org.drip.state.identifier

Class ForwardLabel

java.lang.Object

org.drip.state.identifier.ForwardLabel

All Implemented Interfaces:

LatentStateLabel

Direct Known Subclasses:

OvernightLabel

public class ForwardLabel
extends java.lang.Object
implements LatentStateLabel

ForwardLabel contains the Index Parameters referencing a payment on a Forward Index. It provides the following functionality: - Indicate if the Index is an Overnight Index - Retrieve Index, Tenor, Currency, and Fully Qualified Name.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
static ForwardLabel	Create(FloaterIndex floaterIndex, java.lang.String strTenor) Construct a ForwardLabel from the tenor and the index
static ForwardLabel	Create(java.lang.String strCurrency, java.lang.String strTenor) Create from the Currency and the Tenor
java.lang.String	currency() Retrieve the Currency
java.lang.String	family() Retrieve the Family
FloaterIndex	floaterIndex() Retrieve the Floater Index
java.lang.String	fullyQualifiedName() Retrieve the Fully Qualified Name
boolean	match(LatentStateLabel lslOther) Indicate whether this Label matches the supplied.
boolean	overnight() Indicate if the Index is an Overnight Index
static ForwardLabel	Standard(java.lang.String strFullyQualifiedName) Construct a ForwardLabel from the corresponding Fully Qualified Name
java.lang.String	tenor() Retrieve the Tenor
UnitCouponAccrualSetting	ucas() Retrieve a Unit Coupon Accrual Setting

Methods inherited from class java.lang.Object

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

Method Detail

Standard

public static final ForwardLabel Standard(java.lang.String strFullyQualifiedName)

Construct a ForwardLabel from the corresponding Fully Qualified Name

Parameters:

strFullyQualifiedName - The Fully Qualified Name

Returns:

ForwardLabel Instance

Create

public static final ForwardLabel Create(FloaterIndex floaterIndex,
                                        java.lang.String strTenor)

Construct a ForwardLabel from the tenor and the index

Parameters:

floaterIndex - The Floater Index Details

strTenor - Tenor

Returns:

ForwardLabel Instance

Create

public static final ForwardLabel Create(java.lang.String strCurrency,
                                        java.lang.String strTenor)

Create from the Currency and the Tenor

Parameters:

strCurrency - Currency

strTenor - Tenor

Returns:

ForwardLabel Instance

currency

public java.lang.String currency()

Retrieve the Currency

Returns:

The Currency

family

public java.lang.String family()

Retrieve the Family

Returns:

The Family

tenor

public java.lang.String tenor()

Retrieve the Tenor

Returns:

The Tenor

overnight

public boolean overnight()

Indicate if the Index is an Overnight Index

Returns:

TRUE - Overnight Index

floaterIndex

public FloaterIndex floaterIndex()

Retrieve the Floater Index

Returns:

The Floater Index

ucas

public UnitCouponAccrualSetting ucas()

Retrieve a Unit Coupon Accrual Setting

Returns:

Unit Coupon Accrual Setting

fullyQualifiedName

public java.lang.String fullyQualifiedName()

Description copied from interface: LatentStateLabel

Retrieve the Fully Qualified Name

Specified by:

fullyQualifiedName in interface LatentStateLabel

Returns:

The Fully Qualified Name

match

public boolean match(LatentStateLabel lslOther)

Description copied from interface: LatentStateLabel

Indicate whether this Label matches the supplied.

Specified by:

match in interface LatentStateLabel

Parameters:

lslOther - The Supplied Label

Returns:

TRUE - The Supplied Label matches this.