Uses of Class
org.drip.state.identifier.CreditLabel

Packages that use CreditLabel

Package	Description
org.drip.analytics.cashflow
org.drip.analytics.output
org.drip.param.market
org.drip.param.period
org.drip.product.credit
org.drip.product.definition
org.drip.product.fx
org.drip.product.govvie
org.drip.product.option
org.drip.product.params
org.drip.product.rates
org.drip.state.identifier
org.drip.state.nonlinear

Uses of CreditLabel in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow that return CreditLabel

Modifier and Type	Method and Description
CreditLabel	CompositePeriod.creditLabel() Return the Credit Label
CreditLabel	Bullet.creditLabel() Return the Credit Label

Constructors in org.drip.analytics.cashflow with parameters of type CreditLabel

Constructor and Description
Bullet(int iTerminalDate, int iPayDate, int iFXFixingDate, double dblBaseNotional, Array2D notlSchedule, java.lang.String strPayCurrency, java.lang.String strCouponCurrency, CreditLabel creditLabel) Construct a Bullet instance from the specified parameters

Uses of CreditLabel in org.drip.analytics.output

Methods in org.drip.analytics.output that return CreditLabel

Modifier and Type	Method and Description
CreditLabel	BulletMetrics.creditLabel() Retrieve the Credit Label

Methods in org.drip.analytics.output with parameters of type CreditLabel

Modifier and Type	Method and Description
java.util.Map<java.lang.Integer,java.lang.Double>	BulletMetrics.survivalProbabilityCreditLoading(CreditLabel creditLabel) Retrieve the Terminal Survival Probability Loading Coefficient for the specified Credit Latent State

Constructors in org.drip.analytics.output with parameters of type CreditLabel

Constructor and Description
BulletMetrics(int iTerminalDate, int iPayDate, double dblNotional, double dblSurvival, double dblDF, double dblFX, ConvexityAdjustment convAdj, CreditLabel creditLabel, FundingLabel fundingLabel, FXLabel fxLabel) BulletMetrics Constructor

Uses of CreditLabel in org.drip.param.market

Methods in org.drip.param.market with parameters of type CreditLabel

Modifier and Type	Method and Description
R1ToR1	CurveSurfaceQuoteContainer.collateralCreditCorrelation(java.lang.String strCollateralCurrency, CreditLabel creditLabel) Retrieve the Correlation Surface between the Collateral and the Credit Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditCreditCorrelation(CreditLabel creditLabel1, CreditLabel creditLabel2) Retrieve the Correlation Surface between the Pair of Credit Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditCustomMetricCorrelation(CreditLabel creditLabel, CustomLabel customLabel) Retrieve the Correlation Surface between the Credit and the Custom Metric Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditEquityCorrelation(CreditLabel creditLabel, EquityLabel equityLabel) Retrieve the Correlation Surface between the Credit and the Equity Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditForwardCorrelation(CreditLabel creditLabel, ForwardLabel forwardLabel) Retrieve the Correlation Surface between the Credit and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditFundingCorrelation(CreditLabel creditLabel, FundingLabel fundingLabel) Retrieve the Correlation Surface between the Credit and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditFXCorrelation(CreditLabel creditLabel, FXLabel fxLabel) Retrieve the Correlation Surface between the Credit and the FX Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditGovvieCorrelation(CreditLabel creditLabel, GovvieLabel govvieLabel) Retrieve the Correlation Surface between the Credit and the Govvie Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditOvernightCorrelation(CreditLabel creditLabel, OvernightLabel overnightLabel) Retrieve the Correlation Surface between the Credit and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditPaydownCorrelation(CreditLabel creditLabel, PaydownLabel paydownLabel) Retrieve the Correlation Surface between the Credit and the Pay-down Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRatingCorrelation(CreditLabel creditLabel, RatingLabel ratingLabel) Retrieve the Correlation Surface between the Credit and the Rating Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRecoveryCorrelation(CreditLabel creditLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface between the Credit and the Recovery Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRepoCorrelation(CreditLabel creditLabel, RepoLabel repoLabel) Retrieve the Correlation Surface between the Credit and the Repo Latent State Labels
CreditCurve	CurveSurfaceQuoteContainer.creditState(CreditLabel creditLabel) Retrieve the Credit Latent State from the Label
VolatilityCurve	CurveSurfaceQuoteContainer.creditVolatility(CreditLabel creditLabel) Retrieve the Volatility Curve for the Credit Latent State
boolean	CurveSurfaceQuoteContainer.setCollateralCreditCorrelation(java.lang.String strCollateralCurrency, CreditLabel creditLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Collateral and the Credit Latent States
boolean	CurveSurfaceQuoteContainer.setCreditCreditCorrelation(CreditLabel creditLabel1, CreditLabel creditLabel2, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Pair of Credit Latent States
boolean	CurveSurfaceQuoteContainer.setCreditCustomCorrelation(CreditLabel creditLabel, CustomLabel customLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Custom Metric Latent States
boolean	CurveSurfaceQuoteContainer.setCreditEquityCorrelation(CreditLabel creditLabel, EquityLabel equityLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Equity Latent States
boolean	CurveSurfaceQuoteContainer.setCreditForwardCorrelation(CreditLabel creditLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Forward Latent States
boolean	CurveSurfaceQuoteContainer.setCreditFundingCorrelation(CreditLabel creditLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Funding Latent States
boolean	CurveSurfaceQuoteContainer.setCreditFXCorrelation(CreditLabel creditLabel, FXLabel fxLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setCreditGovvieCorrelation(CreditLabel creditLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setCreditOvernightCorrelation(CreditLabel creditLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setCreditPaydownCorrelation(CreditLabel creditLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setCreditRatingCorrelation(CreditLabel creditLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setCreditRecoveryCorrelation(CreditLabel creditLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setCreditRepoCorrelation(CreditLabel creditLabel, RepoLabel repoLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Repo Latent States

Uses of CreditLabel in org.drip.param.period

Methods in org.drip.param.period that return CreditLabel

Modifier and Type	Method and Description
CreditLabel	CompositePeriodSetting.creditLabel() Retrieve the Credit Label

Constructors in org.drip.param.period with parameters of type CreditLabel

Constructor and Description
CompositePeriodSetting(int iFreq, java.lang.String strTenor, java.lang.String strPayCurrency, DateAdjustParams dapPay, double dblBaseNotional, Array2D fsCoupon, Array2D fsNotional, FixingSetting fxFixingSetting, CreditLabel creditLabel) CompositePeriodSetting Constructor

Uses of CreditLabel in org.drip.product.credit

Methods in org.drip.product.credit that return CreditLabel

Modifier and Type	Method and Description
CreditLabel	CDSComponent.creditLabel()
CreditLabel	BondComponent.creditLabel()

Uses of CreditLabel in org.drip.product.definition

Methods in org.drip.product.definition that return CreditLabel

Modifier and Type	Method and Description
CreditLabel	ComponentMarketParamRef.creditLabel() Get the Credit Curve Latent State Identifier Label
CreditLabel[]	BasketProduct.creditLabel()
CreditLabel[]	BasketMarketParamRef.creditLabel() Get the Array of Credit Curve Latent State Identifier Labels

Uses of CreditLabel in org.drip.product.fx

Methods in org.drip.product.fx that return CreditLabel

Modifier and Type	Method and Description
CreditLabel	FXForwardComponent.creditLabel()

Uses of CreditLabel in org.drip.product.govvie

Methods in org.drip.product.govvie that return CreditLabel

Modifier and Type	Method and Description
CreditLabel	TreasuryFutures.creditLabel()

Uses of CreditLabel in org.drip.product.option

Methods in org.drip.product.option that return CreditLabel

Modifier and Type	Method and Description
CreditLabel	OptionComponent.creditLabel()

Uses of CreditLabel in org.drip.product.params

Methods in org.drip.product.params with parameters of type CreditLabel

Modifier and Type

Method and Description

static BondStream

BondStream.Create(int iMaturityDate, int iEffectiveDate, int iFinalMaturityDate, int iFirstCouponDate, int iInterestAccrualStartDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, java.lang.String strMaturityType, boolean bPeriodsFromForward, java.lang.String strCalendar, java.lang.String strCurrency, ForwardLabel forwardLabel, CreditLabel creditLabel) Construct and Instance of PeriodSet from the specified Parameters

Uses of CreditLabel in org.drip.product.rates

Methods in org.drip.product.rates that return CreditLabel

Modifier and Type	Method and Description
CreditLabel	Stream.creditLabel() Retrieve the Credit Label
CreditLabel	SingleStreamComponent.creditLabel()
CreditLabel	RatesBasket.creditLabel()
CreditLabel	FloatFloatComponent.creditLabel()
CreditLabel	FixFloatComponent.creditLabel()

Uses of CreditLabel in org.drip.state.identifier

Methods in org.drip.state.identifier that return CreditLabel

Modifier and Type	Method and Description
static CreditLabel	CreditLabel.Standard(java.lang.String strReferenceEntity) Make a Standard Credit Label from the Reference Entity Name

Uses of CreditLabel in org.drip.state.nonlinear

Constructors in org.drip.state.nonlinear with parameters of type CreditLabel

Constructor and Description
ForwardHazardCreditCurve(int iStartDate, CreditLabel label, java.lang.String strCurrency, double[] adblHazardRate, int[] aiHazardDate, double[] adblRecoveryRate, int[] aiRecoveryDate, int iSpecificDefaultDate) Create a credit curve from hazard rate and recovery rate term structures