| Package | Description |
|---|---|
| org.drip.param.market | |
| org.drip.state.identifier |
| Modifier and Type | Method and Description |
|---|---|
R1ToR1 |
CurveSurfaceQuoteContainer.collateralEquityCorrelation(java.lang.String strCollateralCurrency,
EquityLabel equityLabel)
Retrieve the Correlation Surface between the Collateral and the Equity Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.creditEquityCorrelation(CreditLabel creditLabel,
EquityLabel equityLabel)
Retrieve the Correlation Surface between the Credit and the Equity Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.customEquityCorrelation(CustomLabel customLabel,
EquityLabel equityLabel)
Retrieve the Correlation Surface between the Custom Metric and the Equity Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityEquityCorrelation(EquityLabel equityLabel1,
EquityLabel equityLabel2)
Retrieve the Correlation Surface between the Pair of Equity Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityForwardCorrelation(EquityLabel equityLabel,
ForwardLabel forwardLabel)
Retrieve the Correlation Surface between the Equity and the Forward Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityFundingCorrelation(EquityLabel equityLabel,
FundingLabel fundingLabel)
Retrieve the Correlation Surface between Equity and the Funding Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityFXCorrelation(EquityLabel equityLabel,
FXLabel fxLabel)
Retrieve the Correlation Surface between the Equity and the FX Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityGovvieCorrelation(EquityLabel equityLabel,
GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Equity and the Govvie Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityOvernightCorrelation(EquityLabel equityLabel,
OvernightLabel overnightLabel)
Retrieve the Correlation Surface between Equity and the Overnight Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityPaydownCorrelation(EquityLabel equityLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Equity and the Pay-down Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityRatingCorrelation(EquityLabel equityLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Equity and the Rating Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityRecoveryCorrelation(EquityLabel equityLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Equity and the Recovery Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityRepoCorrelation(EquityLabel equityLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface between the Equity and the Repo Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityState(EquityLabel equityLabel)
Retrieve the Equity State for the specified Equity Latent State Label
|
VolatilityCurve |
CurveSurfaceQuoteContainer.equityVolatility(EquityLabel equityLabel)
Retrieve the Volatility Curve for the Equity Latent State
|
boolean |
CurveSurfaceQuoteContainer.setCollateralEquityCorrelation(java.lang.String strCollateralCurrency,
EquityLabel equityLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Equity 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.setCustomEquityCorrelation(CustomLabel customLabel,
EquityLabel equityLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Equity Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityEquityCorrelation(EquityLabel equityLabel1,
EquityLabel equityLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Equity Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityForwardCorrelation(EquityLabel equityLabel,
ForwardLabel forwardLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Forward Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityFundingCorrelation(EquityLabel equityLabel,
FundingLabel fundingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Funding Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityFXCorrelation(EquityLabel equityLabel,
FXLabel fxLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the FX Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityGovvieCorrelation(EquityLabel equityLabel,
GovvieLabel govvieLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Govvie Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityOvernightCorrelation(EquityLabel equityLabel,
OvernightLabel overnightLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Overnight Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityPaydownCorrelation(EquityLabel equityLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Pay-down Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityRatingCorrelation(EquityLabel equityLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Rating Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityRecoveryCorrelation(EquityLabel equityLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Recovery Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityRepoCorrelation(EquityLabel equityLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Repo Latent States
|
boolean |
CurveSurfaceQuoteContainer.setEquityState(EquityLabel equityLabel,
R1ToR1 auEquity)
(Re)-set the Equity State for the specified Equity Latent State Label
|
| Modifier and Type | Method and Description |
|---|---|
static EquityLabel |
EquityLabel.Standard(java.lang.String strReferenceEntity)
Make a Standard Equity Label from the Reference Entity Name
|