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

Packages that use ForwardLabel

Package	Description
org.drip.analytics.cashflow
org.drip.analytics.support
org.drip.dynamics.hjm
org.drip.dynamics.lmm
org.drip.dynamics.sabr
org.drip.market.exchange
org.drip.market.otc
org.drip.param.market
org.drip.param.period
org.drip.product.calib
org.drip.product.creator
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.sample.forward
org.drip.sample.ois
org.drip.service.template
org.drip.state.basis
org.drip.state.creator
org.drip.state.curve
org.drip.state.discount
org.drip.state.forward
org.drip.state.identifier
org.drip.state.nonlinear

Uses of ForwardLabel in org.drip.analytics.cashflow

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

Modifier and Type	Method and Description
ForwardLabel	ReferenceIndexPeriod.forwardLabel() Retrieve the Forward Label
ForwardLabel	CompositePeriod.forwardLabel() Return the Forward Label

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

Constructor and Description
ReferenceIndexPeriod(int iStartDate, int iEndDate, ForwardLabel forwardLabel) The ReferenceIndexPeriod constructor

Uses of ForwardLabel in org.drip.analytics.support

Methods in org.drip.analytics.support with parameters of type ForwardLabel

Modifier and Type	Method and Description
static double	OptionHelper.IntegratedFRACrossVolConvexityAdjuster(CurveSurfaceQuoteContainer csqs, ForwardLabel forwardLabel, FundingLabel fundingLabel, double dblForwardShiftedLogNormalScaler, double dblFundingShiftedLogNormalScaler, int iStartDate, int iEndDate) Compute the Integrated FRA Cross Volatility Convexity Adjuster given the corresponding volatility and the correlation Curves and the date spans
static ReferenceIndexPeriod	CompositePeriodBuilder.MakeReferencePeriod(int iStartDate, int iEndDate, ForwardLabel forwardLabel, int iReferencePeriodArrearsType) Construct a Reference Period using the Start/End Dates, Fixing DAP, Forward Label, and the Reference Period Arrears Type
static ReferenceIndexPeriod	CompositePeriodBuilder.MakeReferencePeriod(JulianDate dtStart, JulianDate dtEnd, ForwardLabel forwardLabel, int iReferencePeriodArrearsType) Construct a Reference Period using the Start/End Dates, Fixing DAP, Forward Label, and the Reference Period Arrears Type

Uses of ForwardLabel in org.drip.dynamics.hjm

Methods in org.drip.dynamics.hjm that return ForwardLabel

Modifier and Type	Method and Description
ForwardLabel	MultiFactorStateEvolver.forwardLabel() Retrieve the Forward Label

Methods in org.drip.dynamics.hjm with parameters of type ForwardLabel

Modifier and Type

Method and Description

static ShortForwardRateUpdate

ShortForwardRateUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblInstantaneousForwardRate, double dblInstantaneousForwardRateIncrement, double dblLIBORForwardRate, double dblLIBORForwardRateIncrement, double dblShiftedLIBORForwardRate, double dblShiftedLIBORForwardRateIncrement, double dblShortRate, double dblShortRateIncrement, double dblCompoundedShortRate, double dblCompoundedShortRateIncrement, double dblPrice, double dblPriceIncrement) Construct an Instance of ShortForwardRateUpdate

Constructors in org.drip.dynamics.hjm with parameters of type ForwardLabel

Constructor and Description
MultiFactorStateEvolver(FundingLabel lslFunding, ForwardLabel lslForward, MultiFactorVolatility mfv, R1ToR1 auInitialInstantaneousForwardRate) MultiFactorStateEvolver Constructor

Uses of ForwardLabel in org.drip.dynamics.lmm

Methods in org.drip.dynamics.lmm that return ForwardLabel

Modifier and Type	Method and Description
ForwardLabel	LognormalLIBORVolatility.forwardLabel() Retrieve the Forward Label
ForwardLabel	LognormalLIBORPointEvolver.forwardLabel() Retrieve the Forward Label
ForwardLabel	LognormalLIBORCurveEvolver.forwardLabel() Retrieve the Forward Label
ForwardLabel	ContinuousForwardRateEvolver.forwardLabel() Retrieve the Forward Label

Methods in org.drip.dynamics.lmm with parameters of type ForwardLabel

Modifier and Type	Method and Description
static BGMCurveUpdate	BGMCurveUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, ForwardCurve fc, Span spanLIBORIncrement, MergedDiscountForwardCurve dc, Span spanDiscountFactorIncrement, Span spanContinuousForwardRateIncrement, Span spanSpotRateIncrement, Span spanInstantaneousEffectiveForward, Span spanInstantaneousNominalForward, LognormalLIBORVolatility llv) Construct an Instance of BGMCurveUpdate
static ContinuousForwardRateUpdate	ContinuousForwardRateUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblContinuousForwardRate, double dblContinuousForwardRateIncrement, double dblSpotRate, double dblSpotRateIncrement, double dblDiscountFactor, double dblDiscountFactorIncrement, double dblDContinuousForwardDXInitial, double dblDContinuousForwardDXTerminal) Construct an Instance of ContinuousForwardRateUpdate
static BGMPointUpdate	BGMPointUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblLIBOR, double dblLIBORIncrement, double dblContinuousForwardRate, double dblContinuousForwardRateIncrement, double dblSpotRate, double dblSpotRateIncrement, double dblDiscountFactor, double dblDiscountFactorIncrement, double dblInstantaneousEffectiveForwardRate, double dblInstantaneousNominalForwardRate, double dblLognormalLIBORVolatility, double dblContinuouslyCompoundedForwardVolatility) Construct an Instance of BGMPointUpdate
static LognormalLIBORCurveEvolver	LognormalLIBORCurveEvolver.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iNumForwardTenor, SegmentCustomBuilderControl scbc) Create a LognormalLIBORCurveEvolver Instance

Constructors in org.drip.dynamics.lmm with parameters of type ForwardLabel

Constructor and Description
ContinuousForwardRateEvolver(FundingLabel lslFunding, ForwardLabel lslForward, MultiFactorVolatility mfv, R1ToR1 auInitialInstantaneousForwardRate) ContinuousForwardRateEvolver Constructor
LognormalLIBORCurveEvolver(FundingLabel lslFunding, ForwardLabel lslForward, int iNumForwardTenor, SegmentCustomBuilderControl scbcLIBOR, SegmentCustomBuilderControl scbcDiscountFactor, SegmentCustomBuilderControl scbcLIBORIncrement, SegmentCustomBuilderControl scbcDiscountFactorIncrement, SegmentCustomBuilderControl scbcContinuousForwardIncrement, SegmentCustomBuilderControl scbcSpotRateIncrement, SegmentCustomBuilderControl scbcInstantaneousEffectiveForward, SegmentCustomBuilderControl scbcInstantaneousNominalForward) LognormalLIBORCurveEvolver Constructor
LognormalLIBORPointEvolver(FundingLabel lslFunding, ForwardLabel lslForward, LognormalLIBORVolatility llv, ForwardCurve fc, MergedDiscountForwardCurve dc) LognormalLIBORPointEvolver Constructor
LognormalLIBORVolatility(int iSpotDate, ForwardLabel lslForward, MarketSurface[] aMSVolatility, PrincipalFactorSequenceGenerator pfsg) LognormalLIBORVolatility Constructor

Uses of ForwardLabel in org.drip.dynamics.sabr

Methods in org.drip.dynamics.sabr that return ForwardLabel

Modifier and Type	Method and Description
ForwardLabel	StochasticVolatilityStateEvolver.forwardLabel() Retrieve the Forward Label

Methods in org.drip.dynamics.sabr with parameters of type ForwardLabel

Modifier and Type	Method and Description
static StochasticVolatilityStateEvolver	StochasticVolatilityStateEvolver.CEV(ForwardLabel lslForward, double dblBeta, double dblRho, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic) Create a Constant Elasticity of Variance SABR Instance
static ForwardRateUpdate	ForwardRateUpdate.Create(ForwardLabel lslForward, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblForwardRate, double dblForwardRateIncrement, double dblForwardRateVolatility, double dblForwardRateVolatilityIncrement) ForwardRateUpdate Creator
static StochasticVolatilityStateEvolver	StochasticVolatilityStateEvolver.Gaussian(ForwardLabel lslForward, double dblRho, double dblVolatilityOfVolatility, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic) Create a Gaussian SABR Instance
static StochasticVolatilityStateEvolver	StochasticVolatilityStateEvolver.Lognormal(ForwardLabel lslForward, double dblRho, double dblVolatilityOfVolatility, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic) Create a Log-normal SABR Instance

Constructors in org.drip.dynamics.sabr with parameters of type ForwardLabel

Constructor and Description
StochasticVolatilityStateEvolver(ForwardLabel lslForward, double dblBeta, double dblRho, double dblVolatilityOfVolatility, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic) StochasticVolatilityStateEvolver Constructor

Uses of ForwardLabel in org.drip.market.exchange

Methods in org.drip.market.exchange with parameters of type ForwardLabel

Modifier and Type	Method and Description
static ShortTermFutures	ShortTermFuturesContainer.ExchangeInfo(ForwardLabel forwardLabel) Retrieve the Short Term Futures Exchange Info From the Corresponding Forward Label

Uses of ForwardLabel in org.drip.market.otc

Methods in org.drip.market.otc that return ForwardLabel

Modifier and Type	Method and Description
ForwardLabel	FloatStreamConvention.floaterIndex() Retrieve the Forward Label

Constructors in org.drip.market.otc with parameters of type ForwardLabel

Constructor and Description
FloatStreamConvention(ForwardLabel forwardLabel, java.lang.String strCompositePeriodTenor) FloatStreamConvention Constructor

Uses of ForwardLabel in org.drip.param.market

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

Modifier and Type	Method and Description
R1ToR1	CurveSurfaceQuoteContainer.collateralForwardCorrelation(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel) Retrieve the Correlation Surface between the Collateral and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditForwardCorrelation(CreditLabel creditLabel, ForwardLabel forwardLabel) Retrieve the Correlation Surface between the Credit and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.customForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel) Retrieve the Correlation Surface between the Custom Metric and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityForwardCorrelation(EquityLabel equityLabel, ForwardLabel forwardLabel) Retrieve the Correlation Surface between the Equity and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardForwardCorrelation(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2) Retrieve the Correlation Surface between the Pair of Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel) Retrieve the Correlation Surface between the Forward and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel) Retrieve the Correlation Surface between the Forward and the FX Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.forwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel) Retrieve the Correlation Surface between the Forward and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel) Retrieve the Correlation Surface between the Forward and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel) Retrieve the Correlation Surface between the Forward and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel) Retrieve the Correlation Surface between the Forward and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRecoveryCorrelation(ForwardLabel forwardLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface between the Forward and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel) Retrieve the Correlation Surface between the Forward and the Repo Latent States
ForwardCurve	CurveSurfaceQuoteContainer.forwardState(ForwardLabel forwardLabel) Retrieve the Forward State corresponding to the Label
VolatilityCurve	CurveSurfaceQuoteContainer.forwardVolatility(ForwardLabel forwardLabel) Retrieve the Volatility Curve for the specified Forward Latent State Label
boolean	CurveSurfaceQuoteContainer.setCollateralForwardCorrelation(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Collateral and the Forward 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.setCustomForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Custom Metric and the Forward 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.setForwardForwardCorrelation(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Pair of Forward Latent States
boolean	CurveSurfaceQuoteContainer.setForwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Forward and the Funding Latent States
boolean	CurveSurfaceQuoteContainer.setForwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Forward and the FX Latent State Labels
boolean	CurveSurfaceQuoteContainer.setForwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Forward and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setForwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Forward and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setForwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Forward and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setForwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Forward and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setForwardRecoveryCorrelation(ForwardLabel forwardLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Forward and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setForwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Forward and the Repo Latent States

Uses of ForwardLabel in org.drip.param.period

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

Modifier and Type	Method and Description
ForwardLabel	ComposableFloatingUnitSetting.forwardLabel() Retrieve the Forward Label

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

Constructor and Description
ComposableFloatingUnitSetting(java.lang.String strTenor, int iEdgeDateSequenceScheme, DateAdjustParams dapEdge, ForwardLabel forwardLabel, int iReferencePeriodArrearsType, double dblSpread) ComposableFloatingUnitSetting constructor

Uses of ForwardLabel in org.drip.product.calib

Methods in org.drip.product.calib that return ForwardLabel

Modifier and Type	Method and Description
ForwardLabel	ProductQuoteSet.forwardLabel() Retrieve the Forward Latent State Label, if it exists

Uses of ForwardLabel in org.drip.product.creator

Methods in org.drip.product.creator with parameters of type ForwardLabel

Modifier and Type	Method and Description
static SingleStreamComponent	SingleStreamComponentBuilder.Deposit(JulianDate dtEffective, JulianDate dtMaturity, ForwardLabel fri) Create a Deposit Product from the Effective and the Maturity Dates, and the Forward Label
static FRAStandardCapFloorlet	SingleStreamOptionBuilder.ExchangeTradedFuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, java.lang.String strTradingMode, java.lang.String strExchange) Create an Exchange-traded Standard Futures Option
static FRAStandardComponent	SingleStreamComponentBuilder.ForwardRateFutures(JulianDate dtSpot, ForwardLabel fri) Create a Forward Rate Futures Product Instance from the Spot Date and the Forward Label
static FRAMarketComponent	SingleStreamComponentBuilder.FRAMarket(JulianDate dtForwardStart, ForwardLabel forwardLabel, double dblStrike) Create a FRA Market Component Instance from the Spot Date, the Forward Label, and the Strike
static FRAStandardComponent	SingleStreamComponentBuilder.FRAStandard(JulianDate dtForwardStart, ForwardLabel forwardLabel, double dblStrike) Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
static FRAStandardCapFloorlet	SingleStreamOptionBuilder.FuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, CashSettleParams csp) Create a Standard Futures Option

Uses of ForwardLabel in org.drip.product.credit

Methods in org.drip.product.credit that return types with arguments of type ForwardLabel

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<ForwardLabel>	CDSComponent.forwardLabel()
CaseInsensitiveTreeMap<ForwardLabel>	BondComponent.forwardLabel()

Uses of ForwardLabel in org.drip.product.definition

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

Modifier and Type	Method and Description
ForwardLabel[]	BasketProduct.forwardLabel()
ForwardLabel[]	BasketMarketParamRef.forwardLabel() Get the Array of Forward Curve Latent State Labels

Methods in org.drip.product.definition that return types with arguments of type ForwardLabel

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<ForwardLabel>	ComponentMarketParamRef.forwardLabel() Get the Map of Forward Curve Latent State Labels

Uses of ForwardLabel in org.drip.product.fx

Methods in org.drip.product.fx that return types with arguments of type ForwardLabel

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<ForwardLabel>	FXForwardComponent.forwardLabel()

Uses of ForwardLabel in org.drip.product.govvie

Methods in org.drip.product.govvie that return types with arguments of type ForwardLabel

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<ForwardLabel>	TreasuryFutures.forwardLabel()

Uses of ForwardLabel in org.drip.product.option

Methods in org.drip.product.option that return types with arguments of type ForwardLabel

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<ForwardLabel>	OptionComponent.forwardLabel()

Uses of ForwardLabel in org.drip.product.params

Methods in org.drip.product.params that return ForwardLabel

Modifier and Type	Method and Description
ForwardLabel	FloaterSetting.fri() Retrieve the Floating Rate Index

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

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 ForwardLabel in org.drip.product.rates

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

Modifier and Type	Method and Description
ForwardLabel	Stream.forwardLabel() Retrieve the Forward Label

Methods in org.drip.product.rates that return types with arguments of type ForwardLabel

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<ForwardLabel>	SingleStreamComponent.forwardLabel()
CaseInsensitiveTreeMap<ForwardLabel>	RatesBasket.forwardLabel()
CaseInsensitiveTreeMap<ForwardLabel>	FloatFloatComponent.forwardLabel()
CaseInsensitiveTreeMap<ForwardLabel>	FixFloatComponent.forwardLabel()

Uses of ForwardLabel in org.drip.sample.forward

Methods in org.drip.sample.forward with parameters of type ForwardLabel

Modifier and Type	Method and Description
static ForwardCurve	IBORCurve.CustomIBORBuilderSample(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrFloatFloatTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatCalibMeasure, java.lang.String[] astrSyntheticFloatFloatTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)
static ForwardCurve	IBORCurve.CustomIBORBuilderSample2(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrComponentPairTenor, double[] adblComponentPairQuote, java.lang.String strComponentPairCalibMeasure, java.lang.String[] astrSyntheticComponentPairTenor, double[] adblSyntheticComponentPairQuote, java.lang.String strSyntheticComponentPairCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)

Uses of ForwardLabel in org.drip.sample.ois

Methods in org.drip.sample.ois with parameters of type ForwardLabel

Modifier and Type	Method and Description
static java.util.Map<java.lang.String,java.lang.Double>	CrossOvernightFloatingStream.CompoundingRun(ForwardLabel fri)

Uses of ForwardLabel in org.drip.service.template

Methods in org.drip.service.template with parameters of type ForwardLabel

Modifier and Type	Method and Description
static CaseInsensitiveTreeMap<ForwardCurve>	LatentMarketStateBuilder.BumpedForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Map of Tenor Bumped Forward Curve Based off of the Input Exchange/OTC Market Instruments
static CaseInsensitiveTreeMap<VolatilityCurve>	LatentMarketStateBuilder.BumpedForwardVolatilityCurve(JulianDate dtSpot, ForwardLabel forwardLabel, boolean bIsCap, java.lang.String[] astrMaturityTenor, double[] adblStrike, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc, double dblBump, boolean bIsProportional) Construct a Tenor + Parallel Forward Volatility Latent State Construction from Cap/Floor Instruments
static FRAStandardCapFloor[]	OTCInstrumentBuilder.CapFloor(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor, double[] adblStrike, boolean bIsCap) Construct an Instance of the Standard OTC FRA Cap/Floor
static FRAStandardCapFloor	OTCInstrumentBuilder.CapFloor(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor, double dblStrike, boolean bIsCap) Construct an Instance of the Standard OTC FRA Cap/Floor
static FixFloatComponent	OTCInstrumentBuilder.FixFloatCustom(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor) Construct a Standard Fix Float Swap Instances
static FixFloatComponent[]	OTCInstrumentBuilder.FixFloatCustom(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor) Construct an Array of Custom Fix Float Swap Instances
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType) Construct a Instance of the Smooth/Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, SegmentCustomBuilderControl scbc) Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
static SingleStreamComponent[]	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate dtSpot, java.lang.String[] astrMaturityTenor, ForwardLabel forwardLabel) Construct an Array of OTC Forward Deposit Instruments from the corresponding Maturity Tenors
static SingleStreamComponent	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate dtSpot, java.lang.String strMaturityTenor, ForwardLabel forwardLabel) Construct an OTC Forward Deposit Instrument from Spot Date and the Maturity Tenor
static VolatilityCurve	LatentMarketStateBuilder.ForwardRateVolatilityCurve(JulianDate dtSpot, ForwardLabel forwardLabel, boolean bIsCap, java.lang.String[] astrMaturityTenor, double[] adblStrike, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc) Forward Rate Volatility Latent State Construction from Cap/Floor Instruments
static FRAStandardComponent[]	OTCInstrumentBuilder.FRAStandard(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor, double[] adblFRAStrike) Create an Array of Standard FRAs from the Spot Date, the Forward Label, and the Strike
static FRAStandardComponent	OTCInstrumentBuilder.FRAStandard(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor, double dblStrike) Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
static ForwardCurve	LatentMarketStateBuilder.ShapePreservingForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference) Construct a Instance of the Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.SmoothForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference) Construct a Instance of Smooth Forward Curve off of Exchange/OTC Market Instruments

Uses of ForwardLabel in org.drip.state.basis

Methods in org.drip.state.basis that return ForwardLabel

Modifier and Type	Method and Description
ForwardLabel	BasisEstimator.derivedIndex() Retrieve the Derived Index
ForwardLabel	BasisCurve.derivedIndex()
ForwardLabel	BasisEstimator.referenceIndex() Retrieve the Reference Index
ForwardLabel	BasisCurve.referenceIndex()

Uses of ForwardLabel in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type ForwardLabel

Modifier and Type	Method and Description
static BasisCurve	ScenarioBasisCurveBuilder.CubicPolynomialBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis) Create an Instance of the Cubic Polynomial Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.CustomSplineBasisCurve(java.lang.String strName, JulianDate dtSpot, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Basis Curve
static ForwardCurve	ScenarioForwardCurveBuilder.FlatForwardForwardCurve(JulianDate dtStart, ForwardLabel fri, double dblFlatForwardRate) Construct an Instance of the Flat Forward Rate Forward Curve
static BasisCurve	ScenarioBasisCurveBuilder.KaklisPandelisBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis) Create an Instance of the Kaklis-Pandelis Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKHyperbolicBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, double dblTension) Create an Instance of the KLK Hyperbolic Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalLinearBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, double dblTension) Create an Instance of the KLK Rational Linear Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalQuadraticBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, double dblTension) Create an Instance of the KLK Rational Quadratic Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.QuarticPolynomialBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis) Create an Instance of the Quartic Polynomial Splined Basis Curve
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, ForwardLabel fri, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, double dblEpochResponse) Build the Shape Preserving Forward Curve using the Custom Parameters
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(java.lang.String strName, ForwardLabel fri, ValuationParams valParams, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote, double dblEpochResponse) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.

Uses of ForwardLabel in org.drip.state.curve

Methods in org.drip.state.curve with parameters of type ForwardLabel

Modifier and Type	Method and Description
ForwardRateEstimator	ZeroRateDiscountCurve.forwardRateEstimator(int iDate, ForwardLabel fri)
ForwardRateEstimator	ForeignCollateralizedDiscountCurve.forwardRateEstimator(int iDate, ForwardLabel fri)
ForwardRateEstimator	DiscountFactorDiscountCurve.forwardRateEstimator(int iDate, ForwardLabel fri)
ForwardRateEstimator	DeterministicCollateralChoiceDiscountCurve.forwardRateEstimator(int iDate, ForwardLabel fri)

Constructors in org.drip.state.curve with parameters of type ForwardLabel

Constructor and Description
BasisSplineBasisCurve(ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, Span span) BasisSplineBasisCurve constructor
BasisSplineForwardRate(ForwardLabel fri, OverlappingStretchSpan span) BasisSplineForwardRate constructor

Uses of ForwardLabel in org.drip.state.discount

Methods in org.drip.state.discount with parameters of type ForwardLabel

Modifier and Type	Method and Description
abstract ForwardRateEstimator	MergedDiscountForwardCurve.forwardRateEstimator(int iDate, ForwardLabel fri) Retrieve the Forward Curve that might be implied by the Latent State of this Discount Curve Instance corresponding to the specified Floating Rate Index

Uses of ForwardLabel in org.drip.state.forward

Methods in org.drip.state.forward that return ForwardLabel

Modifier and Type	Method and Description
ForwardLabel	ForwardRateEstimator.index() Retrieve the Forward Rate Index
ForwardLabel	ForwardCurve.index()

Uses of ForwardLabel in org.drip.state.identifier

Subclasses of ForwardLabel in org.drip.state.identifier

Modifier and Type	Class and Description
class	OvernightLabel OvernightLabel contains the Index Parameters referencing an Overnight Index.

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

Modifier and Type	Method and Description
static ForwardLabel	ForwardLabel.Create(FloaterIndex floaterIndex, java.lang.String strTenor) Construct a ForwardLabel from the tenor and the index
static ForwardLabel	ForwardLabel.Create(java.lang.String strCurrency, java.lang.String strTenor) Create from the Currency and the Tenor
static ForwardLabel	ForwardLabel.Standard(java.lang.String strFullyQualifiedName) Construct a ForwardLabel from the corresponding Fully Qualified Name

Uses of ForwardLabel in org.drip.state.nonlinear

Methods in org.drip.state.nonlinear with parameters of type ForwardLabel

Modifier and Type	Method and Description
ForwardRateEstimator	FlatForwardDiscountCurve.forwardRateEstimator(int iDate, ForwardLabel fri)

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

Constructor and Description
FlatForwardForwardCurve(JulianDate dtEpoch, ForwardLabel fri, double dblFlatForwardRate) FlatForwardForwardCurve constructor