent States
|
boolean |
setForwardOvernightCorrelation(ForwardLabel forwardLabel,
OvernightLabel overnightLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Overnight Latent States
|
boolean |
setForwardPaydownCorrelation(ForwardLabel forwardLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Pay-down Latent States
|
boolean |
setForwardRatingCorrelation(ForwardLabel forwardLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Rating Latent States
|
boolean |
setForwardRecoveryCorrelation(ForwardLabel forwardLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Recovery Latent States
|
boolean |
setForwardRepoCorrelation(ForwardLabel forwardLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Repo Latent States
|
boolean |
setForwardState(ForwardCurve fc)
(Re)-set the Forward State
|
boolean |
setForwardVolatility(VolatilityCurve vcForward)
(Re)-set the Volatility Curve for the specified Forward Latent State Label
|
boolean |
setFundingFundingCorrelation(FundingLabel fundingLabel1,
FundingLabel fundingLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Funding Latent States
|
boolean |
setFundingFXCorrelation(FundingLabel fundingLabel,
FXLabel fxLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the FX Latent States
|
boolean |
setFundingGovvieCorrelation(FundingLabel fundingLabel,
GovvieLabel govvieLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Govvie Latent States
|
boolean |
setFundingOvernightCorrelation(FundingLabel fundingLabel,
OvernightLabel overnightLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Overnight Latent States
|
boolean |
setFundingPaydownCorrelation(FundingLabel fundingLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Pay-down Latent States
|
boolean |
setFundingRecoveryCorrelation(FundingLabel fundingLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Rating Latent States
|
boolean |
setFundingRecoveryCorrelation(FundingLabel fundingLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Recovery Latent States
|
boolean |
setFundingRepoCorrelation(FundingLabel fundingLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Repo Latent States
|
boolean |
setFundingState(MergedDiscountForwardCurve dc)
(Re)-set the Funding State
|
boolean |
setFundingVolatility(VolatilityCurve vcFunding)
(Re)-set the Volatility Curve for the Funding Latent State Label
|
boolean |
setFXFXCorrelation(FXLabel fxLabel1,
FXLabel fxLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX Latent State Label Set
|
boolean |
setFXGovvieCorrelation(FXLabel fxLabel,
GovvieLabel govvieLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Govvie Latent States
|
boolean |
setFXOvernightCorrelation(FXLabel fxLabel,
OvernightLabel overnightLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Overnight Latent States
|
boolean |
setFXPaydownCorrelation(FXLabel fxLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Pay-down Latent States
|
boolean |
setFXRatingCorrelation(FXLabel fxLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Rating Latent States
|
boolean |
setFXRecoveryCorrelation(FXLabel fxLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Recovery Latent States
|
boolean |
setFXRepoCorrelation(FXLabel fxLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Repo Latent States
|
boolean |
setFXState(FXCurve fxfc)
(Re)-set the FX State for the specified FX Latent State Label
|
boolean |
setFXVolatility(VolatilityCurve vcFX)
(Re)-set the Volatility Curve for the specified FX Latent State
|
boolean |
setGovvieGovvieCorrelation(GovvieLabel govvieLabel1,
GovvieLabel govvieLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the Govvie Latent State Pair
|
boolean |
setGovvieOvernightCorrelation(GovvieLabel govvieLabel,
OvernightLabel overnightLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Overnight Latent States
|
boolean |
setGovviePaydownCorrelation(GovvieLabel govvieLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent States
|
boolean |
setGovvieRatingCorrelation(GovvieLabel govvieLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Rating Latent States
|
boolean |
setGovvieRecoveryCorrelation(GovvieLabel govvieLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Recovery Latent States
|
boolean |
setGovvieRepoCorrelation(GovvieLabel govvieLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Repo Latent States
|
boolean |
setGovvieState(GovvieCurve gc)
(Re)-set the Govvie State Curve
|
boolean |
setGovvieVolatility(VolatilityCurve vcGovvie)
(Re)-set the Volatility Curve for the Govvie Latent State
|
boolean |
setOvernightOvernightCorrelation(OvernightLabel overnightLabel1,
OvernightLabel overnightLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Overnight Latent States
|
boolean |
setOvernightPaydownCorrelation(OvernightLabel overnightLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent States
|
boolean |
setOvernightRatingCorrelation(OvernightLabel overnightLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Overnight and the Rating Latent States
|
boolean |
setOvernightRecoveryCorrelation(OvernightLabel overnightLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Overnight and the Recovery Latent States
|
boolean |
setOvernightRepoCorrelation(OvernightLabel overnightLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Overnight and the Repo Latent States
|
boolean |
setOvernightState(MergedDiscountForwardCurve dcOvernight)
(Re)-set the Overnight State
|
boolean |
setOvernightVolatility(VolatilityCurve vcOvernight)
(Re)-set the Volatility Curve for the Overnight Latent State Label
|
boolean |
setPayCurrencyCollateralCurrencyCurve(java.lang.String strPayCurrency,
java.lang.String strCollateralCurrency,
MergedDiscountForwardCurve dcPayCurrencyCollateralCurrency)
Set the Discount Curve associated with the Pay Cash-flow Collateralized using a different
Collateral Currency Numeraire
|
boolean |
setPaydownCurve(PaydownLabel paydownLabel,
R1ToR1 auPaydown)
(Re)-set the Pay-down State for the specified Pay-down Latent State Label
|
boolean |
setPaydownPaydownCorrelation(PaydownLabel paydownLabel1,
PaydownLabel paydownLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the Pay-down Latent State Pair
|
boolean |
setPaydownRatingCorrelation(PaydownLabel paydownLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent States
|
boolean |
setPaydownRecoveryCorrelation(PaydownLabel paydownLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent States
|
boolean |
setPaydownRepoCorrelation(PaydownLabel paydownLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Repo Latent States
|
boolean |
setPaydownVolatility(VolatilityCurve vcPaydown)
(Re)-set the Volatility Curve for the Pay-down Latent State
|
boolean |
setProductQuote(java.lang.String strProductCode,
ProductQuote pq)
(Re)-set the Product Quote
|
boolean |
setQuoteMap(CaseInsensitiveTreeMap<ProductQuote> mapQuote)
(Re)-set the Map of Quote
|
boolean |
setRatingCurve(RatingLabel ratingLabel,
MergedDiscountForwardCurve dcRating)
(Re)-set the Rating State for the specified Rating Latent State Label
|
boolean |
setRatingRatingCorrelation(RatingLabel ratingLabel1,
RatingLabel ratingLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pair of Rating Latent States
|
boolean |
setRatingRecoveryCorrelation(RatingLabel ratingLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Rating and Recovery Latent States
|
boolean |
setRatingRepoCorrelation(RatingLabel ratingLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Rating and Repo Latent States
|
boolean |
setRatingVolatility(VolatilityCurve vcRating)
(Re)-set the Volatility Curve for the Rating Latent State
|
boolean |
setRecoveryRecoveryCorrelation(RecoveryLabel recoveryLabel1,
RecoveryLabel recoveryLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the Recovery Latent State Pair
|
boolean |
setRecoveryRepoCorrelation(RecoveryLabel recoveryLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Recovery and the Repo Latent States
|
boolean |
setRecoveryState(CreditCurve rc)
(Re)-set the Recovery State for the specified Recovery Latent State Label
|
boolean |
setRecoveryVolatility(VolatilityCurve vcRecovery)
(Re)-set the Volatility Curve for the Recovery Latent State
|
boolean |
setRepoRepoCorrelation(RepoLabel repoLabel1,
RepoLabel repoLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Repo Latent States
|
boolean |
setRepoState(RepoCurve repoState)
(Re)-set the Repo State
|
boolean |
setRepoVolatility(VolatilityCurve vcRepo)
(Re)-set the Volatility Curve for the Repo Latent State Label
|
public CurveSurfaceQuoteContainer()
public MergedDiscountForwardCurve payCurrencyCollateralCurrencyCurve(java.lang.String strPayCurrency, java.lang.String strCollateralCurrency)
strPayCurrency
- The Pay CurrencystrCollateralCurrency
- The Collateral Currencypublic boolean setPayCurrencyCollateralCurrencyCurve(java.lang.String strPayCurrency, java.lang.String strCollateralCurrency, MergedDiscountForwardCurve dcPayCurrencyCollateralCurrency)
strPayCurrency
- The Pay CurrencystrCollateralCurrency
- The Collateral CurrencydcPayCurrencyCollateralCurrency
- The Discount Curve associated with the Pay Cash-flow
Collateralized using a different Collateral Currency Numerairepublic MergedDiscountForwardCurve collateralChoiceDiscountCurve(java.lang.String strPayCurrency)
strPayCurrency
- The Pay Currencypublic CreditCurve creditState(CreditLabel creditLabel)
creditLabel
- The Credit Latent State Labelpublic boolean setCreditState(CreditCurve cc)
cc
- The Credit Statepublic R1ToR1 equityState(EquityLabel equityLabel)
equityLabel
- The Equity Latent State Labelpublic boolean setEquityState(EquityLabel equityLabel, R1ToR1 auEquity)
equityLabel
- The Equity Latent State LabelauEquity
- The Equity Statepublic ForwardCurve forwardState(ForwardLabel forwardLabel)
forwardLabel
- Forward Latent State Labelpublic boolean setForwardState(ForwardCurve fc)
fc
- Forward Statepublic MergedDiscountForwardCurve fundingState(FundingLabel fundingLabel)
fundingLabel
- Funding Latent State Labelpublic boolean setFundingState(MergedDiscountForwardCurve dc)
dc
- Funding Statepublic FXCurve fxState(FXLabel fxLabel)
fxLabel
- The FX Latent State Labelpublic boolean setFXState(FXCurve fxfc)
fxfc
- The FX Statepublic GovvieCurve govvieState(GovvieLabel govvieLabel)
govvieLabel
- Govvie Latent State Labelpublic boolean setGovvieState(GovvieCurve gc)
gc
- Govvie State Curvepublic MergedDiscountForwardCurve overnightState(OvernightLabel overnightLabel)
overnightLabel
- Overnight Latent State Labelpublic boolean setOvernightState(MergedDiscountForwardCurve dcOvernight)
dcOvernight
- Overnight State Curvepublic R1ToR1 paydownState(PaydownLabel paydownLabel)
paydownLabel
- The Pay-down Latent State Labelpublic boolean setPaydownCurve(PaydownLabel paydownLabel, R1ToR1 auPaydown)
paydownLabel
- The Pay-down Latent State LabelauPaydown
- The Pay-down Statepublic MergedDiscountForwardCurve ratingState(RatingLabel ratingLabel)
ratingLabel
- The Rating Latent State Labelpublic boolean setRatingCurve(RatingLabel ratingLabel, MergedDiscountForwardCurve dcRating)
ratingLabel
- The Rating Latent State LabeldcRating
- The Rating Statepublic CreditCurve recoveryState(RecoveryLabel recoveryLabel)
recoveryLabel
- The Recovery Latent State Labelpublic boolean setRecoveryState(CreditCurve rc)
rc
- The Recovery Statepublic RepoCurve repoState(RepoLabel repoLabel)
repoLabel
- Repo Latent State Labelpublic boolean setRepoState(RepoCurve repoState)
repoState
- Repo Statepublic VolatilityCurve collateralVolatility(CollateralLabel collateralLabel)
collateralLabel
- The Collateral Currencypublic boolean setCollateralVolatility(VolatilityCurve vcCollateral)
vcCollateral
- The Collateral Volatility Curvepublic VolatilityCurve creditVolatility(CreditLabel creditLabel)
creditLabel
- The Credit Curve Latent State Labelpublic boolean setCreditVolatility(VolatilityCurve vcCredit)
vcCredit
- The Credit Volatility Curvepublic VolatilityCurve customVolatility(CustomLabel customLabel)
customLabel
- The Custom Metric Latent State Labelpublic boolean setCustomVolatility(VolatilityCurve vcCustom)
vcCustom
- The Custom Metric Volatility Curvepublic VolatilityCurve equityVolatility(EquityLabel equityLabel)
equityLabel
- The Equity Latent State Labelpublic boolean setEquityVolatility(VolatilityCurve vcEquity)
vcEquity
- The Equity Volatility Curvepublic VolatilityCurve forwardVolatility(ForwardLabel forwardLabel)
forwardLabel
- The Forward Latent State Labelpublic boolean setForwardVolatility(VolatilityCurve vcForward)
vcForward
- The Forward Volatility Curvepublic VolatilityCurve fundingVolatility(FundingLabel fundingLabel)
fundingLabel
- The Funding Latent State Labelpublic boolean setFundingVolatility(VolatilityCurve vcFunding)
vcFunding
- The Funding Volatility Curvepublic VolatilityCurve fxVolatility(FXLabel fxLabel)
fxLabel
- The FX Latent State Labelpublic boolean setFXVolatility(VolatilityCurve vcFX)
vcFX
- The FX Volatility Surfacepublic VolatilityCurve govvieVolatility(GovvieLabel govvieLabel)
govvieLabel
- The Govvie Latent State Labelpublic boolean setGovvieVolatility(VolatilityCurve vcGovvie)
vcGovvie
- The Govvie Volatility Curvepublic VolatilityCurve overnightVolatility(OvernightLabel overnightLabel)
overnightLabel
- The Overnight Latent State Labelpublic boolean setOvernightVolatility(VolatilityCurve vcOvernight)
vcOvernight
- The Overnight Volatility Surfacepublic VolatilityCurve paydownVolaitlity(PaydownLabel paydownLabel)
paydownLabel
- The Pay Down Latent State Labelpublic boolean setPaydownVolatility(VolatilityCurve vcPaydown)
vcPaydown
- The Pay down Volatility Curvepublic VolatilityCurve ratingVolaitlity(RatingLabel ratingLabel)
ratingLabel
- The Rating Latent State Labelpublic boolean setRatingVolatility(VolatilityCurve vcRating)
vcRating
- The Rating Volatility Curvepublic VolatilityCurve recoveryVolatility(RecoveryLabel recoveryLabel)
recoveryLabel
- The Recovery Latent State Labelpublic boolean setRecoveryVolatility(VolatilityCurve vcRecovery)
vcRecovery
- The Recovery Volatility Surfacepublic VolatilityCurve repoVolatility(RepoLabel repoLabel)
repoLabel
- The Repo Latent State Labelpublic boolean setRepoVolatility(VolatilityCurve vcRepo)
vcRepo
- The Repo Volatility Curvepublic R1ToR1 collateralCollateralCorrelation(java.lang.String strCurrency1, java.lang.String strCurrency2)
strCurrency1
- Collateral Currency #1strCurrency2
- Collateral Currency #2public boolean setCollateralCollateralCorrelation(java.lang.String strCurrency1, java.lang.String strCurrency2, R1ToR1 auCorrelation)
strCurrency1
- Collateral Currency #1strCurrency2
- Collateral Currency #2auCorrelation
- The Correlation Surfacepublic R1ToR1 creditCreditCorrelation(CreditLabel creditLabel1, CreditLabel creditLabel2)
creditLabel1
- The Credit Curve Latent State Label #1creditLabel2
- The Credit Curve Latent State Label #2public boolean setCreditCreditCorrelation(CreditLabel creditLabel1, CreditLabel creditLabel2, R1ToR1 auCorrelation)
creditLabel1
- The Credit Curve Latent State Label #1creditLabel2
- The Credit Curve Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 customCustomCorrelation(CustomLabel customLabel1, CustomLabel customLabel2)
customLabel1
- The Custom Metric Latent State Label #1customLabel2
- The Custom Metric Latent State Label #2public boolean setCustomCustomCorrelation(CustomLabel customLabel1, CustomLabel customLabel2, R1ToR1 auCorrelation)
customLabel1
- The Custom Metric Latent State Label #1customLabel2
- The Custom Metric Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 equityEquityCorrelation(EquityLabel equityLabel1, EquityLabel equityLabel2)
equityLabel1
- Equity Curve Latent State Label #1equityLabel2
- EquityCurve Latent State Label #2public boolean setEquityEquityCorrelation(EquityLabel equityLabel1, EquityLabel equityLabel2, R1ToR1 auCorrelation)
equityLabel1
- EquityCurve Latent State Label #1equityLabel2
- EquityCurve Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 forwardForwardCorrelation(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2)
forwardLabel1
- Forward Curve Latent State Label #1forwardLabel2
- Forward Curve Latent State Label #2public boolean setForwardForwardCorrelation(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2, R1ToR1 auCorrelation)
forwardLabel1
- Forward Curve Latent State Label #1forwardLabel2
- Forward Curve Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 fundingFundingCorrelation(FundingLabel fundingLabel1, FundingLabel fundingLabel2)
fundingLabel1
- Funding Latent State Label #1fundingLabel2
- Funding Latent State Label #2public boolean setFundingFundingCorrelation(FundingLabel fundingLabel1, FundingLabel fundingLabel2, R1ToR1 auCorrelation)
fundingLabel1
- Funding Latent State Label #1fundingLabel2
- Funding Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 fxFXCorrelation(FXLabel fxLabel1, FXLabel fxLabel2)
fxLabel1
- The FX Latent State Label #1fxLabel2
- The FX Latent State Label #2public boolean setFXFXCorrelation(FXLabel fxLabel1, FXLabel fxLabel2, R1ToR1 auCorrelation)
fxLabel1
- The FX Latent State Label #1fxLabel2
- The FX Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 govvieGovvieCorrelation(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2)
govvieLabel1
- The Govvie Curve Latent State Label #1govvieLabel2
- The Govvie Curve Latent State Label #2public boolean setGovvieGovvieCorrelation(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2, R1ToR1 auCorrelation)
govvieLabel1
- The Govvie Curve Latent State Label #1govvieLabel2
- The Govvie Curve Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 overnightOvernightCorrelation(OvernightLabel overnightLabel1, OvernightLabel overnightLabel2)
overnightLabel1
- Overnight Latent State Label #1overnightLabel2
- Overnight Latent State Label #2public boolean setOvernightOvernightCorrelation(OvernightLabel overnightLabel1, OvernightLabel overnightLabel2, R1ToR1 auCorrelation)
overnightLabel1
- Overnight Latent State Label #1overnightLabel2
- Overnight Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 paydownPaydownCorrelation(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2)
paydownLabel1
- The Pay-down Curve Latent State Label #1paydownLabel2
- The Pay-down Curve Latent State Label #2public boolean setPaydownPaydownCorrelation(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2, R1ToR1 auCorrelation)
paydownLabel1
- The Pay-down Curve Latent State Label #1paydownLabel2
- The Pay-down Curve Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 recoveryRecoveryCorrelation(RecoveryLabel recoveryLabel1, RecoveryLabel recoveryLabel2)
recoveryLabel1
- The Recovery Curve Latent State Label #1recoveryLabel2
- The Recovery Curve Latent State Label #2public boolean setRecoveryRecoveryCorrelation(RecoveryLabel recoveryLabel1, RecoveryLabel recoveryLabel2, R1ToR1 auCorrelation)
recoveryLabel1
- The Recovery Curve Latent State Label #1recoveryLabel2
- The Recovery Curve Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 repoRepoCorrelation(RepoLabel repoLabel1, RepoLabel repoLabel2)
repoLabel1
- Repo Latent State Label #1repoLabel2
- Repo Latent State Label #2public boolean setRepoRepoCorrelation(RepoLabel repoLabel1, RepoLabel repoLabel2, R1ToR1 auCorrelation)
repoLabel1
- Repo Latent State Label #1repoLabel2
- Repo Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 collateralCreditCorrelation(java.lang.String strCollateralCurrency, CreditLabel creditLabel)
strCollateralCurrency
- The Collateral CurrencycreditLabel
- The Credit Curve Latent State Labelpublic boolean setCollateralCreditCorrelation(java.lang.String strCollateralCurrency, CreditLabel creditLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencycreditLabel
- The Credit Curve Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralCustomCorrelation(java.lang.String strCollateralCurrency, CustomLabel customLabel)
strCollateralCurrency
- The Collateral CurrencycustomLabel
- The Custom Metric Latent State Labelpublic boolean setCollateralCustomCorrelation(java.lang.String strCollateralCurrency, CustomLabel customLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencycustomLabel
- The Custom Metric Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralForwardCorrelation(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel)
strCollateralCurrency
- The Collateral CurrencyforwardLabel
- The Forward Latent State Labelpublic boolean setCollateralEquityCorrelation(java.lang.String strCollateralCurrency, EquityLabel equityLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencyequityLabel
- The Equity Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralEquityCorrelation(java.lang.String strCollateralCurrency, EquityLabel equityLabel)
strCollateralCurrency
- The Collateral CurrencyequityLabel
- The Equity Latent State Labelpublic boolean setCollateralForwardCorrelation(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencyforwardLabel
- The Forward Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralFundingCorrelation(java.lang.String strCollateralCurrency, FundingLabel fundingLabel)
strCollateralCurrency
- The Collateral CurrencyfundingLabel
- The Funding Latent State Labelpublic boolean setCollateralFundingCorrelation(java.lang.String strCollateralCurrency, FundingLabel fundingLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencyfundingLabel
- The Funding Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralFXCorrelation(java.lang.String strCollateralCurrency, FXLabel fxLabel)
strCollateralCurrency
- The Collateral CurrencyfxLabel
- The FX Latent State Labelpublic boolean setCollateralFXCorrelation(java.lang.String strCollateralCurrency, FXLabel fxLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencyfxLabel
- The FX Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralGovvieCorrelation(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel)
strCollateralCurrency
- The Collateral CurrencygovvieLabel
- The Govvie Latent State Labelpublic boolean setCollateralGovvieCorrelation(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencygovvieLabel
- The Govvie Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralOvernightCorrelation(java.lang.String strCollateralCurrency, OvernightLabel overnightLabel)
strCollateralCurrency
- The Collateral CurrencyovernightLabel
- The Overnight Latent State Labelpublic boolean setCollateralOvernightCorrelation(java.lang.String strCollateralCurrency, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencyovernightLabel
- The Overnight Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralPaydownCorrelation(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel)
strCollateralCurrency
- The Collateral CurrencypaydownLabel
- The Pay-down Latent State Labelpublic boolean setCollateralPaydownCorrelation(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencypaydownLabel
- The Pay-down Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralRatingCorrelation(java.lang.String strCollateralCurrency, RatingLabel ratingLabel)
strCollateralCurrency
- The Collateral CurrencyratingLabel
- The Rating Latent State Labelpublic boolean setCollateralRatingCorrelation(java.lang.String strCollateralCurrency, RatingLabel ratingLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencyratingLabel
- The Rating Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralRecoveryCorrelation(java.lang.String strCollateralCurrency, RecoveryLabel recoveryLabel)
strCollateralCurrency
- The Collateral CurrencyrecoveryLabel
- The Recovery Latent State Labelpublic boolean setCollateralRecoveryCorrelation(java.lang.String strCollateralCurrency, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencyrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 collateralRepoCorrelation(java.lang.String strCollateralCurrency, RepoLabel repoLabel)
strCollateralCurrency
- The Collateral CurrencyrepoLabel
- The Repo Latent State Labelpublic boolean setCollateralRepoCorrelation(java.lang.String strCollateralCurrency, RepoLabel repoLabel, R1ToR1 auCorrelation)
strCollateralCurrency
- The Collateral CurrencyrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditCustomMetricCorrelation(CreditLabel creditLabel, CustomLabel customLabel)
creditLabel
- The Credit Latent State LabelcustomLabel
- The Custom Metric Latent State Labelpublic boolean setCreditCustomCorrelation(CreditLabel creditLabel, CustomLabel customLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Latent State LabelcustomLabel
- The Custom Metric Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditEquityCorrelation(CreditLabel creditLabel, EquityLabel equityLabel)
creditLabel
- The Credit Curve LabelequityLabel
- The Equity Latent State Labelpublic boolean setCreditEquityCorrelation(CreditLabel creditLabel, EquityLabel equityLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Curve LabelequityLabel
- The Equity Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditForwardCorrelation(CreditLabel creditLabel, ForwardLabel forwardLabel)
creditLabel
- The Credit Curve LabelforwardLabel
- The Forward Latent State Labelpublic boolean setCreditForwardCorrelation(CreditLabel creditLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Curve LabelforwardLabel
- The Forward Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditFundingCorrelation(CreditLabel creditLabel, FundingLabel fundingLabel)
creditLabel
- The Credit Curve Latent State LabelfundingLabel
- The Funding Latent State Labelpublic boolean setCreditFundingCorrelation(CreditLabel creditLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Curve LabelfundingLabel
- The Funding Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditFXCorrelation(CreditLabel creditLabel, FXLabel fxLabel)
creditLabel
- The Credit Curve LabelfxLabel
- The FX Latent State Labelpublic boolean setCreditFXCorrelation(CreditLabel creditLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Curve LabelfxLabel
- The FX Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditGovvieCorrelation(CreditLabel creditLabel, GovvieLabel govvieLabel)
creditLabel
- The Credit Curve LabelgovvieLabel
- The Govvie Latent State Labelpublic boolean setCreditGovvieCorrelation(CreditLabel creditLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Curve Latent State LabelgovvieLabel
- The Govvie Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditOvernightCorrelation(CreditLabel creditLabel, OvernightLabel overnightLabel)
creditLabel
- The Credit Curve Latent State LabelovernightLabel
- The Overnight Latent State Labelpublic boolean setCreditOvernightCorrelation(CreditLabel creditLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Curve LabelovernightLabel
- The Overnight Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditPaydownCorrelation(CreditLabel creditLabel, PaydownLabel paydownLabel)
creditLabel
- The Credit Curve LabelpaydownLabel
- The Pay-down Latent State Labelpublic boolean setCreditPaydownCorrelation(CreditLabel creditLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Curve Latent State LabelpaydownLabel
- The Pay-down Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditRatingCorrelation(CreditLabel creditLabel, RatingLabel ratingLabel)
creditLabel
- The Credit Curve LabelratingLabel
- The Rating Latent State Labelpublic boolean setCreditRatingCorrelation(CreditLabel creditLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Curve Latent State LabelratingLabel
- The Rating Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditRepoCorrelation(CreditLabel creditLabel, RepoLabel repoLabel)
creditLabel
- The Credit Curve LabelrepoLabel
- The Repo Latent State Labelpublic boolean setCreditRepoCorrelation(CreditLabel creditLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Curve Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 creditRecoveryCorrelation(CreditLabel creditLabel, RecoveryLabel recoveryLabel)
creditLabel
- The Credit Curve LabelrecoveryLabel
- The Recovery Latent State Labelpublic boolean setCreditRecoveryCorrelation(CreditLabel creditLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
creditLabel
- The Credit Curve Latent State LabelrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 customEquityCorrelation(CustomLabel customLabel, EquityLabel equityLabel)
customLabel
- The Custom Metric Latent State LabelequityLabel
- The Equity Latent State Labelpublic boolean setCustomEquityCorrelation(CustomLabel customLabel, EquityLabel equityLabel, R1ToR1 auCorrelation)
customLabel
- The Custom Metric LabelequityLabel
- The Equity Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 customForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel)
customLabel
- The Custom Metric Latent State LabelforwardLabel
- The Forward Latent State Labelpublic boolean setCustomForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
customLabel
- The Custom Metric LabelforwardLabel
- The Forward Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 customMetricFundingCorrelation(CustomLabel customLabel, FundingLabel fundingLabel)
customLabel
- The Custom Metric Latent State LabelfundingLabel
- The Funding Latent State Labelpublic boolean setCustomFundingCorrelation(CustomLabel customLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
customLabel
- The Custom Metric Latent State LabelfundingLabel
- The Funding Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 customFXCorrelation(CustomLabel customLabel, FXLabel fxLabel)
customLabel
- The Custom Metric Latent State LabelfxLabel
- The FX Latent State Labelpublic boolean setCustomFXCorrelation(CustomLabel customLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
customLabel
- The Custom Metric Latent State LabelfxLabel
- The FX Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 customGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel)
customLabel
- The Custom Metric Latent State LabelgovvieLabel
- The Govvie Latent State Labelpublic boolean setCustomGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
customLabel
- The Custom Metric Latent State LabelgovvieLabel
- The Govvie Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 customOvernightCorrelation(CustomLabel customLabel, OvernightLabel overnightLabel)
customLabel
- The Custom Metric Latent State LabelovernightLabel
- The Overnight Latent State Labelpublic boolean setCustomOvernightCorrelation(CustomLabel customLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
customLabel
- The Custom Metric Latent State LabelovernightLabel
- The Overnight Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 customPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel)
customLabel
- The Custom Metric Latent State LabelpaydownLabel
- The Pay-down Latent State Labelpublic boolean setCustomPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
customLabel
- The Custom Metric Latent State LabelpaydownLabel
- The Pay-down Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 customRatingCorrelation(CustomLabel customLabel, RatingLabel ratingLabel)
customLabel
- The Custom Metric Latent State LabelratingLabel
- The Rating Latent State Labelpublic boolean setCustomRatingCorrelation(CustomLabel customLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
customLabel
- The Custom Metric Latent State LabelratingLabel
- The Rating Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 customRecoveryCorrelation(CustomLabel customLabel, RecoveryLabel recoveryLabel)
customLabel
- The Custom Metric Latent State LabelrecoveryLabel
- The Recovery Latent State Labelpublic boolean setCustomRecoveryCorrelation(CustomLabel customLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
customLabel
- The Custom Metric Latent State LabelrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 customRepoCorrelation(CustomLabel customLabel, RepoLabel repoLabel)
customLabel
- The Custom Metric Latent State LabelrepoLabel
- The Repo Latent State Labelpublic boolean setCustomRepoCorrelation(CustomLabel customLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
customLabel
- The Custom Metric Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 equityForwardCorrelation(EquityLabel equityLabel, ForwardLabel forwardLabel)
equityLabel
- The Equity Latent State LabelforwardLabel
- The Forward Latent State Labelpublic boolean setEquityForwardCorrelation(EquityLabel equityLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
equityLabel
- The Equity LabelforwardLabel
- The Forward Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 equityFundingCorrelation(EquityLabel equityLabel, FundingLabel fundingLabel)
equityLabel
- The Equity Latent State LabelfundingLabel
- The Funding Latent State Labelpublic boolean setEquityFundingCorrelation(EquityLabel equityLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
equityLabel
- The Equity Latent State LabelfundingLabel
- The Funding Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 equityFXCorrelation(EquityLabel equityLabel, FXLabel fxLabel)
equityLabel
- The Equity Latent State LabelfxLabel
- The FX Latent State Labelpublic boolean setEquityFXCorrelation(EquityLabel equityLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
equityLabel
- The Equity Latent State LabelfxLabel
- The FX Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 equityGovvieCorrelation(EquityLabel equityLabel, GovvieLabel govvieLabel)
equityLabel
- The Equity Latent State LabelgovvieLabel
- The Govvie Latent State Labelpublic boolean setEquityGovvieCorrelation(EquityLabel equityLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
equityLabel
- The Equity Latent State LabelgovvieLabel
- The Govvie Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 equityOvernightCorrelation(EquityLabel equityLabel, OvernightLabel overnightLabel)
equityLabel
- The Equity Latent State LabelovernightLabel
- The Overnight Latent State Labelpublic boolean setEquityOvernightCorrelation(EquityLabel equityLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
equityLabel
- The Equity Latent State LabelovernightLabel
- The Overnight Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 equityPaydownCorrelation(EquityLabel equityLabel, PaydownLabel paydownLabel)
equityLabel
- The Equity Latent State LabelpaydownLabel
- The Pay-down Latent State Labelpublic boolean setEquityPaydownCorrelation(EquityLabel equityLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
equityLabel
- The Equity Latent State LabelpaydownLabel
- The Pay-down Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 equityRecoveryCorrelation(EquityLabel equityLabel, RecoveryLabel recoveryLabel)
equityLabel
- The Equity Latent State LabelrecoveryLabel
- The Recovery Latent State Labelpublic boolean setEquityRecoveryCorrelation(EquityLabel equityLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
equityLabel
- The Equity Latent State LabelrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 equityRatingCorrelation(EquityLabel equityLabel, RatingLabel ratingLabel)
equityLabel
- The Equity Latent State LabelratingLabel
- The Rating Latent State Labelpublic boolean setEquityRatingCorrelation(EquityLabel equityLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
equityLabel
- The Equity Latent State LabelratingLabel
- The Rating Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 equityRepoCorrelation(EquityLabel equityLabel, RepoLabel repoLabel)
equityLabel
- The Equity Latent State LabelrepoLabel
- The Repo Latent State Labelpublic boolean setEquityRepoCorrelation(EquityLabel equityLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
equityLabel
- The Equity Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 forwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel)
forwardLabel
- The Forward Latent State LabelfundingLabel
- The Funding Latent State Labelpublic boolean setForwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
forwardLabel
- The Forward Curve Latent State LabelfundingLabel
- The Funding Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 forwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel)
forwardLabel
- The Forward Curve Latent State LabelfxLabel
- The FX Latent State Labelpublic boolean setForwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
forwardLabel
- The Forward Curve Latent State LabelfxLabel
- The FX Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 forwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel)
forwardLabel
- The Forward Curve Latent State LabelgovvieLabel
- The Govvie Latent State Labelpublic boolean setForwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
forwardLabel
- The Forward Curve Latent State LabelgovvieLabel
- The Govvie Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 forwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel)
forwardLabel
- The Forward Latent State LabelovernightLabel
- The Overnight Latent State Labelpublic boolean setForwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
forwardLabel
- The Forward Curve Latent State LabelovernightLabel
- The Overnight Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 forwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel)
forwardLabel
- The Forward Curve Latent State LabelpaydownLabel
- The Pay-down Latent State Labelpublic boolean setForwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
forwardLabel
- The Forward Curve Latent State LabelpaydownLabel
- The Pay-down Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 forwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel)
forwardLabel
- The Forward Curve Latent State LabelratingLabel
- The Rating Latent State Labelpublic boolean setForwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
forwardLabel
- The Forward Curve Latent State LabelratingLabel
- The Rating Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 forwardRecoveryCorrelation(ForwardLabel forwardLabel, RecoveryLabel recoveryLabel)
forwardLabel
- The Forward Curve Latent State LabelrecoveryLabel
- The Recovery Latent State Labelpublic boolean setForwardRecoveryCorrelation(ForwardLabel forwardLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
forwardLabel
- The Forward Curve Latent State LabelrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 forwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel)
forwardLabel
- The Forward Curve Latent State LabelrepoLabel
- The Repo Latent State Labelpublic boolean setForwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
forwardLabel
- The Forward Curve Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fundingFXCorrelation(FundingLabel fundingLabel, FXLabel fxLabel)
fundingLabel
- The Funding Latent State LabelfxLabel
- The FX Latent State Labelpublic boolean setFundingFXCorrelation(FundingLabel fundingLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
fundingLabel
- The Funding Latent State LabelfxLabel
- The FX Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel)
fundingLabel
- The Funding Latent State LabelgovvieLabel
- The Govvie Latent State Labelpublic boolean setFundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
fundingLabel
- The Funding Latent State LabelgovvieLabel
- The Govvie Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fundingOvernightCorrelation(FundingLabel fundingLabel, OvernightLabel overnightLabel)
fundingLabel
- The Funding Latent State LabelovernightLabel
- The Overnight Latent State Labelpublic boolean setFundingOvernightCorrelation(FundingLabel fundingLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
fundingLabel
- The Funding Latent State LabelovernightLabel
- The Overnight Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel)
fundingLabel
- The Funding Latent State LabelpaydownLabel
- The Pay-down Latent State Labelpublic boolean setFundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
fundingLabel
- The Funding Latent State LabelpaydownLabel
- The Pay-down Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fundingRatingCorrelation(FundingLabel fundingLabel, RatingLabel ratingLabel)
fundingLabel
- The Funding Latent State LabelratingLabel
- The Rating Latent State Labelpublic boolean setFundingRecoveryCorrelation(FundingLabel fundingLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
fundingLabel
- The Funding Latent State LabelratingLabel
- The Rating Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fundingRecoveryCorrelation(FundingLabel fundingLabel, RecoveryLabel recoveryLabel)
fundingLabel
- The Funding Latent State LabelrecoveryLabel
- The Recovery Latent State Labelpublic boolean setFundingRecoveryCorrelation(FundingLabel fundingLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
fundingLabel
- The Funding Latent State LabelrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fundingRepoCorrelation(FundingLabel fundingLabel, RepoLabel repoLabel)
fundingLabel
- The Funding Latent State LabelrepoLabel
- The Repo Latent State Labelpublic boolean setFundingRepoCorrelation(FundingLabel fundingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
fundingLabel
- The Funding Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fxGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel)
fxLabel
- The FX Latent State LabelgovvieLabel
- The Govvie Latent State Labelpublic boolean setFXGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
fxLabel
- The FX Latent State LabelgovvieLabel
- The Govvie Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fxOvernightCorrelation(FXLabel fxLabel, OvernightLabel overnightLabel)
fxLabel
- The FX Latent State LabelovernightLabel
- The Overnight Latent State Labelpublic boolean setFXOvernightCorrelation(FXLabel fxLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
fxLabel
- The FX Latent State LabelovernightLabel
- The Overnight Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fxPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel)
fxLabel
- The FX Latent State LabelpaydownLabel
- The Pay-down Latent State Labelpublic boolean setFXPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
fxLabel
- The FX Latent State LabelpaydownLabel
- The Pay-down Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fxRatingCorrelation(FXLabel fxLabel, RatingLabel ratingLabel)
fxLabel
- The FX Latent State LabelratingLabel
- The Rating Latent State Labelpublic boolean setFXRatingCorrelation(FXLabel fxLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
fxLabel
- The FX Latent State LabelratingLabel
- The Rating Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fxRecoveryCorrelation(FXLabel fxLabel, RecoveryLabel recoveryLabel)
fxLabel
- The FX Latent State LabelrecoveryLabel
- The Recovery Latent State Labelpublic boolean setFXRecoveryCorrelation(FXLabel fxLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
fxLabel
- The FX Latent State LabelrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 fxRepoCorrelation(FXLabel fxLabel, RepoLabel repoLabel)
fxLabel
- The FX Latent State LabelrepoLabel
- The Repo Latent State Labelpublic boolean setFXRepoCorrelation(FXLabel fxLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
fxLabel
- The FX Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic boolean setGovvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
govvieLabel
- The Govvie Latent State LabelovernightLabel
- The Overnight Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 govvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel)
govvieLabel
- The Govvie Latent State LabelovernightLabel
- The Overnight Latent State Labelpublic R1ToR1 govviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel)
govvieLabel
- The Govvie Latent State LabelpaydownLabel
- The Pay-down Latent State Labelpublic boolean setGovviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
govvieLabel
- The Govvie Latent State LabelpaydownLabel
- The Pay-down Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 govvieRecoveryCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel)
govvieLabel
- The Govvie Latent State LabelratingLabel
- The Rating Latent State Labelpublic boolean setGovvieRatingCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
govvieLabel
- The Govvie Latent State LabelratingLabel
- The Rating Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 govvieRecoveryCorrelation(GovvieLabel govvieLabel, RecoveryLabel recoveryLabel)
govvieLabel
- The Govvie Latent State LabelrecoveryLabel
- The Recovery Latent State Labelpublic boolean setGovvieRecoveryCorrelation(GovvieLabel govvieLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
govvieLabel
- The Govvie Latent State LabelrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 govvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel)
govvieLabel
- The Govvie Latent State LabelrepoLabel
- The Repo Latent State Labelpublic boolean setGovvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
govvieLabel
- The Govvie Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 overnightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel)
overnightLabel
- The Overnight Latent State LabelpaydownLabel
- The Pay-down Latent State Labelpublic boolean setOvernightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
overnightLabel
- The Overnight Latent State LabelpaydownLabel
- The Pay-down Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 overnightRatingCorrelation(OvernightLabel overnightLabel, RatingLabel ratingLabel)
overnightLabel
- The Overnight Latent State LabelratingLabel
- The Rating Latent State Labelpublic boolean setOvernightRatingCorrelation(OvernightLabel overnightLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
overnightLabel
- The Overnight Latent State LabelratingLabel
- The Rating Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 overnightRecoveryCorrelation(OvernightLabel overnightLabel, RecoveryLabel recoveryLabel)
overnightLabel
- The Overnight Latent State LabelrecoveryLabel
- The Recovery Latent State Labelpublic boolean setOvernightRecoveryCorrelation(OvernightLabel overnightLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
overnightLabel
- The Overnight Latent State LabelrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 overnightRepoCorrelation(OvernightLabel overnightLabel, RepoLabel repoLabel)
overnightLabel
- The Overnight Latent State LabelrepoLabel
- The Repo Latent State Labelpublic boolean setOvernightRepoCorrelation(OvernightLabel overnightLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
overnightLabel
- The Overnight Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 paydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel)
paydownLabel
- The Pay-down Latent State LabelratingLabel
- The Rating Latent State Labelpublic boolean setPaydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
paydownLabel
- The Pay-down Latent State LabelratingLabel
- The Rating Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 paydownRecoveryCorrelation(PaydownLabel paydownLabel, RecoveryLabel recoveryLabel)
paydownLabel
- The Pay-down Latent State LabelrecoveryLabel
- The Recovery Latent State Labelpublic boolean setPaydownRecoveryCorrelation(PaydownLabel paydownLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
paydownLabel
- The Pay-down Latent State LabelrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 paydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel)
paydownLabel
- The Pay-down Latent State LabelrepoLabel
- The Repo Latent State Labelpublic boolean setPaydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
paydownLabel
- The Pay-down Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 ratingRatingCorrelation(RatingLabel ratingLabel1, RatingLabel ratingLabel2)
ratingLabel1
- The Rating Latent State Label #1ratingLabel2
- The Rating Latent State Label #2public boolean setRatingRatingCorrelation(RatingLabel ratingLabel1, RatingLabel ratingLabel2, R1ToR1 auCorrelation)
ratingLabel1
- The Rating Latent State Label #1ratingLabel2
- The Rating Latent State Label #2auCorrelation
- The Correlation Surfacepublic R1ToR1 ratingRecoveryCorrelation(RatingLabel ratingLabel, RecoveryLabel recoveryLabel)
ratingLabel
- The Rating Latent State LabelrecoveryLabel
- The Recovery Latent State Labelpublic boolean setRatingRecoveryCorrelation(RatingLabel ratingLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
ratingLabel
- The Rating Latent State LabelrecoveryLabel
- The Recovery Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 ratingRepoCorrelation(RatingLabel ratingLabel, RepoLabel repoLabel)
ratingLabel
- The Rating Latent State LabelrepoLabel
- The Repo Latent State Labelpublic boolean setRatingRepoCorrelation(RatingLabel ratingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
ratingLabel
- The Rating Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic R1ToR1 recoveryRepoCorrelation(RecoveryLabel recoveryLabel, RepoLabel repoLabel)
recoveryLabel
- The Recovery Latent State LabelrepoLabel
- The Repo Latent State Labelpublic boolean setRecoveryRepoCorrelation(RecoveryLabel recoveryLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
recoveryLabel
- The Recovery Latent State LabelrepoLabel
- The Repo Latent State LabelauCorrelation
- The Correlation Surfacepublic ProductQuote productQuote(java.lang.String strProductCode)
strProductCode
- Product Codepublic boolean setProductQuote(java.lang.String strProductCode, ProductQuote pq)
strProductCode
- Product Codepq
- Product Quotepublic CaseInsensitiveTreeMap<ProductQuote> quoteMap()
public boolean setQuoteMap(CaseInsensitiveTreeMap<ProductQuote> mapQuote)
mapQuote
- Map of Quotespublic boolean setFixing(JulianDate dt, LatentStateLabel lsl, double dblFixing)
dt
- The Fixing Datelsl
- The Fixing LabeldblFixing
- The Fixing Amountpublic boolean setFixing(int iDate, LatentStateLabel lsl, double dblFixing)
iDate
- The Fixing Datelsl
- The Fixing LabeldblFixing
- The Fixing Amountpublic boolean removeFixing(JulianDate dt, LatentStateLabel lsl)
dt
- The Fixing Datelsl
- The Fixing Labelpublic boolean removeFixing(int iDate, LatentStateLabel lsl)
iDate
- The Fixing Datelsl
- The Fixing Labelpublic double fixing(JulianDate dt, LatentStateLabel lsl) throws java.lang.Exception
dt
- Datelsl
- The Latent State Labeljava.lang.Exception
- Thrown if the Fixing cannot be foundpublic double fixing(int iDate, LatentStateLabel lsl) throws java.lang.Exception
iDate
- Datelsl
- The Latent State Labeljava.lang.Exception
- Thrown if the Fixing cannot be foundpublic boolean available(JulianDate dt, LatentStateLabel lsl)
dt
- The Datelsl
- The Labelpublic boolean available(int iDate, LatentStateLabel lsl)
iDate
- The Datelsl
- The Labelpublic LatentStateFixingsContainer fixings()
public boolean setFixings(LatentStateFixingsContainer lsfc)
lsfc
- The Latent State Fixings Container Instance