org.drip.state.identifier

Class OvernightLabel

java.lang.Object

org.drip.state.identifier.ForwardLabel

org.drip.state.identifier.OvernightLabel

All Implemented Interfaces:

LatentStateLabel

public class OvernightLabel
extends ForwardLabel

OvernightLabel contains the Index Parameters referencing an Overnight Index. It provides the functionality to Retrieve Index, Tenor, Currency, and Fully Qualified Name.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
static OvernightLabel	Create(OvernightIndex overnightIndex) Construct an OvernightLabel from the Index
static OvernightLabel	Create(java.lang.String strCurrency) Construct an OvernightLabel from the Jurisdiction
java.lang.String	currency() Retrieve the Currency
java.lang.String	family() Retrieve the Family
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
OvernightIndex	overnightIndex() Retrieve the Overnight Index
java.lang.String	tenor() Retrieve the Tenor
UnitCouponAccrualSetting	ucas() Retrieve a Unit Coupon Accrual Setting

Methods inherited from class org.drip.state.identifier.ForwardLabel

Create, Create, floaterIndex, Standard

Methods inherited from class java.lang.Object

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

Method Detail

Create

public static final OvernightLabel Create(java.lang.String strCurrency)

Construct an OvernightLabel from the Jurisdiction

Parameters:

strCurrency - The Currency

Returns:

The OvernightLabel Instance

Create

public static final OvernightLabel Create(OvernightIndex overnightIndex)

Construct an OvernightLabel from the Index

Parameters:

overnightIndex - The Overnight Index Details

Returns:

The OvernightLabel Instance

currency

public java.lang.String currency()

Retrieve the Currency

Overrides:

currency in class ForwardLabel

Returns:

The Currency

family

public java.lang.String family()

Retrieve the Family

Overrides:

family in class ForwardLabel

Returns:

The Family

tenor

public java.lang.String tenor()

Retrieve the Tenor

Overrides:

tenor in class ForwardLabel

Returns:

The Tenor

overnight

public boolean overnight()

Indicate if the Index is an Overnight Index

Overrides:

overnight in class ForwardLabel

Returns:

TRUE - Overnight Index

overnightIndex

public OvernightIndex overnightIndex()

Retrieve the Overnight Index

Returns:

The Overnight Index

ucas

public UnitCouponAccrualSetting ucas()

Retrieve a Unit Coupon Accrual Setting

Overrides:

ucas in class ForwardLabel

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

Overrides:

fullyQualifiedName in class ForwardLabel

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

Overrides:

match in class ForwardLabel

Parameters:

lslOther - The Supplied Label

Returns:

TRUE - The Supplied Label matches this.