org.drip.state.identifier

Class VolatilityLabel

java.lang.Object

org.drip.state.identifier.VolatilityLabel

All Implemented Interfaces:

LatentStateLabel

public class VolatilityLabel
extends java.lang.Object
implements LatentStateLabel

VolatilityLabel contains the Identifier Parameters referencing the Latent State of the named Volatility Curve. Currently it only contains the label of the underlying Latent State.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
VolatilityLabel(LatentStateLabel lslUnderlyingState) VolatilityLabel constructor

Method Summary

Modifier and Type	Method and Description
java.lang.String	fullyQualifiedName() Retrieve the Fully Qualified Name
boolean	match(LatentStateLabel lslOther) Indicate whether this Label matches the supplied.
static VolatilityLabel	Standard(LatentStateLabel lslUnderlyingState) Make a Standard Volatility Latent State Label from the Underlying Latent State Label
LatentStateLabel	underlyingLatentState() Retrieve the Latent State Underlying the Volatility Latent State

Methods inherited from class java.lang.Object

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

Constructor Detail

VolatilityLabel

public VolatilityLabel(LatentStateLabel lslUnderlyingState)
                throws java.lang.Exception

VolatilityLabel constructor

Parameters:

lslUnderlyingState - Underlying Latent State Label

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Method Detail

Standard

public static final VolatilityLabel Standard(LatentStateLabel lslUnderlyingState)

Make a Standard Volatility Latent State Label from the Underlying Latent State Label

Parameters:

lslUnderlyingState - Underlying Latent State Label

Returns:

The Volatility Label

underlyingLatentState

public LatentStateLabel underlyingLatentState()

Retrieve the Latent State Underlying the Volatility Latent State

Returns:

The Latent State Underlying the Volatility Latent State

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.